PEL
Piramal Enterprises Ltd
1269.8
4.96 (0.39%)
Option Chain for PEL
11 Dec 2024 04:13 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 750 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 0 | 0 | 0 | 0.00 | 238.00 | 0.00 | 1000 | 0.00 | 0.80 | - | 123 | -6 | 838 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 104.00 | 0.00 | 1020 | -0.30 | 0.80 | 52.07 | 8 | 4 | 52 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 200.80 | 0.00 | 1040 | 0.00 | 0.80 | 48.07 | 21 | -4 | 195 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 138.00 | 0.00 | 1060 | -0.40 | 0.80 | 44.11 | 28 | -13 | 183 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 169.15 | 0.00 | 1080 | -0.70 | 1.15 | 42.65 | 60 | 7 | 428 | -0.03 |
| 0.95 | 214 | 0 | 11 | 43.35 | 173.00 | 2.00 | 1100 | -0.90 | 1.35 | 39.69 | 270 | -41 | 937 | -0.03 |
| 0.00 | 0 | 0 | 0 | 0.00 | 128.45 | 0.00 | 1120 | -1.45 | 1.60 | 36.71 | 158 | -49 | 146 | -0.04 |
| 0.97 | 117 | 0 | 1 | 30.10 | 132.00 | 23.00 | 1140 | -1.95 | 2.20 | 34.72 | 166 | 19 | 255 | -0.06 |
| 0.91 | 132 | -20 | 32 | 34.11 | 114.60 | 1.10 | 1160 | -2.80 | 3.20 | 33.11 | 347 | 71 | 378 | -0.08 |
| 0.91 | 186 | 0 | 2 | 27.66 | 94.00 | 0.00 | 1180 | -4.00 | 4.70 | 31.59 | 167 | -10 | 193 | -0.12 |
| 0.86 | 367 | -62 | 176 | 26.65 | 76.00 | -1.95 | 1200 | -5.15 | 7.10 | 30.42 | 560 | 138 | 658 | -0.17 |
| 0.78 | 255 | -1 | 23 | 27.29 | 60.30 | -8.70 | 1220 | -5.70 | 10.80 | 29.55 | 281 | 110 | 356 | -0.24 |
| 0.68 | 423 | -52 | 249 | 27.35 | 46.10 | -3.10 | 1240 | -6.55 | 16.50 | 29.24 | 267 | 34 | 351 | -0.33 |
| 0.58 | 500 | -44 | 792 | 27.69 | 34.30 | -3.40 | 1260 | -7.05 | 24.40 | 29.20 | 370 | 16 | 160 | -0.43 |
| 0.46 | 335 | 50 | 600 | 27.35 | 24.05 | -3.95 | 1280 | -5.70 | 35.30 | 30.04 | 101 | 34 | 46 | -0.53 |
| 0.36 | 758 | 28 | 688 | 27.82 | 16.80 | -3.45 | 1300 | -7.00 | 47.00 | 29.67 | 8 | 5 | 27 | -0.63 |
| 0.26 | 481 | -8 | 315 | 28.01 | 11.20 | -3.05 | 1320 | -182.00 | 61.30 | 30.08 | 1 | 0 | 0 | -0.72 |
| 0.19 | 167 | 102 | 734 | 28.33 | 7.30 | -2.60 | 1340 | 0.00 | 275.00 | - | 0 | 0 | 0 | - |
|
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| 0.13 | 343 | 33 | 335 | 29.22 | 4.95 | -2.10 | 1360 | 0.00 | 149.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.09 | 26 | 26 | 43 | 30.11 | 3.35 | 3.35 | 1380 | 311.40 | 311.40 | - | 0 | 0 | 0 | - |
| 0.07 | 338 | 53 | 604 | 31.38 | 2.40 | -1.30 | 1400 | 0.00 | 140.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 4,642 | 5,203 | |||||||||||||
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.
