PEL
PIRAMAL ENTERPRISES LTD
992.1
53.40 (5.69%)
Option Chain for PEL
26 Jul 2024 04:13 PM IST
Note:- Click on the strike price to open the historical data.
| Call | Put | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| OI | Chng OI | Vol | Ltp | Chng | Chng | Ltp | Vol | Chng OI | OI | |
| 0 | 0 | 0 | 75.85 | 0.00 | 800 | -2.60 | 1.05 | 6,750 | 6,000 | 11,250 |
| 0 | 0 | 0 | 0 | 0.00 | 810 | 0.00 | 0 | 0 | 0 | 0 |
| 0 | 0 | 0 | 66.65 | 0.00 | 820 | 0.00 | 71.9 | 0 | 0 | 0 |
| 0 | 0 | 0 | 123.2 | 0.00 | 830 | 0.00 | 6.3 | 0 | 6,000 | 0 |
| 3,750 | 3,750 | 750 | 160 | 62.65 | 840 | 0.00 | 7 | 0 | 0 | 0 |
| 0 | 750 | 0 | 98.35 | 0.00 | 850 | -2.75 | 2.6 | 4,83,000 | 18,000 | 1,23,750 |
| 6,750 | 3,750 | 1,500 | 99.65 | 8.50 | 860 | -5.90 | 2.9 | 84,750 | 12,000 | 12,000 |
| 0 | 0 | 0 | 97.55 | 0.00 | 870 | 0.00 | 40.8 | 0 | 0 | 0 |
| 0 | 0 | 0 | 44.2 | 0.00 | 880 | -6.60 | 4.15 | 9,04,500 | 21,750 | 89,250 |
| 0 | 0 | 0 | 86.2 | 0.00 | 890 | -44.20 | 5 | 46,500 | 20,250 | 20,250 |
| 32,250 | 3,000 | 47,250 | 104.35 | 42.15 | 900 | -7.50 | 6.2 | 19,70,250 | 74,250 | 2,88,000 |
| 3,000 | 3,000 | 3,750 | 98.5 | 45.00 | 910 | -50.85 | 7.65 | 36,000 | 10,500 | 10,500 |
| 6,750 | 1,500 | 6,000 | 89.5 | 39.60 | 920 | -13.25 | 9.25 | 58,500 | 12,750 | 18,750 |
| 24,000 | 1,500 | 43,500 | 81.5 | 38.50 | 930 | -15.40 | 11.1 | 2,02,500 | 18,750 | 50,250 |
| 42,750 | -1,500 | 2,10,750 | 73.9 | 33.00 | 940 | -15.90 | 14.1 | 2,55,750 | 36,750 | 70,500 |
| 1,25,250 | -1,53,000 | 12,93,750 | 66.55 | 33.60 | 950 | -17.90 | 16.1 | 7,23,000 | 53,250 | 1,97,250 |
| 27,000 | 15,000 | 2,43,000 | 59.75 | 29.75 | 960 | -23.40 | 19.85 | 72,000 | 36,750 | 39,000 |
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| 18,000 | 9,000 | 3,00,750 | 54.05 | 24.05 | 970 | -68.65 | 23.3 | 2,21,250 | 49,500 | 49,500 |
| 1,59,750 | 66,000 | 10,22,250 | 48.35 | 26.35 | 980 | -29.30 | 28.2 | 2,08,500 | 39,000 | 44,250 |
| 79,500 | 79,500 | 5,37,000 | 42.95 | -0.15 | 990 | -73.05 | 31.8 | 1,61,250 | 50,250 | 50,250 |
| 10,86,750 | 4,32,000 | 62,35,500 | 37.9 | 20.90 | 1000 | -31.65 | 37.15 | 5,19,750 | 1,51,500 | 2,12,250 |
| 25,500 | 25,500 | 1,01,250 | 33.7 | -3.30 | 1010 | 0.00 | 118.5 | 0 | 0 | 0 |
| 88,500 | 58,500 | 6,75,000 | 29.35 | 18.55 | 1020 | -46.20 | 49.8 | 22,500 | 10,500 | 12,000 |
| 12,000 | 12,000 | 21,000 | 25.75 | -5.90 | 1030 | 0.00 | 132.85 | 0 | 0 | 0 |
| 1,80,000 | 49,500 | 6,85,500 | 22.95 | 13.25 | 1040 | -43.40 | 61 | 750 | 750 | 9,750 |
| 2,46,750 | 2,46,750 | 8,78,250 | 20.55 | 12.05 | 1050 | -77.95 | 70 | 2,250 | 1,500 | 1,500 |
| 43,500 | 43,500 | 82,500 | 17.6 | 5.25 | 1060 | 0.00 | 236.8 | 0 | 0 | 0 |
| 15,750 | 15,750 | 29,250 | 14.7 | -8.15 | 1070 | 0.00 | 163.6 | 0 | 0 | 0 |
| 1,14,000 | 78,750 | 3,69,000 | 13.2 | 8.40 | 1080 | -50.95 | 94.1 | 31,500 | 12,000 | 21,000 |
| 0 | 0 | 0 | 19.3 | 19.30 | 1090 | 179.80 | 179.8 | 0 | 0 | 0 |
| 4,15,500 | 4,10,250 | 31,14,000 | 10 | 7.00 | 1100 | 0.00 | 231.65 | 0 | 0 | 0 |
| 0 | 0 | 0 | 16.25 | 1110 | 196.5 | 0 | 0 | 0 | ||
| 81,750 | 81,750 | 2,22,750 | 7.35 | 1120 | 124.7 | 3,750 | 2,250 | 2,250 | ||
| 28,38,750 | 13,33,500 | |||||||||
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.