PEL
Piramal Enterprises Ltd
Historical option data for PEL
12 Dec 2024 10:23 AM IST
| PEL 26DEC2024 1180 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.85
Vega: 0.57
Theta: -0.97
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1260.50 | 92.4 | -1.60 | 34.85 | 5 | -3 | 182 | |||
|
|
||||||||||
| 11 Dec | 1269.80 | 94 | 0.00 | 27.66 | 2 | 0 | 186 | |||
| 10 Dec | 1264.85 | 94 | 19.85 | 33.36 | 8 | -5 | 187 | |||
| 9 Dec | 1241.10 | 74.15 | -3.85 | 28.77 | 19 | -7 | 193 | |||
| 6 Dec | 1239.50 | 78 | 0.70 | 29.37 | 91 | -39 | 200 | |||
| 5 Dec | 1243.45 | 77.3 | 4.25 | 21.33 | 33 | -8 | 239 | |||
| 4 Dec | 1237.15 | 73.05 | -4.65 | 28.00 | 5 | -1 | 246 | |||
| 3 Dec | 1236.50 | 77.7 | 15.75 | 31.51 | 167 | -23 | 251 | |||
| 2 Dec | 1207.45 | 61.95 | 13.95 | 34.80 | 224 | -18 | 274 | |||
| 29 Nov | 1185.00 | 48 | -1.50 | 31.96 | 412 | 123 | 292 | |||
| 28 Nov | 1180.00 | 49.5 | -4.50 | 33.92 | 198 | 17 | 167 | |||
| 27 Nov | 1190.30 | 54 | -14.95 | 35.11 | 241 | -8 | 151 | |||
| 26 Nov | 1198.15 | 68.95 | 31.30 | 38.97 | 986 | 159 | 159 | |||
| 25 Nov | 1107.75 | 37.65 | 0.00 | 4.98 | 0 | 0 | 0 | |||
| 22 Nov | 1085.50 | 37.65 | 0.00 | 6.76 | 0 | 0 | 0 | |||
| 21 Nov | 1054.95 | 37.65 | 0.00 | 8.60 | 0 | 0 | 0 | |||
| 20 Nov | 1060.20 | 37.65 | 0.00 | 8.28 | 0 | 0 | 0 | |||
| 19 Nov | 1060.20 | 37.65 | 0.00 | 8.28 | 0 | 0 | 0 | |||
| 6 Nov | 1094.25 | 37.65 | 4.66 | 0 | 0 | 0 | ||||
For Piramal Enterprises Ltd - strike price 1180 expiring on 26DEC2024
Delta for 1180 CE is 0.85
Historical price for 1180 CE is as follows
On 12 Dec PEL was trading at 1260.50. The strike last trading price was 92.4, which was -1.60 lower than the previous day. The implied volatity was 34.85, the open interest changed by -3 which decreased total open position to 182
On 11 Dec PEL was trading at 1269.80. The strike last trading price was 94, which was 0.00 lower than the previous day. The implied volatity was 27.66, the open interest changed by 0 which decreased total open position to 186
On 10 Dec PEL was trading at 1264.85. The strike last trading price was 94, which was 19.85 higher than the previous day. The implied volatity was 33.36, the open interest changed by -5 which decreased total open position to 187
On 9 Dec PEL was trading at 1241.10. The strike last trading price was 74.15, which was -3.85 lower than the previous day. The implied volatity was 28.77, the open interest changed by -7 which decreased total open position to 193
On 6 Dec PEL was trading at 1239.50. The strike last trading price was 78, which was 0.70 higher than the previous day. The implied volatity was 29.37, the open interest changed by -39 which decreased total open position to 200
On 5 Dec PEL was trading at 1243.45. The strike last trading price was 77.3, which was 4.25 higher than the previous day. The implied volatity was 21.33, the open interest changed by -8 which decreased total open position to 239
On 4 Dec PEL was trading at 1237.15. The strike last trading price was 73.05, which was -4.65 lower than the previous day. The implied volatity was 28.00, the open interest changed by -1 which decreased total open position to 246
On 3 Dec PEL was trading at 1236.50. The strike last trading price was 77.7, which was 15.75 higher than the previous day. The implied volatity was 31.51, the open interest changed by -23 which decreased total open position to 251
On 2 Dec PEL was trading at 1207.45. The strike last trading price was 61.95, which was 13.95 higher than the previous day. The implied volatity was 34.80, the open interest changed by -18 which decreased total open position to 274
On 29 Nov PEL was trading at 1185.00. The strike last trading price was 48, which was -1.50 lower than the previous day. The implied volatity was 31.96, the open interest changed by 123 which increased total open position to 292
On 28 Nov PEL was trading at 1180.00. The strike last trading price was 49.5, which was -4.50 lower than the previous day. The implied volatity was 33.92, the open interest changed by 17 which increased total open position to 167
On 27 Nov PEL was trading at 1190.30. The strike last trading price was 54, which was -14.95 lower than the previous day. The implied volatity was 35.11, the open interest changed by -8 which decreased total open position to 151
On 26 Nov PEL was trading at 1198.15. The strike last trading price was 68.95, which was 31.30 higher than the previous day. The implied volatity was 38.97, 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 37.65, 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 22 Nov PEL was trading at 1085.50. The strike last trading price was 37.65, which was 0.00 lower than the previous day. The implied volatity was 6.76, 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 37.65, which was 0.00 lower than the previous day. The implied volatity was 8.60, 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 37.65, which was 0.00 lower than the previous day. The implied volatity was 8.28, 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 37.65, which was 0.00 lower than the previous day. The implied volatity was 8.28, 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 37.65, which was lower than the previous day. The implied volatity was 4.66, the open interest changed by 0 which decreased total open position to 0
| PEL 26DEC2024 1180 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 0.52
Theta: -0.54
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1260.50 | 5.15 | 0.45 | 32.06 | 33 | 7 | 201 |
| 11 Dec | 1269.80 | 4.7 | -4.00 | 31.59 | 167 | -10 | 193 |
| 10 Dec | 1264.85 | 8.7 | -3.85 | 36.48 | 298 | -22 | 204 |
| 9 Dec | 1241.10 | 12.55 | 0.05 | 35.18 | 62 | -5 | 226 |
| 6 Dec | 1239.50 | 12.5 | -0.95 | 32.92 | 351 | -68 | 231 |
| 5 Dec | 1243.45 | 13.45 | -3.10 | 34.53 | 546 | -9 | 299 |
| 4 Dec | 1237.15 | 16.55 | -2.40 | 34.14 | 188 | -16 | 308 |
| 3 Dec | 1236.50 | 18.95 | -8.45 | 36.05 | 466 | 20 | 329 |
| 2 Dec | 1207.45 | 27.4 | -12.30 | 34.96 | 420 | 38 | 308 |
| 29 Nov | 1185.00 | 39.7 | -1.95 | 36.14 | 371 | 106 | 274 |
| 28 Nov | 1180.00 | 41.65 | 1.65 | 35.95 | 251 | -13 | 168 |
| 27 Nov | 1190.30 | 40 | 3.90 | 35.37 | 448 | 124 | 181 |
| 26 Nov | 1198.15 | 36.1 | -107.25 | 36.55 | 73 | 57 | 57 |
| 25 Nov | 1107.75 | 143.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1085.50 | 143.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1054.95 | 143.35 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1060.20 | 143.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1060.20 | 143.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1094.25 | 143.35 | - | 0 | 0 | 0 | |
For Piramal Enterprises Ltd - strike price 1180 expiring on 26DEC2024
Delta for 1180 PE is -0.13
Historical price for 1180 PE is as follows
On 12 Dec PEL was trading at 1260.50. The strike last trading price was 5.15, which was 0.45 higher than the previous day. The implied volatity was 32.06, the open interest changed by 7 which increased total open position to 201
On 11 Dec PEL was trading at 1269.80. The strike last trading price was 4.7, which was -4.00 lower than the previous day. The implied volatity was 31.59, the open interest changed by -10 which decreased total open position to 193
On 10 Dec PEL was trading at 1264.85. The strike last trading price was 8.7, which was -3.85 lower than the previous day. The implied volatity was 36.48, the open interest changed by -22 which decreased total open position to 204
On 9 Dec PEL was trading at 1241.10. The strike last trading price was 12.55, which was 0.05 higher than the previous day. The implied volatity was 35.18, the open interest changed by -5 which decreased total open position to 226
On 6 Dec PEL was trading at 1239.50. The strike last trading price was 12.5, which was -0.95 lower than the previous day. The implied volatity was 32.92, the open interest changed by -68 which decreased total open position to 231
On 5 Dec PEL was trading at 1243.45. The strike last trading price was 13.45, which was -3.10 lower than the previous day. The implied volatity was 34.53, the open interest changed by -9 which decreased total open position to 299
On 4 Dec PEL was trading at 1237.15. The strike last trading price was 16.55, which was -2.40 lower than the previous day. The implied volatity was 34.14, the open interest changed by -16 which decreased total open position to 308
On 3 Dec PEL was trading at 1236.50. The strike last trading price was 18.95, which was -8.45 lower than the previous day. The implied volatity was 36.05, the open interest changed by 20 which increased total open position to 329
On 2 Dec PEL was trading at 1207.45. The strike last trading price was 27.4, which was -12.30 lower than the previous day. The implied volatity was 34.96, the open interest changed by 38 which increased total open position to 308
On 29 Nov PEL was trading at 1185.00. The strike last trading price was 39.7, which was -1.95 lower than the previous day. The implied volatity was 36.14, the open interest changed by 106 which increased total open position to 274
On 28 Nov PEL was trading at 1180.00. The strike last trading price was 41.65, which was 1.65 higher than the previous day. The implied volatity was 35.95, the open interest changed by -13 which decreased total open position to 168
On 27 Nov PEL was trading at 1190.30. The strike last trading price was 40, which was 3.90 higher than the previous day. The implied volatity was 35.37, the open interest changed by 124 which increased total open position to 181
On 26 Nov PEL was trading at 1198.15. The strike last trading price was 36.1, which was -107.25 lower than the previous day. The implied volatity was 36.55, the open interest changed by 57 which increased total open position to 57
On 25 Nov PEL was trading at 1107.75. The strike last trading price was 143.35, 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 143.35, 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 143.35, 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 143.35, 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 143.35, 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 143.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
