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

1260 -9.80 (-0.77%)

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Historical option data for PEL

12 Dec 2024 10:23 AM IST
PEL 26DEC2024 1160 CE
Delta: 0.89
Vega: 0.48
Theta: -0.91
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1260.50 110 -4.60 37.58 2 0 130
11 Dec 1269.80 114.6 1.10 34.11 32 -20 132
10 Dec 1264.85 113.5 19.60 37.88 39 -17 153
9 Dec 1241.10 93.9 -0.10 34.01 27 -5 170
6 Dec 1239.50 94 -7.00 28.91 28 -10 176
5 Dec 1243.45 101 9.80 31.89 9 5 185
4 Dec 1237.15 91.2 -1.80 31.04 27 7 180
3 Dec 1236.50 93 16.90 31.56 46 -9 172
2 Dec 1207.45 76.1 17.90 36.02 160 10 185
29 Nov 1185.00 58.2 -2.80 30.96 170 18 175
28 Nov 1180.00 61 -7.00 34.31 87 -5 160
27 Nov 1190.30 68 -10.00 37.35 129 -30 168
26 Nov 1198.15 78 49.70 36.74 1,537 123 199
25 Nov 1107.75 28.3 14.80 34.73 107 74 75
22 Nov 1085.50 13.5 3.35 27.84 1 0 1
21 Nov 1054.95 10.15 -69.60 30.65 1 0 0
20 Nov 1060.20 79.75 0.00 6.88 0 0 0
19 Nov 1060.20 79.75 0.00 6.88 0 0 0
7 Nov 1066.90 79.75 0.00 5.22 0 0 0
6 Nov 1094.25 79.75 0.00 3.34 0 0 0
5 Nov 1072.15 79.75 0.00 4.93 0 0 0
1 Nov 1065.95 79.75 0.00 4.94 0 0 0
31 Oct 1061.20 79.75 79.75 - 0 0 0
28 Oct 1075.15 0 0.00 - 0 0 0
25 Oct 1051.80 0 0.00 - 0 0 0
24 Oct 1052.25 0 0.00 - 0 0 0
23 Oct 1044.25 0 0.00 - 0 0 0
22 Oct 1025.65 0 0.00 - 0 0 0
21 Oct 1031.60 0 0.00 - 0 0 0
18 Oct 1035.95 0 0.00 - 0 0 0
17 Oct 1036.05 0 0.00 - 0 0 0
16 Oct 1104.10 0 0.00 - 0 0 0
15 Oct 1095.85 0 0.00 - 0 0 0
14 Oct 1095.70 0 0.00 - 0 0 0
11 Oct 1079.80 0 0.00 - 0 0 0
10 Oct 1052.40 0 0.00 - 0 0 0
9 Oct 1031.00 0 0.00 - 0 0 0
8 Oct 1024.00 0 0.00 - 0 0 0
7 Oct 1001.75 0 0.00 - 0 0 0
4 Oct 1032.45 0 0.00 - 0 0 0
3 Oct 1056.65 0 0.00 - 0 0 0
1 Oct 1103.30 0 0.00 - 0 0 0
30 Sept 1103.70 0 - 0 0 0


For Piramal Enterprises Ltd - strike price 1160 expiring on 26DEC2024

Delta for 1160 CE is 0.89

Historical price for 1160 CE is as follows

On 12 Dec PEL was trading at 1260.50. The strike last trading price was 110, which was -4.60 lower than the previous day. The implied volatity was 37.58, the open interest changed by 0 which decreased total open position to 130


On 11 Dec PEL was trading at 1269.80. The strike last trading price was 114.6, which was 1.10 higher than the previous day. The implied volatity was 34.11, the open interest changed by -20 which decreased total open position to 132


On 10 Dec PEL was trading at 1264.85. The strike last trading price was 113.5, which was 19.60 higher than the previous day. The implied volatity was 37.88, the open interest changed by -17 which decreased total open position to 153


On 9 Dec PEL was trading at 1241.10. The strike last trading price was 93.9, which was -0.10 lower than the previous day. The implied volatity was 34.01, the open interest changed by -5 which decreased total open position to 170


On 6 Dec PEL was trading at 1239.50. The strike last trading price was 94, which was -7.00 lower than the previous day. The implied volatity was 28.91, the open interest changed by -10 which decreased total open position to 176


On 5 Dec PEL was trading at 1243.45. The strike last trading price was 101, which was 9.80 higher than the previous day. The implied volatity was 31.89, the open interest changed by 5 which increased total open position to 185


On 4 Dec PEL was trading at 1237.15. The strike last trading price was 91.2, which was -1.80 lower than the previous day. The implied volatity was 31.04, the open interest changed by 7 which increased total open position to 180


On 3 Dec PEL was trading at 1236.50. The strike last trading price was 93, which was 16.90 higher than the previous day. The implied volatity was 31.56, the open interest changed by -9 which decreased total open position to 172


On 2 Dec PEL was trading at 1207.45. The strike last trading price was 76.1, which was 17.90 higher than the previous day. The implied volatity was 36.02, the open interest changed by 10 which increased total open position to 185


On 29 Nov PEL was trading at 1185.00. The strike last trading price was 58.2, which was -2.80 lower than the previous day. The implied volatity was 30.96, the open interest changed by 18 which increased total open position to 175


On 28 Nov PEL was trading at 1180.00. The strike last trading price was 61, which was -7.00 lower than the previous day. The implied volatity was 34.31, the open interest changed by -5 which decreased total open position to 160


On 27 Nov PEL was trading at 1190.30. The strike last trading price was 68, which was -10.00 lower than the previous day. The implied volatity was 37.35, the open interest changed by -30 which decreased total open position to 168


On 26 Nov PEL was trading at 1198.15. The strike last trading price was 78, which was 49.70 higher than the previous day. The implied volatity was 36.74, the open interest changed by 123 which increased total open position to 199


On 25 Nov PEL was trading at 1107.75. The strike last trading price was 28.3, which was 14.80 higher than the previous day. The implied volatity was 34.73, the open interest changed by 74 which increased total open position to 75


On 22 Nov PEL was trading at 1085.50. The strike last trading price was 13.5, which was 3.35 higher than the previous day. The implied volatity was 27.84, the open interest changed by 0 which decreased total open position to 1


On 21 Nov PEL was trading at 1054.95. The strike last trading price was 10.15, which was -69.60 lower than the previous day. The implied volatity was 30.65, 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 79.75, which was 0.00 lower than the previous day. The implied volatity was 6.88, 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 79.75, which was 0.00 lower than the previous day. The implied volatity was 6.88, 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 79.75, which was 0.00 lower than the previous day. The implied volatity was 5.22, 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 79.75, which was 0.00 lower than the previous day. The implied volatity was 3.34, 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 79.75, which was 0.00 lower than the previous day. The implied volatity was 4.93, 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 79.75, which was 0.00 lower than the previous day. The implied volatity was 4.94, the open interest changed by 0 which decreased total open position to 0


On 31 Oct PEL was trading at 1061.20. The strike last trading price was 79.75, which was 79.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct PEL was trading at 1075.15. 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 which decreased total open position to


On 25 Oct PEL was trading at 1051.80. 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 which decreased total open position to


On 24 Oct PEL was trading at 1052.25. 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 which decreased total open position to


On 23 Oct 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 which decreased total open position to


On 22 Oct PEL was trading at 1025.65. 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 which decreased total open position to


On 21 Oct PEL was trading at 1031.60. 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 which decreased total open position to


On 18 Oct PEL was trading at 1035.95. 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 which decreased total open position to


On 17 Oct PEL was trading at 1036.05. 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 which decreased total open position to


On 16 Oct PEL was trading at 1104.10. 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 which decreased total open position to


On 15 Oct PEL was trading at 1095.85. 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 which decreased total open position to


On 14 Oct PEL was trading at 1095.70. 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 which decreased total open position to


On 11 Oct PEL was trading at 1079.80. 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 which decreased total open position to


On 10 Oct PEL was trading at 1052.40. 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 which decreased total open position to


On 9 Oct PEL was trading at 1031.00. 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 which decreased total open position to


On 8 Oct PEL was trading at 1024.00. 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 which decreased total open position to


On 7 Oct PEL was trading at 1001.75. 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 which decreased total open position to


On 4 Oct PEL was trading at 1032.45. 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 which decreased total open position to


On 3 Oct PEL was trading at 1056.65. 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 which decreased total open position to


On 1 Oct PEL was trading at 1103.30. 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 which decreased total open position to


On 30 Sept PEL was trading at 1103.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


PEL 26DEC2024 1160 PE
Delta: -0.09
Vega: 0.41
Theta: -0.46
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1260.50 3.7 0.50 33.89 29 5 383
11 Dec 1269.80 3.2 -2.80 33.11 347 71 378
10 Dec 1264.85 6 -2.85 37.27 358 48 311
9 Dec 1241.10 8.85 -0.30 35.98 173 -28 262
6 Dec 1239.50 9.15 -0.85 34.07 224 -8 292
5 Dec 1243.45 10 -2.25 35.58 221 -38 305
4 Dec 1237.15 12.25 -1.45 34.94 410 52 344
3 Dec 1236.50 13.7 -7.30 36.06 639 44 297
2 Dec 1207.45 21 -10.20 35.55 405 19 258
29 Nov 1185.00 31.2 -1.80 36.31 236 13 240
28 Nov 1180.00 33 2.00 36.18 237 29 227
27 Nov 1190.30 31 2.05 35.11 404 44 204
26 Nov 1198.15 28.95 -100.95 37.10 535 159 159
25 Nov 1107.75 129.9 0.00 - 0 0 0
22 Nov 1085.50 129.9 0.00 - 0 0 0
21 Nov 1054.95 129.9 0.00 - 0 0 0
20 Nov 1060.20 129.9 0.00 - 0 0 0
19 Nov 1060.20 129.9 0.00 - 0 0 0
7 Nov 1066.90 129.9 0.00 - 0 0 0
6 Nov 1094.25 129.9 0.00 - 0 0 0
5 Nov 1072.15 129.9 129.90 - 0 0 0
1 Nov 1065.95 0 0.00 - 0 0 0
31 Oct 1061.20 0 0.00 - 0 0 0
28 Oct 1075.15 0 0.00 - 0 0 0
25 Oct 1051.80 0 0.00 - 0 0 0
24 Oct 1052.25 0 0.00 - 0 0 0
23 Oct 1044.25 0 0.00 - 0 0 0
22 Oct 1025.65 0 0.00 - 0 0 0
21 Oct 1031.60 0 0.00 - 0 0 0
18 Oct 1035.95 0 0.00 - 0 0 0
17 Oct 1036.05 0 0.00 - 0 0 0
16 Oct 1104.10 0 0.00 - 0 0 0
15 Oct 1095.85 0 0.00 - 0 0 0
14 Oct 1095.70 0 0.00 - 0 0 0
11 Oct 1079.80 0 0.00 - 0 0 0
10 Oct 1052.40 0 0.00 - 0 0 0
9 Oct 1031.00 0 0.00 - 0 0 0
8 Oct 1024.00 0 0.00 - 0 0 0
7 Oct 1001.75 0 0.00 - 0 0 0
4 Oct 1032.45 0 0.00 - 0 0 0
3 Oct 1056.65 0 0.00 - 0 0 0
1 Oct 1103.30 0 0.00 - 0 0 0
30 Sept 1103.70 0 - 0 0 0


For Piramal Enterprises Ltd - strike price 1160 expiring on 26DEC2024

Delta for 1160 PE is -0.09

Historical price for 1160 PE is as follows

On 12 Dec PEL was trading at 1260.50. The strike last trading price was 3.7, which was 0.50 higher than the previous day. The implied volatity was 33.89, the open interest changed by 5 which increased total open position to 383


On 11 Dec PEL was trading at 1269.80. The strike last trading price was 3.2, which was -2.80 lower than the previous day. The implied volatity was 33.11, the open interest changed by 71 which increased total open position to 378


On 10 Dec PEL was trading at 1264.85. The strike last trading price was 6, which was -2.85 lower than the previous day. The implied volatity was 37.27, the open interest changed by 48 which increased total open position to 311


On 9 Dec PEL was trading at 1241.10. The strike last trading price was 8.85, which was -0.30 lower than the previous day. The implied volatity was 35.98, the open interest changed by -28 which decreased total open position to 262


On 6 Dec PEL was trading at 1239.50. The strike last trading price was 9.15, which was -0.85 lower than the previous day. The implied volatity was 34.07, the open interest changed by -8 which decreased total open position to 292


On 5 Dec PEL was trading at 1243.45. The strike last trading price was 10, which was -2.25 lower than the previous day. The implied volatity was 35.58, the open interest changed by -38 which decreased total open position to 305


On 4 Dec PEL was trading at 1237.15. The strike last trading price was 12.25, which was -1.45 lower than the previous day. The implied volatity was 34.94, the open interest changed by 52 which increased total open position to 344


On 3 Dec PEL was trading at 1236.50. The strike last trading price was 13.7, which was -7.30 lower than the previous day. The implied volatity was 36.06, the open interest changed by 44 which increased total open position to 297


On 2 Dec PEL was trading at 1207.45. The strike last trading price was 21, which was -10.20 lower than the previous day. The implied volatity was 35.55, the open interest changed by 19 which increased total open position to 258


On 29 Nov PEL was trading at 1185.00. The strike last trading price was 31.2, which was -1.80 lower than the previous day. The implied volatity was 36.31, the open interest changed by 13 which increased total open position to 240


On 28 Nov PEL was trading at 1180.00. The strike last trading price was 33, which was 2.00 higher than the previous day. The implied volatity was 36.18, the open interest changed by 29 which increased total open position to 227


On 27 Nov PEL was trading at 1190.30. The strike last trading price was 31, which was 2.05 higher than the previous day. The implied volatity was 35.11, the open interest changed by 44 which increased total open position to 204


On 26 Nov PEL was trading at 1198.15. The strike last trading price was 28.95, which was -100.95 lower than the previous day. The implied volatity was 37.10, the open interest changed by 159 which increased total open position to 159


On 25 Nov PEL was trading at 1107.75. The strike last trading price was 129.9, 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 129.9, 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 129.9, 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 129.9, 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 129.9, 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 129.9, 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 129.9, 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 129.9, which was 129.90 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 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 31 Oct PEL was trading at 1061.20. 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 which decreased total open position to


On 28 Oct PEL was trading at 1075.15. 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 which decreased total open position to


On 25 Oct PEL was trading at 1051.80. 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 which decreased total open position to


On 24 Oct PEL was trading at 1052.25. 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 which decreased total open position to


On 23 Oct 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 which decreased total open position to


On 22 Oct PEL was trading at 1025.65. 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 which decreased total open position to


On 21 Oct PEL was trading at 1031.60. 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 which decreased total open position to


On 18 Oct PEL was trading at 1035.95. 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 which decreased total open position to


On 17 Oct PEL was trading at 1036.05. 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 which decreased total open position to


On 16 Oct PEL was trading at 1104.10. 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 which decreased total open position to


On 15 Oct PEL was trading at 1095.85. 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 which decreased total open position to


On 14 Oct PEL was trading at 1095.70. 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 which decreased total open position to


On 11 Oct PEL was trading at 1079.80. 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 which decreased total open position to


On 10 Oct PEL was trading at 1052.40. 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 which decreased total open position to


On 9 Oct PEL was trading at 1031.00. 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 which decreased total open position to


On 8 Oct PEL was trading at 1024.00. 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 which decreased total open position to


On 7 Oct PEL was trading at 1001.75. 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 which decreased total open position to


On 4 Oct PEL was trading at 1032.45. 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 which decreased total open position to


On 3 Oct PEL was trading at 1056.65. 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 which decreased total open position to


On 1 Oct PEL was trading at 1103.30. 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 which decreased total open position to


On 30 Sept PEL was trading at 1103.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to