PEL
Piramal Enterprises Ltd
Historical option data for PEL
27 Dec 2024 04:13 PM IST
| PEL 30JAN2025 1240 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.14
Vega: 0.74
Theta: -0.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1107.00 | 6.55 | 2.40 | 29.18 | 329 | 83 | 132 | |||
| 26 Dec | 1098.45 | 4.15 | -1.35 | 27.50 | 59 | 6 | 51 | |||
| 24 Dec | 1090.55 | 5.5 | -2.00 | 30.62 | 29 | 9 | 44 | |||
| 23 Dec | 1085.25 | 7.5 | -2.70 | 33.32 | 3 | -2 | 35 | |||
| 20 Dec | 1093.70 | 10.2 | -5.80 | 33.85 | 9 | 1 | 36 | |||
| 19 Dec | 1122.55 | 16 | -7.00 | 33.17 | 14 | 6 | 36 | |||
| 18 Dec | 1147.65 | 23 | -20.65 | 32.43 | 45 | 29 | 29 | |||
| 17 Dec | 1224.95 | 43.65 | 0.00 | 0.34 | 0 | 0 | 0 | |||
| 16 Dec | 1252.05 | 43.65 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1252.30 | 43.65 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 1260.40 | 43.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Dec | 1269.80 | 43.65 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1264.85 | 43.65 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1241.10 | 43.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1239.50 | 43.65 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1180.00 | 43.65 | 0.00 | 2.26 | 0 | 0 | 0 | |||
| 27 Nov | 1190.30 | 43.65 | 0.00 | 1.78 | 0 | 0 | 0 | |||
| 26 Nov | 1198.15 | 43.65 | 43.65 | 1.41 | 0 | 0 | 0 | |||
| 25 Nov | 1107.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 1085.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 1054.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 1060.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1060.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 1048.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1044.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1047.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1066.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1094.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1072.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 1051.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Piramal Enterprises Ltd - strike price 1240 expiring on 30JAN2025
Delta for 1240 CE is 0.14
Historical price for 1240 CE is as follows
On 27 Dec PEL was trading at 1107.00. The strike last trading price was 6.55, which was 2.40 higher than the previous day. The implied volatity was 29.18, the open interest changed by 83 which increased total open position to 132
On 26 Dec PEL was trading at 1098.45. The strike last trading price was 4.15, which was -1.35 lower than the previous day. The implied volatity was 27.50, the open interest changed by 6 which increased total open position to 51
On 24 Dec PEL was trading at 1090.55. The strike last trading price was 5.5, which was -2.00 lower than the previous day. The implied volatity was 30.62, the open interest changed by 9 which increased total open position to 44
On 23 Dec PEL was trading at 1085.25. The strike last trading price was 7.5, which was -2.70 lower than the previous day. The implied volatity was 33.32, the open interest changed by -2 which decreased total open position to 35
On 20 Dec PEL was trading at 1093.70. The strike last trading price was 10.2, which was -5.80 lower than the previous day. The implied volatity was 33.85, the open interest changed by 1 which increased total open position to 36
On 19 Dec PEL was trading at 1122.55. The strike last trading price was 16, which was -7.00 lower than the previous day. The implied volatity was 33.17, the open interest changed by 6 which increased total open position to 36
On 18 Dec PEL was trading at 1147.65. The strike last trading price was 23, which was -20.65 lower than the previous day. The implied volatity was 32.43, the open interest changed by 29 which increased total open position to 29
On 17 Dec PEL was trading at 1224.95. The strike last trading price was 43.65, which was 0.00 lower than the previous day. The implied volatity was 0.34, 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 43.65, 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 43.65, 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 43.65, 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 43.65, 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 43.65, 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 43.65, 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 43.65, 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 28 Nov PEL was trading at 1180.00. The strike last trading price was 43.65, which was 0.00 lower than the previous day. The implied volatity was 2.26, 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 43.65, which was 0.00 lower than the previous day. The implied volatity was 1.78, 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 43.65, which was 43.65 higher than the previous day. The implied volatity was 1.41, 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 0.00, 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 0.00, 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 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 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 0.00, 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 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| PEL 30JAN2025 1240 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 0.80
Theta: -0.07
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1107.00 | 126.8 | -29.85 | 31.00 | 4 | 2 | 13 |
| 26 Dec | 1098.45 | 156.65 | 6.00 | 50.33 | 3 | 2 | 10 |
| 24 Dec | 1090.55 | 150.65 | 74.25 | 37.15 | 8 | 6 | 9 |
| 23 Dec | 1085.25 | 76.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Dec | 1093.70 | 76.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 1122.55 | 76.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 1147.65 | 76.4 | 23.40 | - | 3 | 0 | 3 |
| 17 Dec | 1224.95 | 53 | 6.15 | 30.06 | 1 | 0 | 2 |
| 16 Dec | 1252.05 | 46.85 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Dec | 1252.30 | 46.85 | 0.25 | 33.50 | 2 | 1 | 2 |
| 12 Dec | 1260.40 | 46.6 | -153.55 | 33.94 | 1 | 0 | 0 |
| 11 Dec | 1269.80 | 200.15 | 0.00 | 2.65 | 0 | 0 | 0 |
| 10 Dec | 1264.85 | 200.15 | 0.00 | 2.40 | 0 | 0 | 0 |
| 9 Dec | 1241.10 | 200.15 | 0.00 | 1.24 | 0 | 0 | 0 |
| 6 Dec | 1239.50 | 200.15 | 200.15 | 1.17 | 0 | 0 | 0 |
| 28 Nov | 1180.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1190.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1198.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1107.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 1085.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 1054.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1060.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1060.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1048.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1044.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1047.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1066.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 1094.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 1072.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 1051.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Piramal Enterprises Ltd - strike price 1240 expiring on 30JAN2025
Delta for 1240 PE is -0.85
Historical price for 1240 PE is as follows
On 27 Dec PEL was trading at 1107.00. The strike last trading price was 126.8, which was -29.85 lower than the previous day. The implied volatity was 31.00, the open interest changed by 2 which increased total open position to 13
On 26 Dec PEL was trading at 1098.45. The strike last trading price was 156.65, which was 6.00 higher than the previous day. The implied volatity was 50.33, the open interest changed by 2 which increased total open position to 10
On 24 Dec PEL was trading at 1090.55. The strike last trading price was 150.65, which was 74.25 higher than the previous day. The implied volatity was 37.15, the open interest changed by 6 which increased total open position to 9
On 23 Dec PEL was trading at 1085.25. The strike last trading price was 76.4, 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 Dec PEL was trading at 1093.70. The strike last trading price was 76.4, 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 76.4, 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 76.4, which was 23.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Dec PEL was trading at 1224.95. The strike last trading price was 53, which was 6.15 higher than the previous day. The implied volatity was 30.06, the open interest changed by 0 which decreased total open position to 2
On 16 Dec PEL was trading at 1252.05. The strike last trading price was 46.85, 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 13 Dec PEL was trading at 1252.30. The strike last trading price was 46.85, which was 0.25 higher than the previous day. The implied volatity was 33.50, the open interest changed by 1 which increased total open position to 2
On 12 Dec PEL was trading at 1260.40. The strike last trading price was 46.6, which was -153.55 lower than the previous day. The implied volatity was 33.94, 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 200.15, which was 0.00 lower than the previous day. The implied volatity was 2.65, 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 200.15, which was 0.00 lower than the previous day. The implied volatity was 2.40, 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 200.15, which was 0.00 lower than the previous day. The implied volatity was 1.24, 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 200.15, which was 200.15 higher than the previous day. The implied volatity was 1.17, 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 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 27 Nov PEL was trading at 1190.30. 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 26 Nov PEL was trading at 1198.15. 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 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 0.00, 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 0.00, 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 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 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 0.00, 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 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
