PEL
Piramal Enterprises Ltd
Historical option data for PEL
27 Dec 2024 04:13 PM IST
| PEL 30JAN2025 1220 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.87
Theta: -0.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1107.00 | 8.6 | 2.60 | 28.42 | 257 | 48 | 77 | |||
| 26 Dec | 1098.45 | 6 | 0.45 | 27.32 | 30 | 6 | 29 | |||
| 24 Dec | 1090.55 | 5.55 | -4.00 | 27.79 | 15 | 0 | 24 | |||
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| 23 Dec | 1085.25 | 9.55 | -21.05 | 32.78 | 22 | 15 | 24 | |||
| 20 Dec | 1093.70 | 30.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 1122.55 | 30.6 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 18 Dec | 1147.65 | 30.6 | -48.20 | 33.74 | 17 | 9 | 9 | |||
| 17 Dec | 1224.95 | 78.8 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 1252.05 | 78.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1252.30 | 78.8 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 1260.40 | 78.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1269.80 | 78.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1264.85 | 78.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1241.10 | 78.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1239.50 | 78.8 | - | 0 | 0 | 0 | ||||
For Piramal Enterprises Ltd - strike price 1220 expiring on 30JAN2025
Delta for 1220 CE is 0.17
Historical price for 1220 CE is as follows
On 27 Dec PEL was trading at 1107.00. The strike last trading price was 8.6, which was 2.60 higher than the previous day. The implied volatity was 28.42, the open interest changed by 48 which increased total open position to 77
On 26 Dec PEL was trading at 1098.45. The strike last trading price was 6, which was 0.45 higher than the previous day. The implied volatity was 27.32, the open interest changed by 6 which increased total open position to 29
On 24 Dec PEL was trading at 1090.55. The strike last trading price was 5.55, which was -4.00 lower than the previous day. The implied volatity was 27.79, the open interest changed by 0 which decreased total open position to 24
On 23 Dec PEL was trading at 1085.25. The strike last trading price was 9.55, which was -21.05 lower than the previous day. The implied volatity was 32.78, the open interest changed by 15 which increased total open position to 24
On 20 Dec PEL was trading at 1093.70. The strike last trading price was 30.6, 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 30.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 18 Dec PEL was trading at 1147.65. The strike last trading price was 30.6, which was -48.20 lower than the previous day. The implied volatity was 33.74, the open interest changed by 9 which increased total open position to 9
On 17 Dec PEL was trading at 1224.95. The strike last trading price was 78.8, 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 16 Dec PEL was trading at 1252.05. The strike last trading price was 78.8, 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 13 Dec PEL was trading at 1252.30. The strike last trading price was 78.8, 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 12 Dec PEL was trading at 1260.40. The strike last trading price was 78.8, 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 11 Dec PEL was trading at 1269.80. The strike last trading price was 78.8, 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 10 Dec PEL was trading at 1264.85. The strike last trading price was 78.8, 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 9 Dec PEL was trading at 1241.10. The strike last trading price was 78.8, 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 6 Dec PEL was trading at 1239.50. The strike last trading price was 78.8, 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 1220 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.76
Vega: 1.05
Theta: -0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1107.00 | 115.6 | -14.35 | 36.65 | 5 | 0 | 53 |
| 26 Dec | 1098.45 | 129.95 | -10.05 | 40.11 | 1 | 0 | 52 |
| 24 Dec | 1090.55 | 140 | 0.00 | 0.00 | 0 | 0 | 0 |
| 23 Dec | 1085.25 | 140 | 104.20 | 39.22 | 5 | 0 | 52 |
| 20 Dec | 1093.70 | 35.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 1122.55 | 35.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 1147.65 | 35.8 | 0.00 | 0.00 | 0 | 14 | 0 |
| 17 Dec | 1224.95 | 35.8 | 2.95 | 25.69 | 14 | 10 | 48 |
| 16 Dec | 1252.05 | 32.85 | -2.15 | 30.60 | 15 | 13 | 37 |
| 13 Dec | 1252.30 | 35 | -68.50 | 31.41 | 24 | 21 | 21 |
| 12 Dec | 1260.40 | 103.5 | 0.00 | 3.25 | 0 | 0 | 0 |
| 11 Dec | 1269.80 | 103.5 | 0.00 | 3.84 | 0 | 0 | 0 |
| 10 Dec | 1264.85 | 103.5 | 0.00 | 3.59 | 0 | 0 | 0 |
| 9 Dec | 1241.10 | 103.5 | 0.00 | 2.35 | 0 | 0 | 0 |
| 6 Dec | 1239.50 | 103.5 | 2.41 | 0 | 0 | 0 | |
For Piramal Enterprises Ltd - strike price 1220 expiring on 30JAN2025
Delta for 1220 PE is -0.76
Historical price for 1220 PE is as follows
On 27 Dec PEL was trading at 1107.00. The strike last trading price was 115.6, which was -14.35 lower than the previous day. The implied volatity was 36.65, the open interest changed by 0 which decreased total open position to 53
On 26 Dec PEL was trading at 1098.45. The strike last trading price was 129.95, which was -10.05 lower than the previous day. The implied volatity was 40.11, the open interest changed by 0 which decreased total open position to 52
On 24 Dec PEL was trading at 1090.55. The strike last trading price was 140, 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 140, which was 104.20 higher than the previous day. The implied volatity was 39.22, the open interest changed by 0 which decreased total open position to 52
On 20 Dec PEL was trading at 1093.70. The strike last trading price was 35.8, 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 35.8, 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 35.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 17 Dec PEL was trading at 1224.95. The strike last trading price was 35.8, which was 2.95 higher than the previous day. The implied volatity was 25.69, the open interest changed by 10 which increased total open position to 48
On 16 Dec PEL was trading at 1252.05. The strike last trading price was 32.85, which was -2.15 lower than the previous day. The implied volatity was 30.60, the open interest changed by 13 which increased total open position to 37
On 13 Dec PEL was trading at 1252.30. The strike last trading price was 35, which was -68.50 lower than the previous day. The implied volatity was 31.41, the open interest changed by 21 which increased total open position to 21
On 12 Dec PEL was trading at 1260.40. The strike last trading price was 103.5, which was 0.00 lower than the previous day. The implied volatity was 3.25, 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 103.5, which was 0.00 lower than the previous day. The implied volatity was 3.84, 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 103.5, which was 0.00 lower than the previous day. The implied volatity was 3.59, 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 103.5, which was 0.00 lower than the previous day. The implied volatity was 2.35, 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 103.5, which was lower than the previous day. The implied volatity was 2.41, the open interest changed by 0 which decreased total open position to 0
