PEL
Piramal Enterprises Ltd
1098.45
7.90 (0.72%)
Option Chain for PEL
26 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 | 0 | 0 | - | 162.35 | 0.00 | 960 | -0.20 | 7.00 | 38.60 | 1 | 0 | 3 | -0.11 |
| - | 0 | 0 | 0 | - | 228.00 | 0.00 | 980 | -8.50 | 7.25 | 34.84 | 15 | 10 | 10 | -0.12 |
| - | 9 | 0 | 1 | - | 96.00 | 1.00 | 1000 | -2.70 | 7.00 | 30.32 | 309 | 69 | 289 | -0.13 |
| 0.84 | 11 | 9 | 11 | 28.12 | 94.35 | 2.35 | 1020 | -13.95 | 9.75 | 29.45 | 47 | 14 | 14 | -0.17 |
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| 0.74 | 1 | 0 | 1 | 34.08 | 85.20 | -128.80 | 1040 | -4.70 | 13.60 | 28.77 | 61 | 28 | 33 | -0.23 |
| 0.71 | 6 | 3 | 7 | 27.42 | 63.95 | 6.80 | 1060 | -5.30 | 20.20 | 29.44 | 159 | 46 | 143 | -0.30 |
| 0.63 | 63 | 46 | 137 | 28.38 | 52.55 | 3.05 | 1080 | -6.30 | 26.70 | 28.74 | 87 | 29 | 100 | -0.38 |
| 0.54 | 454 | 211 | 574 | 27.91 | 41.00 | 3.50 | 1100 | -6.60 | 35.50 | 28.65 | 213 | 19 | 724 | -0.46 |
| 0.46 | 82 | 48 | 198 | 27.41 | 31.05 | 1.05 | 1120 | -8.90 | 44.10 | 27.22 | 95 | 57 | 91 | -0.54 |
| 0.38 | 50 | 24 | 92 | 27.88 | 24.00 | 5.30 | 1140 | 0.00 | 66.40 | 0.00 | 0 | 1 | 0 | 0.00 |
| 0.31 | 84 | 32 | 125 | 27.79 | 17.70 | 1.20 | 1160 | -16.75 | 70.50 | 27.68 | 19 | 4 | 80 | -0.69 |
| 0.24 | 64 | 58 | 115 | 28.08 | 13.15 | 2.75 | 1180 | 59.00 | 86.00 | 28.19 | 37 | 35 | 38 | -0.76 |
| 0.19 | 551 | 139 | 683 | 28.21 | 9.50 | -0.50 | 1200 | -14.85 | 102.15 | 28.32 | 100 | 62 | 250 | -0.81 |
| 0.13 | 29 | 6 | 30 | 27.32 | 6.00 | 0.45 | 1220 | -10.05 | 129.95 | 40.11 | 1 | 0 | 52 | -0.77 |
| 0.10 | 51 | 6 | 59 | 27.50 | 4.15 | -1.35 | 1240 | 6.00 | 156.65 | 50.33 | 3 | 2 | 10 | -0.74 |
| 0.08 | 35 | -1 | 22 | 29.44 | 3.70 | -2.30 | 1260 | 0.00 | 127.75 | - | 0 | 0 | 0 | - |
| 0.05 | 10 | 2 | 6 | 28.10 | 2.00 | -1.50 | 1280 | 0.00 | 231.00 | - | 0 | 0 | 0 | - |
| 0.08 | 395 | 47 | 187 | 35.23 | 4.00 | 0.90 | 1300 | 46.35 | 221.20 | 65.91 | 3 | 0 | 8 | -0.75 |
| 0.00 | 0 | 0 | 0 | 14.30 | 28.15 | 0.00 | 1320 | 0.00 | 263.20 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 1 | 0 | 0.00 | 0.45 | 0.00 | 1340 | 0.00 | 245.00 | 0.00 | 0 | 1 | 0 | 0.00 |
| 0.04 | 1 | 0 | 1 | 36.71 | 1.90 | -0.80 | 1360 | 0.00 | 296.75 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 17.64 | 31.50 | 0.00 | 1380 | 0.00 | 214.20 | - | 0 | 0 | 0 | - |
| 0.02 | 90 | -3 | 17 | 36.79 | 1.00 | -0.50 | 1400 | 0.00 | 305.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| 1,986 | 1,845 | |||||||||||||
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.
