PEL
Piramal Enterprises Ltd
Historical option data for PEL
27 Dec 2024 04:13 PM IST
| PEL 30JAN2025 1280 CE | ||||||||||
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Delta: 0.09
Vega: 0.54
Theta: -0.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1107.00 | 4.05 | 2.05 | 31.07 | 69 | 19 | 30 | |||
| 26 Dec | 1098.45 | 2 | -1.50 | 28.10 | 6 | 2 | 10 | |||
| 24 Dec | 1090.55 | 3.5 | -1.15 | 31.96 | 4 | 2 | 8 | |||
| 23 Dec | 1085.25 | 4.65 | -17.90 | 34.42 | 12 | 0 | 6 | |||
| 20 Dec | 1093.70 | 22.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 1122.55 | 22.55 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 18 Dec | 1147.65 | 22.55 | -17.45 | 39.21 | 4 | 3 | 5 | |||
| 17 Dec | 1224.95 | 40 | 4.80 | 34.47 | 2 | 0 | 0 | |||
| 16 Dec | 1252.05 | 35.2 | 0.00 | 0.95 | 0 | 0 | 0 | |||
| 13 Dec | 1252.30 | 35.2 | 0.00 | 0.76 | 0 | 0 | 0 | |||
| 12 Dec | 1260.40 | 35.2 | 0.00 | 0.48 | 0 | 0 | 0 | |||
| 11 Dec | 1269.80 | 35.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1264.85 | 35.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1241.10 | 35.2 | 0.00 | 1.45 | 0 | 0 | 0 | |||
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| 6 Dec | 1239.50 | 35.2 | 0.00 | 1.11 | 0 | 0 | 0 | |||
| 28 Nov | 1180.00 | 35.2 | 0.00 | 4.31 | 0 | 0 | 0 | |||
| 27 Nov | 1190.30 | 35.2 | 0.00 | 3.55 | 0 | 0 | 0 | |||
| 26 Nov | 1198.15 | 35.2 | 35.20 | 3.12 | 0 | 0 | 0 | |||
| 25 Nov | 1107.75 | 0 | 0.00 | 7.81 | 0 | 0 | 0 | |||
| 22 Nov | 1085.50 | 0 | 0.00 | 8.74 | 0 | 0 | 0 | |||
| 6 Nov | 1094.25 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Piramal Enterprises Ltd - strike price 1280 expiring on 30JAN2025
Delta for 1280 CE is 0.09
Historical price for 1280 CE is as follows
On 27 Dec PEL was trading at 1107.00. The strike last trading price was 4.05, which was 2.05 higher than the previous day. The implied volatity was 31.07, the open interest changed by 19 which increased total open position to 30
On 26 Dec PEL was trading at 1098.45. The strike last trading price was 2, which was -1.50 lower than the previous day. The implied volatity was 28.10, 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 3.5, which was -1.15 lower than the previous day. The implied volatity was 31.96, the open interest changed by 2 which increased total open position to 8
On 23 Dec PEL was trading at 1085.25. The strike last trading price was 4.65, which was -17.90 lower than the previous day. The implied volatity was 34.42, the open interest changed by 0 which decreased total open position to 6
On 20 Dec PEL was trading at 1093.70. The strike last trading price was 22.55, 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 22.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 18 Dec PEL was trading at 1147.65. The strike last trading price was 22.55, which was -17.45 lower than the previous day. The implied volatity was 39.21, the open interest changed by 3 which increased total open position to 5
On 17 Dec PEL was trading at 1224.95. The strike last trading price was 40, which was 4.80 higher than the previous day. The implied volatity was 34.47, 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 35.2, which was 0.00 lower than the previous day. The implied volatity was 0.95, 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 35.2, which was 0.00 lower than the previous day. The implied volatity was 0.76, 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 35.2, which was 0.00 lower than the previous day. The implied volatity was 0.48, 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 35.2, 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 35.2, 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 35.2, which was 0.00 lower than the previous day. The implied volatity was 1.45, 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 35.2, which was 0.00 lower than the previous day. The implied volatity was 1.11, 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 35.2, which was 0.00 lower than the previous day. The implied volatity was 4.31, 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 35.2, which was 0.00 lower than the previous day. The implied volatity was 3.55, 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 35.2, which was 35.20 higher than the previous day. The implied volatity was 3.12, 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 7.81, 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 8.74, 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 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 1280 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1107.00 | 231 | 0.00 | - | 0 | 0 | 0 |
| 26 Dec | 1098.45 | 231 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 1090.55 | 231 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 1085.25 | 231 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 1093.70 | 231 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1122.55 | 231 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 1147.65 | 231 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 1224.95 | 231 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1252.05 | 231 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 1252.30 | 231 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 1260.40 | 231 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1269.80 | 231 | 0.00 | 0.25 | 0 | 0 | 0 |
| 10 Dec | 1264.85 | 231 | 0.00 | 0.01 | 0 | 0 | 0 |
| 9 Dec | 1241.10 | 231 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1239.50 | 231 | 231.00 | - | 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 | 0 | 0 |
| 22 Nov | 1085.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1094.25 | 0 | 0.00 | 0 | 0 | 0 | |
For Piramal Enterprises Ltd - strike price 1280 expiring on 30JAN2025
Delta for 1280 PE is -
Historical price for 1280 PE is as follows
On 27 Dec PEL was trading at 1107.00. The strike last trading price was 231, 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 231, 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 231, 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 231, 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 231, 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 231, 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 231, 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 231, 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 231, 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 231, 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 231, 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 231, which was 0.00 lower than the previous day. The implied volatity was 0.25, 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 231, which was 0.00 lower than the previous day. The implied volatity was 0.01, 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 231, 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 231, which was 231.00 higher 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 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 -, 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 -, 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
