PEL
Piramal Enterprises Ltd
Historical option data for PEL
12 Dec 2024 10:03 AM IST
| PEL 26DEC2024 1320 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.25
Vega: 0.80
Theta: -0.91
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1262.55 | 10.85 | -0.35 | 29.58 | 101 | -7 | 475 | |||
| 11 Dec | 1269.80 | 11.2 | -3.05 | 28.01 | 315 | -8 | 481 | |||
| 10 Dec | 1264.85 | 14.25 | 5.70 | 31.77 | 796 | 28 | 491 | |||
| 9 Dec | 1241.10 | 8.55 | -1.95 | 29.96 | 131 | -15 | 463 | |||
| 6 Dec | 1239.50 | 10.5 | -3.50 | 29.45 | 860 | -11 | 481 | |||
| 5 Dec | 1243.45 | 14 | 2.05 | 31.13 | 986 | 25 | 495 | |||
| 4 Dec | 1237.15 | 11.95 | -1.95 | 31.20 | 746 | -22 | 470 | |||
| 3 Dec | 1236.50 | 13.9 | 2.45 | 32.30 | 1,969 | 160 | 494 | |||
| 2 Dec | 1207.45 | 11.45 | 3.50 | 35.72 | 990 | 62 | 338 | |||
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| 29 Nov | 1185.00 | 7.95 | -1.05 | 33.80 | 116 | 11 | 277 | |||
| 28 Nov | 1180.00 | 9 | -2.35 | 35.18 | 266 | -1 | 266 | |||
| 27 Nov | 1190.30 | 11.35 | -4.15 | 36.60 | 400 | 29 | 269 | |||
| 26 Nov | 1198.15 | 15.5 | 37.11 | 284 | 240 | 240 | ||||
For Piramal Enterprises Ltd - strike price 1320 expiring on 26DEC2024
Delta for 1320 CE is 0.25
Historical price for 1320 CE is as follows
On 12 Dec PEL was trading at 1262.55. The strike last trading price was 10.85, which was -0.35 lower than the previous day. The implied volatity was 29.58, the open interest changed by -7 which decreased total open position to 475
On 11 Dec PEL was trading at 1269.80. The strike last trading price was 11.2, which was -3.05 lower than the previous day. The implied volatity was 28.01, the open interest changed by -8 which decreased total open position to 481
On 10 Dec PEL was trading at 1264.85. The strike last trading price was 14.25, which was 5.70 higher than the previous day. The implied volatity was 31.77, the open interest changed by 28 which increased total open position to 491
On 9 Dec PEL was trading at 1241.10. The strike last trading price was 8.55, which was -1.95 lower than the previous day. The implied volatity was 29.96, the open interest changed by -15 which decreased total open position to 463
On 6 Dec PEL was trading at 1239.50. The strike last trading price was 10.5, which was -3.50 lower than the previous day. The implied volatity was 29.45, the open interest changed by -11 which decreased total open position to 481
On 5 Dec PEL was trading at 1243.45. The strike last trading price was 14, which was 2.05 higher than the previous day. The implied volatity was 31.13, the open interest changed by 25 which increased total open position to 495
On 4 Dec PEL was trading at 1237.15. The strike last trading price was 11.95, which was -1.95 lower than the previous day. The implied volatity was 31.20, the open interest changed by -22 which decreased total open position to 470
On 3 Dec PEL was trading at 1236.50. The strike last trading price was 13.9, which was 2.45 higher than the previous day. The implied volatity was 32.30, the open interest changed by 160 which increased total open position to 494
On 2 Dec PEL was trading at 1207.45. The strike last trading price was 11.45, which was 3.50 higher than the previous day. The implied volatity was 35.72, the open interest changed by 62 which increased total open position to 338
On 29 Nov PEL was trading at 1185.00. The strike last trading price was 7.95, which was -1.05 lower than the previous day. The implied volatity was 33.80, the open interest changed by 11 which increased total open position to 277
On 28 Nov PEL was trading at 1180.00. The strike last trading price was 9, which was -2.35 lower than the previous day. The implied volatity was 35.18, the open interest changed by -1 which decreased total open position to 266
On 27 Nov PEL was trading at 1190.30. The strike last trading price was 11.35, which was -4.15 lower than the previous day. The implied volatity was 36.60, the open interest changed by 29 which increased total open position to 269
On 26 Nov PEL was trading at 1198.15. The strike last trading price was 15.5, which was lower than the previous day. The implied volatity was 37.11, the open interest changed by 240 which increased total open position to 240
| PEL 26DEC2024 1320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1262.55 | 61.3 | 0.00 | 0.00 | 0 | 1 | 0 |
| 11 Dec | 1269.80 | 61.3 | -182.00 | 30.08 | 1 | 0 | 0 |
| 10 Dec | 1264.85 | 243.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1241.10 | 243.3 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1239.50 | 243.3 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1243.45 | 243.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1237.15 | 243.3 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1236.50 | 243.3 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1207.45 | 243.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1185.00 | 243.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1180.00 | 243.3 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1190.30 | 243.3 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1198.15 | 243.3 | - | 0 | 0 | 0 | |
For Piramal Enterprises Ltd - strike price 1320 expiring on 26DEC2024
Delta for 1320 PE is 0.00
Historical price for 1320 PE is as follows
On 12 Dec PEL was trading at 1262.55. The strike last trading price was 61.3, 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 11 Dec PEL was trading at 1269.80. The strike last trading price was 61.3, which was -182.00 lower than the previous day. The implied volatity was 30.08, 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 243.3, 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 243.3, 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 243.3, 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 5 Dec PEL was trading at 1243.45. The strike last trading price was 243.3, 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 4 Dec PEL was trading at 1237.15. The strike last trading price was 243.3, 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 3 Dec PEL was trading at 1236.50. The strike last trading price was 243.3, 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 2 Dec PEL was trading at 1207.45. The strike last trading price was 243.3, 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 29 Nov PEL was trading at 1185.00. The strike last trading price was 243.3, 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 243.3, 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 243.3, 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 243.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
