Related Pages for PEL
[--[65.84.65.76]--]
PEL
PIRAMAL ENTERPRISES LTD
879.05 19.60 (2.28%)

Option Chain for PEL

24 Apr 2024 04:17 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 - 197.50 700 0.05 - 3,750 44,250 44,250
0 0 0 - 216.30 710 3.55 - 0 0 0
0 0 0 - 181.30 720 14.70 - 0 0 0
0 0 0 - 198.15 730 5.20 - 0 0 0
0 0 0 - 120.00 740 1.90 - 0 0 0
0 0 0 - 180.55 750 0.25 - 1,34,250 -29,250 1,92,000
0 0 0 - 151.00 760 23.70 - 0 0 0
0 0 0 - 163.60 770 10.25 - 0 0 0
0 0 0 - 137.00 780 0.20 - 25,500 -3,750 34,500
0 0 0 - 147.40 790 0.40 - 97,500 -56,250 23,250
16,500 -3,000 9,750 - 73.00 800 0.45 - 4,10,250 -36,750 3,48,000
0 0 0 - 132.00 810 0.70 - 60,750 -14,250 23,250
0 2,250 1,500 - 22.30 820 0.65 - 1,62,000 -27,750 30,000
0 0 0 - 117.50 830 1.15 - 1,65,000 -3,750 30,000
21,000 -21,000 1,32,000 - 37.50 840 1.55 - 3,45,000 0 45,750
60,000 -83,250 2,94,000 - 28.00 850 2.40 - 7,05,000 -11,250 2,19,000
78,000 -1,59,000 6,74,250 - 18.80 860 3.45 - 13,26,000 -1,02,750 2,49,000
1,08,750 -2,08,500 14,74,500 - 12.30 870 6.50 - 6,73,500 -5,250 57,000
1,14,000 -51,000 14,76,750 - 7.00 880 12.40 - 1,71,000 -13,500 30,750
69,000 -78,750 10,79,250 - 4.50 890 19.10 - 85,500 -14,250 9,000
3,28,500 -98,250 14,30,250 - 2.75 900 28.00 - 3,01,500 -1,16,250 39,000
25,500 1,500 3,49,500 - 1.70 910 47.65 - 0 0 0
1,47,750 27,000 7,35,000 - 1.20 920 44.80 - 76,500 -31,500 15,000
2,40,000 -6,750 4,77,000 - 0.75 930 52.00 - 57,000 -29,250 20,250
57,750 -25,500 1,56,000 - 0.75 940 62.05 - 9,000 -2,250 10,500
3,03,000 -24,000 3,63,000 - 0.60 950 74.70 - 64,500 -57,000 63,750
12,750 -1,500 15,750 - 0.50 960 104.10 - 0 0 0
38,250 38,250 35,250 - 0.25 970 88.25 - 0 0 0
0 0 750 - 0.05 980 131.15 - 0 0 0
0 0 0 - 37.25 990 101.40 - 0 0 0
1,24,500 -77,250 1,84,500 - 0.25 1000 124.50 - 56,250 -42,750 36,000
0 0 3,000 - 0.05 1010 115.35 - 0 0 0
0 0 0 - 32.20 1020 145.00 - 0 0 0
0 0 0 - 26.40 1030 154.60 - 1,500 0 750
0 0 0 - 28.00 1040 175.75 - 0 0 0
70,500 70,500 3,750 - 0.05 1050 170.50 - 3,000 -1,500 11,250
0 0 0 - 24.20 1060 191.65 - 0 0 0
0 0 0 - 0.00 1070 0.00 - 0 0 0
0 0 0 - 20.90 1080 208.00 - 0 0 0
0 0 0 - 0.00 1090 0.00 - 0 0 0
25,500 -8,250 14,250 - 0.05 1100 224.00 - 9,750 -4,500 9,000
18,41,250 15,41,250
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.