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[--[65.84.65.76]--]
PEL
Piramal Enterprises Ltd

954.8 -6.70 (-0.70%)

Option Chain for PEL

07 Apr 2025 04:12 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 - 207.50 0.00 800 5.10 6.20 66.51 171 42 80 -0.09
- 0 0 0 - 120.80 0.00 820 6.20 8.10 64.56 10 3 14 -0.12
- 0 0 0 - 177.30 0.00 840 0.00 2.00 0.00 0 0 0 0.00
- 0 0 0 - 95.15 0.00 860 8.55 12.85 59.44 608 -36 181 -0.18
- 0 0 0 - 149.75 0.00 880 10.10 16.80 57.96 193 30 94 -0.23
0.72 121 94 141 55.92 79.50 -5.00 900 9.90 20.00 54.01 447 24 193 -0.27
0.66 45 32 79 53.70 65.00 5.10 920 12.20 27.35 54.53 389 65 247 -0.34
0.59 99 91 334 53.01 52.90 -19.35 940 12.80 35.00 53.59 336 62 145 -0.41
0.52 65 35 120 51.20 41.30 6.40 960 12.40 43.25 51.70 164 -15 102 -0.48
0.44 77 -15 231 50.29 31.90 5.80 980 19.30 61.00 59.69 54 -27 118 -0.54
0.37 357 -36 811 49.41 24.00 5.35 1000 12.45 66.50 50.89 73 -23 128 -0.63
0.29 138 -42 224 48.62 17.60 4.45 1020 50.55 108.10 86.79 12 5 13 -0.59
0.23 127 -2 194 48.52 12.95 3.85 1040 39.10 123.10 88.58 1 0 44 -0.63
0.18 377 13 385 47.78 9.00 2.85 1060 48.45 110.55 48.66 2 0 16 -0.82
0.13 122 -14 43 47.38 6.20 2.20 1080 0.15 78.30 0.00 0 0 0 0.00
0.10 185 -53 229 47.39 4.30 1.70 1100 0.00 97.45 0.00 0 0 0 0.00
0.08 69 -7 66 48.68 3.30 1.80 1120 0.00 112.10 0.00 0 0 0 0.00
0.05 70 -10 41 48.03 2.10 1.30 1140 0.00 232.70 0.00 0 0 0 0.00
0.04 117 -13 124 48.05 1.40 0.55 1160 52.00 225.00 - 2 0 10 -
0.00 0 0 0 0.00 0.00 0.00 1180 0.00 0.00 0.00 0 0 0 0.00
0.02 21 10 14 50.67 0.85 0.25 1200 0.00 214.40 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 1220 0.00 0.00 0.00 0 0 0 0.00
0.01 26 10 14 51.22 0.40 -0.30 1240 0.00 248.00 0.00 0 0 0 0.00
2,016 1,385
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.