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[--[65.84.65.76]--]
PEL
Piramal Enterprises Ltd

990.6 -15.80 (-1.57%)

Option Chain for PEL

24 Jan 2025 02:03 PM 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 0 0 - 219.10 0.00 880 0.30 0.95 51.46 33 -9 218 -0.04
0.00 0 0 0 0.00 101.00 0.00 900 0.80 2.00 50.94 72 25 263 -0.07
0.00 0 0 0 0.00 87.35 0.00 920 1.40 3.50 48.44 23 4 79 -0.11
0.00 0 7 0 0.00 70.05 0.00 940 1.65 5.90 45.84 95 27 80 -0.18
0.70 46 -1 11 47.74 41.85 1.40 960 3.25 10.70 45.21 239 8 225 -0.29
0.58 75 0 64 45.60 28.55 -12.30 980 6.20 18.40 45.85 298 23 132 -0.42
0.44 312 47 523 42.67 17.20 -11.10 1000 8.25 27.75 43.99 483 11 463 -0.56
0.31 274 33 345 43.49 10.65 -8.15 1020 10.70 40.70 44.36 54 -19 126 -0.69
0.20 260 -4 402 44.36 6.25 -5.55 1040 13.35 55.10 41.58 15 -7 161 -0.81
0.13 269 -4 815 45.70 3.70 -3.30 1060 16.25 72.45 42.41 19 -11 157 -0.89
0.09 201 27 260 48.18 2.35 -1.80 1080 2.35 79.95 - 4 -2 171 -
0.06 677 28 222 51.04 1.60 -0.85 1100 5.20 97.50 - 1 0 748 -
0.05 264 1 39 55.94 1.35 -0.10 1120 -0.60 116.00 - 5 -4 158 -
0.03 271 -14 34 57.38 0.85 -0.15 1140 8.60 140.00 - 1 0 39 -
- 182 -7 21 - 0.50 -0.10 1160 21.90 168.90 - 3 0 81 -
- 103 -4 9 - 0.30 -0.10 1180 0.00 172.00 0.00 0 0 0 0.00
- 861 -23 81 - 0.30 -0.05 1200 2.00 195.00 - 3 -2 241 -
- 168 -2 10 - 0.10 -0.05 1220 0.00 203.60 0.00 0 0 0 0.00
- 92 0 6 - 0.20 0.10 1240 0.00 257.40 0.00 0 0 0 0.00
- 107 0 8 - 0.15 0.10 1260 0.00 127.75 0.00 0 0 0 0.00
- 46 -1 4 - 0.30 -0.05 1280 0.00 231.00 - 0 0 0 -
- 557 -1 15 - 0.10 -0.10 1300 52.20 297.00 - 1 0 8 -
0.00 0 0 0 30.00 28.15 0.00 1320 0.00 263.20 - 0 0 0 -
0.00 0 0 0 0.00 0.35 0.00 1340 0.00 245.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 1.90 0.00 1360 0.00 296.75 0.00 0 0 0 0.00
0.00 0 0 0 0.00 31.50 0.00 1380 0.00 214.20 0.00 0 0 0 0.00
- 51 0 1 - 0.05 -0.10 1400 0.00 305.50 0.00 0 0 0 0.00
4,816 3,350
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.