PEL
Piramal Enterprises Ltd
Historical option data for PEL
21 Nov 2024 04:13 PM IST
| PEL 28NOV2024 960 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | |||
| 21 Nov | 1054.95 | 102 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 1060.20 | 102 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1060.20 | 102 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 1048.55 | 102 | 16.00 | 63.55 | 7 | -1 | 6 | |||
| 14 Nov | 1044.25 | 86 | 30.55 | 25.91 | 6 | 0 | 6 | |||
| 13 Nov | 1012.30 | 55.45 | -69.55 | 16.31 | 3 | 0 | 3 | |||
| 12 Nov | 1023.15 | 125 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1037.00 | 125 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1047.65 | 125 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 7 Nov | 1066.90 | 125 | -36.20 | 49.83 | 3 | 0 | 0 | |||
| 6 Nov | 1094.25 | 161.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1072.15 | 161.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1051.00 | 161.2 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1065.95 | 161.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 31 Oct | 1061.20 | 161.2 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1079.00 | 161.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1083.50 | 161.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1075.15 | 161.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1051.80 | 161.2 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1052.25 | 161.2 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1044.25 | 161.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1025.65 | 161.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1031.60 | 161.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1035.95 | 161.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1032.45 | 161.2 | 31.25 | - | 0 | 0 | 0 | |||
| 20 Sept | 1046.55 | 129.95 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 1050.55 | 129.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 1043.35 | 129.95 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 1058.25 | 129.95 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 1052.75 | 129.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 1057.45 | 129.95 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 1057.60 | 129.95 | - | 0 | 0 | 0 | ||||
For Piramal Enterprises Ltd - strike price 960 expiring on 28NOV2024
Delta for 960 CE is 0.00
Historical price for 960 CE is as follows
On 21 Nov PEL was trading at 1054.95. The strike last trading price was 102, 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 20 Nov PEL was trading at 1060.20. The strike last trading price was 102, 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 Nov PEL was trading at 1060.20. The strike last trading price was 102, 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 18 Nov PEL was trading at 1048.55. The strike last trading price was 102, which was 16.00 higher than the previous day. The implied volatity was 63.55, the open interest changed by -1 which decreased total open position to 6
On 14 Nov PEL was trading at 1044.25. The strike last trading price was 86, which was 30.55 higher than the previous day. The implied volatity was 25.91, the open interest changed by 0 which decreased total open position to 6
On 13 Nov PEL was trading at 1012.30. The strike last trading price was 55.45, which was -69.55 lower than the previous day. The implied volatity was 16.31, the open interest changed by 0 which decreased total open position to 3
On 12 Nov PEL was trading at 1023.15. The strike last trading price was 125, 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 Nov PEL was trading at 1037.00. The strike last trading price was 125, 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 8 Nov PEL was trading at 1047.65. The strike last trading price was 125, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 7 Nov PEL was trading at 1066.90. The strike last trading price was 125, which was -36.20 lower than the previous day. The implied volatity was 49.83, 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 161.2, 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 5 Nov PEL was trading at 1072.15. The strike last trading price was 161.2, 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 4 Nov PEL was trading at 1051.00. The strike last trading price was 161.2, 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 1 Nov PEL was trading at 1065.95. The strike last trading price was 161.2, 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 31 Oct PEL was trading at 1061.20. The strike last trading price was 161.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct PEL was trading at 1079.00. The strike last trading price was 161.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct PEL was trading at 1083.50. The strike last trading price was 161.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct PEL was trading at 1075.15. The strike last trading price was 161.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct PEL was trading at 1051.80. The strike last trading price was 161.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct PEL was trading at 1052.25. The strike last trading price was 161.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct PEL was trading at 1044.25. The strike last trading price was 161.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct PEL was trading at 1025.65. The strike last trading price was 161.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct PEL was trading at 1031.60. The strike last trading price was 161.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct PEL was trading at 1035.95. The strike last trading price was 161.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct PEL was trading at 1032.45. The strike last trading price was 161.2, which was 31.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept PEL was trading at 1046.55. The strike last trading price was 129.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept PEL was trading at 1050.55. The strike last trading price was 129.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept PEL was trading at 1043.35. The strike last trading price was 129.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept PEL was trading at 1058.25. The strike last trading price was 129.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept PEL was trading at 1052.75. The strike last trading price was 129.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept PEL was trading at 1057.45. The strike last trading price was 129.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept PEL was trading at 1057.60. The strike last trading price was 129.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| PEL 28NOV2024 960 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.15
Theta: -0.44
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1054.95 | 1.3 | 0.10 | 42.14 | 166 | -15 | 158 |
| 20 Nov | 1060.20 | 1.2 | 0.00 | 39.27 | 259 | -94 | 176 |
| 19 Nov | 1060.20 | 1.2 | -0.80 | 39.27 | 259 | -91 | 176 |
| 18 Nov | 1048.55 | 2 | -1.80 | 37.47 | 661 | 67 | 267 |
| 14 Nov | 1044.25 | 3.8 | -6.75 | 35.78 | 456 | -9 | 201 |
| 13 Nov | 1012.30 | 10.55 | 3.05 | 38.27 | 213 | 19 | 210 |
| 12 Nov | 1023.15 | 7.5 | 0.35 | 35.43 | 179 | -34 | 192 |
| 11 Nov | 1037.00 | 7.15 | 0.65 | 38.32 | 258 | 26 | 226 |
| 8 Nov | 1047.65 | 6.5 | 1.00 | 36.99 | 195 | -18 | 206 |
| 7 Nov | 1066.90 | 5.5 | 2.50 | 39.53 | 90 | -12 | 224 |
| 6 Nov | 1094.25 | 3 | -3.10 | 38.04 | 275 | 3 | 236 |
| 5 Nov | 1072.15 | 6.1 | -3.95 | 39.68 | 185 | -27 | 234 |
| 4 Nov | 1051.00 | 10.05 | 1.05 | 39.95 | 252 | 43 | 261 |
| 1 Nov | 1065.95 | 9 | -0.85 | 39.83 | 6 | -1 | 217 |
| 31 Oct | 1061.20 | 9.85 | 1.85 | - | 94 | 84 | 217 |
| 30 Oct | 1079.00 | 8 | -1.00 | - | 125 | 1 | 130 |
| 29 Oct | 1083.50 | 9 | 0.25 | - | 95 | 56 | 129 |
| 28 Oct | 1075.15 | 8.75 | -11.25 | - | 37 | 6 | 73 |
| 25 Oct | 1051.80 | 20 | -0.50 | - | 26 | -23 | 67 |
| 24 Oct | 1052.25 | 20.5 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1044.25 | 20.5 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1025.65 | 20.5 | 0.00 | - | 0 | 90 | 0 |
| 21 Oct | 1031.60 | 20.5 | -27.75 | - | 105 | 90 | 90 |
| 18 Oct | 1035.95 | 48.25 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1032.45 | 48.25 | -257.10 | - | 0 | 0 | 0 |
| 20 Sept | 1046.55 | 305.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 1050.55 | 305.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 1043.35 | 305.35 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 1058.25 | 305.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 1052.75 | 305.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 1057.45 | 305.35 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 1057.60 | 305.35 | - | 0 | 0 | 0 | |
For Piramal Enterprises Ltd - strike price 960 expiring on 28NOV2024
Delta for 960 PE is -0.05
Historical price for 960 PE is as follows
On 21 Nov PEL was trading at 1054.95. The strike last trading price was 1.3, which was 0.10 higher than the previous day. The implied volatity was 42.14, the open interest changed by -15 which decreased total open position to 158
On 20 Nov PEL was trading at 1060.20. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 39.27, the open interest changed by -94 which decreased total open position to 176
On 19 Nov PEL was trading at 1060.20. The strike last trading price was 1.2, which was -0.80 lower than the previous day. The implied volatity was 39.27, the open interest changed by -91 which decreased total open position to 176
On 18 Nov PEL was trading at 1048.55. The strike last trading price was 2, which was -1.80 lower than the previous day. The implied volatity was 37.47, the open interest changed by 67 which increased total open position to 267
On 14 Nov PEL was trading at 1044.25. The strike last trading price was 3.8, which was -6.75 lower than the previous day. The implied volatity was 35.78, the open interest changed by -9 which decreased total open position to 201
On 13 Nov PEL was trading at 1012.30. The strike last trading price was 10.55, which was 3.05 higher than the previous day. The implied volatity was 38.27, the open interest changed by 19 which increased total open position to 210
On 12 Nov PEL was trading at 1023.15. The strike last trading price was 7.5, which was 0.35 higher than the previous day. The implied volatity was 35.43, the open interest changed by -34 which decreased total open position to 192
On 11 Nov PEL was trading at 1037.00. The strike last trading price was 7.15, which was 0.65 higher than the previous day. The implied volatity was 38.32, the open interest changed by 26 which increased total open position to 226
On 8 Nov PEL was trading at 1047.65. The strike last trading price was 6.5, which was 1.00 higher than the previous day. The implied volatity was 36.99, the open interest changed by -18 which decreased total open position to 206
On 7 Nov PEL was trading at 1066.90. The strike last trading price was 5.5, which was 2.50 higher than the previous day. The implied volatity was 39.53, the open interest changed by -12 which decreased total open position to 224
On 6 Nov PEL was trading at 1094.25. The strike last trading price was 3, which was -3.10 lower than the previous day. The implied volatity was 38.04, the open interest changed by 3 which increased total open position to 236
On 5 Nov PEL was trading at 1072.15. The strike last trading price was 6.1, which was -3.95 lower than the previous day. The implied volatity was 39.68, the open interest changed by -27 which decreased total open position to 234
On 4 Nov PEL was trading at 1051.00. The strike last trading price was 10.05, which was 1.05 higher than the previous day. The implied volatity was 39.95, the open interest changed by 43 which increased total open position to 261
On 1 Nov PEL was trading at 1065.95. The strike last trading price was 9, which was -0.85 lower than the previous day. The implied volatity was 39.83, the open interest changed by -1 which decreased total open position to 217
On 31 Oct PEL was trading at 1061.20. The strike last trading price was 9.85, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct PEL was trading at 1079.00. The strike last trading price was 8, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct PEL was trading at 1083.50. The strike last trading price was 9, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct PEL was trading at 1075.15. The strike last trading price was 8.75, which was -11.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct PEL was trading at 1051.80. The strike last trading price was 20, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct PEL was trading at 1052.25. The strike last trading price was 20.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct PEL was trading at 1044.25. The strike last trading price was 20.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct PEL was trading at 1025.65. The strike last trading price was 20.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct PEL was trading at 1031.60. The strike last trading price was 20.5, which was -27.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct PEL was trading at 1035.95. The strike last trading price was 48.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct PEL was trading at 1032.45. The strike last trading price was 48.25, which was -257.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept PEL was trading at 1046.55. The strike last trading price was 305.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept PEL was trading at 1050.55. The strike last trading price was 305.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept PEL was trading at 1043.35. The strike last trading price was 305.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept PEL was trading at 1058.25. The strike last trading price was 305.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept PEL was trading at 1052.75. The strike last trading price was 305.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept PEL was trading at 1057.45. The strike last trading price was 305.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept PEL was trading at 1057.60. The strike last trading price was 305.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
