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

988.9 -17.50 (-1.74%)

Option Chain for PEL

24 Jan 2025 01:33 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 51.76 33 -9 218 -0.04
0.00 0 0 0 0.00 101.00 0.00 900 0.90 2.10 51.59 61 26 264 -0.07
0.00 0 0 0 0.00 87.35 0.00 920 1.35 3.45 48.41 20 3 78 -0.11
0.00 0 7 0 0.00 70.05 0.00 940 2.45 6.70 48.30 73 19 72 -0.19
0.00 0 0 0 0.00 40.45 0.00 960 3.70 11.15 46.53 214 -3 214 -0.29
0.59 79 4 43 44.80 28.40 -12.45 980 6.30 18.50 46.27 250 5 114 -0.42
0.44 289 24 447 43.50 17.90 -10.40 1000 8.35 27.85 44.72 450 14 466 -0.55
0.32 267 26 309 44.50 11.25 -7.55 1020 11.00 41.00 45.48 44 -18 127 -0.68
0.21 258 -6 364 45.75 6.90 -4.90 1040 7.85 49.60 20.32 8 -3 165 -0.97
0.14 279 6 738 47.07 4.15 -2.85 1060 3.65 59.85 - 12 -10 158 -
0.09 191 17 234 49.08 2.60 -1.55 1080 2.35 79.95 - 4 -2 171 -
0.06 679 30 188 51.46 1.70 -0.75 1100 5.20 97.50 - 1 0 748 -
0.04 263 0 30 54.40 1.20 -0.25 1120 -0.60 116.00 - 5 -4 158 -
0.03 271 -14 32 57.77 0.95 -0.05 1140 8.60 140.00 - 1 0 39 -
- 183 -6 20 - 0.50 -0.10 1160 21.90 168.90 - 3 0 81 -
- 104 -3 8 - 0.30 -0.10 1180 0.00 172.00 0.00 0 0 0 0.00
- 862 -22 76 - 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 7 - 0.20 0.15 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 9 - 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
4,746 3,322
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.