PEL
Piramal Enterprises Ltd
Historical option data for PEL
14 Nov 2024 04:13 PM IST
| PEL 28NOV2024 980 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.39
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1044.25 | 68.2 | 21.25 | 27.61 | 5 | 0 | 17 | |||
| 13 Nov | 1012.30 | 46.95 | -8.65 | 32.15 | 11 | 1 | 16 | |||
| 12 Nov | 1023.15 | 55.6 | -11.55 | 32.58 | 13 | 3 | 7 | |||
| 11 Nov | 1037.00 | 67.15 | -9.45 | 30.73 | 6 | 3 | 4 | |||
| 8 Nov | 1047.65 | 76.6 | -72.35 | 29.02 | 1 | 0 | 0 | |||
| 7 Nov | 1066.90 | 148.95 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1094.25 | 148.95 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1072.15 | 148.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1051.00 | 148.95 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1065.95 | 148.95 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1061.20 | 148.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1079.00 | 148.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1083.50 | 148.95 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1075.15 | 148.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1051.80 | 148.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1052.25 | 148.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1044.25 | 148.95 | 0.00 | - | 0 | 0 | 0 | |||
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| 22 Oct | 1025.65 | 148.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1031.60 | 148.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1035.95 | 148.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1032.45 | 148.95 | 31.90 | - | 0 | 0 | 0 | |||
| 25 Sept | 1069.20 | 117.05 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 1061.25 | 117.05 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 1073.20 | 117.05 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 1046.55 | 117.05 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 1050.55 | 117.05 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 1069.90 | 117.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 1043.35 | 117.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 1058.25 | 117.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 1062.90 | 117.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 1052.75 | 117.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 1078.80 | 117.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 1057.45 | 117.05 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 1064.20 | 117.05 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 1057.60 | 117.05 | - | 0 | 0 | 0 | ||||
For Piramal Enterprises Ltd - strike price 980 expiring on 28NOV2024
Delta for 980 CE is 0.89
Historical price for 980 CE is as follows
On 14 Nov PEL was trading at 1044.25. The strike last trading price was 68.2, which was 21.25 higher than the previous day. The implied volatity was 27.61, the open interest changed by 0 which decreased total open position to 17
On 13 Nov PEL was trading at 1012.30. The strike last trading price was 46.95, which was -8.65 lower than the previous day. The implied volatity was 32.15, the open interest changed by 1 which increased total open position to 16
On 12 Nov PEL was trading at 1023.15. The strike last trading price was 55.6, which was -11.55 lower than the previous day. The implied volatity was 32.58, the open interest changed by 3 which increased total open position to 7
On 11 Nov PEL was trading at 1037.00. The strike last trading price was 67.15, which was -9.45 lower than the previous day. The implied volatity was 30.73, the open interest changed by 3 which increased total open position to 4
On 8 Nov PEL was trading at 1047.65. The strike last trading price was 76.6, which was -72.35 lower than the previous day. The implied volatity was 29.02, the open interest changed by 0 which decreased total open position to 0
On 7 Nov PEL was trading at 1066.90. The strike last trading price was 148.95, 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 Nov PEL was trading at 1094.25. The strike last trading price was 148.95, 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 148.95, 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 148.95, 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 148.95, 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 148.95, 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 30 Oct PEL was trading at 1079.00. The strike last trading price was 148.95, 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 29 Oct PEL was trading at 1083.50. The strike last trading price was 148.95, 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 28 Oct PEL was trading at 1075.15. The strike last trading price was 148.95, 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 25 Oct PEL was trading at 1051.80. The strike last trading price was 148.95, 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 24 Oct PEL was trading at 1052.25. The strike last trading price was 148.95, 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 23 Oct PEL was trading at 1044.25. The strike last trading price was 148.95, 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 22 Oct PEL was trading at 1025.65. The strike last trading price was 148.95, 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 21 Oct PEL was trading at 1031.60. The strike last trading price was 148.95, 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 18 Oct PEL was trading at 1035.95. The strike last trading price was 148.95, 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 Oct PEL was trading at 1032.45. The strike last trading price was 148.95, which was 31.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept PEL was trading at 1069.20. The strike last trading price was 117.05, 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 Sept PEL was trading at 1061.25. The strike last trading price was 117.05, 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 Sept PEL was trading at 1073.20. The strike last trading price was 117.05, 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 20 Sept PEL was trading at 1046.55. The strike last trading price was 117.05, 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 117.05, 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 12 Sept PEL was trading at 1069.90. The strike last trading price was 117.05, 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 117.05, 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 117.05, 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 9 Sept PEL was trading at 1062.90. The strike last trading price was 117.05, 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 117.05, 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 5 Sept PEL was trading at 1078.80. The strike last trading price was 117.05, 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 117.05, 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 3 Sept PEL was trading at 1064.20. The strike last trading price was 117.05, 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 117.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| PEL 28NOV2024 980 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 0.52
Theta: -0.62
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1044.25 | 6.95 | -7.45 | 36.03 | 215 | -2 | 77 |
| 13 Nov | 1012.30 | 14.4 | 3.10 | 35.51 | 111 | -20 | 78 |
| 12 Nov | 1023.15 | 11.3 | 0.90 | 34.05 | 127 | -24 | 99 |
| 11 Nov | 1037.00 | 10.4 | 0.65 | 36.93 | 249 | 13 | 123 |
| 8 Nov | 1047.65 | 9.75 | 1.55 | 36.29 | 106 | 19 | 109 |
| 7 Nov | 1066.90 | 8.2 | 3.55 | 39.01 | 40 | -5 | 92 |
| 6 Nov | 1094.25 | 4.65 | -3.95 | 37.50 | 95 | 4 | 98 |
| 5 Nov | 1072.15 | 8.6 | -5.65 | 38.70 | 197 | 27 | 93 |
| 4 Nov | 1051.00 | 14.25 | 2.75 | 39.63 | 138 | 50 | 65 |
| 1 Nov | 1065.95 | 11.5 | -5.00 | 38.01 | 2 | 0 | 14 |
| 31 Oct | 1061.20 | 16.5 | -39.15 | - | 37 | 14 | 14 |
| 30 Oct | 1079.00 | 55.65 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1083.50 | 55.65 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1075.15 | 55.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1051.80 | 55.65 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1052.25 | 55.65 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1044.25 | 55.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1025.65 | 55.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1031.60 | 55.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1035.95 | 55.65 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1032.45 | 55.65 | -276.10 | - | 0 | 0 | 0 |
| 25 Sept | 1069.20 | 331.75 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 1061.25 | 331.75 | 0.00 | - | 0 | 0 | 0 |
| 23 Sept | 1073.20 | 331.75 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 1046.55 | 331.75 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 1050.55 | 331.75 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 1069.90 | 331.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 1043.35 | 331.75 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 1058.25 | 331.75 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 1062.90 | 331.75 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 1052.75 | 331.75 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 1078.80 | 331.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 1057.45 | 331.75 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 1064.20 | 331.75 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 1057.60 | 331.75 | - | 0 | 0 | 0 | |
For Piramal Enterprises Ltd - strike price 980 expiring on 28NOV2024
Delta for 980 PE is -0.17
Historical price for 980 PE is as follows
On 14 Nov PEL was trading at 1044.25. The strike last trading price was 6.95, which was -7.45 lower than the previous day. The implied volatity was 36.03, the open interest changed by -2 which decreased total open position to 77
On 13 Nov PEL was trading at 1012.30. The strike last trading price was 14.4, which was 3.10 higher than the previous day. The implied volatity was 35.51, the open interest changed by -20 which decreased total open position to 78
On 12 Nov PEL was trading at 1023.15. The strike last trading price was 11.3, which was 0.90 higher than the previous day. The implied volatity was 34.05, the open interest changed by -24 which decreased total open position to 99
On 11 Nov PEL was trading at 1037.00. The strike last trading price was 10.4, which was 0.65 higher than the previous day. The implied volatity was 36.93, the open interest changed by 13 which increased total open position to 123
On 8 Nov PEL was trading at 1047.65. The strike last trading price was 9.75, which was 1.55 higher than the previous day. The implied volatity was 36.29, the open interest changed by 19 which increased total open position to 109
On 7 Nov PEL was trading at 1066.90. The strike last trading price was 8.2, which was 3.55 higher than the previous day. The implied volatity was 39.01, the open interest changed by -5 which decreased total open position to 92
On 6 Nov PEL was trading at 1094.25. The strike last trading price was 4.65, which was -3.95 lower than the previous day. The implied volatity was 37.50, the open interest changed by 4 which increased total open position to 98
On 5 Nov PEL was trading at 1072.15. The strike last trading price was 8.6, which was -5.65 lower than the previous day. The implied volatity was 38.70, the open interest changed by 27 which increased total open position to 93
On 4 Nov PEL was trading at 1051.00. The strike last trading price was 14.25, which was 2.75 higher than the previous day. The implied volatity was 39.63, the open interest changed by 50 which increased total open position to 65
On 1 Nov PEL was trading at 1065.95. The strike last trading price was 11.5, which was -5.00 lower than the previous day. The implied volatity was 38.01, the open interest changed by 0 which decreased total open position to 14
On 31 Oct PEL was trading at 1061.20. The strike last trading price was 16.5, which was -39.15 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 55.65, 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 55.65, 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 55.65, 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 55.65, 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 55.65, 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 55.65, 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 55.65, 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 55.65, 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 55.65, 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 55.65, which was -276.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept PEL was trading at 1069.20. The strike last trading price was 331.75, 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 Sept PEL was trading at 1061.25. The strike last trading price was 331.75, 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 Sept PEL was trading at 1073.20. The strike last trading price was 331.75, 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 20 Sept PEL was trading at 1046.55. The strike last trading price was 331.75, 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 331.75, 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 12 Sept PEL was trading at 1069.90. The strike last trading price was 331.75, 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 331.75, 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 331.75, 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 9 Sept PEL was trading at 1062.90. The strike last trading price was 331.75, 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 331.75, 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 5 Sept PEL was trading at 1078.80. The strike last trading price was 331.75, 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 331.75, 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 3 Sept PEL was trading at 1064.20. The strike last trading price was 331.75, 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 331.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
