PEL
Piramal Enterprises Ltd
Historical option data for PEL
12 Dec 2024 10:23 AM IST
| PEL 26DEC2024 1140 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1260.50 | 132 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1269.80 | 132 | 23.00 | 30.10 | 1 | 0 | 117 | |||
| 10 Dec | 1264.85 | 109 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 9 Dec | 1241.10 | 109 | -3.00 | 29.55 | 11 | -1 | 118 | |||
| 6 Dec | 1239.50 | 112 | 4.00 | 29.93 | 4 | -1 | 118 | |||
| 5 Dec | 1243.45 | 108 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 4 Dec | 1237.15 | 108 | -4.00 | 31.34 | 11 | 1 | 118 | |||
| 3 Dec | 1236.50 | 112 | 21.00 | 35.24 | 52 | -13 | 117 | |||
| 2 Dec | 1207.45 | 91 | 17.20 | 36.90 | 39 | -10 | 131 | |||
| 29 Nov | 1185.00 | 73.8 | 0.60 | 33.33 | 29 | -10 | 141 | |||
| 28 Nov | 1180.00 | 73.2 | -5.15 | 34.15 | 21 | -4 | 152 | |||
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| 27 Nov | 1190.30 | 78.35 | -9.65 | 35.67 | 60 | -18 | 156 | |||
| 26 Nov | 1198.15 | 88 | 52.65 | 33.87 | 2,352 | 99 | 174 | |||
| 25 Nov | 1107.75 | 35.35 | 9.85 | 34.41 | 150 | 48 | 76 | |||
| 22 Nov | 1085.50 | 25.5 | 8.40 | 33.47 | 44 | 13 | 41 | |||
| 21 Nov | 1054.95 | 17.1 | -3.05 | 33.64 | 26 | 3 | 28 | |||
| 20 Nov | 1060.20 | 20.15 | 0.00 | 33.64 | 35 | 22 | 25 | |||
| 19 Nov | 1060.20 | 20.15 | 9.45 | 33.64 | 35 | 22 | 25 | |||
| 18 Nov | 1048.55 | 10.7 | -6.10 | 27.22 | 1 | 0 | 2 | |||
| 14 Nov | 1044.25 | 16.8 | -32.75 | 32.70 | 2 | 1 | 2 | |||
| 7 Nov | 1066.90 | 49.55 | 0.00 | 3.94 | 0 | 0 | 0 | |||
| 6 Nov | 1094.25 | 49.55 | 0.00 | 2.09 | 0 | 0 | 0 | |||
| 5 Nov | 1072.15 | 49.55 | 49.55 | 3.67 | 0 | 0 | 0 | |||
| 4 Nov | 1051.00 | 0 | 0.00 | 4.70 | 0 | 0 | 0 | |||
| 1 Nov | 1065.95 | 0 | 3.50 | 0 | 0 | 0 | ||||
For Piramal Enterprises Ltd - strike price 1140 expiring on 26DEC2024
Delta for 1140 CE is 0.00
Historical price for 1140 CE is as follows
On 12 Dec PEL was trading at 1260.50. The strike last trading price was 132, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec PEL was trading at 1269.80. The strike last trading price was 132, which was 23.00 higher than the previous day. The implied volatity was 30.10, the open interest changed by 0 which decreased total open position to 117
On 10 Dec PEL was trading at 1264.85. The strike last trading price was 109, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 9 Dec PEL was trading at 1241.10. The strike last trading price was 109, which was -3.00 lower than the previous day. The implied volatity was 29.55, the open interest changed by -1 which decreased total open position to 118
On 6 Dec PEL was trading at 1239.50. The strike last trading price was 112, which was 4.00 higher than the previous day. The implied volatity was 29.93, the open interest changed by -1 which decreased total open position to 118
On 5 Dec PEL was trading at 1243.45. The strike last trading price was 108, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Dec PEL was trading at 1237.15. The strike last trading price was 108, which was -4.00 lower than the previous day. The implied volatity was 31.34, the open interest changed by 1 which increased total open position to 118
On 3 Dec PEL was trading at 1236.50. The strike last trading price was 112, which was 21.00 higher than the previous day. The implied volatity was 35.24, the open interest changed by -13 which decreased total open position to 117
On 2 Dec PEL was trading at 1207.45. The strike last trading price was 91, which was 17.20 higher than the previous day. The implied volatity was 36.90, the open interest changed by -10 which decreased total open position to 131
On 29 Nov PEL was trading at 1185.00. The strike last trading price was 73.8, which was 0.60 higher than the previous day. The implied volatity was 33.33, the open interest changed by -10 which decreased total open position to 141
On 28 Nov PEL was trading at 1180.00. The strike last trading price was 73.2, which was -5.15 lower than the previous day. The implied volatity was 34.15, the open interest changed by -4 which decreased total open position to 152
On 27 Nov PEL was trading at 1190.30. The strike last trading price was 78.35, which was -9.65 lower than the previous day. The implied volatity was 35.67, the open interest changed by -18 which decreased total open position to 156
On 26 Nov PEL was trading at 1198.15. The strike last trading price was 88, which was 52.65 higher than the previous day. The implied volatity was 33.87, the open interest changed by 99 which increased total open position to 174
On 25 Nov PEL was trading at 1107.75. The strike last trading price was 35.35, which was 9.85 higher than the previous day. The implied volatity was 34.41, the open interest changed by 48 which increased total open position to 76
On 22 Nov PEL was trading at 1085.50. The strike last trading price was 25.5, which was 8.40 higher than the previous day. The implied volatity was 33.47, the open interest changed by 13 which increased total open position to 41
On 21 Nov PEL was trading at 1054.95. The strike last trading price was 17.1, which was -3.05 lower than the previous day. The implied volatity was 33.64, the open interest changed by 3 which increased total open position to 28
On 20 Nov PEL was trading at 1060.20. The strike last trading price was 20.15, which was 0.00 lower than the previous day. The implied volatity was 33.64, the open interest changed by 22 which increased total open position to 25
On 19 Nov PEL was trading at 1060.20. The strike last trading price was 20.15, which was 9.45 higher than the previous day. The implied volatity was 33.64, the open interest changed by 22 which increased total open position to 25
On 18 Nov PEL was trading at 1048.55. The strike last trading price was 10.7, which was -6.10 lower than the previous day. The implied volatity was 27.22, the open interest changed by 0 which decreased total open position to 2
On 14 Nov PEL was trading at 1044.25. The strike last trading price was 16.8, which was -32.75 lower than the previous day. The implied volatity was 32.70, the open interest changed by 1 which increased total open position to 2
On 7 Nov PEL was trading at 1066.90. The strike last trading price was 49.55, which was 0.00 lower than the previous day. The implied volatity was 3.94, 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 49.55, which was 0.00 lower than the previous day. The implied volatity was 2.09, 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 49.55, which was 49.55 higher than the previous day. The implied volatity was 3.67, 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 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 1 Nov PEL was trading at 1065.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 3.50, the open interest changed by 0 which decreased total open position to 0
| PEL 26DEC2024 1140 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.31
Theta: -0.36
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1260.50 | 2.5 | 0.30 | 35.59 | 27 | -9 | 231 |
| 11 Dec | 1269.80 | 2.2 | -1.95 | 34.72 | 166 | 19 | 255 |
| 10 Dec | 1264.85 | 4.15 | -1.95 | 38.29 | 298 | -54 | 240 |
| 9 Dec | 1241.10 | 6.1 | -0.45 | 36.75 | 91 | 19 | 292 |
| 6 Dec | 1239.50 | 6.55 | -0.75 | 35.08 | 580 | 27 | 274 |
| 5 Dec | 1243.45 | 7.3 | -1.90 | 36.54 | 796 | -18 | 247 |
| 4 Dec | 1237.15 | 9.2 | -1.10 | 36.10 | 3,336 | 151 | 262 |
| 3 Dec | 1236.50 | 10.3 | -5.80 | 37.00 | 350 | 13 | 111 |
| 2 Dec | 1207.45 | 16.1 | -6.40 | 36.45 | 238 | 4 | 124 |
| 29 Nov | 1185.00 | 22.5 | -3.05 | 35.13 | 79 | 26 | 119 |
| 28 Nov | 1180.00 | 25.55 | 1.55 | 36.32 | 142 | 4 | 91 |
| 27 Nov | 1190.30 | 24 | 1.45 | 35.90 | 248 | 39 | 90 |
| 26 Nov | 1198.15 | 22.55 | -93.15 | 37.33 | 108 | 49 | 49 |
| 25 Nov | 1107.75 | 115.7 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1085.50 | 115.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1054.95 | 115.7 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1060.20 | 115.7 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1060.20 | 115.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1048.55 | 115.7 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1044.25 | 115.7 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1066.90 | 115.7 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1094.25 | 115.7 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1072.15 | 115.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1051.00 | 115.7 | 115.70 | - | 0 | 0 | 0 |
| 1 Nov | 1065.95 | 0 | - | 0 | 0 | 0 | |
For Piramal Enterprises Ltd - strike price 1140 expiring on 26DEC2024
Delta for 1140 PE is -0.06
Historical price for 1140 PE is as follows
On 12 Dec PEL was trading at 1260.50. The strike last trading price was 2.5, which was 0.30 higher than the previous day. The implied volatity was 35.59, the open interest changed by -9 which decreased total open position to 231
On 11 Dec PEL was trading at 1269.80. The strike last trading price was 2.2, which was -1.95 lower than the previous day. The implied volatity was 34.72, the open interest changed by 19 which increased total open position to 255
On 10 Dec PEL was trading at 1264.85. The strike last trading price was 4.15, which was -1.95 lower than the previous day. The implied volatity was 38.29, the open interest changed by -54 which decreased total open position to 240
On 9 Dec PEL was trading at 1241.10. The strike last trading price was 6.1, which was -0.45 lower than the previous day. The implied volatity was 36.75, the open interest changed by 19 which increased total open position to 292
On 6 Dec PEL was trading at 1239.50. The strike last trading price was 6.55, which was -0.75 lower than the previous day. The implied volatity was 35.08, the open interest changed by 27 which increased total open position to 274
On 5 Dec PEL was trading at 1243.45. The strike last trading price was 7.3, which was -1.90 lower than the previous day. The implied volatity was 36.54, the open interest changed by -18 which decreased total open position to 247
On 4 Dec PEL was trading at 1237.15. The strike last trading price was 9.2, which was -1.10 lower than the previous day. The implied volatity was 36.10, the open interest changed by 151 which increased total open position to 262
On 3 Dec PEL was trading at 1236.50. The strike last trading price was 10.3, which was -5.80 lower than the previous day. The implied volatity was 37.00, the open interest changed by 13 which increased total open position to 111
On 2 Dec PEL was trading at 1207.45. The strike last trading price was 16.1, which was -6.40 lower than the previous day. The implied volatity was 36.45, the open interest changed by 4 which increased total open position to 124
On 29 Nov PEL was trading at 1185.00. The strike last trading price was 22.5, which was -3.05 lower than the previous day. The implied volatity was 35.13, the open interest changed by 26 which increased total open position to 119
On 28 Nov PEL was trading at 1180.00. The strike last trading price was 25.55, which was 1.55 higher than the previous day. The implied volatity was 36.32, the open interest changed by 4 which increased total open position to 91
On 27 Nov PEL was trading at 1190.30. The strike last trading price was 24, which was 1.45 higher than the previous day. The implied volatity was 35.90, the open interest changed by 39 which increased total open position to 90
On 26 Nov PEL was trading at 1198.15. The strike last trading price was 22.55, which was -93.15 lower than the previous day. The implied volatity was 37.33, the open interest changed by 49 which increased total open position to 49
On 25 Nov PEL was trading at 1107.75. The strike last trading price was 115.7, 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 115.7, 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 115.7, 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 115.7, 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 115.7, 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 115.7, 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 115.7, 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 115.7, 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 115.7, 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 115.7, 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 115.7, which was 115.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov PEL was trading at 1065.95. 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
