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Related Pages for PEL
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PEL
Piramal Enterprises Ltd
1025.85 13.55 (1.34%)

Option Chain for PEL

14 Nov 2024 09:23 AM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 750
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 2 0 0.00 46.95 0.00 980 -1.75 12.65 39.52 26 3 82 -0.25
0.68 100 0 35 32.48 42.85 8.20 1000 -2.55 17.85 37.82 57 2 590 -0.34
0.57 94 15 149 32.22 30.65 5.95 1020 -2.05 28.00 40.14 9 2 116 -0.44
0.45 270 21 90 31.96 20.85 4.45 1040 0.00 42.95 0.00 0 -76 0 0.00
0.33 357 10 68 31.80 13.50 2.60 1060 0.00 58.55 0.00 0 -10 0 0.00
0.23 207 -1 56 32.34 8.70 1.20 1080 0.00 73.55 0.00 0 -7 0 0.00
0.17 908 -7 149 33.98 6.00 1.20 1100 0.00 93.00 0.00 0 -16 0 0.00
0.12 268 6 65 35.65 4.20 0.75 1120 0.00 88.30 0.00 0 0 0 0.00
0.08 206 0 3 36.25 2.65 0.25 1140 0.00 59.80 0.00 0 0 0 0.00
0.06 107 1 9 38.94 2.15 0.15 1160 0.00 73.80 0.00 0 0 0 0.00
2,517 788
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.