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

946 2.40 (0.25%)

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Historical option data for PEL

04 Jul 2024 11:54 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 945.60 52.6 -3.40 - 2,32,500 -18,750 5,37,750
3 Jul 943.60 56 - 10,37,250 -1,19,250 5,56,500
2 Jul 905.55 30.3 - 2,61,000 -3,000 6,75,750
1 Jul 922.90 42.2 - 2,76,000 -5,250 6,78,750
28 Jun 927.00 44.1 - 6,50,250 -60,750 6,84,000
27 Jun 915.85 41 - 15,45,750 -24,000 7,44,750
26 Jun 907.35 40.75 - 32,79,750 4,39,500 7,68,750
25 Jun 880.40 20.95 - 3,000 0 3,29,250
24 Jun 869.40 30.35 - 0 0 0
21 Jun 886.90 30.35 - 0 0 0
20 Jun 907.85 30.35 - 0 2,49,000 0
19 Jun 898.75 30.35 - 0 2,49,000 0
18 Jun 900.80 30.35 - 9,02,250 2,49,000 3,29,250
14 Jun 882.50 25.90 - 65,250 27,750 80,250
13 Jun 880.60 28.90 - 64,500 27,000 52,500
12 Jun 865.60 28.95 - 17,250 5,250 24,000
11 Jun 840.40 17.95 - 27,750 8,250 19,500
10 Jun 821.40 16.00 - 12,000 9,750 10,500
4 Jun 754.20 10.00 - 750 750 750


For PIRAMAL ENTERPRISES LTD - strike price 900 expiring on 25JUL2024

Delta for 900 CE is -

Historical price for 900 CE is as follows

On 4 Jul PEL was trading at 945.60. The strike last trading price was 52.6, which was -3.40 lower than the previous day. The implied volatity was -, the open interest changed by -18750 which decreased total open position to 537750


On 3 Jul PEL was trading at 943.60. The strike last trading price was 56, which was lower than the previous day. The implied volatity was -, the open interest changed by -119250 which decreased total open position to 556500


On 2 Jul PEL was trading at 905.55. The strike last trading price was 30.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -3000 which decreased total open position to 675750


On 1 Jul PEL was trading at 922.90. The strike last trading price was 42.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -5250 which decreased total open position to 678750


On 28 Jun PEL was trading at 927.00. The strike last trading price was 44.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -60750 which decreased total open position to 684000


On 27 Jun PEL was trading at 915.85. The strike last trading price was 41, which was lower than the previous day. The implied volatity was -, the open interest changed by -24000 which decreased total open position to 744750


On 26 Jun PEL was trading at 907.35. The strike last trading price was 40.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 439500 which increased total open position to 768750


On 25 Jun PEL was trading at 880.40. The strike last trading price was 20.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 329250


On 24 Jun PEL was trading at 869.40. The strike last trading price was 30.35, 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 30.35, 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 30.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 249000 which increased total open position to 0


On 19 Jun PEL was trading at 898.75. The strike last trading price was 30.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 249000 which increased total open position to 0


On 18 Jun PEL was trading at 900.80. The strike last trading price was 30.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 249000 which increased total open position to 329250


On 14 Jun PEL was trading at 882.50. The strike last trading price was 25.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 27750 which increased total open position to 80250


On 13 Jun PEL was trading at 880.60. The strike last trading price was 28.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 27000 which increased total open position to 52500


On 12 Jun PEL was trading at 865.60. The strike last trading price was 28.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 24000


On 11 Jun PEL was trading at 840.40. The strike last trading price was 17.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 8250 which increased total open position to 19500


On 10 Jun PEL was trading at 821.40. The strike last trading price was 16.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 9750 which increased total open position to 10500


On 4 Jun PEL was trading at 754.20. The strike last trading price was 10.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 750


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 945.60 12.2 -3.00 - 5,81,250 1,15,500 6,73,500
3 Jul 943.60 15.2 - 7,59,000 81,750 5,58,000
2 Jul 905.55 29.25 - 1,89,750 -3,750 4,76,250
1 Jul 922.90 22 - 1,19,250 10,500 4,80,000
28 Jun 927.00 20.8 - 3,98,250 47,250 4,69,500
27 Jun 915.85 24.4 - 2,79,750 43,500 4,22,250
26 Jun 907.35 33.75 - 6,12,750 3,75,000 3,75,000
25 Jun 880.40 32.3 - 0 0 0
24 Jun 869.40 32.3 - 0 0 0
21 Jun 886.90 32.30 - 0 0 0
20 Jun 907.85 32.30 - 0 24,000 0
19 Jun 898.75 32.30 - 0 24,000 0
18 Jun 900.80 32.30 - 1,40,250 24,000 65,250
14 Jun 882.50 38.00 - 35,250 33,750 41,250
13 Jun 880.60 47.95 - 6,000 5,250 7,500
12 Jun 865.60 58.25 - 3,750 3,000 3,000
11 Jun 840.40 64.60 - 0 0 0
10 Jun 821.40 64.60 - 0 0 0
4 Jun 754.20 64.60 - 0 0 0


For PIRAMAL ENTERPRISES LTD - strike price 900 expiring on 25JUL2024

Delta for 900 PE is -

Historical price for 900 PE is as follows

On 4 Jul PEL was trading at 945.60. The strike last trading price was 12.2, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by 115500 which increased total open position to 673500


On 3 Jul PEL was trading at 943.60. The strike last trading price was 15.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 81750 which increased total open position to 558000


On 2 Jul PEL was trading at 905.55. The strike last trading price was 29.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -3750 which decreased total open position to 476250


On 1 Jul PEL was trading at 922.90. The strike last trading price was 22, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 480000


On 28 Jun PEL was trading at 927.00. The strike last trading price was 20.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 47250 which increased total open position to 469500


On 27 Jun PEL was trading at 915.85. The strike last trading price was 24.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 43500 which increased total open position to 422250


On 26 Jun PEL was trading at 907.35. The strike last trading price was 33.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 375000 which increased total open position to 375000


On 25 Jun PEL was trading at 880.40. The strike last trading price was 32.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Jun PEL was trading at 869.40. The strike last trading price was 32.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Jun PEL was trading at 886.90. The strike last trading price was 32.30, 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 32.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 0


On 19 Jun PEL was trading at 898.75. The strike last trading price was 32.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 0


On 18 Jun PEL was trading at 900.80. The strike last trading price was 32.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 65250


On 14 Jun PEL was trading at 882.50. The strike last trading price was 38.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 33750 which increased total open position to 41250


On 13 Jun PEL was trading at 880.60. The strike last trading price was 47.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 7500


On 12 Jun PEL was trading at 865.60. The strike last trading price was 58.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 3000


On 11 Jun PEL was trading at 840.40. The strike last trading price was 64.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Jun PEL was trading at 821.40. The strike last trading price was 64.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Jun PEL was trading at 754.20. The strike last trading price was 64.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0