PEL
Piramal Enterprises Ltd
Historical option data for PEL
12 Dec 2024 10:13 AM IST
| PEL 26DEC2024 1220 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | |||
| 12 Dec | 1260.05 | 60.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1269.80 | 60.3 | -8.70 | 27.29 | 23 | -1 | 255 | |||
| 10 Dec | 1264.85 | 69 | 23.65 | 39.64 | 205 | -59 | 256 | |||
| 9 Dec | 1241.10 | 45.35 | -3.75 | 28.57 | 35 | -1 | 314 | |||
| 6 Dec | 1239.50 | 49.1 | -6.70 | 28.61 | 352 | -17 | 314 | |||
| 5 Dec | 1243.45 | 55.8 | 5.85 | 30.85 | 475 | -5 | 333 | |||
| 4 Dec | 1237.15 | 49.95 | -2.45 | 31.41 | 552 | -46 | 339 | |||
| 3 Dec | 1236.50 | 52.4 | 11.30 | 32.26 | 2,021 | 21 | 386 | |||
| 2 Dec | 1207.45 | 41.1 | 10.20 | 35.22 | 1,265 | 70 | 364 | |||
| 29 Nov | 1185.00 | 30.9 | -1.10 | 32.86 | 327 | 9 | 291 | |||
| 28 Nov | 1180.00 | 32 | -3.95 | 34.15 | 269 | 23 | 283 | |||
| 27 Nov | 1190.30 | 35.95 | -8.40 | 35.32 | 1,559 | 141 | 259 | |||
| 26 Nov | 1198.15 | 44.35 | 30.35 | 35.71 | 686 | 100 | 117 | |||
| 25 Nov | 1107.75 | 14 | 6.00 | 35.89 | 20 | 10 | 18 | |||
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| 22 Nov | 1085.50 | 8 | 4.50 | 32.98 | 15 | 0 | 8 | |||
| 21 Nov | 1054.95 | 3.5 | -3.05 | 30.20 | 3 | 2 | 7 | |||
| 20 Nov | 1060.20 | 6.55 | 0.00 | 33.70 | 5 | 5 | 4 | |||
| 19 Nov | 1060.20 | 6.55 | 33.70 | 5 | 4 | 4 | ||||
For Piramal Enterprises Ltd - strike price 1220 expiring on 26DEC2024
Delta for 1220 CE is 0.00
Historical price for 1220 CE is as follows
On 12 Dec PEL was trading at 1260.05. The strike last trading price was 60.3, 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 60.3, which was -8.70 lower than the previous day. The implied volatity was 27.29, the open interest changed by -1 which decreased total open position to 255
On 10 Dec PEL was trading at 1264.85. The strike last trading price was 69, which was 23.65 higher than the previous day. The implied volatity was 39.64, the open interest changed by -59 which decreased total open position to 256
On 9 Dec PEL was trading at 1241.10. The strike last trading price was 45.35, which was -3.75 lower than the previous day. The implied volatity was 28.57, the open interest changed by -1 which decreased total open position to 314
On 6 Dec PEL was trading at 1239.50. The strike last trading price was 49.1, which was -6.70 lower than the previous day. The implied volatity was 28.61, the open interest changed by -17 which decreased total open position to 314
On 5 Dec PEL was trading at 1243.45. The strike last trading price was 55.8, which was 5.85 higher than the previous day. The implied volatity was 30.85, the open interest changed by -5 which decreased total open position to 333
On 4 Dec PEL was trading at 1237.15. The strike last trading price was 49.95, which was -2.45 lower than the previous day. The implied volatity was 31.41, the open interest changed by -46 which decreased total open position to 339
On 3 Dec PEL was trading at 1236.50. The strike last trading price was 52.4, which was 11.30 higher than the previous day. The implied volatity was 32.26, the open interest changed by 21 which increased total open position to 386
On 2 Dec PEL was trading at 1207.45. The strike last trading price was 41.1, which was 10.20 higher than the previous day. The implied volatity was 35.22, the open interest changed by 70 which increased total open position to 364
On 29 Nov PEL was trading at 1185.00. The strike last trading price was 30.9, which was -1.10 lower than the previous day. The implied volatity was 32.86, the open interest changed by 9 which increased total open position to 291
On 28 Nov PEL was trading at 1180.00. The strike last trading price was 32, which was -3.95 lower than the previous day. The implied volatity was 34.15, the open interest changed by 23 which increased total open position to 283
On 27 Nov PEL was trading at 1190.30. The strike last trading price was 35.95, which was -8.40 lower than the previous day. The implied volatity was 35.32, the open interest changed by 141 which increased total open position to 259
On 26 Nov PEL was trading at 1198.15. The strike last trading price was 44.35, which was 30.35 higher than the previous day. The implied volatity was 35.71, the open interest changed by 100 which increased total open position to 117
On 25 Nov PEL was trading at 1107.75. The strike last trading price was 14, which was 6.00 higher than the previous day. The implied volatity was 35.89, the open interest changed by 10 which increased total open position to 18
On 22 Nov PEL was trading at 1085.50. The strike last trading price was 8, which was 4.50 higher than the previous day. The implied volatity was 32.98, the open interest changed by 0 which decreased total open position to 8
On 21 Nov PEL was trading at 1054.95. The strike last trading price was 3.5, which was -3.05 lower than the previous day. The implied volatity was 30.20, the open interest changed by 2 which increased total open position to 7
On 20 Nov PEL was trading at 1060.20. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was 33.70, the open interest changed by 5 which increased total open position to 4
On 19 Nov PEL was trading at 1060.20. The strike last trading price was 6.55, which was lower than the previous day. The implied volatity was 33.70, the open interest changed by 4 which increased total open position to 4
| PEL 26DEC2024 1220 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.25
Vega: 0.80
Theta: -0.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1260.05 | 11.15 | 0.35 | 28.73 | 24 | -10 | 347 |
| 11 Dec | 1269.80 | 10.8 | -5.70 | 29.55 | 281 | 110 | 356 |
| 10 Dec | 1264.85 | 16.5 | -7.50 | 34.10 | 257 | 36 | 251 |
| 9 Dec | 1241.10 | 24 | 0.00 | 33.83 | 180 | 1 | 215 |
| 6 Dec | 1239.50 | 24 | -0.70 | 31.90 | 495 | 0 | 214 |
| 5 Dec | 1243.45 | 24.7 | -5.35 | 33.47 | 175 | 31 | 214 |
| 4 Dec | 1237.15 | 30.05 | -2.25 | 33.63 | 299 | -9 | 184 |
| 3 Dec | 1236.50 | 32.3 | -12.70 | 35.12 | 450 | 155 | 195 |
| 2 Dec | 1207.45 | 45 | -18.80 | 34.32 | 121 | 22 | 41 |
| 29 Nov | 1185.00 | 63.8 | 1.55 | 38.22 | 4 | 0 | 18 |
| 28 Nov | 1180.00 | 62.25 | 2.65 | 34.95 | 3 | -1 | 17 |
| 27 Nov | 1190.30 | 59.6 | -113.95 | 34.87 | 55 | 19 | 19 |
| 26 Nov | 1198.15 | 173.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1107.75 | 173.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1085.50 | 173.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1054.95 | 173.55 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1060.20 | 173.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1060.20 | 173.55 | - | 0 | 0 | 0 | |
For Piramal Enterprises Ltd - strike price 1220 expiring on 26DEC2024
Delta for 1220 PE is -0.25
Historical price for 1220 PE is as follows
On 12 Dec PEL was trading at 1260.05. The strike last trading price was 11.15, which was 0.35 higher than the previous day. The implied volatity was 28.73, the open interest changed by -10 which decreased total open position to 347
On 11 Dec PEL was trading at 1269.80. The strike last trading price was 10.8, which was -5.70 lower than the previous day. The implied volatity was 29.55, the open interest changed by 110 which increased total open position to 356
On 10 Dec PEL was trading at 1264.85. The strike last trading price was 16.5, which was -7.50 lower than the previous day. The implied volatity was 34.10, the open interest changed by 36 which increased total open position to 251
On 9 Dec PEL was trading at 1241.10. The strike last trading price was 24, which was 0.00 lower than the previous day. The implied volatity was 33.83, the open interest changed by 1 which increased total open position to 215
On 6 Dec PEL was trading at 1239.50. The strike last trading price was 24, which was -0.70 lower than the previous day. The implied volatity was 31.90, the open interest changed by 0 which decreased total open position to 214
On 5 Dec PEL was trading at 1243.45. The strike last trading price was 24.7, which was -5.35 lower than the previous day. The implied volatity was 33.47, the open interest changed by 31 which increased total open position to 214
On 4 Dec PEL was trading at 1237.15. The strike last trading price was 30.05, which was -2.25 lower than the previous day. The implied volatity was 33.63, the open interest changed by -9 which decreased total open position to 184
On 3 Dec PEL was trading at 1236.50. The strike last trading price was 32.3, which was -12.70 lower than the previous day. The implied volatity was 35.12, the open interest changed by 155 which increased total open position to 195
On 2 Dec PEL was trading at 1207.45. The strike last trading price was 45, which was -18.80 lower than the previous day. The implied volatity was 34.32, the open interest changed by 22 which increased total open position to 41
On 29 Nov PEL was trading at 1185.00. The strike last trading price was 63.8, which was 1.55 higher than the previous day. The implied volatity was 38.22, the open interest changed by 0 which decreased total open position to 18
On 28 Nov PEL was trading at 1180.00. The strike last trading price was 62.25, which was 2.65 higher than the previous day. The implied volatity was 34.95, the open interest changed by -1 which decreased total open position to 17
On 27 Nov PEL was trading at 1190.30. The strike last trading price was 59.6, which was -113.95 lower than the previous day. The implied volatity was 34.87, the open interest changed by 19 which increased total open position to 19
On 26 Nov PEL was trading at 1198.15. The strike last trading price was 173.55, 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 173.55, 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 173.55, 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 173.55, 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 173.55, 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 173.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
