[--[65.84.65.76]--]
PEL
PIRAMAL ENTERPRISES LTD

849.35 9.15 (1.09%)

Option Chain for PEL

28 Mar 2024 03:58 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 1.80 - 16,500 12,000 12,000
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 - 165.75 740 18.80 - 0 0 0
0 0 0 - 180.55 750 6.25 - 2,82,000 1,95,750 2,20,500
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 29.35 - 0 0 0
0 0 0 - 147.40 790 12.30 - 92,250 32,250 90,750
35,250 27,000 42,000 - 71.65 800 14.95 - 19,74,000 1,82,250 3,61,500
0 0 0 - 132.00 810 18.00 - 31,500 21,000 21,000
0 0 750 - 61.50 820 20.20 - 71,250 33,750 55,500
0 0 0 - 117.50 830 24.40 - 79,500 28,500 40,500
23,250 6,750 50,250 - 48.60 840 28.90 - 1,29,000 28,500 53,250
1,29,750 57,000 4,25,250 - 40.50 850 34.90 - 6,15,750 51,750 3,16,500
2,49,750 1,66,500 8,61,750 - 36.35 860 38.15 - 5,55,000 2,60,250 2,94,750
2,47,500 1,88,250 11,08,500 - 31.55 870 44.45 - 1,10,250 44,250 46,500
10,16,250 9,69,000 24,30,750 - 28.70 880 50.50 - 1,38,750 59,250 69,750
57,750 57,750 1,33,500 - 24.20 890 47.35 - 7,500 3,750 4,500
11,13,000 7,55,250 45,54,750 - 21.00 900 63.00 - 2,58,000 77,250 2,57,250
3,750 3,750 35,250 - 20.50 910 66.40 - 750 0 0
1,14,750 83,250 4,86,000 - 15.60 920 75.00 - 36,000 30,000 51,000
48,750 24,750 46,500 - 13.25 930 85.00 - 25,500 4,500 46,500
35,250 13,500 90,750 - 11.60 940 92.55 - 0 -1,500 0
2,64,750 1,86,750 10,92,000 - 9.95 950 92.85 - 63,750 54,750 1,24,500
0 0 0 - 48.30 960 117.50 - 0 0 0
0 0 0 - 43.90 970 88.25 - 0 0 0
0 0 0 - 42.30 980 131.15 - 0 0 0
0 0 0 - 37.25 990 101.40 - 0 0 0
2,31,000 1,44,000 7,15,500 - 5.65 1000 145.00 - 50,250 42,000 84,000
0 0 0 - 31.40 1010 115.35 - 0 0 0
0 0 0 - 32.20 1020 151.95 - 0 0 0
0 0 0 - 26.40 1030 105.00 - 0 0 0
0 0 0 - 28.00 1040 175.75 - 0 0 0
26,250 12,750 66,750 - 2.10 1050 201.00 - 0 4,500 0
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
18,750 7,500 1,02,000 - 1.80 1100 229.00 - 5,250 2,250 13,500
36,15,750 21,63,750
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.