PEL
Piramal Enterprises Ltd
Historical option data for PEL
20 Dec 2024 04:13 PM IST
| PEL 26DEC2024 1240 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.09
Theta: -0.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1093.70 | 0.8 | -0.55 | 51.55 | 402 | -172 | 449 | |||
| 19 Dec | 1122.55 | 1.35 | -1.95 | 42.66 | 544 | -68 | 629 | |||
| 18 Dec | 1147.65 | 3.3 | -13.40 | 39.18 | 1,910 | 145 | 699 | |||
| 17 Dec | 1224.95 | 16.7 | -15.20 | 30.96 | 845 | 120 | 550 | |||
| 16 Dec | 1252.05 | 31.9 | -0.75 | 29.36 | 340 | -28 | 430 | |||
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| 13 Dec | 1252.30 | 32.65 | -6.60 | 25.04 | 927 | 41 | 458 | |||
| 12 Dec | 1260.40 | 39.25 | -6.85 | 28.48 | 317 | -6 | 416 | |||
| 11 Dec | 1269.80 | 46.1 | -3.10 | 27.35 | 249 | -52 | 423 | |||
| 10 Dec | 1264.85 | 49.2 | 15.20 | 32.29 | 2,016 | -32 | 480 | |||
| 9 Dec | 1241.10 | 34 | -4.50 | 28.65 | 402 | 51 | 513 | |||
| 6 Dec | 1239.50 | 38.5 | -6.30 | 29.37 | 874 | 48 | 468 | |||
| 5 Dec | 1243.45 | 44.8 | 6.45 | 31.46 | 1,049 | -73 | 423 | |||
| 4 Dec | 1237.15 | 38.35 | -3.65 | 30.65 | 1,120 | -41 | 496 | |||
| 3 Dec | 1236.50 | 42 | 9.25 | 32.50 | 2,624 | 155 | 530 | |||
| 2 Dec | 1207.45 | 32.75 | 8.30 | 35.34 | 712 | -22 | 373 | |||
| 29 Nov | 1185.00 | 24.45 | -1.55 | 33.31 | 292 | 2 | 394 | |||
| 28 Nov | 1180.00 | 26 | -3.30 | 34.89 | 379 | 69 | 391 | |||
| 27 Nov | 1190.30 | 29.3 | -7.90 | 35.52 | 1,362 | 3 | 320 | |||
| 26 Nov | 1198.15 | 37.2 | 27.20 | 36.53 | 5,175 | 287 | 318 | |||
| 25 Nov | 1107.75 | 10 | 10.00 | 35.16 | 36 | 24 | 24 | |||
| 31 Oct | 1061.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1075.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1051.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1052.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1044.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1104.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1095.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1095.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1079.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1052.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1056.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1103.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1103.70 | 0 | - | 0 | 0 | 0 | ||||
For Piramal Enterprises Ltd - strike price 1240 expiring on 26DEC2024
Delta for 1240 CE is 0.03
Historical price for 1240 CE is as follows
On 20 Dec PEL was trading at 1093.70. The strike last trading price was 0.8, which was -0.55 lower than the previous day. The implied volatity was 51.55, the open interest changed by -172 which decreased total open position to 449
On 19 Dec PEL was trading at 1122.55. The strike last trading price was 1.35, which was -1.95 lower than the previous day. The implied volatity was 42.66, the open interest changed by -68 which decreased total open position to 629
On 18 Dec PEL was trading at 1147.65. The strike last trading price was 3.3, which was -13.40 lower than the previous day. The implied volatity was 39.18, the open interest changed by 145 which increased total open position to 699
On 17 Dec PEL was trading at 1224.95. The strike last trading price was 16.7, which was -15.20 lower than the previous day. The implied volatity was 30.96, the open interest changed by 120 which increased total open position to 550
On 16 Dec PEL was trading at 1252.05. The strike last trading price was 31.9, which was -0.75 lower than the previous day. The implied volatity was 29.36, the open interest changed by -28 which decreased total open position to 430
On 13 Dec PEL was trading at 1252.30. The strike last trading price was 32.65, which was -6.60 lower than the previous day. The implied volatity was 25.04, the open interest changed by 41 which increased total open position to 458
On 12 Dec PEL was trading at 1260.40. The strike last trading price was 39.25, which was -6.85 lower than the previous day. The implied volatity was 28.48, the open interest changed by -6 which decreased total open position to 416
On 11 Dec PEL was trading at 1269.80. The strike last trading price was 46.1, which was -3.10 lower than the previous day. The implied volatity was 27.35, the open interest changed by -52 which decreased total open position to 423
On 10 Dec PEL was trading at 1264.85. The strike last trading price was 49.2, which was 15.20 higher than the previous day. The implied volatity was 32.29, the open interest changed by -32 which decreased total open position to 480
On 9 Dec PEL was trading at 1241.10. The strike last trading price was 34, which was -4.50 lower than the previous day. The implied volatity was 28.65, the open interest changed by 51 which increased total open position to 513
On 6 Dec PEL was trading at 1239.50. The strike last trading price was 38.5, which was -6.30 lower than the previous day. The implied volatity was 29.37, the open interest changed by 48 which increased total open position to 468
On 5 Dec PEL was trading at 1243.45. The strike last trading price was 44.8, which was 6.45 higher than the previous day. The implied volatity was 31.46, the open interest changed by -73 which decreased total open position to 423
On 4 Dec PEL was trading at 1237.15. The strike last trading price was 38.35, which was -3.65 lower than the previous day. The implied volatity was 30.65, the open interest changed by -41 which decreased total open position to 496
On 3 Dec PEL was trading at 1236.50. The strike last trading price was 42, which was 9.25 higher than the previous day. The implied volatity was 32.50, the open interest changed by 155 which increased total open position to 530
On 2 Dec PEL was trading at 1207.45. The strike last trading price was 32.75, which was 8.30 higher than the previous day. The implied volatity was 35.34, the open interest changed by -22 which decreased total open position to 373
On 29 Nov PEL was trading at 1185.00. The strike last trading price was 24.45, which was -1.55 lower than the previous day. The implied volatity was 33.31, the open interest changed by 2 which increased total open position to 394
On 28 Nov PEL was trading at 1180.00. The strike last trading price was 26, which was -3.30 lower than the previous day. The implied volatity was 34.89, the open interest changed by 69 which increased total open position to 391
On 27 Nov PEL was trading at 1190.30. The strike last trading price was 29.3, which was -7.90 lower than the previous day. The implied volatity was 35.52, the open interest changed by 3 which increased total open position to 320
On 26 Nov PEL was trading at 1198.15. The strike last trading price was 37.2, which was 27.20 higher than the previous day. The implied volatity was 36.53, the open interest changed by 287 which increased total open position to 318
On 25 Nov PEL was trading at 1107.75. The strike last trading price was 10, which was 10.00 higher than the previous day. The implied volatity was 35.16, the open interest changed by 24 which increased total open position to 24
On 31 Oct PEL was trading at 1061.20. 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 which decreased total open position to
On 28 Oct PEL was trading at 1075.15. 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 which decreased total open position to
On 25 Oct PEL was trading at 1051.80. 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 which decreased total open position to
On 24 Oct PEL was trading at 1052.25. 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 which decreased total open position to
On 23 Oct 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 which decreased total open position to
On 16 Oct PEL was trading at 1104.10. 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 which decreased total open position to
On 15 Oct PEL was trading at 1095.85. 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 which decreased total open position to
On 14 Oct PEL was trading at 1095.70. 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 which decreased total open position to
On 11 Oct PEL was trading at 1079.80. 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 which decreased total open position to
On 10 Oct PEL was trading at 1052.40. 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 which decreased total open position to
On 3 Oct PEL was trading at 1056.65. 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 which decreased total open position to
On 1 Oct PEL was trading at 1103.30. 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 which decreased total open position to
On 30 Sept PEL was trading at 1103.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| PEL 26DEC2024 1240 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1093.70 | 145.8 | 26.50 | - | 114 | -86 | 224 |
| 19 Dec | 1122.55 | 119.3 | 29.80 | 49.46 | 63 | -6 | 310 |
| 18 Dec | 1147.65 | 89.5 | 60.50 | 30.39 | 350 | -2 | 315 |
| 17 Dec | 1224.95 | 29 | 13.55 | 26.01 | 778 | -46 | 320 |
| 16 Dec | 1252.05 | 15.45 | 1.30 | 26.59 | 305 | 17 | 367 |
| 13 Dec | 1252.30 | 14.15 | -4.70 | 22.87 | 826 | 5 | 340 |
| 12 Dec | 1260.40 | 18.85 | 2.35 | 28.74 | 283 | -14 | 335 |
| 11 Dec | 1269.80 | 16.5 | -6.55 | 29.24 | 267 | 34 | 351 |
| 10 Dec | 1264.85 | 23.05 | -10.05 | 33.68 | 712 | 98 | 316 |
| 9 Dec | 1241.10 | 33.1 | 1.10 | 34.13 | 233 | 22 | 217 |
| 6 Dec | 1239.50 | 32 | -0.70 | 31.35 | 528 | 43 | 195 |
| 5 Dec | 1243.45 | 32.7 | -7.10 | 33.18 | 353 | 38 | 151 |
| 4 Dec | 1237.15 | 39.8 | -2.50 | 34.01 | 417 | 37 | 111 |
| 3 Dec | 1236.50 | 42.3 | -14.30 | 35.69 | 208 | 65 | 73 |
| 2 Dec | 1207.45 | 56.6 | -126.30 | 34.50 | 18 | 8 | 8 |
| 29 Nov | 1185.00 | 182.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1180.00 | 182.9 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1190.30 | 182.9 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1198.15 | 182.9 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1107.75 | 182.9 | 182.90 | - | 0 | 0 | 0 |
| 31 Oct | 1061.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1075.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1051.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1052.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1044.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1104.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1095.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1095.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1079.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1052.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1056.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1103.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1103.70 | 0 | - | 0 | 0 | 0 | |
For Piramal Enterprises Ltd - strike price 1240 expiring on 26DEC2024
Delta for 1240 PE is -
Historical price for 1240 PE is as follows
On 20 Dec PEL was trading at 1093.70. The strike last trading price was 145.8, which was 26.50 higher than the previous day. The implied volatity was -, the open interest changed by -86 which decreased total open position to 224
On 19 Dec PEL was trading at 1122.55. The strike last trading price was 119.3, which was 29.80 higher than the previous day. The implied volatity was 49.46, the open interest changed by -6 which decreased total open position to 310
On 18 Dec PEL was trading at 1147.65. The strike last trading price was 89.5, which was 60.50 higher than the previous day. The implied volatity was 30.39, the open interest changed by -2 which decreased total open position to 315
On 17 Dec PEL was trading at 1224.95. The strike last trading price was 29, which was 13.55 higher than the previous day. The implied volatity was 26.01, the open interest changed by -46 which decreased total open position to 320
On 16 Dec PEL was trading at 1252.05. The strike last trading price was 15.45, which was 1.30 higher than the previous day. The implied volatity was 26.59, the open interest changed by 17 which increased total open position to 367
On 13 Dec PEL was trading at 1252.30. The strike last trading price was 14.15, which was -4.70 lower than the previous day. The implied volatity was 22.87, the open interest changed by 5 which increased total open position to 340
On 12 Dec PEL was trading at 1260.40. The strike last trading price was 18.85, which was 2.35 higher than the previous day. The implied volatity was 28.74, the open interest changed by -14 which decreased total open position to 335
On 11 Dec PEL was trading at 1269.80. The strike last trading price was 16.5, which was -6.55 lower than the previous day. The implied volatity was 29.24, the open interest changed by 34 which increased total open position to 351
On 10 Dec PEL was trading at 1264.85. The strike last trading price was 23.05, which was -10.05 lower than the previous day. The implied volatity was 33.68, the open interest changed by 98 which increased total open position to 316
On 9 Dec PEL was trading at 1241.10. The strike last trading price was 33.1, which was 1.10 higher than the previous day. The implied volatity was 34.13, the open interest changed by 22 which increased total open position to 217
On 6 Dec PEL was trading at 1239.50. The strike last trading price was 32, which was -0.70 lower than the previous day. The implied volatity was 31.35, the open interest changed by 43 which increased total open position to 195
On 5 Dec PEL was trading at 1243.45. The strike last trading price was 32.7, which was -7.10 lower than the previous day. The implied volatity was 33.18, the open interest changed by 38 which increased total open position to 151
On 4 Dec PEL was trading at 1237.15. The strike last trading price was 39.8, which was -2.50 lower than the previous day. The implied volatity was 34.01, the open interest changed by 37 which increased total open position to 111
On 3 Dec PEL was trading at 1236.50. The strike last trading price was 42.3, which was -14.30 lower than the previous day. The implied volatity was 35.69, the open interest changed by 65 which increased total open position to 73
On 2 Dec PEL was trading at 1207.45. The strike last trading price was 56.6, which was -126.30 lower than the previous day. The implied volatity was 34.50, the open interest changed by 8 which increased total open position to 8
On 29 Nov PEL was trading at 1185.00. The strike last trading price was 182.9, 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 182.9, 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 182.9, 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 182.9, 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 182.9, which was 182.90 higher 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 0, 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 0, 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 25 Oct PEL was trading at 1051.80. 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 which decreased total open position to
On 24 Oct PEL was trading at 1052.25. 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 which decreased total open position to
On 23 Oct 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 which decreased total open position to
On 16 Oct PEL was trading at 1104.10. 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 which decreased total open position to
On 15 Oct PEL was trading at 1095.85. 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 which decreased total open position to
On 14 Oct PEL was trading at 1095.70. 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 which decreased total open position to
On 11 Oct PEL was trading at 1079.80. 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 which decreased total open position to
On 10 Oct PEL was trading at 1052.40. 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 which decreased total open position to
On 3 Oct PEL was trading at 1056.65. 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 which decreased total open position to
On 1 Oct PEL was trading at 1103.30. 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 which decreased total open position to
On 30 Sept PEL was trading at 1103.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
