PEL
Piramal Enterprises Ltd
1054.95
-5.25 (-0.50%)
Option Chain for PEL
21 Nov 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 | 143.60 | 0.00 | 900 | 0.15 | 0.65 | - | 35 | -5 | 149 | - |
| - | 0 | 0 | 0 | - | 187.70 | 0.00 | 920 | -0.15 | 0.65 | 50.52 | 1 | 0 | 107 | -0.02 |
| - | 0 | 0 | 0 | - | 174.15 | 0.00 | 940 | 0.20 | 1.05 | 47.60 | 55 | 24 | 162 | -0.04 |
| 0.00 | 0 | 0 | 0 | 0.00 | 102.00 | 0.00 | 960 | 0.10 | 1.30 | 42.14 | 166 | -15 | 158 | -0.05 |
| 0.00 | 0 | 0 | 0 | 0.00 | 77.90 | 0.00 | 980 | -0.10 | 1.85 | 37.57 | 181 | 32 | 142 | -0.07 |
| 0.84 | 53 | 2 | 39 | 39.78 | 60.00 | -20.00 | 1000 | -0.20 | 3.85 | 36.57 | 569 | -5 | 569 | -0.14 |
| 0.76 | 78 | 6 | 20 | 36.59 | 43.00 | -5.50 | 1020 | -0.40 | 6.75 | 34.04 | 450 | -11 | 204 | -0.23 |
| 0.63 | 308 | 8 | 414 | 33.03 | 27.60 | -3.25 | 1040 | 0.20 | 12.45 | 33.02 | 1,038 | 30 | 649 | -0.37 |
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| 0.46 | 488 | 122 | 1,606 | 28.98 | 14.60 | -3.70 | 1060 | -0.20 | 19.40 | 28.95 | 622 | 7 | 318 | -0.54 |
| 0.31 | 322 | 1 | 893 | 32.04 | 9.00 | -1.75 | 1080 | 1.50 | 33.00 | 30.50 | 155 | 8 | 254 | -0.70 |
| 0.20 | 782 | 15 | 1,191 | 34.28 | 5.35 | -1.00 | 1100 | 3.30 | 49.30 | 32.27 | 39 | 1 | 124 | -0.82 |
| 0.12 | 293 | -72 | 1,331 | 35.97 | 3.05 | -0.90 | 1120 | 19.60 | 66.50 | 31.20 | 1 | 0 | 14 | -0.91 |
| 0.07 | 270 | -30 | 491 | 37.46 | 1.70 | -0.75 | 1140 | 0.00 | 62.85 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.05 | 151 | -11 | 156 | 41.08 | 1.25 | -0.45 | 1160 | 0.00 | 73.80 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 416 | -165 | 452 | 43.68 | 0.85 | -0.35 | 1180 | 0.00 | 163.90 | - | 0 | 0 | 0 | - |
| 0.02 | 531 | -49 | 87 | 46.28 | 0.60 | -0.20 | 1200 | 0.00 | 123.70 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 22 | -13 | 22 | 46.40 | 0.30 | -0.30 | 1220 | 0.00 | 153.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 219 | 0 | 14 | 44.05 | 0.10 | -0.20 | 1240 | 0.00 | 207.05 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 40.60 | 0.00 | 1260 | 0.00 | 222.25 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 136 | -2 | 35 | - | 0.05 | -0.30 | 1280 | 0.00 | 237.90 | 0.00 | 0 | 0 | 0 | 0.00 |
| 4,069 | 2,850 | |||||||||||||
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.
