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Option Chain For PEL - PIRAMAL ENTERPRISES LTD
Last updated on
16 Jul 2020 12:53 PM
info_outline
Note:- Click on the strike price to open the historical data.
Call |
Put |
|||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| OI | Chng OI | IV | Ltp | Chng | Chng | Ltp | IV | Chng OI | OI | |
| - | - | - | - | - | 500 | - | - | - | - | - |
| - | - | - | - | - | 550 | - | - | - | - | - |
| - | - | - | - | - | 600 | - | - | - | - | - |
| - | - | - | - | - | 650 | - | - | - | - | - |
| - | - | - | - | - | 700 | - | - | - | - | 618 |
| - | - | - | - | - | 750 | - | - | - | - | - |
| - | - | - | - | - | 780 | - | - | - | - | - |
| - | - | - | - | - | 800 | - | - | - | - | - |
| - | - | - | - | - | 820 | - | - | - | - | - |
| 309 | - | - | - | - | 840 | - | - | - | - | 309 |
| 618 | - | - | - | - | 850 | - | - | - | - | - |
| - | - | - | - | - | 860 | - | - | - | - | - |
| - | - | - | - | - | 880 | - | - | - | - | 618 |
| 309 | - | - | - | - | 900 | - | - | - | - | 4,635 |
| - | - | - | - | - | 920 | - | - | - | - | - |
| - | - | - | - | - | 940 | - | - | - | - | 1,854 |
| 618 | - | - | - | - | 950 | - | - | - | - | 309 |
| 618 | - | - | - | - | 960 | - | - | - | - | - |
| 618 | - | - | - | - | 980 | - | - | - | - | 2,163 |
| 1,236 | - | - | - | - | 1000 | - | - | - | - | 82,503 |
| 618 | - | - | - | - | 1020 | - | - | - | - | - |
| 1,854 | - | - | - | - | 1040 | - | - | - | - | 309 |
| 927 | - | - | - | - | 1050 | - | - | - | - | 927 |
| - | - | - | - | - | 1060 | - | - | - | - | 309 |
| 618 | - | - | - | - | 1080 | - | - | - | - | - |
| 4,326 | - | - | - | - | 1100 | 0.65 | 4.45 | 74.21 | - | 85,593 |
| 618 | - | - | - | - | 1120 | - | - | - | - | 309 |
| 618 | - | - | - | - | 1140 | - | - | - | - | - |
| 618 | - | - | - | - | 1150 | - | - | - | - | 1,854 |
| 618 | - | - | - | - | 1160 | - | - | - | - | 4,326 |
| - | - | - | - | - | 1180 | - | - | - | - | 1,854 |
| 4,017 | - | - | - | - | 1200 | -2.95 | 9.10 | 61.34 | - | 52,221 |
| 309 | - | - | - | - | 1220 | - | - | - | - | 1,236 |
| 927 | - | - | - | - | 1240 | 6.55 | 22.55 | 70.94 | - | 5,562 |
| 4,635 | - | - | - | - | 1250 | -3.20 | 17.20 | 60.55 | -1,236 | 10,815 |
| 4,017 | - | - | - | - | 1260 | - | - | - | - | 11,124 |
| 6,180 | -309 | 40.72 | 110.90 | -17.65 | 1280 | - | - | - | - | 8,034 |
| 67,671 | -309 | 53.79 | 106.00 | -6.35 | 1300 | -4.95 | 26.05 | 56.97 | -927 | 93,936 |
| 3,090 | - | - | - | - | 1320 | 4.00 | 40.00 | 63.09 | 309 | 6,180 |
| 6,798 | 309 | 44.67 | 71.00 | -14.80 | 1340 | -1.40 | 44.85 | 59.99 | -927 | 20,085 |
| 8,343 | -309 | 46.21 | 60.90 | -36.85 | 1360 | -5.35 | 47.20 | 53.82 | -618 | 17,613 |
| 8,343 | 309 | 53.01 | 57.85 | -7.15 | 1380 | -1.15 | 64.00 | 60.41 | -309 | 8,961 |
| 46,659 | 2,163 | 52.64 | 50.00 | -6.10 | 1400 | -7.30 | 67.70 | 53.77 | -3,708 | 28,737 |
| 10,815 | -618 | 51.37 | 39.00 | -10.70 | 1420 | 13.75 | 91.00 | 64.55 | -618 | 5,871 |
| 22,866 | 1,545 | 50.51 | 35.20 | -5.20 | 1440 | 13.45 | 104.10 | 65.06 | -927 | 9,888 |
| 16,686 | -1,545 | 55.41 | 30.00 | -5.45 | 1460 | - | - | - | - | 3,090 |
| 18,540 | -927 | 52.41 | 22.00 | -7.95 | 1480 | - | - | - | - | - |
| 55,929 | 3,399 | 49.60 | 15.45 | -9.30 | 1500 | - | - | - | - | 2,781 |
| 7,725 | - | 53.76 | 15.10 | -5.15 | 1520 | - | - | - | - | 618 |
| 6,180 | - | 53.71 | 12.00 | -4.35 | 1540 | - | - | - | - | - |
| 29,046 | -618 | 56.22 | 11.00 | -6.05 | 1560 | - | - | - | - | 1,545 |
| 309 | - | - | - | - | 1580 | - | - | - | - | - |
| 21,012 | 618 | 56.26 | 6.95 | -4.10 | 1600 | - | - | - | - | - |
| 2,163 | - | - | - | - | 1620 | - | - | - | - | - |
| 6,180 | - | 61.27 | 6.20 | -1.65 | 1640 | - | - | - | - | - |
| 2,781 | -309 | 75.34 | 11.40 | 3.75 | 1660 | - | - | - | - | - |
| Total | 376,362 | 476,787 | ||||||||
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 prices, 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.