Historical option data for PEL
09 May 2024 05:26 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 9 May | 815.80 | 36.00 | - | 750 | 750 | 28,500 | ||||
| 8 May | 895.15 | 67.55 | - | 15,000 | 4,500 | 27,750 | ||||
| 7 May | 928.75 | 85.95 | - | 3,750 | 0 | 23,250 | ||||
| 6 May | 951.60 | 111.60 | - | 2,250 | 0 | 23,250 | ||||
| 3 May | 962.20 | 105.35 | - | 3,000 | 24,000 | 24,000 | ||||
| 2 May | 943.00 | 107.25 | - | 5,250 | -750 | 21,750 | ||||
| 30 Apr | 924.70 | 92.00 | - | 11,250 | 0 | 22,500 | ||||
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| 29 Apr | 927.45 | 92.00 | - | 6,750 | -750 | 22,500 | ||||
| 26 Apr | 925.75 | 95.25 | - | 10,500 | 750 | 24,750 | ||||
| 25 Apr | 907.95 | 76.00 | - | 54,750 | 6,750 | 23,250 | ||||
| 24 Apr | 879.05 | 52.00 | - | 24,000 | 16,500 | 17,250 | ||||
| 23 Apr | 859.45 | 66.80 | - | 0 | 0 | 750 | ||||
| 22 Apr | 836.85 | 66.80 | - | 0 | 0 | 750 | ||||
| 19 Apr | 835.15 | 66.80 | - | 0 | 0 | 750 | ||||
| 18 Apr | 841.20 | 66.80 | - | 0 | 0 | 750 | ||||
| 16 Apr | 837.55 | 66.80 | - | 0 | 0 | 750 | ||||
| 15 Apr | 836.70 | 66.80 | - | 0 | 0 | 750 | ||||
For PIRAMAL ENTERPRISES LTD - strike price 850 expiring on 30MAY2024
Delta for 850 CE is -
Historical price for 850 CE is as follows
On 9 May PEL was trading at 815.80. The strike last trading price was 36.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 28500
On 8 May PEL was trading at 895.15. The strike last trading price was 67.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 27750
On 7 May PEL was trading at 928.75. The strike last trading price was 85.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23250
On 6 May PEL was trading at 951.60. The strike last trading price was 111.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23250
On 3 May PEL was trading at 962.20. The strike last trading price was 105.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 24000
On 2 May PEL was trading at 943.00. The strike last trading price was 107.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 21750
On 30 Apr PEL was trading at 924.70. The strike last trading price was 92.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22500
On 29 Apr PEL was trading at 927.45. The strike last trading price was 92.00, 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 Apr PEL was trading at 925.75. The strike last trading price was 95.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 24750
On 25 Apr PEL was trading at 907.95. The strike last trading price was 76.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6750 which increased total open position to 23250
On 24 Apr PEL was trading at 879.05. The strike last trading price was 52.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 17250
On 23 Apr PEL was trading at 859.45. The strike last trading price was 66.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 750
On 22 Apr PEL was trading at 836.85. The strike last trading price was 66.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 750
On 19 Apr PEL was trading at 835.15. The strike last trading price was 66.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 750
On 18 Apr PEL was trading at 841.20. The strike last trading price was 66.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 750
On 16 Apr PEL was trading at 837.55. The strike last trading price was 66.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 750
On 15 Apr PEL was trading at 836.70. The strike last trading price was 66.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 750
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 9 May | 815.80 | 34.65 | - | 2,33,250 | -1,35,000 | 4,72,500 | |
| 8 May | 895.15 | 16.60 | - | 12,63,000 | 20,250 | 6,07,500 | |
| 7 May | 928.75 | 11.40 | - | 17,67,750 | 91,500 | 5,90,250 | |
| 6 May | 951.60 | 5.35 | - | 7,38,750 | -64,500 | 4,98,750 | |
| 3 May | 962.20 | 4.05 | - | 21,29,250 | 5,60,250 | 5,60,250 | |
| 2 May | 943.00 | 5.00 | - | 8,91,750 | 18,750 | 4,05,000 | |
| 30 Apr | 924.70 | 6.85 | - | 6,36,000 | -15,750 | 3,86,250 | |
| 29 Apr | 927.45 | 7.00 | - | 17,55,750 | -27,000 | 4,02,000 | |
| 26 Apr | 925.75 | 8.10 | - | 5,98,500 | -78,750 | 4,34,250 | |
| 25 Apr | 907.95 | 11.80 | - | 10,74,750 | 3,48,000 | 5,13,000 | |
| 24 Apr | 879.05 | 20.00 | - | 2,25,000 | 1,65,000 | 1,65,000 | |
| 23 Apr | 859.45 | 30.50 | - | 0 | 0 | 0 | |
| 22 Apr | 836.85 | 30.50 | - | 0 | 0 | 21,000 | |
| 19 Apr | 835.15 | 30.50 | - | 0 | 0 | 21,000 | |
| 18 Apr | 841.20 | 30.50 | - | 0 | 0 | 0 | |
| 16 Apr | 837.55 | 30.50 | - | 0 | 0 | 21,000 | |
| 15 Apr | 836.70 | 30.50 | - | 0 | 0 | 21,000 | |
For PIRAMAL ENTERPRISES LTD - strike price 850 expiring on 30MAY2024
Delta for 850 PE is -
Historical price for 850 PE is as follows
On 9 May PEL was trading at 815.80. The strike last trading price was 34.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -135000 which decreased total open position to 472500
On 8 May PEL was trading at 895.15. The strike last trading price was 16.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 20250 which increased total open position to 607500
On 7 May PEL was trading at 928.75. The strike last trading price was 11.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 91500 which increased total open position to 590250
On 6 May PEL was trading at 951.60. The strike last trading price was 5.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -64500 which decreased total open position to 498750
On 3 May PEL was trading at 962.20. The strike last trading price was 4.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 560250 which increased total open position to 560250
On 2 May PEL was trading at 943.00. The strike last trading price was 5.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 18750 which increased total open position to 405000
On 30 Apr PEL was trading at 924.70. The strike last trading price was 6.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -15750 which decreased total open position to 386250
On 29 Apr PEL was trading at 927.45. The strike last trading price was 7.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -27000 which decreased total open position to 402000
On 26 Apr PEL was trading at 925.75. The strike last trading price was 8.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -78750 which decreased total open position to 434250
On 25 Apr PEL was trading at 907.95. The strike last trading price was 11.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 348000 which increased total open position to 513000
On 24 Apr PEL was trading at 879.05. The strike last trading price was 20.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 165000 which increased total open position to 165000
On 23 Apr PEL was trading at 859.45. The strike last trading price was 30.50, 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 22 Apr PEL was trading at 836.85. The strike last trading price was 30.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21000
On 19 Apr PEL was trading at 835.15. The strike last trading price was 30.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21000
On 18 Apr PEL was trading at 841.20. The strike last trading price was 30.50, 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 16 Apr PEL was trading at 837.55. The strike last trading price was 30.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21000
On 15 Apr PEL was trading at 836.70. The strike last trading price was 30.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21000