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 |
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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
- 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.