PEL
Piramal Enterprises Ltd
Historical option data for PEL
21 Nov 2024 04:13 PM IST
| PEL 28NOV2024 1200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.08
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1054.95 | 0.6 | -0.20 | 46.28 | 87 | -49 | 531 | |||
| 20 Nov | 1060.20 | 0.8 | 0.00 | 40.25 | 1,108 | -194 | 582 | |||
| 19 Nov | 1060.20 | 0.8 | -0.50 | 40.25 | 1,108 | -192 | 582 | |||
| 18 Nov | 1048.55 | 1.3 | 0.00 | 45.35 | 1,750 | 116 | 777 | |||
| 14 Nov | 1044.25 | 1.3 | 0.05 | 39.59 | 440 | 51 | 662 | |||
| 13 Nov | 1012.30 | 1.25 | -0.25 | 44.64 | 358 | 71 | 603 | |||
| 12 Nov | 1023.15 | 1.5 | -0.10 | 42.37 | 210 | -3 | 535 | |||
| 11 Nov | 1037.00 | 1.6 | -0.75 | 38.33 | 720 | -150 | 541 | |||
| 8 Nov | 1047.65 | 2.35 | -1.75 | 35.93 | 620 | 33 | 686 | |||
| 7 Nov | 1066.90 | 4.1 | -3.85 | 34.85 | 788 | 101 | 654 | |||
| 6 Nov | 1094.25 | 7.95 | 0.40 | 34.68 | 1,171 | 119 | 552 | |||
| 5 Nov | 1072.15 | 7.55 | 2.80 | 38.88 | 1,187 | -4 | 438 | |||
| 4 Nov | 1051.00 | 4.75 | -3.25 | 38.25 | 656 | 72 | 442 | |||
| 1 Nov | 1065.95 | 8 | -0.50 | 38.41 | 52 | -10 | 368 | |||
| 31 Oct | 1061.20 | 8.5 | -1.50 | - | 792 | 28 | 388 | |||
| 30 Oct | 1079.00 | 10 | -4.60 | - | 961 | 123 | 358 | |||
| 29 Oct | 1083.50 | 14.6 | 0.80 | - | 650 | 143 | 236 | |||
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| 28 Oct | 1075.15 | 13.8 | 2.80 | - | 159 | 92 | 92 | |||
| 25 Oct | 1051.80 | 11 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1044.25 | 11 | 0.00 | - | 0 | 0 | 42 | |||
| 22 Oct | 1025.65 | 11 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1031.60 | 11 | 0.75 | - | 11 | 0 | 42 | |||
| 18 Oct | 1035.95 | 10.25 | -1.80 | - | 13 | 1 | 41 | |||
| 17 Oct | 1036.05 | 12.05 | -10.50 | - | 30 | 14 | 39 | |||
| 16 Oct | 1104.10 | 22.55 | 3.30 | - | 16 | 2 | 24 | |||
| 15 Oct | 1095.85 | 19.25 | -0.75 | - | 20 | 11 | 21 | |||
| 14 Oct | 1095.70 | 20 | 2.95 | - | 5 | 4 | 9 | |||
| 11 Oct | 1079.80 | 17.05 | 4.00 | - | 5 | 2 | 5 | |||
| 10 Oct | 1052.40 | 13.05 | 3.05 | - | 3 | 2 | 3 | |||
| 8 Oct | 1024.00 | 10 | -45.10 | - | 1 | 0 | 1 | |||
| 16 Sept | 1122.65 | 55.1 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 1119.10 | 55.1 | - | 0 | 0 | 0 | ||||
For Piramal Enterprises Ltd - strike price 1200 expiring on 28NOV2024
Delta for 1200 CE is 0.02
Historical price for 1200 CE is as follows
On 21 Nov PEL was trading at 1054.95. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 46.28, the open interest changed by -49 which decreased total open position to 531
On 20 Nov PEL was trading at 1060.20. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 40.25, the open interest changed by -194 which decreased total open position to 582
On 19 Nov PEL was trading at 1060.20. The strike last trading price was 0.8, which was -0.50 lower than the previous day. The implied volatity was 40.25, the open interest changed by -192 which decreased total open position to 582
On 18 Nov PEL was trading at 1048.55. The strike last trading price was 1.3, which was 0.00 lower than the previous day. The implied volatity was 45.35, the open interest changed by 116 which increased total open position to 777
On 14 Nov PEL was trading at 1044.25. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was 39.59, the open interest changed by 51 which increased total open position to 662
On 13 Nov PEL was trading at 1012.30. The strike last trading price was 1.25, which was -0.25 lower than the previous day. The implied volatity was 44.64, the open interest changed by 71 which increased total open position to 603
On 12 Nov PEL was trading at 1023.15. The strike last trading price was 1.5, which was -0.10 lower than the previous day. The implied volatity was 42.37, the open interest changed by -3 which decreased total open position to 535
On 11 Nov PEL was trading at 1037.00. The strike last trading price was 1.6, which was -0.75 lower than the previous day. The implied volatity was 38.33, the open interest changed by -150 which decreased total open position to 541
On 8 Nov PEL was trading at 1047.65. The strike last trading price was 2.35, which was -1.75 lower than the previous day. The implied volatity was 35.93, the open interest changed by 33 which increased total open position to 686
On 7 Nov PEL was trading at 1066.90. The strike last trading price was 4.1, which was -3.85 lower than the previous day. The implied volatity was 34.85, the open interest changed by 101 which increased total open position to 654
On 6 Nov PEL was trading at 1094.25. The strike last trading price was 7.95, which was 0.40 higher than the previous day. The implied volatity was 34.68, the open interest changed by 119 which increased total open position to 552
On 5 Nov PEL was trading at 1072.15. The strike last trading price was 7.55, which was 2.80 higher than the previous day. The implied volatity was 38.88, the open interest changed by -4 which decreased total open position to 438
On 4 Nov PEL was trading at 1051.00. The strike last trading price was 4.75, which was -3.25 lower than the previous day. The implied volatity was 38.25, the open interest changed by 72 which increased total open position to 442
On 1 Nov PEL was trading at 1065.95. The strike last trading price was 8, which was -0.50 lower than the previous day. The implied volatity was 38.41, the open interest changed by -10 which decreased total open position to 368
On 31 Oct PEL was trading at 1061.20. The strike last trading price was 8.5, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct PEL was trading at 1079.00. The strike last trading price was 10, which was -4.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct PEL was trading at 1083.50. The strike last trading price was 14.6, which was 0.80 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 13.8, which was 2.80 higher 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 11, 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 11, 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 11, 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 11, which was 0.75 higher 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 10.25, which was -1.80 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 12.05, which was -10.50 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 22.55, which was 3.30 higher 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 19.25, which was -0.75 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 20, which was 2.95 higher 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 17.05, which was 4.00 higher 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 13.05, which was 3.05 higher 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 10, which was -45.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept PEL was trading at 1122.65. The strike last trading price was 55.1, 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 13 Sept PEL was trading at 1119.10. The strike last trading price was 55.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| PEL 28NOV2024 1200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1054.95 | 123.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1060.20 | 123.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1060.20 | 123.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1048.55 | 123.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1044.25 | 123.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1012.30 | 123.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1023.15 | 123.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1037.00 | 123.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1047.65 | 123.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1066.90 | 123.7 | 16.65 | - | 1 | 0 | 31 |
| 6 Nov | 1094.25 | 107.05 | -50.15 | 35.87 | 12 | -1 | 31 |
| 5 Nov | 1072.15 | 157.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 1051.00 | 157.2 | 19.20 | 50.74 | 2 | -1 | 31 |
| 1 Nov | 1065.95 | 138 | 1.00 | 39.59 | 1 | 0 | 31 |
| 31 Oct | 1061.20 | 137 | 15.85 | - | 26 | 21 | 26 |
| 30 Oct | 1079.00 | 121.15 | -41.65 | - | 7 | 4 | 5 |
| 29 Oct | 1083.50 | 162.8 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1075.15 | 162.8 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1051.80 | 162.8 | 0.00 | - | 0 | 0 | 1 |
| 23 Oct | 1044.25 | 162.8 | 0.00 | - | 1 | 0 | 1 |
| 22 Oct | 1025.65 | 162.8 | 0.00 | - | 1 | 0 | 1 |
| 21 Oct | 1031.60 | 162.8 | -15.00 | - | 1 | 0 | 0 |
| 18 Oct | 1035.95 | 177.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1036.05 | 177.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1104.10 | 177.8 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1095.85 | 177.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1095.70 | 177.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1079.80 | 177.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1052.40 | 177.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1024.00 | 177.8 | 177.80 | - | 0 | 0 | 0 |
| 16 Sept | 1122.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 1119.10 | 0 | - | 0 | 0 | 0 | |
For Piramal Enterprises Ltd - strike price 1200 expiring on 28NOV2024
Delta for 1200 PE is 0.00
Historical price for 1200 PE is as follows
On 21 Nov PEL was trading at 1054.95. The strike last trading price was 123.7, 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 Nov PEL was trading at 1060.20. The strike last trading price was 123.7, 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 Nov PEL was trading at 1060.20. The strike last trading price was 123.7, 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 Nov PEL was trading at 1048.55. The strike last trading price was 123.7, 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 14 Nov PEL was trading at 1044.25. The strike last trading price was 123.7, 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 Nov PEL was trading at 1012.30. The strike last trading price was 123.7, 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 12 Nov PEL was trading at 1023.15. The strike last trading price was 123.7, 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 11 Nov PEL was trading at 1037.00. The strike last trading price was 123.7, 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 8 Nov PEL was trading at 1047.65. The strike last trading price was 123.7, 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 7 Nov PEL was trading at 1066.90. The strike last trading price was 123.7, which was 16.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 6 Nov PEL was trading at 1094.25. The strike last trading price was 107.05, which was -50.15 lower than the previous day. The implied volatity was 35.87, the open interest changed by -1 which decreased total open position to 31
On 5 Nov PEL was trading at 1072.15. The strike last trading price was 157.2, 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 4 Nov PEL was trading at 1051.00. The strike last trading price was 157.2, which was 19.20 higher than the previous day. The implied volatity was 50.74, the open interest changed by -1 which decreased total open position to 31
On 1 Nov PEL was trading at 1065.95. The strike last trading price was 138, which was 1.00 higher than the previous day. The implied volatity was 39.59, the open interest changed by 0 which decreased total open position to 31
On 31 Oct PEL was trading at 1061.20. The strike last trading price was 137, which was 15.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct PEL was trading at 1079.00. The strike last trading price was 121.15, which was -41.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct PEL was trading at 1083.50. The strike last trading price was 162.8, 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 162.8, 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 162.8, 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 162.8, 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 162.8, 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 162.8, which was -15.00 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 177.8, 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 177.8, 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 177.8, 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 177.8, 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 177.8, 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 177.8, 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 177.8, 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 177.8, which was 177.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept PEL was trading at 1122.65. 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 13 Sept PEL was trading at 1119.10. 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
