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Related Pages for PEL
[--[65.84.65.76]--]
PEL
Piramal Enterprises Ltd
914.5 -75.95 (-7.67%)

Option Chain for PEL

27 Jan 2025 04:13 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 750
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 284.80 0.00 800 -2.20 7.00 - 588 186 186 -
- 0 0 0 - 372.00 0.00 820 6.80 8.50 - 773 190 190 -
- 0 0 0 - 250.95 0.00 840 6.45 8.00 92.11 1,291 259 289 -0.19
- 0 0 0 - 334.10 0.00 860 17.65 18.00 109.86 1,769 527 550 -0.30
- 0 0 0 - 219.10 0.00 880 28.90 29.55 122.59 2,331 155 370 -0.39
0.00 0 0 0 0.00 101.00 0.00 900 32.75 35.00 110.13 3,256 330 568 -0.47
0.39 249 245 805 69.25 14.80 -72.55 920 36.30 40.00 92.87 2,760 398 480 -0.57
0.33 223 205 1,224 95.24 16.15 -53.90 940 45.30 52.00 86.94 1,955 48 133 -0.69
0.24 196 153 1,305 93.80 10.60 -27.25 960 63.70 75.05 116.71 885 -74 174 -0.71
0.19 379 305 1,443 98.61 7.95 -19.95 980 70.05 88.25 - 642 -51 111 -
- 457 121 1,607 - 4.50 -12.65 1000 81.45 109.00 - 461 -64 381 -
- 214 -61 1,177 - 3.10 -7.35 1020 86.10 127.45 - 81 -9 116 -
- 205 -58 1,279 - 2.00 -4.20 1040 70.50 125.60 - 41 -8 154 -
- 272 25 647 - 1.30 -2.35 1060 78.45 156.45 - 48 -13 143 -
- 197 -12 196 - 0.75 -1.60 1080 70.55 162.50 - 13 -8 162 -
- 634 -53 376 - 0.70 -0.85 1100 71.00 185.00 - 11 -8 733 -
- 250 -11 33 - 0.40 -0.70 1120 91.00 207.00 - 6 -5 152 -
- 249 -10 38 - 0.60 -0.25 1140 73.50 213.50 - 17 -6 32 -
- 162 -17 94 - 0.15 -0.35 1160 75.10 244.00 - 8 -1 79 -
- 98 -4 17 - 0.10 -0.20 1180 0.00 172.00 0.00 0 0 0 0.00
- 797 -47 125 - 0.10 -0.15 1200 89.20 284.20 - 2 -1 239 -
- 165 -5 22 - 0.05 -0.05 1220 89.65 293.25 - 3 0 53 -
- 91 0 2 - 0.10 -0.20 1240 0.00 257.40 0.00 0 0 0 0.00
- 97 -10 11 - 0.05 0.00 1260 0.00 127.75 0.00 0 0 0 0.00
0.00 0 -1 0 0.00 0.30 0.00 1280 0.00 231.00 - 0 0 0 -
- 482 -66 82 - 0.05 0.00 1300 0.00 297.00 0.00 0 0 0 0.00
0.00 0 0 0 30.00 28.15 0.00 1320 0.00 263.20 - 0 0 0 -
0.00 0 0 0 0.00 0.35 0.00 1340 0.00 245.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 1.90 0.00 1360 0.00 296.75 0.00 0 0 0 0.00
0.00 0 0 0 0.00 31.50 0.00 1380 0.00 214.20 0.00 0 0 0 0.00
- 50 0 1 - 0.05 0.00 1400 0.00 305.50 0.00 0 0 0 0.00
5,467 5,295
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        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.