PEL
Piramal Enterprises Ltd
Historical option data for PEL
27 Dec 2024 04:13 PM IST
| PEL 30JAN2025 1120 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.52
Vega: 1.35
Theta: -0.67
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1107.00 | 35.8 | 4.75 | 26.49 | 573 | 28 | 109 | |||
| 26 Dec | 1098.45 | 31.05 | 1.05 | 27.41 | 198 | 48 | 82 | |||
| 24 Dec | 1090.55 | 30 | -5.05 | 29.27 | 44 | 12 | 33 | |||
| 23 Dec | 1085.25 | 35.05 | -45.20 | 33.10 | 31 | 20 | 20 | |||
| 20 Dec | 1093.70 | 80.25 | 0.00 | 0.65 | 0 | 0 | 0 | |||
| 19 Dec | 1122.55 | 80.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 1147.65 | 80.25 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 1224.95 | 80.25 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1252.30 | 80.25 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1241.10 | 80.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1239.50 | 80.25 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 28 Nov | 1180.00 | 80.25 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1190.30 | 80.25 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1198.15 | 80.25 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1107.75 | 80.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1085.50 | 80.25 | 0.00 | 1.07 | 0 | 0 | 0 | |||
| 21 Nov | 1054.95 | 80.25 | 80.25 | 2.57 | 0 | 0 | 0 | |||
| 20 Nov | 1060.20 | 0 | 0.00 | 2.03 | 0 | 0 | 0 | |||
| 19 Nov | 1060.20 | 0 | 0.00 | 2.03 | 0 | 0 | 0 | |||
| 18 Nov | 1048.55 | 0 | 0.00 | 2.82 | 0 | 0 | 0 | |||
| 14 Nov | 1044.25 | 0 | 0.00 | 3.01 | 0 | 0 | 0 | |||
| 13 Nov | 1012.30 | 0 | 0.00 | 4.98 | 0 | 0 | 0 | |||
| 12 Nov | 1023.15 | 0 | 0.00 | 3.84 | 0 | 0 | 0 | |||
| 11 Nov | 1037.00 | 0 | 0.00 | 3.50 | 0 | 0 | 0 | |||
| 8 Nov | 1047.65 | 0 | 0.00 | 2.45 | 0 | 0 | 0 | |||
| 7 Nov | 1066.90 | 0 | 0.00 | 1.41 | 0 | 0 | 0 | |||
| 6 Nov | 1094.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1072.15 | 0 | 0.00 | 0.78 | 0 | 0 | 0 | |||
| 4 Nov | 1051.00 | 0 | 2.15 | 0 | 0 | 0 | ||||
For Piramal Enterprises Ltd - strike price 1120 expiring on 30JAN2025
Delta for 1120 CE is 0.52
Historical price for 1120 CE is as follows
On 27 Dec PEL was trading at 1107.00. The strike last trading price was 35.8, which was 4.75 higher than the previous day. The implied volatity was 26.49, the open interest changed by 28 which increased total open position to 109
On 26 Dec PEL was trading at 1098.45. The strike last trading price was 31.05, which was 1.05 higher than the previous day. The implied volatity was 27.41, the open interest changed by 48 which increased total open position to 82
On 24 Dec PEL was trading at 1090.55. The strike last trading price was 30, which was -5.05 lower than the previous day. The implied volatity was 29.27, the open interest changed by 12 which increased total open position to 33
On 23 Dec PEL was trading at 1085.25. The strike last trading price was 35.05, which was -45.20 lower than the previous day. The implied volatity was 33.10, the open interest changed by 20 which increased total open position to 20
On 20 Dec PEL was trading at 1093.70. The strike last trading price was 80.25, which was 0.00 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0
On 19 Dec PEL was trading at 1122.55. The strike last trading price was 80.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Dec PEL was trading at 1147.65. The strike last trading price was 80.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Dec PEL was trading at 1224.95. The strike last trading price was 80.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Dec PEL was trading at 1252.30. The strike last trading price was 80.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec PEL was trading at 1241.10. The strike last trading price was 80.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec PEL was trading at 1239.50. The strike last trading price was 80.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov PEL was trading at 1180.00. The strike last trading price was 80.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov PEL was trading at 1190.30. The strike last trading price was 80.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov PEL was trading at 1198.15. The strike last trading price was 80.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov PEL was trading at 1107.75. The strike last trading price was 80.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov PEL was trading at 1085.50. The strike last trading price was 80.25, which was 0.00 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0
On 21 Nov PEL was trading at 1054.95. The strike last trading price was 80.25, which was 80.25 higher than the previous day. The implied volatity was 2.57, the open interest changed by 0 which decreased total open position to 0
On 20 Nov PEL was trading at 1060.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.03, the open interest changed by 0 which decreased total open position to 0
On 19 Nov PEL was trading at 1060.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.03, the open interest changed by 0 which decreased total open position to 0
On 18 Nov PEL was trading at 1048.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.82, the open interest changed by 0 which decreased total open position to 0
On 14 Nov PEL was trading at 1044.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.01, the open interest changed by 0 which decreased total open position to 0
On 13 Nov PEL was trading at 1012.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.98, the open interest changed by 0 which decreased total open position to 0
On 12 Nov PEL was trading at 1023.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.84, the open interest changed by 0 which decreased total open position to 0
On 11 Nov PEL was trading at 1037.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.50, the open interest changed by 0 which decreased total open position to 0
On 8 Nov PEL was trading at 1047.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.45, the open interest changed by 0 which decreased total open position to 0
On 7 Nov PEL was trading at 1066.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0
On 6 Nov PEL was trading at 1094.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov PEL was trading at 1072.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0
On 4 Nov PEL was trading at 1051.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 2.15, the open interest changed by 0 which decreased total open position to 0
| PEL 30JAN2025 1120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 1.35
Theta: -0.47
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1107.00 | 42.8 | -1.30 | 31.70 | 255 | 40 | 131 |
| 26 Dec | 1098.45 | 44.1 | -8.90 | 27.22 | 95 | 57 | 91 |
| 24 Dec | 1090.55 | 53 | -1.85 | 28.75 | 13 | -4 | 33 |
| 23 Dec | 1085.25 | 54.85 | -1.75 | 29.01 | 40 | 32 | 37 |
| 20 Dec | 1093.70 | 56.6 | 11.60 | 32.33 | 7 | 1 | 4 |
| 19 Dec | 1122.55 | 45 | -73.90 | 34.25 | 5 | 0 | 0 |
| 18 Dec | 1147.65 | 118.9 | 0.00 | 3.06 | 0 | 0 | 0 |
| 17 Dec | 1224.95 | 118.9 | 0.00 | 7.54 | 0 | 0 | 0 |
| 13 Dec | 1252.30 | 118.9 | 0.00 | 8.99 | 0 | 0 | 0 |
| 9 Dec | 1241.10 | 118.9 | 0.00 | 8.15 | 0 | 0 | 0 |
| 6 Dec | 1239.50 | 118.9 | 0.00 | 8.00 | 0 | 0 | 0 |
| 28 Nov | 1180.00 | 118.9 | 0.00 | 4.70 | 0 | 0 | 0 |
| 27 Nov | 1190.30 | 118.9 | 0.00 | 4.87 | 0 | 0 | 0 |
| 26 Nov | 1198.15 | 118.9 | 118.90 | 5.62 | 0 | 0 | 0 |
| 25 Nov | 1107.75 | 0 | 0.00 | 0.60 | 0 | 0 | 0 |
| 22 Nov | 1085.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1054.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1060.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1060.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1048.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1044.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1012.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1023.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1037.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1047.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1066.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1094.25 | 0 | 0.00 | 0.07 | 0 | 0 | 0 |
| 5 Nov | 1072.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1051.00 | 0 | - | 0 | 0 | 0 | |
For Piramal Enterprises Ltd - strike price 1120 expiring on 30JAN2025
Delta for 1120 PE is -0.48
Historical price for 1120 PE is as follows
On 27 Dec PEL was trading at 1107.00. The strike last trading price was 42.8, which was -1.30 lower than the previous day. The implied volatity was 31.70, the open interest changed by 40 which increased total open position to 131
On 26 Dec PEL was trading at 1098.45. The strike last trading price was 44.1, which was -8.90 lower than the previous day. The implied volatity was 27.22, the open interest changed by 57 which increased total open position to 91
On 24 Dec PEL was trading at 1090.55. The strike last trading price was 53, which was -1.85 lower than the previous day. The implied volatity was 28.75, the open interest changed by -4 which decreased total open position to 33
On 23 Dec PEL was trading at 1085.25. The strike last trading price was 54.85, which was -1.75 lower than the previous day. The implied volatity was 29.01, the open interest changed by 32 which increased total open position to 37
On 20 Dec PEL was trading at 1093.70. The strike last trading price was 56.6, which was 11.60 higher than the previous day. The implied volatity was 32.33, the open interest changed by 1 which increased total open position to 4
On 19 Dec PEL was trading at 1122.55. The strike last trading price was 45, which was -73.90 lower than the previous day. The implied volatity was 34.25, the open interest changed by 0 which decreased total open position to 0
On 18 Dec PEL was trading at 1147.65. The strike last trading price was 118.9, which was 0.00 lower than the previous day. The implied volatity was 3.06, the open interest changed by 0 which decreased total open position to 0
On 17 Dec PEL was trading at 1224.95. The strike last trading price was 118.9, which was 0.00 lower than the previous day. The implied volatity was 7.54, the open interest changed by 0 which decreased total open position to 0
On 13 Dec PEL was trading at 1252.30. The strike last trading price was 118.9, which was 0.00 lower than the previous day. The implied volatity was 8.99, the open interest changed by 0 which decreased total open position to 0
On 9 Dec PEL was trading at 1241.10. The strike last trading price was 118.9, which was 0.00 lower than the previous day. The implied volatity was 8.15, the open interest changed by 0 which decreased total open position to 0
On 6 Dec PEL was trading at 1239.50. The strike last trading price was 118.9, which was 0.00 lower than the previous day. The implied volatity was 8.00, the open interest changed by 0 which decreased total open position to 0
On 28 Nov PEL was trading at 1180.00. The strike last trading price was 118.9, which was 0.00 lower than the previous day. The implied volatity was 4.70, the open interest changed by 0 which decreased total open position to 0
On 27 Nov PEL was trading at 1190.30. The strike last trading price was 118.9, which was 0.00 lower than the previous day. The implied volatity was 4.87, the open interest changed by 0 which decreased total open position to 0
On 26 Nov PEL was trading at 1198.15. The strike last trading price was 118.9, which was 118.90 higher than the previous day. The implied volatity was 5.62, the open interest changed by 0 which decreased total open position to 0
On 25 Nov PEL was trading at 1107.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.60, the open interest changed by 0 which decreased total open position to 0
On 22 Nov PEL was trading at 1085.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov PEL was trading at 1054.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov PEL was trading at 1060.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov PEL was trading at 1060.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov PEL was trading at 1048.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov PEL was trading at 1044.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov PEL was trading at 1012.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov PEL was trading at 1023.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov PEL was trading at 1037.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov PEL was trading at 1047.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov PEL was trading at 1066.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov PEL was trading at 1094.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
On 5 Nov PEL was trading at 1072.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov PEL was trading at 1051.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
