PEL
Piramal Enterprises Ltd
1093.7
-28.85 (-2.57%)
Option Chain for PEL
20 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 | 186.30 | 0.00 | 900 | 0.35 | 0.65 | - | 8 | -4 | 18 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 212.90 | 0.00 | 920 | 0.00 | 27.40 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 155.50 | 0.00 | 940 | 0.00 | 0.65 | - | 1 | 0 | 3 | - |
| - | 0 | 0 | 0 | - | 184.50 | 0.00 | 960 | 0.00 | 38.20 | 30.00 | 0 | 0 | 0 | -0.00 |
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|
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| - | 0 | 0 | 0 | - | 127.70 | 0.00 | 980 | 0.00 | 2.95 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 5 | 0 | 0.00 | 125.65 | 0.00 | 1000 | 0.00 | 1.30 | 42.69 | 329 | -41 | 554 | -0.05 |
| 0.00 | 0 | 0 | 0 | 0.00 | 104.00 | 0.00 | 1020 | 0.20 | 1.60 | 36.57 | 31 | -1 | 43 | -0.07 |
| 0.69 | 13 | 0 | 1 | 84.21 | 76.40 | -10.50 | 1040 | 0.40 | 2.40 | 31.63 | 294 | 47 | 257 | -0.11 |
| 0.74 | 16 | 2 | 5 | 37.66 | 40.50 | -29.40 | 1060 | 1.95 | 4.90 | 29.27 | 300 | -16 | 166 | -0.21 |
| 0.00 | 0 | 0 | 0 | 0.00 | 91.25 | 0.00 | 1080 | 4.25 | 9.75 | 27.05 | 549 | -41 | 430 | -0.37 |
| 0.43 | 209 | 22 | 497 | 27.42 | 11.70 | -21.40 | 1100 | 7.95 | 16.85 | 22.30 | 1,070 | -59 | 462 | -0.59 |
| 0.25 | 307 | 98 | 1,005 | 29.07 | 6.10 | -14.90 | 1120 | 14.85 | 31.20 | 22.37 | 754 | -67 | 287 | -0.81 |
| 0.13 | 464 | 9 | 1,043 | 29.87 | 2.80 | -8.70 | 1140 | 19.10 | 45.50 | - | 128 | -20 | 235 | - |
| 0.08 | 539 | 134 | 1,174 | 33.51 | 1.75 | -5.05 | 1160 | 27.10 | 68.05 | 22.36 | 68 | -15 | 224 | -0.98 |
| 0.06 | 288 | -32 | 528 | 38.52 | 1.40 | -2.45 | 1180 | 26.45 | 86.15 | - | 17 | -3 | 224 | - |
| 0.04 | 858 | -135 | 1,084 | 42.05 | 1.00 | -1.55 | 1200 | 26.95 | 104.05 | - | 80 | -33 | 503 | - |
| 0.03 | 491 | 12 | 395 | 46.55 | 0.85 | -0.90 | 1220 | 27.45 | 123.00 | - | 232 | -102 | 314 | - |
| 0.03 | 449 | -172 | 402 | 51.55 | 0.80 | -0.55 | 1240 | 26.50 | 145.80 | - | 114 | -86 | 224 | - |
| 0.03 | 482 | -62 | 265 | 56.28 | 0.75 | -0.30 | 1260 | 30.40 | 164.40 | - | 35 | -28 | 174 | - |
| - | 298 | -48 | 150 | - | 0.70 | -0.20 | 1280 | -1.00 | 164.00 | - | 1 | 0 | 33 | - |
| - | 628 | -79 | 233 | - | 0.70 | -0.15 | 1300 | 0.00 | 180.00 | 0.00 | 0 | -1 | 0 | 0.00 |
| - | 312 | 5 | 82 | - | 0.70 | -0.15 | 1320 | 0.00 | 61.30 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 118 | 2 | 15 | - | 0.45 | -0.30 | 1340 | 0.00 | 275.00 | - | 0 | 0 | 0 | - |
| - | 210 | -11 | 18 | - | 0.45 | -0.15 | 1360 | 0.00 | 149.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.10 | 0.00 | 1380 | 0.00 | 311.40 | - | 0 | 0 | 0 | - |
| - | 218 | -4 | 8 | - | 0.30 | -0.40 | 1400 | 0.00 | 140.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 5,900 | 4,151 | |||||||||||||
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.
