PEL
Piramal Enterprises Ltd
Historical option data for PEL
12 Dec 2024 10:23 AM IST
| PEL 26DEC2024 1360 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.50
Theta: -0.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1260.50 | 4.4 | -0.55 | 30.52 | 76 | -19 | 324 | |||
| 11 Dec | 1269.80 | 4.95 | -2.10 | 29.22 | 335 | 33 | 343 | |||
| 10 Dec | 1264.85 | 7.05 | 2.60 | 32.66 | 851 | -56 | 311 | |||
| 9 Dec | 1241.10 | 4.45 | -1.50 | 32.02 | 197 | -12 | 369 | |||
| 6 Dec | 1239.50 | 5.95 | -1.25 | 31.65 | 564 | -38 | 382 | |||
| 5 Dec | 1243.45 | 7.2 | 0.65 | 31.63 | 543 | -51 | 420 | |||
| 4 Dec | 1237.15 | 6.55 | -1.00 | 32.36 | 814 | -24 | 475 | |||
| 3 Dec | 1236.50 | 7.55 | 0.85 | 32.87 | 2,088 | 188 | 497 | |||
| 2 Dec | 1207.45 | 6.7 | 2.35 | 36.61 | 509 | 97 | 314 | |||
| 29 Nov | 1185.00 | 4.35 | -0.85 | 34.47 | 344 | 115 | 221 | |||
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| 28 Nov | 1180.00 | 5.2 | -2.20 | 35.87 | 88 | 32 | 106 | |||
| 27 Nov | 1190.30 | 7.4 | 37.99 | 266 | 74 | 74 | ||||
For Piramal Enterprises Ltd - strike price 1360 expiring on 26DEC2024
Delta for 1360 CE is 0.12
Historical price for 1360 CE is as follows
On 12 Dec PEL was trading at 1260.50. The strike last trading price was 4.4, which was -0.55 lower than the previous day. The implied volatity was 30.52, the open interest changed by -19 which decreased total open position to 324
On 11 Dec PEL was trading at 1269.80. The strike last trading price was 4.95, which was -2.10 lower than the previous day. The implied volatity was 29.22, the open interest changed by 33 which increased total open position to 343
On 10 Dec PEL was trading at 1264.85. The strike last trading price was 7.05, which was 2.60 higher than the previous day. The implied volatity was 32.66, the open interest changed by -56 which decreased total open position to 311
On 9 Dec PEL was trading at 1241.10. The strike last trading price was 4.45, which was -1.50 lower than the previous day. The implied volatity was 32.02, the open interest changed by -12 which decreased total open position to 369
On 6 Dec PEL was trading at 1239.50. The strike last trading price was 5.95, which was -1.25 lower than the previous day. The implied volatity was 31.65, the open interest changed by -38 which decreased total open position to 382
On 5 Dec PEL was trading at 1243.45. The strike last trading price was 7.2, which was 0.65 higher than the previous day. The implied volatity was 31.63, the open interest changed by -51 which decreased total open position to 420
On 4 Dec PEL was trading at 1237.15. The strike last trading price was 6.55, which was -1.00 lower than the previous day. The implied volatity was 32.36, the open interest changed by -24 which decreased total open position to 475
On 3 Dec PEL was trading at 1236.50. The strike last trading price was 7.55, which was 0.85 higher than the previous day. The implied volatity was 32.87, the open interest changed by 188 which increased total open position to 497
On 2 Dec PEL was trading at 1207.45. The strike last trading price was 6.7, which was 2.35 higher than the previous day. The implied volatity was 36.61, the open interest changed by 97 which increased total open position to 314
On 29 Nov PEL was trading at 1185.00. The strike last trading price was 4.35, which was -0.85 lower than the previous day. The implied volatity was 34.47, the open interest changed by 115 which increased total open position to 221
On 28 Nov PEL was trading at 1180.00. The strike last trading price was 5.2, which was -2.20 lower than the previous day. The implied volatity was 35.87, the open interest changed by 32 which increased total open position to 106
On 27 Nov PEL was trading at 1190.30. The strike last trading price was 7.4, which was lower than the previous day. The implied volatity was 37.99, the open interest changed by 74 which increased total open position to 74
| PEL 26DEC2024 1360 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 | 1260.50 | 149 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 1269.80 | 149 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1264.85 | 149 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1241.10 | 149 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1239.50 | 149 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 1243.45 | 149 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 1237.15 | 149 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 1236.50 | 149 | 0.00 | 0.00 | 0 | 1 | 0 |
| 2 Dec | 1207.45 | 149 | 4.00 | 33.60 | 1 | 0 | 1 |
| 29 Nov | 1185.00 | 145 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 1180.00 | 145 | 0.00 | 0.00 | 0 | 1 | 0 |
| 27 Nov | 1190.30 | 145 | - | 1 | 0 | 0 | |
For Piramal Enterprises Ltd - strike price 1360 expiring on 26DEC2024
Delta for 1360 PE is 0.00
Historical price for 1360 PE is as follows
On 12 Dec PEL was trading at 1260.50. The strike last trading price was 149, 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 11 Dec PEL was trading at 1269.80. The strike last trading price was 149, 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 149, 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 9 Dec PEL was trading at 1241.10. The strike last trading price was 149, 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 149, 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 5 Dec PEL was trading at 1243.45. The strike last trading price was 149, 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 4 Dec PEL was trading at 1237.15. The strike last trading price was 149, 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 3 Dec PEL was trading at 1236.50. The strike last trading price was 149, 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 2 Dec PEL was trading at 1207.45. The strike last trading price was 149, which was 4.00 higher than the previous day. The implied volatity was 33.60, the open interest changed by 0 which decreased total open position to 1
On 29 Nov PEL was trading at 1185.00. The strike last trading price was 145, 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 145, 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 145, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
