PEL
Piramal Enterprises Ltd
Historical option data for PEL
27 Dec 2024 04:13 PM IST
| PEL 30JAN2025 1260 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.63
Theta: -0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1107.00 | 5.15 | 1.45 | 30.16 | 131 | 31 | 68 | |||
| 26 Dec | 1098.45 | 3.7 | -2.30 | 29.44 | 22 | -1 | 35 | |||
| 24 Dec | 1090.55 | 6 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 23 Dec | 1085.25 | 6 | -6.70 | 34.02 | 7 | -3 | 35 | |||
| 20 Dec | 1093.70 | 12.7 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 19 Dec | 1122.55 | 12.7 | -6.80 | 33.39 | 9 | 0 | 37 | |||
| 18 Dec | 1147.65 | 19.5 | -24.75 | 33.41 | 49 | 22 | 37 | |||
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| 17 Dec | 1224.95 | 44.25 | -15.20 | 32.45 | 18 | 2 | 13 | |||
| 16 Dec | 1252.05 | 59.45 | 1.25 | 32.20 | 5 | -1 | 10 | |||
| 13 Dec | 1252.30 | 58.2 | -5.90 | 29.81 | 13 | 5 | 10 | |||
| 12 Dec | 1260.40 | 64.1 | -7.10 | 31.51 | 11 | 4 | 5 | |||
| 11 Dec | 1269.80 | 71.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1264.85 | 71.2 | 11.20 | 32.54 | 1 | 0 | 1 | |||
| 9 Dec | 1241.10 | 60 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1239.50 | 60 | 0.00 | 0 | 1 | 0 | ||||
For Piramal Enterprises Ltd - strike price 1260 expiring on 30JAN2025
Delta for 1260 CE is 0.11
Historical price for 1260 CE is as follows
On 27 Dec PEL was trading at 1107.00. The strike last trading price was 5.15, which was 1.45 higher than the previous day. The implied volatity was 30.16, the open interest changed by 31 which increased total open position to 68
On 26 Dec PEL was trading at 1098.45. The strike last trading price was 3.7, which was -2.30 lower than the previous day. The implied volatity was 29.44, the open interest changed by -1 which decreased total open position to 35
On 24 Dec PEL was trading at 1090.55. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 23 Dec PEL was trading at 1085.25. The strike last trading price was 6, which was -6.70 lower than the previous day. The implied volatity was 34.02, the open interest changed by -3 which decreased total open position to 35
On 20 Dec PEL was trading at 1093.70. The strike last trading price was 12.7, 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 19 Dec PEL was trading at 1122.55. The strike last trading price was 12.7, which was -6.80 lower than the previous day. The implied volatity was 33.39, the open interest changed by 0 which decreased total open position to 37
On 18 Dec PEL was trading at 1147.65. The strike last trading price was 19.5, which was -24.75 lower than the previous day. The implied volatity was 33.41, the open interest changed by 22 which increased total open position to 37
On 17 Dec PEL was trading at 1224.95. The strike last trading price was 44.25, which was -15.20 lower than the previous day. The implied volatity was 32.45, the open interest changed by 2 which increased total open position to 13
On 16 Dec PEL was trading at 1252.05. The strike last trading price was 59.45, which was 1.25 higher than the previous day. The implied volatity was 32.20, the open interest changed by -1 which decreased total open position to 10
On 13 Dec PEL was trading at 1252.30. The strike last trading price was 58.2, which was -5.90 lower than the previous day. The implied volatity was 29.81, the open interest changed by 5 which increased total open position to 10
On 12 Dec PEL was trading at 1260.40. The strike last trading price was 64.1, which was -7.10 lower than the previous day. The implied volatity was 31.51, the open interest changed by 4 which increased total open position to 5
On 11 Dec PEL was trading at 1269.80. The strike last trading price was 71.2, 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 10 Dec PEL was trading at 1264.85. The strike last trading price was 71.2, which was 11.20 higher than the previous day. The implied volatity was 32.54, the open interest changed by 0 which decreased total open position to 1
On 9 Dec PEL was trading at 1241.10. The strike last trading price was 60, 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 Dec PEL was trading at 1239.50. The strike last trading price was 60, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
| PEL 30JAN2025 1260 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1107.00 | 127.75 | 0.00 | - | 0 | 0 | 0 |
| 26 Dec | 1098.45 | 127.75 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 1090.55 | 127.75 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 1085.25 | 127.75 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 1093.70 | 127.75 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1122.55 | 127.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 1147.65 | 127.75 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 1224.95 | 127.75 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1252.05 | 127.75 | 0.00 | 0.45 | 0 | 0 | 0 |
| 13 Dec | 1252.30 | 127.75 | 0.00 | 0.56 | 0 | 0 | 0 |
| 12 Dec | 1260.40 | 127.75 | 0.00 | 0.87 | 0 | 0 | 0 |
| 11 Dec | 1269.80 | 127.75 | 0.00 | 1.44 | 0 | 0 | 0 |
| 10 Dec | 1264.85 | 127.75 | 0.00 | 1.22 | 0 | 0 | 0 |
| 9 Dec | 1241.10 | 127.75 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1239.50 | 127.75 | - | 0 | 0 | 0 | |
For Piramal Enterprises Ltd - strike price 1260 expiring on 30JAN2025
Delta for 1260 PE is -
Historical price for 1260 PE is as follows
On 27 Dec PEL was trading at 1107.00. The strike last trading price was 127.75, 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 Dec PEL was trading at 1098.45. The strike last trading price was 127.75, 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 24 Dec PEL was trading at 1090.55. The strike last trading price was 127.75, 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 23 Dec PEL was trading at 1085.25. The strike last trading price was 127.75, 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 Dec PEL was trading at 1093.70. The strike last trading price was 127.75, 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 Dec PEL was trading at 1122.55. The strike last trading price was 127.75, 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 Dec PEL was trading at 1147.65. The strike last trading price was 127.75, 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 17 Dec PEL was trading at 1224.95. The strike last trading price was 127.75, 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 127.75, which was 0.00 lower than the previous day. The implied volatity was 0.45, 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 127.75, which was 0.00 lower than the previous day. The implied volatity was 0.56, 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 127.75, which was 0.00 lower than the previous day. The implied volatity was 0.87, 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 127.75, which was 0.00 lower than the previous day. The implied volatity was 1.44, 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 127.75, which was 0.00 lower than the previous day. The implied volatity was 1.22, 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 127.75, 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 127.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
