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[--[65.84.65.76]--]
PEL
Piramal Enterprises Ltd

1093.7 -28.85 (-2.57%)

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Historical option data for PEL

20 Dec 2024 04:13 PM IST
PEL 26DEC2024 1140 CE
Delta: 0.13
Vega: 0.30
Theta: -0.79
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1093.70 2.8 -8.70 29.87 1,043 9 464
19 Dec 1122.55 11.5 -18.50 30.00 2,159 294 454
18 Dec 1147.65 30 -70.05 35.36 289 49 159
17 Dec 1224.95 100.05 -30.95 63.21 2 0 111
16 Dec 1252.05 131 21.00 72.03 2 0 113
13 Dec 1252.30 110 -6.00 - 10 -4 113
12 Dec 1260.40 116 -16.00 - 1 0 117
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
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 0.13

Historical price for 1140 CE is as follows

On 20 Dec PEL was trading at 1093.70. The strike last trading price was 2.8, which was -8.70 lower than the previous day. The implied volatity was 29.87, the open interest changed by 9 which increased total open position to 464


On 19 Dec PEL was trading at 1122.55. The strike last trading price was 11.5, which was -18.50 lower than the previous day. The implied volatity was 30.00, the open interest changed by 294 which increased total open position to 454


On 18 Dec PEL was trading at 1147.65. The strike last trading price was 30, which was -70.05 lower than the previous day. The implied volatity was 35.36, the open interest changed by 49 which increased total open position to 159


On 17 Dec PEL was trading at 1224.95. The strike last trading price was 100.05, which was -30.95 lower than the previous day. The implied volatity was 63.21, the open interest changed by 0 which decreased total open position to 111


On 16 Dec PEL was trading at 1252.05. The strike last trading price was 131, which was 21.00 higher than the previous day. The implied volatity was 72.03, the open interest changed by 0 which decreased total open position to 113


On 13 Dec PEL was trading at 1252.30. The strike last trading price was 110, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 113


On 12 Dec PEL was trading at 1260.40. The strike last trading price was 116, which was -16.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 117


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: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1093.70 45.5 19.10 - 128 -20 235
19 Dec 1122.55 26.4 9.70 26.70 966 -44 255
18 Dec 1147.65 16.7 14.10 32.48 2,440 167 294
17 Dec 1224.95 2.6 0.90 33.75 151 3 127
16 Dec 1252.05 1.7 -0.30 36.28 71 2 127
13 Dec 1252.30 2 -0.40 33.45 365 -111 123
12 Dec 1260.40 2.4 0.20 34.44 123 -5 235
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 -

Historical price for 1140 PE is as follows

On 20 Dec PEL was trading at 1093.70. The strike last trading price was 45.5, which was 19.10 higher than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 235


On 19 Dec PEL was trading at 1122.55. The strike last trading price was 26.4, which was 9.70 higher than the previous day. The implied volatity was 26.70, the open interest changed by -44 which decreased total open position to 255


On 18 Dec PEL was trading at 1147.65. The strike last trading price was 16.7, which was 14.10 higher than the previous day. The implied volatity was 32.48, the open interest changed by 167 which increased total open position to 294


On 17 Dec PEL was trading at 1224.95. The strike last trading price was 2.6, which was 0.90 higher than the previous day. The implied volatity was 33.75, the open interest changed by 3 which increased total open position to 127


On 16 Dec PEL was trading at 1252.05. The strike last trading price was 1.7, which was -0.30 lower than the previous day. The implied volatity was 36.28, the open interest changed by 2 which increased total open position to 127


On 13 Dec PEL was trading at 1252.30. The strike last trading price was 2, which was -0.40 lower than the previous day. The implied volatity was 33.45, the open interest changed by -111 which decreased total open position to 123


On 12 Dec PEL was trading at 1260.40. The strike last trading price was 2.4, which was 0.20 higher than the previous day. The implied volatity was 34.44, the open interest changed by -5 which decreased total open position to 235


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