PEL
Piramal Enterprises Ltd
920.1
-5.95 (-0.64%)
Option Chain for PEL
18 Feb 2025 04:13 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 750 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 374.60 | 0.00 | 760 | 0.35 | 1.00 | - | 14 | -4 | 194 | - |
| - | 0 | 0 | 0 | - | 330.25 | 0.00 | 780 | 0.00 | 2.00 | 25.92 | 0 | 0 | 0 | -0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 130.00 | 0.00 | 800 | 0.15 | 2.00 | 55.75 | 198 | -24 | 164 | -0.06 |
| - | 0 | 0 | 2 | - | 94.85 | -197.85 | 820 | 0.85 | 3.75 | 55.68 | 3 | 1 | 2 | -0.10 |
| - | 0 | 0 | 0 | - | 360.90 | 0.00 | 840 | 0.25 | 4.35 | 48.62 | 65 | 12 | 36 | -0.12 |
| - | 0 | 0 | 0 | - | 256.45 | 0.00 | 860 | 0.45 | 6.75 | 45.74 | 162 | 11 | 153 | -0.18 |
| 0.00 | 0 | 0 | 0 | 0.00 | 114.50 | 0.00 | 880 | 1.25 | 10.75 | 43.61 | 1,174 | -4 | 110 | -0.27 |
| 0.60 | 54 | 26 | 277 | 48.11 | 35.65 | -6.65 | 900 | 1.95 | 16.70 | 41.60 | 639 | -57 | 308 | -0.38 |
| 0.49 | 129 | 46 | 954 | 45.31 | 23.75 | -6.05 | 920 | 2.80 | 24.40 | 38.42 | 568 | 12 | 269 | -0.52 |
| 0.36 | 282 | -14 | 750 | 43.93 | 15.05 | -4.80 | 940 | 5.05 | 36.60 | 38.32 | 75 | 7 | 251 | -0.66 |
| 0.25 | 269 | -36 | 434 | 43.65 | 9.25 | -3.50 | 960 | 11.70 | 56.60 | 49.70 | 87 | -25 | 190 | -0.72 |
| 0.17 | 301 | -27 | 536 | 44.35 | 5.70 | -2.10 | 980 | 2.85 | 73.65 | 53.20 | 22 | -16 | 228 | -0.78 |
| 0.12 | 524 | -18 | 515 | 45.89 | 3.65 | -1.30 | 1000 | 3.45 | 80.65 | - | 22 | -7 | 412 | - |
| 0.08 | 281 | 28 | 83 | 47.71 | 2.40 | -0.70 | 1020 | 0.00 | 96.15 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.06 | 338 | -12 | 100 | 50.18 | 1.70 | -0.45 | 1040 | 22.20 | 129.30 | 64.97 | 2 | 0 | 124 | -0.88 |
| 0.04 | 443 | -17 | 127 | 52.75 | 1.25 | -0.15 | 1060 | 0.00 | 134.45 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 355 | 1 | 33 | - | 1.10 | 0.05 | 1080 | 0.00 | 154.60 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 950 | -18 | 76 | - | 0.75 | -0.10 | 1100 | 12.00 | 187.00 | - | 2 | -1 | 991 | - |
| - | 94 | 0 | 3 | - | 0.80 | -0.15 | 1120 | 0.00 | 191.10 | 0.00 | 0 | -1 | 0 | 0.00 |
| - | 106 | -2 | 5 | - | 0.40 | -0.50 | 1140 | 0.00 | 215.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 142 | 0 | 2 | - | 0.35 | -0.40 | 1160 | 0.00 | 243.70 | 0.00 | 0 | 0 | 0 | 0.00 |
|
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| 0.00 | 0 | 7 | 0 | 0.00 | 0.65 | 0.00 | 1180 | 0.00 | 252.90 | 0.00 | 0 | 3 | 0 | 0.00 |
| - | 212 | -7 | 23 | - | 0.55 | 0.00 | 1200 | 59.15 | 282.40 | - | 5 | -4 | 23 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 43.50 | 0.00 | 1220 | 0.00 | 149.75 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 291 | -8 | 17 | - | 0.25 | -0.05 | 1240 | 0.00 | 255.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 4,771 | 3,455 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.
