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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
  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 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.