PEL
Piramal Enterprises Ltd
Historical option data for PEL
27 Dec 2024 04:13 PM IST
| PEL 30JAN2025 980 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 0.76
Theta: -0.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1107.00 | 150.25 | -77.75 | 43.74 | 10 | 5 | 5 | |||
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| 26 Dec | 1098.45 | 228 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 1090.55 | 228 | - | 0 | 0 | 0 | ||||
For Piramal Enterprises Ltd - strike price 980 expiring on 30JAN2025
Delta for 980 CE is 0.86
Historical price for 980 CE is as follows
On 27 Dec PEL was trading at 1107.00. The strike last trading price was 150.25, which was -77.75 lower than the previous day. The implied volatity was 43.74, the open interest changed by 5 which increased total open position to 5
On 26 Dec PEL was trading at 1098.45. The strike last trading price was 228, 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 24 Dec PEL was trading at 1090.55. The strike last trading price was 228, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| PEL 30JAN2025 980 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.55
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1107.00 | 5.1 | -2.15 | 34.11 | 55 | 21 | 31 |
| 26 Dec | 1098.45 | 7.25 | -8.50 | 34.84 | 15 | 10 | 10 |
| 24 Dec | 1090.55 | 15.75 | 9.30 | 0 | 0 | 0 | |
For Piramal Enterprises Ltd - strike price 980 expiring on 30JAN2025
Delta for 980 PE is -0.09
Historical price for 980 PE is as follows
On 27 Dec PEL was trading at 1107.00. The strike last trading price was 5.1, which was -2.15 lower than the previous day. The implied volatity was 34.11, the open interest changed by 21 which increased total open position to 31
On 26 Dec PEL was trading at 1098.45. The strike last trading price was 7.25, which was -8.50 lower than the previous day. The implied volatity was 34.84, the open interest changed by 10 which increased total open position to 10
On 24 Dec PEL was trading at 1090.55. The strike last trading price was 15.75, which was lower than the previous day. The implied volatity was 9.30, the open interest changed by 0 which decreased total open position to 0
