PEL
Piramal Enterprises Ltd
Historical option data for PEL
21 Nov 2024 04:13 PM IST
| PEL 28NOV2024 1240 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.02
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1054.95 | 0.1 | -0.20 | 44.05 | 14 | 0 | 219 | |||
| 20 Nov | 1060.20 | 0.3 | 0.00 | 42.65 | 135 | -4 | 220 | |||
| 19 Nov | 1060.20 | 0.3 | -0.35 | 42.65 | 135 | -3 | 220 | |||
| 18 Nov | 1048.55 | 0.65 | 0.15 | 48.42 | 220 | 4 | 223 | |||
| 14 Nov | 1044.25 | 0.5 | 0.30 | 40.48 | 92 | -5 | 219 | |||
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| 13 Nov | 1012.30 | 0.2 | -0.25 | 40.01 | 98 | -6 | 224 | |||
| 12 Nov | 1023.15 | 0.45 | -0.25 | 40.95 | 65 | -2 | 230 | |||
| 11 Nov | 1037.00 | 0.7 | -0.15 | 39.44 | 85 | -27 | 232 | |||
| 8 Nov | 1047.65 | 0.85 | -0.95 | 35.56 | 140 | -4 | 261 | |||
| 7 Nov | 1066.90 | 1.8 | -1.95 | 35.26 | 156 | -2 | 265 | |||
| 6 Nov | 1094.25 | 3.75 | 0.00 | 34.88 | 516 | 10 | 268 | |||
| 5 Nov | 1072.15 | 3.75 | 1.10 | 38.79 | 673 | -29 | 261 | |||
| 4 Nov | 1051.00 | 2.65 | -2.25 | 39.52 | 519 | 141 | 295 | |||
| 1 Nov | 1065.95 | 4.9 | -0.60 | 39.89 | 14 | 1 | 143 | |||
| 31 Oct | 1061.20 | 5.5 | -1.30 | - | 644 | -13 | 142 | |||
| 30 Oct | 1079.00 | 6.8 | -3.20 | - | 1,969 | 108 | 157 | |||
| 29 Oct | 1083.50 | 10 | 2.00 | - | 1,441 | 37 | 50 | |||
| 28 Oct | 1075.15 | 8 | - | 14 | 7 | 7 | ||||
For Piramal Enterprises Ltd - strike price 1240 expiring on 28NOV2024
Delta for 1240 CE is 0.01
Historical price for 1240 CE is as follows
On 21 Nov PEL was trading at 1054.95. The strike last trading price was 0.1, which was -0.20 lower than the previous day. The implied volatity was 44.05, the open interest changed by 0 which decreased total open position to 219
On 20 Nov PEL was trading at 1060.20. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 42.65, the open interest changed by -4 which decreased total open position to 220
On 19 Nov PEL was trading at 1060.20. The strike last trading price was 0.3, which was -0.35 lower than the previous day. The implied volatity was 42.65, the open interest changed by -3 which decreased total open position to 220
On 18 Nov PEL was trading at 1048.55. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 48.42, the open interest changed by 4 which increased total open position to 223
On 14 Nov PEL was trading at 1044.25. The strike last trading price was 0.5, which was 0.30 higher than the previous day. The implied volatity was 40.48, the open interest changed by -5 which decreased total open position to 219
On 13 Nov PEL was trading at 1012.30. The strike last trading price was 0.2, which was -0.25 lower than the previous day. The implied volatity was 40.01, the open interest changed by -6 which decreased total open position to 224
On 12 Nov PEL was trading at 1023.15. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 40.95, the open interest changed by -2 which decreased total open position to 230
On 11 Nov PEL was trading at 1037.00. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 39.44, the open interest changed by -27 which decreased total open position to 232
On 8 Nov PEL was trading at 1047.65. The strike last trading price was 0.85, which was -0.95 lower than the previous day. The implied volatity was 35.56, the open interest changed by -4 which decreased total open position to 261
On 7 Nov PEL was trading at 1066.90. The strike last trading price was 1.8, which was -1.95 lower than the previous day. The implied volatity was 35.26, the open interest changed by -2 which decreased total open position to 265
On 6 Nov PEL was trading at 1094.25. The strike last trading price was 3.75, which was 0.00 lower than the previous day. The implied volatity was 34.88, the open interest changed by 10 which increased total open position to 268
On 5 Nov PEL was trading at 1072.15. The strike last trading price was 3.75, which was 1.10 higher than the previous day. The implied volatity was 38.79, the open interest changed by -29 which decreased total open position to 261
On 4 Nov PEL was trading at 1051.00. The strike last trading price was 2.65, which was -2.25 lower than the previous day. The implied volatity was 39.52, the open interest changed by 141 which increased total open position to 295
On 1 Nov PEL was trading at 1065.95. The strike last trading price was 4.9, which was -0.60 lower than the previous day. The implied volatity was 39.89, the open interest changed by 1 which increased total open position to 143
On 31 Oct PEL was trading at 1061.20. The strike last trading price was 5.5, which was -1.30 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 6.8, which was -3.20 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 10, which was 2.00 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 8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| PEL 28NOV2024 1240 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1054.95 | 207.05 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1060.20 | 207.05 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1060.20 | 207.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1048.55 | 207.05 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1044.25 | 207.05 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1012.30 | 207.05 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1023.15 | 207.05 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1037.00 | 207.05 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1047.65 | 207.05 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1066.90 | 207.05 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1094.25 | 207.05 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1072.15 | 207.05 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1051.00 | 207.05 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 1065.95 | 207.05 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 1061.20 | 207.05 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1079.00 | 207.05 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1083.50 | 207.05 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1075.15 | 207.05 | - | 0 | 0 | 0 | |
For Piramal Enterprises Ltd - strike price 1240 expiring on 28NOV2024
Delta for 1240 PE is -
Historical price for 1240 PE is as follows
On 21 Nov PEL was trading at 1054.95. The strike last trading price was 207.05, 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 207.05, 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 207.05, 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 207.05, 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 207.05, 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 207.05, 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 207.05, 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 207.05, 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 207.05, 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 207.05, 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 207.05, 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 207.05, 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 207.05, 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 1 Nov PEL was trading at 1065.95. The strike last trading price was 207.05, 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 31 Oct PEL was trading at 1061.20. The strike last trading price was 207.05, 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 Oct PEL was trading at 1079.00. The strike last trading price was 207.05, 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 29 Oct PEL was trading at 1083.50. The strike last trading price was 207.05, 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 207.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
