`
Related Pages for PEL
[--[65.84.65.76]--]
PEL
Piramal Enterprises Ltd
1260.65 -9.15 (-0.72%)

Back to Option Chain

Historical option data for PEL

12 Dec 2024 10:33 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
PEL 26DEC2024 1260 CE
Delta: 0.55
Vega: 0.99
Theta: -1.15
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1260.30 30.8 -3.50 27.95 227 -28 471
11 Dec 1269.80 34.3 -3.40 27.69 792 -44 500
10 Dec 1264.85 37.7 12.95 32.13 3,612 198 546
9 Dec 1241.10 24.75 -2.25 28.77 227 -2 349
6 Dec 1239.50 27 -7.35 27.69 588 -4 349
5 Dec 1243.45 34.35 5.35 31.08 507 22 344
4 Dec 1237.15 29 -3.50 30.38 671 44 323
3 Dec 1236.50 32.5 7.15 32.19 1,001 76 279
2 Dec 1207.45 25.35 6.35 35.13 376 26 209
29 Nov 1185.00 19 -1.00 33.59 116 0 182
28 Nov 1180.00 20 -3.10 34.69 221 -29 181
27 Nov 1190.30 23.1 -6.90 35.73 603 156 212
26 Nov 1198.15 30 36.46 119 56 56

For Piramal Enterprises Ltd - strike price 1260 expiring on 26DEC2024

Delta for 1260 CE is 0.55

Historical price for 1260 CE is as follows

On 12 Dec PEL was trading at 1260.30. The strike last trading price was 30.8, which was -3.50 lower than the previous day. The implied volatity was 27.95, the open interest changed by -28 which decreased total open position to 471


On 11 Dec PEL was trading at 1269.80. The strike last trading price was 34.3, which was -3.40 lower than the previous day. The implied volatity was 27.69, the open interest changed by -44 which decreased total open position to 500


On 10 Dec PEL was trading at 1264.85. The strike last trading price was 37.7, which was 12.95 higher than the previous day. The implied volatity was 32.13, the open interest changed by 198 which increased total open position to 546


On 9 Dec PEL was trading at 1241.10. The strike last trading price was 24.75, which was -2.25 lower than the previous day. The implied volatity was 28.77, the open interest changed by -2 which decreased total open position to 349


On 6 Dec PEL was trading at 1239.50. The strike last trading price was 27, which was -7.35 lower than the previous day. The implied volatity was 27.69, the open interest changed by -4 which decreased total open position to 349


On 5 Dec PEL was trading at 1243.45. The strike last trading price was 34.35, which was 5.35 higher than the previous day. The implied volatity was 31.08, the open interest changed by 22 which increased total open position to 344


On 4 Dec PEL was trading at 1237.15. The strike last trading price was 29, which was -3.50 lower than the previous day. The implied volatity was 30.38, the open interest changed by 44 which increased total open position to 323


On 3 Dec PEL was trading at 1236.50. The strike last trading price was 32.5, which was 7.15 higher than the previous day. The implied volatity was 32.19, the open interest changed by 76 which increased total open position to 279


On 2 Dec PEL was trading at 1207.45. The strike last trading price was 25.35, which was 6.35 higher than the previous day. The implied volatity was 35.13, the open interest changed by 26 which increased total open position to 209


On 29 Nov PEL was trading at 1185.00. The strike last trading price was 19, which was -1.00 lower than the previous day. The implied volatity was 33.59, the open interest changed by 0 which decreased total open position to 182


On 28 Nov PEL was trading at 1180.00. The strike last trading price was 20, which was -3.10 lower than the previous day. The implied volatity was 34.69, the open interest changed by -29 which decreased total open position to 181


On 27 Nov PEL was trading at 1190.30. The strike last trading price was 23.1, which was -6.90 lower than the previous day. The implied volatity was 35.73, the open interest changed by 156 which increased total open position to 212


On 26 Nov PEL was trading at 1198.15. The strike last trading price was 30, which was lower than the previous day. The implied volatity was 36.46, the open interest changed by 56 which increased total open position to 56


PEL 26DEC2024 1260 PE
Delta: -0.45
Vega: 0.99
Theta: -0.83
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1260.30 25.55 1.15 28.76 156 49 209
11 Dec 1269.80 24.4 -7.05 29.20 370 16 160
10 Dec 1264.85 31.45 -14.00 33.43 552 100 145
9 Dec 1241.10 45.45 2.75 35.85 26 1 45
6 Dec 1239.50 42.7 -0.20 31.66 35 9 42
5 Dec 1243.45 42.9 -6.90 33.41 40 19 32
4 Dec 1237.15 49.8 -22.15 33.32 37 13 14
3 Dec 1236.50 71.95 0.00 0.00 0 0 0
2 Dec 1207.45 71.95 0.00 0.00 0 0 0
29 Nov 1185.00 71.95 0.00 0.00 0 0 0
28 Nov 1180.00 71.95 0.00 0.00 0 1 0
27 Nov 1190.30 71.95 -133.80 20.69 2 1 1
26 Nov 1198.15 205.75 - 0 0 0

For Piramal Enterprises Ltd - strike price 1260 expiring on 26DEC2024

Delta for 1260 PE is -0.45

Historical price for 1260 PE is as follows

On 12 Dec PEL was trading at 1260.30. The strike last trading price was 25.55, which was 1.15 higher than the previous day. The implied volatity was 28.76, the open interest changed by 49 which increased total open position to 209


On 11 Dec PEL was trading at 1269.80. The strike last trading price was 24.4, which was -7.05 lower than the previous day. The implied volatity was 29.20, the open interest changed by 16 which increased total open position to 160


On 10 Dec PEL was trading at 1264.85. The strike last trading price was 31.45, which was -14.00 lower than the previous day. The implied volatity was 33.43, the open interest changed by 100 which increased total open position to 145


On 9 Dec PEL was trading at 1241.10. The strike last trading price was 45.45, which was 2.75 higher than the previous day. The implied volatity was 35.85, the open interest changed by 1 which increased total open position to 45


On 6 Dec PEL was trading at 1239.50. The strike last trading price was 42.7, which was -0.20 lower than the previous day. The implied volatity was 31.66, the open interest changed by 9 which increased total open position to 42


On 5 Dec PEL was trading at 1243.45. The strike last trading price was 42.9, which was -6.90 lower than the previous day. The implied volatity was 33.41, the open interest changed by 19 which increased total open position to 32


On 4 Dec PEL was trading at 1237.15. The strike last trading price was 49.8, which was -22.15 lower than the previous day. The implied volatity was 33.32, the open interest changed by 13 which increased total open position to 14


On 3 Dec PEL was trading at 1236.50. The strike last trading price was 71.95, 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 2 Dec PEL was trading at 1207.45. The strike last trading price was 71.95, 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 29 Nov PEL was trading at 1185.00. The strike last trading price was 71.95, 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 28 Nov PEL was trading at 1180.00. The strike last trading price was 71.95, 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 27 Nov PEL was trading at 1190.30. The strike last trading price was 71.95, which was -133.80 lower than the previous day. The implied volatity was 20.69, the open interest changed by 1 which increased total open position to 1


On 26 Nov PEL was trading at 1198.15. The strike last trading price was 205.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0