PEL
Piramal Enterprises Ltd
Historical option data for PEL
27 Dec 2024 04:13 PM IST
| PEL 30JAN2025 1180 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.28
Vega: 1.14
Theta: -0.54
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1107.00 | 15.3 | 2.15 | 27.27 | 413 | 10 | 75 | |||
| 26 Dec | 1098.45 | 13.15 | 2.75 | 28.08 | 115 | 58 | 64 | |||
| 24 Dec | 1090.55 | 10.4 | -7.60 | 26.48 | 6 | 0 | 5 | |||
| 23 Dec | 1085.25 | 18 | -78.70 | 34.00 | 7 | 3 | 3 | |||
|
|
||||||||||
| 20 Dec | 1093.70 | 96.7 | 0.00 | 5.54 | 0 | 0 | 0 | |||
| 19 Dec | 1122.55 | 96.7 | 0.00 | 3.29 | 0 | 0 | 0 | |||
| 18 Dec | 1147.65 | 96.7 | 0.00 | 1.34 | 0 | 0 | 0 | |||
| 17 Dec | 1224.95 | 96.7 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1252.30 | 96.7 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 1260.40 | 96.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1269.80 | 96.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1241.10 | 96.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1239.50 | 96.7 | - | 0 | 0 | 0 | ||||
For Piramal Enterprises Ltd - strike price 1180 expiring on 30JAN2025
Delta for 1180 CE is 0.28
Historical price for 1180 CE is as follows
On 27 Dec PEL was trading at 1107.00. The strike last trading price was 15.3, which was 2.15 higher than the previous day. The implied volatity was 27.27, the open interest changed by 10 which increased total open position to 75
On 26 Dec PEL was trading at 1098.45. The strike last trading price was 13.15, which was 2.75 higher than the previous day. The implied volatity was 28.08, the open interest changed by 58 which increased total open position to 64
On 24 Dec PEL was trading at 1090.55. The strike last trading price was 10.4, which was -7.60 lower than the previous day. The implied volatity was 26.48, the open interest changed by 0 which decreased total open position to 5
On 23 Dec PEL was trading at 1085.25. The strike last trading price was 18, which was -78.70 lower than the previous day. The implied volatity was 34.00, the open interest changed by 3 which increased total open position to 3
On 20 Dec PEL was trading at 1093.70. The strike last trading price was 96.7, which was 0.00 lower than the previous day. The implied volatity was 5.54, 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 96.7, which was 0.00 lower than the previous day. The implied volatity was 3.29, 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 96.7, which was 0.00 lower than the previous day. The implied volatity was 1.34, 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 96.7, 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 13 Dec PEL was trading at 1252.30. The strike last trading price was 96.7, 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 12 Dec PEL was trading at 1260.40. The strike last trading price was 96.7, 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 11 Dec PEL was trading at 1269.80. The strike last trading price was 96.7, 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 9 Dec PEL was trading at 1241.10. The strike last trading price was 96.7, 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 Dec PEL was trading at 1239.50. The strike last trading price was 96.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| PEL 30JAN2025 1180 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.70
Vega: 1.17
Theta: -0.28
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1107.00 | 77.6 | -8.40 | 29.77 | 4 | 3 | 42 |
| 26 Dec | 1098.45 | 86 | 59.00 | 28.19 | 37 | 35 | 38 |
| 24 Dec | 1090.55 | 27 | 0.00 | 0.00 | 0 | 0 | 0 |
| 23 Dec | 1085.25 | 27 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Dec | 1093.70 | 27 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 1122.55 | 27 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 1147.65 | 27 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 1224.95 | 27 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 1252.30 | 27 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Dec | 1260.40 | 27 | 2.00 | 35.60 | 1 | 0 | 2 |
| 11 Dec | 1269.80 | 25 | 0.35 | 35.42 | 1 | 0 | 1 |
| 9 Dec | 1241.10 | 24.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1239.50 | 24.65 | 0.00 | 0 | 1 | 0 | |
For Piramal Enterprises Ltd - strike price 1180 expiring on 30JAN2025
Delta for 1180 PE is -0.70
Historical price for 1180 PE is as follows
On 27 Dec PEL was trading at 1107.00. The strike last trading price was 77.6, which was -8.40 lower than the previous day. The implied volatity was 29.77, the open interest changed by 3 which increased total open position to 42
On 26 Dec PEL was trading at 1098.45. The strike last trading price was 86, which was 59.00 higher than the previous day. The implied volatity was 28.19, the open interest changed by 35 which increased total open position to 38
On 24 Dec PEL was trading at 1090.55. The strike last trading price was 27, 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 23 Dec PEL was trading at 1085.25. The strike last trading price was 27, 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 20 Dec PEL was trading at 1093.70. The strike last trading price was 27, 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 19 Dec PEL was trading at 1122.55. The strike last trading price was 27, 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 18 Dec PEL was trading at 1147.65. The strike last trading price was 27, 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 17 Dec PEL was trading at 1224.95. The strike last trading price was 27, 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 13 Dec PEL was trading at 1252.30. The strike last trading price was 27, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Dec PEL was trading at 1260.40. The strike last trading price was 27, which was 2.00 higher than the previous day. The implied volatity was 35.60, the open interest changed by 0 which decreased total open position to 2
On 11 Dec PEL was trading at 1269.80. The strike last trading price was 25, which was 0.35 higher than the previous day. The implied volatity was 35.42, the open interest changed by 0 which decreased total open position to 1
On 9 Dec PEL was trading at 1241.10. The strike last trading price was 24.65, 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 6 Dec PEL was trading at 1239.50. The strike last trading price was 24.65, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
