[--[65.84.65.76]--]
PEL
PIRAMAL ENTERPRISES LTD

930.1 -5.10 (-0.55%)

Back to Option Chain


Historical option data for PEL

08 Jul 2024 04:13 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
8 Jul 930.10 77.45 0.00 - 0 -750 0
5 Jul 935.20 77.45 - 750 0 24,000
4 Jul 946.05 92 - 5,250 -1,500 24,000
3 Jul 943.60 95.5 - 6,750 -750 25,500
2 Jul 905.55 62.1 - 15,000 -1,500 25,500
1 Jul 922.90 87.5 - 3,000 2,250 27,000
28 Jun 927.00 80 - 9,750 2,250 24,750
27 Jun 915.85 74.1 - 24,000 -750 22,500
26 Jun 907.35 67.1 - 42,000 21,000 21,000
25 Jun 880.40 65.25 - 0 0 0
24 Jun 869.40 65.25 - 0 0 26,250
21 Jun 886.90 65.25 - 0 0 0
20 Jun 907.85 65.25 - 27,000 0 26,250
19 Jun 898.75 65.25 - 27,000 0 26,250
18 Jun 900.80 65.25 - 27,000 -17,250 25,500
14 Jun 882.50 54.00 - 15,000 8,250 42,750
13 Jun 880.60 51.50 - 18,750 14,250 33,750
12 Jun 865.60 45.45 - 18,750 8,250 20,250
11 Jun 840.40 32.00 - 14,250 6,000 9,750
10 Jun 821.40 26.20 - 3,750 2,250 3,000
4 Jun 754.20 37.60 - 0 0 0


For PIRAMAL ENTERPRISES LTD - strike price 850 expiring on 25JUL2024

Delta for 850 CE is -

Historical price for 850 CE is as follows

On 8 Jul PEL was trading at 930.10. The strike last trading price was 77.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 0


On 5 Jul PEL was trading at 935.20. The strike last trading price was 77.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24000


On 4 Jul PEL was trading at 946.05. The strike last trading price was 92, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 24000


On 3 Jul PEL was trading at 943.60. The strike last trading price was 95.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 25500


On 2 Jul PEL was trading at 905.55. The strike last trading price was 62.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 25500


On 1 Jul PEL was trading at 922.90. The strike last trading price was 87.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 27000


On 28 Jun PEL was trading at 927.00. The strike last trading price was 80, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 24750


On 27 Jun PEL was trading at 915.85. The strike last trading price was 74.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 22500


On 26 Jun PEL was trading at 907.35. The strike last trading price was 67.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 21000 which increased total open position to 21000


On 25 Jun PEL was trading at 880.40. The strike last trading price was 65.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Jun PEL was trading at 869.40. The strike last trading price was 65.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26250


On 21 Jun PEL was trading at 886.90. The strike last trading price was 65.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jun PEL was trading at 907.85. The strike last trading price was 65.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26250


On 19 Jun PEL was trading at 898.75. The strike last trading price was 65.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26250


On 18 Jun PEL was trading at 900.80. The strike last trading price was 65.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -17250 which decreased total open position to 25500


On 14 Jun PEL was trading at 882.50. The strike last trading price was 54.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 8250 which increased total open position to 42750


On 13 Jun PEL was trading at 880.60. The strike last trading price was 51.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 14250 which increased total open position to 33750


On 12 Jun PEL was trading at 865.60. The strike last trading price was 45.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 8250 which increased total open position to 20250


On 11 Jun PEL was trading at 840.40. The strike last trading price was 32.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 9750


On 10 Jun PEL was trading at 821.40. The strike last trading price was 26.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 3000


On 4 Jun PEL was trading at 754.20. The strike last trading price was 37.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
8 Jul 930.10 4 1.05 - 34,500 -2,250 3,93,000
5 Jul 935.20 2.95 - 36,750 -37,500 3,95,250
4 Jul 946.05 3.55 - 7,17,750 -40,500 4,32,750
3 Jul 943.60 5.4 - 9,24,750 750 4,73,250
2 Jul 905.55 9.9 - 1,97,250 32,250 4,73,250
1 Jul 922.90 7.35 - 3,45,750 -45,750 4,41,000
28 Jun 927.00 6.85 - 10,19,250 49,500 4,86,750
27 Jun 915.85 9 - 4,31,250 22,500 4,37,250
26 Jun 907.35 13.9 - 7,78,500 4,14,000 4,14,000
25 Jun 880.40 12.95 - 0 0 0
24 Jun 869.40 12.95 - 0 0 0
21 Jun 886.90 12.95 - 0 0 0
20 Jun 907.85 12.95 - 0 8,250 0
19 Jun 898.75 12.95 - 0 8,250 0
18 Jun 900.80 12.95 - 1,01,250 7,500 62,250
14 Jun 882.50 19.75 - 42,750 18,750 54,750
13 Jun 880.60 21.00 - 24,750 15,000 35,250
12 Jun 865.60 28.00 - 17,250 11,250 17,250
11 Jun 840.40 42.90 - 3,000 2,250 5,250
10 Jun 821.40 49.95 - 2,250 1,500 2,250
4 Jun 754.20 78.15 - 0 0 0


For PIRAMAL ENTERPRISES LTD - strike price 850 expiring on 25JUL2024

Delta for 850 PE is -

Historical price for 850 PE is as follows

On 8 Jul PEL was trading at 930.10. The strike last trading price was 4, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by -2250 which decreased total open position to 393000


On 5 Jul PEL was trading at 935.20. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -37500 which decreased total open position to 395250


On 4 Jul PEL was trading at 946.05. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -40500 which decreased total open position to 432750


On 3 Jul PEL was trading at 943.60. The strike last trading price was 5.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 473250


On 2 Jul PEL was trading at 905.55. The strike last trading price was 9.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 32250 which increased total open position to 473250


On 1 Jul PEL was trading at 922.90. The strike last trading price was 7.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -45750 which decreased total open position to 441000


On 28 Jun PEL was trading at 927.00. The strike last trading price was 6.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 49500 which increased total open position to 486750


On 27 Jun PEL was trading at 915.85. The strike last trading price was 9, which was lower than the previous day. The implied volatity was -, the open interest changed by 22500 which increased total open position to 437250


On 26 Jun PEL was trading at 907.35. The strike last trading price was 13.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 414000 which increased total open position to 414000


On 25 Jun PEL was trading at 880.40. The strike last trading price was 12.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Jun PEL was trading at 869.40. The strike last trading price was 12.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Jun PEL was trading at 886.90. The strike last trading price was 12.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jun PEL was trading at 907.85. The strike last trading price was 12.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 8250 which increased total open position to 0


On 19 Jun PEL was trading at 898.75. The strike last trading price was 12.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 8250 which increased total open position to 0


On 18 Jun PEL was trading at 900.80. The strike last trading price was 12.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 62250


On 14 Jun PEL was trading at 882.50. The strike last trading price was 19.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 18750 which increased total open position to 54750


On 13 Jun PEL was trading at 880.60. The strike last trading price was 21.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 35250


On 12 Jun PEL was trading at 865.60. The strike last trading price was 28.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 11250 which increased total open position to 17250


On 11 Jun PEL was trading at 840.40. The strike last trading price was 42.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 5250


On 10 Jun PEL was trading at 821.40. The strike last trading price was 49.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 2250


On 4 Jun PEL was trading at 754.20. The strike last trading price was 78.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0