PEL
Piramal Enterprises Ltd
Historical option data for PEL
27 Dec 2024 04:13 PM IST
| PEL 30JAN2025 1200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 1.00
Theta: -0.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1107.00 | 11.25 | 1.75 | 27.60 | 1,804 | 180 | 730 | |||
| 26 Dec | 1098.45 | 9.5 | -0.50 | 28.21 | 683 | 139 | 551 | |||
| 24 Dec | 1090.55 | 10 | -3.00 | 30.06 | 435 | 101 | 411 | |||
| 23 Dec | 1085.25 | 13 | -3.50 | 33.10 | 514 | 89 | 310 | |||
| 20 Dec | 1093.70 | 16.5 | -8.45 | 33.40 | 241 | 65 | 221 | |||
| 19 Dec | 1122.55 | 24.95 | -11.05 | 32.75 | 282 | 77 | 155 | |||
| 18 Dec | 1147.65 | 36 | -36.75 | 32.83 | 148 | 55 | 78 | |||
| 17 Dec | 1224.95 | 72.75 | -16.25 | 31.94 | 5 | -1 | 22 | |||
| 16 Dec | 1252.05 | 89 | -2.65 | 29.32 | 6 | 0 | 24 | |||
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| 13 Dec | 1252.30 | 91.65 | 1.65 | 28.78 | 7 | 0 | 24 | |||
| 12 Dec | 1260.40 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1269.80 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1264.85 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1241.10 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1239.50 | 90 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Dec | 1243.45 | 90 | 5.00 | 26.81 | 2 | 0 | 23 | |||
| 4 Dec | 1237.15 | 85 | -4.50 | 28.33 | 3 | 0 | 20 | |||
| 3 Dec | 1236.50 | 89.5 | 10.70 | 30.55 | 17 | 13 | 19 | |||
| 2 Dec | 1207.45 | 78.8 | 18.80 | 33.41 | 4 | 3 | 5 | |||
| 29 Nov | 1185.00 | 60 | 6.20 | 29.80 | 2 | 1 | 1 | |||
| 28 Nov | 1180.00 | 53.8 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1190.30 | 53.8 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1198.15 | 53.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1107.75 | 53.8 | 53.80 | 4.10 | 0 | 0 | 0 | |||
| 22 Nov | 1085.50 | 0 | 0.00 | 5.12 | 0 | 0 | 0 | |||
| 21 Nov | 1054.95 | 0 | 0.00 | 6.76 | 0 | 0 | 0 | |||
| 20 Nov | 1060.20 | 0 | 0.00 | 6.15 | 0 | 0 | 0 | |||
| 19 Nov | 1060.20 | 0 | 0.00 | 6.15 | 0 | 0 | 0 | |||
| 18 Nov | 1048.55 | 0 | 0.00 | 6.83 | 0 | 0 | 0 | |||
| 14 Nov | 1044.25 | 0 | 0.00 | 6.91 | 0 | 0 | 0 | |||
| 13 Nov | 1012.30 | 0 | 0.00 | 8.64 | 0 | 0 | 0 | |||
| 12 Nov | 1023.15 | 0 | 0.00 | 7.59 | 0 | 0 | 0 | |||
| 11 Nov | 1037.00 | 0 | 0.00 | 7.27 | 0 | 0 | 0 | |||
| 8 Nov | 1047.65 | 0 | 0.00 | 6.26 | 0 | 0 | 0 | |||
| 7 Nov | 1066.90 | 0 | 0.00 | 5.30 | 0 | 0 | 0 | |||
| 6 Nov | 1094.25 | 0 | 0.00 | 3.93 | 0 | 0 | 0 | |||
| 5 Nov | 1072.15 | 0 | 0.00 | 4.63 | 0 | 0 | 0 | |||
| 4 Nov | 1051.00 | 0 | 5.90 | 0 | 0 | 0 | ||||
For Piramal Enterprises Ltd - strike price 1200 expiring on 30JAN2025
Delta for 1200 CE is 0.22
Historical price for 1200 CE is as follows
On 27 Dec PEL was trading at 1107.00. The strike last trading price was 11.25, which was 1.75 higher than the previous day. The implied volatity was 27.60, the open interest changed by 180 which increased total open position to 730
On 26 Dec PEL was trading at 1098.45. The strike last trading price was 9.5, which was -0.50 lower than the previous day. The implied volatity was 28.21, the open interest changed by 139 which increased total open position to 551
On 24 Dec PEL was trading at 1090.55. The strike last trading price was 10, which was -3.00 lower than the previous day. The implied volatity was 30.06, the open interest changed by 101 which increased total open position to 411
On 23 Dec PEL was trading at 1085.25. The strike last trading price was 13, which was -3.50 lower than the previous day. The implied volatity was 33.10, the open interest changed by 89 which increased total open position to 310
On 20 Dec PEL was trading at 1093.70. The strike last trading price was 16.5, which was -8.45 lower than the previous day. The implied volatity was 33.40, the open interest changed by 65 which increased total open position to 221
On 19 Dec PEL was trading at 1122.55. The strike last trading price was 24.95, which was -11.05 lower than the previous day. The implied volatity was 32.75, the open interest changed by 77 which increased total open position to 155
On 18 Dec PEL was trading at 1147.65. The strike last trading price was 36, which was -36.75 lower than the previous day. The implied volatity was 32.83, the open interest changed by 55 which increased total open position to 78
On 17 Dec PEL was trading at 1224.95. The strike last trading price was 72.75, which was -16.25 lower than the previous day. The implied volatity was 31.94, the open interest changed by -1 which decreased total open position to 22
On 16 Dec PEL was trading at 1252.05. The strike last trading price was 89, which was -2.65 lower than the previous day. The implied volatity was 29.32, the open interest changed by 0 which decreased total open position to 24
On 13 Dec PEL was trading at 1252.30. The strike last trading price was 91.65, which was 1.65 higher than the previous day. The implied volatity was 28.78, the open interest changed by 0 which decreased total open position to 24
On 12 Dec PEL was trading at 1260.40. The strike last trading price was 90, 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 Dec PEL was trading at 1269.80. The strike last trading price was 90, 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 10 Dec PEL was trading at 1264.85. The strike last trading price was 90, 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 9 Dec PEL was trading at 1241.10. The strike last trading price was 90, 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 90, 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 5 Dec PEL was trading at 1243.45. The strike last trading price was 90, which was 5.00 higher than the previous day. The implied volatity was 26.81, the open interest changed by 0 which decreased total open position to 23
On 4 Dec PEL was trading at 1237.15. The strike last trading price was 85, which was -4.50 lower than the previous day. The implied volatity was 28.33, the open interest changed by 0 which decreased total open position to 20
On 3 Dec PEL was trading at 1236.50. The strike last trading price was 89.5, which was 10.70 higher than the previous day. The implied volatity was 30.55, the open interest changed by 13 which increased total open position to 19
On 2 Dec PEL was trading at 1207.45. The strike last trading price was 78.8, which was 18.80 higher than the previous day. The implied volatity was 33.41, the open interest changed by 3 which increased total open position to 5
On 29 Nov PEL was trading at 1185.00. The strike last trading price was 60, which was 6.20 higher than the previous day. The implied volatity was 29.80, the open interest changed by 1 which increased total open position to 1
On 28 Nov PEL was trading at 1180.00. The strike last trading price was 53.8, 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 27 Nov PEL was trading at 1190.30. The strike last trading price was 53.8, 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 26 Nov PEL was trading at 1198.15. The strike last trading price was 53.8, 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 25 Nov PEL was trading at 1107.75. The strike last trading price was 53.8, which was 53.80 higher than the previous day. The implied volatity was 4.10, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.12, 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 0, 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 20 Nov PEL was trading at 1060.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 6.15, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.15, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.83, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.91, 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 0, which was 0.00 lower than the previous day. The implied volatity was 8.64, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.59, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.27, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.26, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.30, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.93, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.63, 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 0, which was lower than the previous day. The implied volatity was 5.90, the open interest changed by 0 which decreased total open position to 0
| PEL 30JAN2025 1200 PE | |||||||
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Delta: -0.76
Vega: 1.06
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1107.00 | 93.35 | -8.80 | 30.39 | 18 | 2 | 252 |
| 26 Dec | 1098.45 | 102.15 | -14.85 | 28.32 | 100 | 62 | 250 |
| 24 Dec | 1090.55 | 117 | -2.00 | 34.28 | 7 | 2 | 188 |
| 23 Dec | 1085.25 | 119 | 10.10 | 34.50 | 72 | -19 | 188 |
| 20 Dec | 1093.70 | 108.9 | 14.25 | 29.82 | 15 | 3 | 208 |
| 19 Dec | 1122.55 | 94.65 | 18.30 | 35.95 | 31 | 13 | 204 |
| 18 Dec | 1147.65 | 76.35 | 40.65 | 34.98 | 95 | 27 | 191 |
| 17 Dec | 1224.95 | 35.7 | 7.80 | 30.90 | 166 | 131 | 153 |
| 16 Dec | 1252.05 | 27.9 | -8.90 | 31.98 | 8 | 5 | 21 |
| 13 Dec | 1252.30 | 36.8 | 7.80 | 37.19 | 2 | 1 | 15 |
| 12 Dec | 1260.40 | 29 | 0.00 | 0.00 | 0 | 3 | 0 |
| 11 Dec | 1269.80 | 29 | -2.00 | 34.15 | 5 | 3 | 14 |
| 10 Dec | 1264.85 | 31 | -9.00 | 34.40 | 8 | 6 | 10 |
| 9 Dec | 1241.10 | 40 | -6.00 | 35.59 | 1 | 0 | 3 |
| 6 Dec | 1239.50 | 46 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 1243.45 | 46 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 1237.15 | 46 | 0.00 | 0.00 | 0 | 3 | 0 |
| 3 Dec | 1236.50 | 46 | -125.00 | 36.46 | 3 | 2 | 2 |
| 2 Dec | 1207.45 | 171 | 0.00 | 1.61 | 0 | 0 | 0 |
| 29 Nov | 1185.00 | 171 | 0.00 | 0.30 | 0 | 0 | 0 |
| 28 Nov | 1180.00 | 171 | 0.00 | 0.14 | 0 | 0 | 0 |
| 27 Nov | 1190.30 | 171 | 0.00 | 0.37 | 0 | 0 | 0 |
| 26 Nov | 1198.15 | 171 | 171.00 | 1.21 | 0 | 0 | 0 |
| 25 Nov | 1107.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1085.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1054.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1060.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1060.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1048.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1044.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1012.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1023.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1037.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1047.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1066.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1094.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1072.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1051.00 | 0 | - | 0 | 0 | 0 | |
For Piramal Enterprises Ltd - strike price 1200 expiring on 30JAN2025
Delta for 1200 PE is -0.76
Historical price for 1200 PE is as follows
On 27 Dec PEL was trading at 1107.00. The strike last trading price was 93.35, which was -8.80 lower than the previous day. The implied volatity was 30.39, the open interest changed by 2 which increased total open position to 252
On 26 Dec PEL was trading at 1098.45. The strike last trading price was 102.15, which was -14.85 lower than the previous day. The implied volatity was 28.32, the open interest changed by 62 which increased total open position to 250
On 24 Dec PEL was trading at 1090.55. The strike last trading price was 117, which was -2.00 lower than the previous day. The implied volatity was 34.28, the open interest changed by 2 which increased total open position to 188
On 23 Dec PEL was trading at 1085.25. The strike last trading price was 119, which was 10.10 higher than the previous day. The implied volatity was 34.50, the open interest changed by -19 which decreased total open position to 188
On 20 Dec PEL was trading at 1093.70. The strike last trading price was 108.9, which was 14.25 higher than the previous day. The implied volatity was 29.82, the open interest changed by 3 which increased total open position to 208
On 19 Dec PEL was trading at 1122.55. The strike last trading price was 94.65, which was 18.30 higher than the previous day. The implied volatity was 35.95, the open interest changed by 13 which increased total open position to 204
On 18 Dec PEL was trading at 1147.65. The strike last trading price was 76.35, which was 40.65 higher than the previous day. The implied volatity was 34.98, the open interest changed by 27 which increased total open position to 191
On 17 Dec PEL was trading at 1224.95. The strike last trading price was 35.7, which was 7.80 higher than the previous day. The implied volatity was 30.90, the open interest changed by 131 which increased total open position to 153
On 16 Dec PEL was trading at 1252.05. The strike last trading price was 27.9, which was -8.90 lower than the previous day. The implied volatity was 31.98, the open interest changed by 5 which increased total open position to 21
On 13 Dec PEL was trading at 1252.30. The strike last trading price was 36.8, which was 7.80 higher than the previous day. The implied volatity was 37.19, the open interest changed by 1 which increased total open position to 15
On 12 Dec PEL was trading at 1260.40. The strike last trading price was 29, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 11 Dec PEL was trading at 1269.80. The strike last trading price was 29, which was -2.00 lower than the previous day. The implied volatity was 34.15, the open interest changed by 3 which increased total open position to 14
On 10 Dec PEL was trading at 1264.85. The strike last trading price was 31, which was -9.00 lower than the previous day. The implied volatity was 34.40, the open interest changed by 6 which increased total open position to 10
On 9 Dec PEL was trading at 1241.10. The strike last trading price was 40, which was -6.00 lower than the previous day. The implied volatity was 35.59, the open interest changed by 0 which decreased total open position to 3
On 6 Dec PEL was trading at 1239.50. The strike last trading price was 46, 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 5 Dec PEL was trading at 1243.45. The strike last trading price was 46, 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 Dec PEL was trading at 1237.15. The strike last trading price was 46, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 3 Dec PEL was trading at 1236.50. The strike last trading price was 46, which was -125.00 lower than the previous day. The implied volatity was 36.46, the open interest changed by 2 which increased total open position to 2
On 2 Dec PEL was trading at 1207.45. The strike last trading price was 171, which was 0.00 lower than the previous day. The implied volatity was 1.61, the open interest changed by 0 which decreased total open position to 0
On 29 Nov PEL was trading at 1185.00. The strike last trading price was 171, which was 0.00 lower than the previous day. The implied volatity was 0.30, the open interest changed by 0 which decreased total open position to 0
On 28 Nov PEL was trading at 1180.00. The strike last trading price was 171, which was 0.00 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
On 27 Nov PEL was trading at 1190.30. The strike last trading price was 171, which was 0.00 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0
On 26 Nov PEL was trading at 1198.15. The strike last trading price was 171, which was 171.00 higher than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0
On 25 Nov PEL was trading at 1107.75. 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 0 which decreased total open position to 0
On 22 Nov PEL was trading at 1085.50. 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 21 Nov PEL was trading at 1054.95. 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 20 Nov PEL was trading at 1060.20. 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 0 which decreased total open position to 0
On 19 Nov PEL was trading at 1060.20. 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 0 which decreased total open position to 0
On 18 Nov PEL was trading at 1048.55. 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 14 Nov 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 0 which decreased total open position to 0
On 13 Nov PEL was trading at 1012.30. 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 0 which decreased total open position to 0
On 12 Nov PEL was trading at 1023.15. 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 0 which decreased total open position to 0
On 11 Nov PEL was trading at 1037.00. 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 0 which decreased total open position to 0
On 8 Nov PEL was trading at 1047.65. 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 0 which decreased total open position to 0
On 7 Nov PEL was trading at 1066.90. 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 6 Nov PEL was trading at 1094.25. 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 0 which decreased total open position to 0
On 5 Nov PEL was trading at 1072.15. 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 0 which decreased total open position to 0
On 4 Nov PEL was trading at 1051.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
