PEL
Piramal Enterprises Ltd
Historical option data for PEL
20 Dec 2024 04:13 PM IST
| PEL 26DEC2024 1260 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.08
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1093.70 | 0.75 | -0.30 | 56.28 | 265 | -62 | 482 | |||
| 19 Dec | 1122.55 | 1.05 | -1.25 | 45.88 | 451 | -152 | 542 | |||
| 18 Dec | 1147.65 | 2.3 | -9.00 | 41.36 | 1,854 | 25 | 693 | |||
| 17 Dec | 1224.95 | 11.3 | -9.30 | 32.60 | 774 | 33 | 669 | |||
| 16 Dec | 1252.05 | 20.6 | -1.65 | 28.20 | 848 | 52 | 638 | |||
| 13 Dec | 1252.30 | 22.25 | -5.75 | 25.32 | 1,100 | 120 | 585 | |||
| 12 Dec | 1260.40 | 28 | -6.30 | 28.18 | 657 | -33 | 466 | |||
| 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 | |||
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| 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 0.03
Historical price for 1260 CE is as follows
On 20 Dec PEL was trading at 1093.70. The strike last trading price was 0.75, which was -0.30 lower than the previous day. The implied volatity was 56.28, the open interest changed by -62 which decreased total open position to 482
On 19 Dec PEL was trading at 1122.55. The strike last trading price was 1.05, which was -1.25 lower than the previous day. The implied volatity was 45.88, the open interest changed by -152 which decreased total open position to 542
On 18 Dec PEL was trading at 1147.65. The strike last trading price was 2.3, which was -9.00 lower than the previous day. The implied volatity was 41.36, the open interest changed by 25 which increased total open position to 693
On 17 Dec PEL was trading at 1224.95. The strike last trading price was 11.3, which was -9.30 lower than the previous day. The implied volatity was 32.60, the open interest changed by 33 which increased total open position to 669
On 16 Dec PEL was trading at 1252.05. The strike last trading price was 20.6, which was -1.65 lower than the previous day. The implied volatity was 28.20, the open interest changed by 52 which increased total open position to 638
On 13 Dec PEL was trading at 1252.30. The strike last trading price was 22.25, which was -5.75 lower than the previous day. The implied volatity was 25.32, the open interest changed by 120 which increased total open position to 585
On 12 Dec PEL was trading at 1260.40. The strike last trading price was 28, which was -6.30 lower than the previous day. The implied volatity was 28.18, the open interest changed by -33 which decreased total open position to 466
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1093.70 | 164.4 | 30.40 | - | 35 | -28 | 174 |
| 19 Dec | 1122.55 | 134 | 24.60 | - | 8 | -5 | 203 |
| 18 Dec | 1147.65 | 109.4 | 68.25 | 35.15 | 54 | -11 | 208 |
| 17 Dec | 1224.95 | 41.15 | 16.45 | 22.82 | 251 | -10 | 222 |
| 16 Dec | 1252.05 | 24.7 | 1.10 | 26.25 | 394 | 48 | 232 |
| 13 Dec | 1252.30 | 23.6 | -4.25 | 23.17 | 354 | -26 | 185 |
| 12 Dec | 1260.40 | 27.85 | 3.45 | 28.76 | 476 | 52 | 212 |
| 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 -
Historical price for 1260 PE is as follows
On 20 Dec PEL was trading at 1093.70. The strike last trading price was 164.4, which was 30.40 higher than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 174
On 19 Dec PEL was trading at 1122.55. The strike last trading price was 134, which was 24.60 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 203
On 18 Dec PEL was trading at 1147.65. The strike last trading price was 109.4, which was 68.25 higher than the previous day. The implied volatity was 35.15, the open interest changed by -11 which decreased total open position to 208
On 17 Dec PEL was trading at 1224.95. The strike last trading price was 41.15, which was 16.45 higher than the previous day. The implied volatity was 22.82, the open interest changed by -10 which decreased total open position to 222
On 16 Dec PEL was trading at 1252.05. The strike last trading price was 24.7, which was 1.10 higher than the previous day. The implied volatity was 26.25, the open interest changed by 48 which increased total open position to 232
On 13 Dec PEL was trading at 1252.30. The strike last trading price was 23.6, which was -4.25 lower than the previous day. The implied volatity was 23.17, the open interest changed by -26 which decreased total open position to 185
On 12 Dec PEL was trading at 1260.40. The strike last trading price was 27.85, which was 3.45 higher than the previous day. The implied volatity was 28.76, the open interest changed by 52 which increased total open position to 212
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
