[--[65.84.65.76]--]
PEL
PIRAMAL ENTERPRISES LTD

914.75 16.25 (1.81%)

Option Chain for PEL

29 Feb 2024 04:26 PM IST

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

Call Put
OI Chng OI Vol IV Ltp Ltp IV Vol Chng OI OI
0 0 0 - 158.40 800 4.75 - 3,44,250 33,000 1,82,250
0 0 0 - 151.45 810 31.20 - 0 0 0
0 0 0 - 144.70 820 7.75 - 0 1,500 0
0 0 0 - 138.15 830 37.50 - 0 0 0
0 0 0 - 131.80 840 12.85 - 1,500 2,250 2,250
3,000 750 3,000 - 80.00 850 9.90 - 1,95,000 63,000 2,30,250
0 0 0 - 119.65 860 11.50 - 42,750 15,750 33,000
0 0 0 - 113.90 870 13.85 - 37,500 19,500 22,500
0 0 0 - 108.35 880 16.00 - 32,250 17,250 32,250
0 0 0 - 102.95 890 23.00 - 15,750 10,500 13,500
1,43,250 20,250 3,24,750 - 51.50 900 23.50 - 2,01,000 15,750 2,58,750
11,250 2,250 33,750 - 43.20 910 31.35 - 4,500 1,500 6,750
1,74,000 43,500 3,05,250 - 42.00 920 34.70 - 35,250 14,250 36,750
38,250 -5,250 35,250 - 36.00 930 39.00 - 12,750 10,500 36,750
63,750 34,500 1,71,750 - 30.00 940 50.20 - 0 750 0
3,01,500 49,500 4,17,000 - 25.50 950 47.65 - 46,500 27,750 76,500
47,250 3,000 33,750 - 22.75 960 55.00 - 0 750 0
12,000 3,750 18,000 - 17.00 970 103.65 - 0 0 0
36,000 25,500 56,250 - 16.55 980 80.00 - 3,000 3,750 3,750
12,000 12,000 17,250 - 14.75 990 82.00 - 0 0 0
5,04,000 80,250 5,77,500 - 14.00 1000 87.05 - 51,750 45,000 1,17,750
15,000 15,000 15,750 - 9.90 1010 129.05 - 0 0 0
33,750 11,250 15,000 - 9.95 1020 110.00 - 750 6,000 7,500
0 0 0 - 46.90 1030 142.70 - 0 0 0
2,250 -1,500 1,500 - 5.50 1040 149.75 - 0 0 0
1,02,000 8,250 52,500 - 6.70 1050 128.00 - 0 0 0
0 0 0 - 17.50 1060 164.30 - 0 0 0
4,500 4,500 5,250 - 3.65 1070 171.75 - 0 0 0
0 0 0 - 34.45 1080 179.35 - 0 0 0
0 0 0 - 32.35 1090 187.05 - 0 0 0
69,750 9,750 37,500 - 3.90 1100 182.00 - 6,750 6,750 18,750
15,73,500 10,79,250
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.