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Option Chain For PEL - PIRAMAL ENTERPRISES LTD
Last updated on
25 Sep 2020 08:16 PM
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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 | |
| - | - | - | - | - | 900 | - | - | - | - | - |
| - | - | - | - | - | 940 | - | - | - | - | - |
| - | - | - | - | - | 950 | - | - | - | - | - |
| - | - | - | - | - | 960 | - | - | - | - | - |
| - | - | - | - | - | 980 | - | - | - | - | - |
| - | - | - | - | - | 1000 | -12.70 | 8.30 | 57.02 | 8,250 | 50,600 |
| - | - | - | - | - | 1020 | - | - | - | - | - |
| - | - | - | - | - | 1040 | - | - | - | - | - |
| - | - | - | - | - | 1050 | - | - | - | - | - |
| - | - | - | - | - | 1060 | - | - | - | - | - |
| - | - | - | - | - | 1080 | - | - | - | - | - |
| 1,100 | 550 | - | 150.00 | -90.00 | 1100 | -21.85 | 20.80 | 52.64 | 3,850 | 10,450 |
| - | - | - | - | - | 1120 | - | - | - | - | - |
| - | - | - | - | - | 1140 | - | - | - | - | - |
| - | - | - | - | - | 1150 | - | - | - | - | - |
| - | - | - | - | - | 1160 | -33.15 | 33.60 | 49.78 | - | 550 |
| - | - | - | - | - | 1180 | -13.45 | 40.50 | 49.88 | 1,650 | 2,200 |
| 9,900 | 9,900 | 49.45 | 106.60 | -193.10 | 1200 | -37.75 | 45.00 | 47.68 | 4,950 | 37,950 |
| 6,050 | 2,200 | 39.39 | 80.60 | 7.15 | 1220 | -37.95 | 40.05 | 38.53 | 2,200 | 6,050 |
| 2,200 | 1,650 | 42.43 | 74.15 | 3.55 | 1240 | -23.10 | 69.00 | 52.03 | - | 4,400 |
| - | - | - | - | - | 1250 | - | - | - | - | - |
| 2,750 | 550 | 48.54 | 73.55 | 11.90 | 1260 | - | 101.20 | - | - | 1,100 |
| 1,650 | 550 | 44.98 | 59.25 | 7.70 | 1280 | - | - | - | - | - |
| 39,600 | 15,950 | 46.79 | 53.95 | 8.25 | 1300 | -17.15 | 102.85 | 52.73 | 2,200 | 6,050 |
| 2,750 | 1,650 | 45.72 | 45.15 | -4.85 | 1320 | - | - | - | - | - |
| 3,300 | 550 | 46.71 | 40.15 | - | 1340 | - | 100.00 | - | - | 550 |
| - | - | - | - | - | 1350 | - | - | - | - | - |
| 550 | - | - | 40.00 | - | 1360 | - | - | - | - | - |
| 550 | 550 | 47.03 | 29.80 | -181.15 | 1380 | - | - | - | - | - |
| 30,250 | 20,350 | 49.98 | 29.00 | 4.00 | 1400 | - | - | - | - | - |
| - | - | - | - | - | 1420 | - | - | - | - | - |
| - | - | - | - | - | 1440 | - | - | - | - | - |
| - | - | - | - | - | 1450 | - | - | - | - | - |
| - | - | - | - | - | 1460 | - | - | - | - | - |
| - | - | - | - | - | 1480 | - | - | - | - | - |
| 17,600 | 6,050 | 49.96 | 13.00 | 0.70 | 1500 | - | 260.00 | - | - | 550 |
| - | - | - | - | - | 1520 | - | - | - | - | - |
| - | - | - | - | - | 1540 | - | - | - | - | - |
| - | - | - | - | - | 1560 | - | - | - | - | - |
| - | - | - | - | - | 1580 | - | - | - | - | - |
| - | - | - | - | - | 1600 | - | - | - | - | - |
| - | - | - | - | - | 1620 | - | - | - | - | - |
| - | - | - | - | - | 1640 | - | - | - | - | - |
| - | - | - | - | - | 1660 | - | - | - | - | - |
| - | - | - | - | - | 1680 | - | - | - | - | - |
| 550 | - | - | 8.00 | - | 1700 | - | - | - | - | - |
| - | - | - | - | - | 1720 | - | - | - | - | - |
| - | - | - | - | - | 1740 | - | - | - | - | - |
| - | - | - | - | - | 1760 | - | - | - | - | - |
| - | - | - | - | - | 1780 | - | - | - | - | - |
| Total | 118,800 | 120,450 | ||||||||
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.