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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 1200 CE
Delta: 0.04
Vega: 0.13
Theta: -0.46
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1093.70 1 -1.55 42.05 1,084 -135 858
19 Dec 1122.55 2.55 -5.55 36.27 2,270 79 1,002
18 Dec 1147.65 8.1 -30.95 36.50 4,674 676 930
17 Dec 1224.95 39.05 -25.15 33.39 208 -45 255
16 Dec 1252.05 64.2 1.25 36.62 43 -21 300
13 Dec 1252.30 62.95 -7.95 27.53 158 -43 321
12 Dec 1260.40 70.9 -5.10 33.37 60 -3 364
11 Dec 1269.80 76 -1.95 26.65 176 -62 367
10 Dec 1264.85 77.95 19.30 33.39 505 -30 430
9 Dec 1241.10 58.65 -4.35 28.42 109 -28 460
6 Dec 1239.50 63 -9.00 29.23 348 -6 490
5 Dec 1243.45 72 10.70 33.70 301 -52 490
4 Dec 1237.15 61.3 -2.50 30.50 625 -48 542
3 Dec 1236.50 63.8 12.55 31.47 2,000 -191 590
2 Dec 1207.45 51.25 12.30 35.39 2,599 13 789
29 Nov 1185.00 38.95 -1.05 32.60 1,379 43 780
28 Nov 1180.00 40 -3.00 33.99 1,627 77 737
27 Nov 1190.30 43 -12.45 34.23 3,230 10 666
26 Nov 1198.15 55.45 37.15 36.88 5,420 320 668
25 Nov 1107.75 18.3 7.60 35.96 696 314 343
22 Nov 1085.50 10.7 2.50 32.80 89 44 73
21 Nov 1054.95 8.2 -0.35 35.20 20 3 29
20 Nov 1060.20 8.55 0.00 33.57 51 26 27
19 Nov 1060.20 8.55 -57.45 33.57 51 27 27
31 Oct 1061.20 66 0.00 - 0 0 0
28 Oct 1075.15 66 0.00 - 0 0 0
25 Oct 1051.80 66 0.00 - 0 0 0
24 Oct 1052.25 66 0.00 - 0 0 0
23 Oct 1044.25 66 0.00 - 0 0 0
22 Oct 1025.65 66 0.00 - 0 0 0
21 Oct 1031.60 66 0.00 - 0 0 0
18 Oct 1035.95 66 0.00 - 0 0 0
17 Oct 1036.05 66 0.00 - 0 0 0
16 Oct 1104.10 66 0.00 - 0 0 0
15 Oct 1095.85 66 0.00 - 0 0 0
14 Oct 1095.70 66 0.00 - 0 0 0
11 Oct 1079.80 66 0.00 - 0 0 0
10 Oct 1052.40 66 0.00 - 0 0 0
9 Oct 1031.00 66 0.00 - 0 0 0
8 Oct 1024.00 66 0.00 - 0 0 0
7 Oct 1001.75 66 0.00 - 0 0 0
4 Oct 1032.45 66 66.00 - 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 1200 expiring on 26DEC2024

Delta for 1200 CE is 0.04

Historical price for 1200 CE is as follows

On 20 Dec PEL was trading at 1093.70. The strike last trading price was 1, which was -1.55 lower than the previous day. The implied volatity was 42.05, the open interest changed by -135 which decreased total open position to 858


On 19 Dec PEL was trading at 1122.55. The strike last trading price was 2.55, which was -5.55 lower than the previous day. The implied volatity was 36.27, the open interest changed by 79 which increased total open position to 1002


On 18 Dec PEL was trading at 1147.65. The strike last trading price was 8.1, which was -30.95 lower than the previous day. The implied volatity was 36.50, the open interest changed by 676 which increased total open position to 930


On 17 Dec PEL was trading at 1224.95. The strike last trading price was 39.05, which was -25.15 lower than the previous day. The implied volatity was 33.39, the open interest changed by -45 which decreased total open position to 255


On 16 Dec PEL was trading at 1252.05. The strike last trading price was 64.2, which was 1.25 higher than the previous day. The implied volatity was 36.62, the open interest changed by -21 which decreased total open position to 300


On 13 Dec PEL was trading at 1252.30. The strike last trading price was 62.95, which was -7.95 lower than the previous day. The implied volatity was 27.53, the open interest changed by -43 which decreased total open position to 321


On 12 Dec PEL was trading at 1260.40. The strike last trading price was 70.9, which was -5.10 lower than the previous day. The implied volatity was 33.37, the open interest changed by -3 which decreased total open position to 364


On 11 Dec PEL was trading at 1269.80. The strike last trading price was 76, which was -1.95 lower than the previous day. The implied volatity was 26.65, the open interest changed by -62 which decreased total open position to 367


On 10 Dec PEL was trading at 1264.85. The strike last trading price was 77.95, which was 19.30 higher than the previous day. The implied volatity was 33.39, the open interest changed by -30 which decreased total open position to 430


On 9 Dec PEL was trading at 1241.10. The strike last trading price was 58.65, which was -4.35 lower than the previous day. The implied volatity was 28.42, the open interest changed by -28 which decreased total open position to 460


On 6 Dec PEL was trading at 1239.50. The strike last trading price was 63, which was -9.00 lower than the previous day. The implied volatity was 29.23, the open interest changed by -6 which decreased total open position to 490


On 5 Dec PEL was trading at 1243.45. The strike last trading price was 72, which was 10.70 higher than the previous day. The implied volatity was 33.70, the open interest changed by -52 which decreased total open position to 490


On 4 Dec PEL was trading at 1237.15. The strike last trading price was 61.3, which was -2.50 lower than the previous day. The implied volatity was 30.50, the open interest changed by -48 which decreased total open position to 542


On 3 Dec PEL was trading at 1236.50. The strike last trading price was 63.8, which was 12.55 higher than the previous day. The implied volatity was 31.47, the open interest changed by -191 which decreased total open position to 590


On 2 Dec PEL was trading at 1207.45. The strike last trading price was 51.25, which was 12.30 higher than the previous day. The implied volatity was 35.39, the open interest changed by 13 which increased total open position to 789


On 29 Nov PEL was trading at 1185.00. The strike last trading price was 38.95, which was -1.05 lower than the previous day. The implied volatity was 32.60, the open interest changed by 43 which increased total open position to 780


On 28 Nov PEL was trading at 1180.00. The strike last trading price was 40, which was -3.00 lower than the previous day. The implied volatity was 33.99, the open interest changed by 77 which increased total open position to 737


On 27 Nov PEL was trading at 1190.30. The strike last trading price was 43, which was -12.45 lower than the previous day. The implied volatity was 34.23, the open interest changed by 10 which increased total open position to 666


On 26 Nov PEL was trading at 1198.15. The strike last trading price was 55.45, which was 37.15 higher than the previous day. The implied volatity was 36.88, the open interest changed by 320 which increased total open position to 668


On 25 Nov PEL was trading at 1107.75. The strike last trading price was 18.3, which was 7.60 higher than the previous day. The implied volatity was 35.96, the open interest changed by 314 which increased total open position to 343


On 22 Nov PEL was trading at 1085.50. The strike last trading price was 10.7, which was 2.50 higher than the previous day. The implied volatity was 32.80, the open interest changed by 44 which increased total open position to 73


On 21 Nov PEL was trading at 1054.95. The strike last trading price was 8.2, which was -0.35 lower than the previous day. The implied volatity was 35.20, the open interest changed by 3 which increased total open position to 29


On 20 Nov PEL was trading at 1060.20. The strike last trading price was 8.55, which was 0.00 lower than the previous day. The implied volatity was 33.57, the open interest changed by 26 which increased total open position to 27


On 19 Nov PEL was trading at 1060.20. The strike last trading price was 8.55, which was -57.45 lower than the previous day. The implied volatity was 33.57, the open interest changed by 27 which increased total open position to 27


On 31 Oct PEL was trading at 1061.20. The strike last trading price was 66, 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 66, 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 66, 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 66, 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 66, 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 66, 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 66, 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 66, 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 66, 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 66, 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 66, 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 66, 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 66, 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 66, 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 66, 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 66, 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 66, 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 66, which was 66.00 higher 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 1200 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1093.70 104.05 26.95 - 80 -33 503
19 Dec 1122.55 77.1 22.10 24.69 601 -83 539
18 Dec 1147.65 55 43.45 33.37 3,912 64 711
17 Dec 1224.95 11.55 5.80 28.30 1,067 41 648
16 Dec 1252.05 5.75 0.40 29.16 373 27 608
13 Dec 1252.30 5.35 -2.70 25.57 812 -66 579
12 Dec 1260.40 8.05 0.95 29.99 337 -3 656
11 Dec 1269.80 7.1 -5.15 30.42 560 138 658
10 Dec 1264.85 12.25 -5.10 35.54 741 -58 519
9 Dec 1241.10 17.35 0.10 34.28 244 1 576
6 Dec 1239.50 17.25 -0.75 32.11 586 -24 581
5 Dec 1243.45 18 -4.70 33.58 372 -21 603
4 Dec 1237.15 22.7 -2.15 33.99 527 -57 624
3 Dec 1236.50 24.85 -10.80 35.47 766 78 680
2 Dec 1207.45 35.65 -14.00 34.78 771 97 601
29 Nov 1185.00 49.65 0.20 36.05 377 9 507
28 Nov 1180.00 49.45 -0.75 34.04 517 -11 499
27 Nov 1190.30 50.2 3.45 35.50 1,700 222 510
26 Nov 1198.15 46.75 -50.25 37.71 554 272 284
25 Nov 1107.75 97 -58.40 34.88 12 10 10
22 Nov 1085.50 155.4 0.00 - 0 0 0
21 Nov 1054.95 155.4 0.00 - 0 0 0
20 Nov 1060.20 155.4 0.00 - 0 0 0
19 Nov 1060.20 155.4 155.40 - 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 1200 expiring on 26DEC2024

Delta for 1200 PE is -

Historical price for 1200 PE is as follows

On 20 Dec PEL was trading at 1093.70. The strike last trading price was 104.05, which was 26.95 higher than the previous day. The implied volatity was -, the open interest changed by -33 which decreased total open position to 503


On 19 Dec PEL was trading at 1122.55. The strike last trading price was 77.1, which was 22.10 higher than the previous day. The implied volatity was 24.69, the open interest changed by -83 which decreased total open position to 539


On 18 Dec PEL was trading at 1147.65. The strike last trading price was 55, which was 43.45 higher than the previous day. The implied volatity was 33.37, the open interest changed by 64 which increased total open position to 711


On 17 Dec PEL was trading at 1224.95. The strike last trading price was 11.55, which was 5.80 higher than the previous day. The implied volatity was 28.30, the open interest changed by 41 which increased total open position to 648


On 16 Dec PEL was trading at 1252.05. The strike last trading price was 5.75, which was 0.40 higher than the previous day. The implied volatity was 29.16, the open interest changed by 27 which increased total open position to 608


On 13 Dec PEL was trading at 1252.30. The strike last trading price was 5.35, which was -2.70 lower than the previous day. The implied volatity was 25.57, the open interest changed by -66 which decreased total open position to 579


On 12 Dec PEL was trading at 1260.40. The strike last trading price was 8.05, which was 0.95 higher than the previous day. The implied volatity was 29.99, the open interest changed by -3 which decreased total open position to 656


On 11 Dec PEL was trading at 1269.80. The strike last trading price was 7.1, which was -5.15 lower than the previous day. The implied volatity was 30.42, the open interest changed by 138 which increased total open position to 658


On 10 Dec PEL was trading at 1264.85. The strike last trading price was 12.25, which was -5.10 lower than the previous day. The implied volatity was 35.54, the open interest changed by -58 which decreased total open position to 519


On 9 Dec PEL was trading at 1241.10. The strike last trading price was 17.35, which was 0.10 higher than the previous day. The implied volatity was 34.28, the open interest changed by 1 which increased total open position to 576


On 6 Dec PEL was trading at 1239.50. The strike last trading price was 17.25, which was -0.75 lower than the previous day. The implied volatity was 32.11, the open interest changed by -24 which decreased total open position to 581


On 5 Dec PEL was trading at 1243.45. The strike last trading price was 18, which was -4.70 lower than the previous day. The implied volatity was 33.58, the open interest changed by -21 which decreased total open position to 603


On 4 Dec PEL was trading at 1237.15. The strike last trading price was 22.7, which was -2.15 lower than the previous day. The implied volatity was 33.99, the open interest changed by -57 which decreased total open position to 624


On 3 Dec PEL was trading at 1236.50. The strike last trading price was 24.85, which was -10.80 lower than the previous day. The implied volatity was 35.47, the open interest changed by 78 which increased total open position to 680


On 2 Dec PEL was trading at 1207.45. The strike last trading price was 35.65, which was -14.00 lower than the previous day. The implied volatity was 34.78, the open interest changed by 97 which increased total open position to 601


On 29 Nov PEL was trading at 1185.00. The strike last trading price was 49.65, which was 0.20 higher than the previous day. The implied volatity was 36.05, the open interest changed by 9 which increased total open position to 507


On 28 Nov PEL was trading at 1180.00. The strike last trading price was 49.45, which was -0.75 lower than the previous day. The implied volatity was 34.04, the open interest changed by -11 which decreased total open position to 499


On 27 Nov PEL was trading at 1190.30. The strike last trading price was 50.2, which was 3.45 higher than the previous day. The implied volatity was 35.50, the open interest changed by 222 which increased total open position to 510


On 26 Nov PEL was trading at 1198.15. The strike last trading price was 46.75, which was -50.25 lower than the previous day. The implied volatity was 37.71, the open interest changed by 272 which increased total open position to 284


On 25 Nov PEL was trading at 1107.75. The strike last trading price was 97, which was -58.40 lower than the previous day. The implied volatity was 34.88, the open interest changed by 10 which increased total open position to 10


On 22 Nov PEL was trading at 1085.50. The strike last trading price was 155.4, 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 155.4, 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 155.4, 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 155.4, which was 155.40 higher 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