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Historical option data for PREMIERENE

29 Jun 2026 10:50 AM IST
PREMIERENE 30-Jun-2026 1030 CE
Delta: 0.69
Vega: 0
Theta: -2.92
Gamma: 0.01421
Date Close Ltp Change IV Volume OI Chg OI
29 Jun 1040.70 16.95 -9.55 (-36.04%) 36.84 23 -14 50
25 Jun 1050.60 24.3 -8.7 (-26.36%) 29.87 742 18 63
24 Jun 1053.40 33.15 -7.85 (-19.15%) 25.01 48 2 46
23 Jun 1046.00 41 0 (0.00%) 29.89 32 0 44
22 Jun 1062.80 41.3 -16.5 (-28.55%) 29.89 32 0 45
19 Jun 1079.60 54.5 13.4 (32.60%) 31.24 273 -158 44
18 Jun 1057.70 40.5 1.25 (3.18%) 27.12 344 -45 205
17 Jun 1055.80 40.2 -2.85 (-6.62%) 29.55 202 78 250
16 Jun 1055.30 42.1 6.35 (17.76%) 31.38 680 120 172
15 Jun 1045.40 36.15 6.3 (21.11%) 33.19 167 -4 53
12 Jun 1034.60 29 -40.45 (-58.24%) 29.27 67 0 56
11 Jun 1058.00 69.45 0 (0.00%) - 7 0 56
10 Jun 1065.90 69.45 0 (0.00%) - 7 0 56
9 Jun 1086.70 69.45 0 (0.00%) - 7 0 56
8 Jun 1090.50 69.45 0 (0.00%) - 7 0 56
5 Jun 1080.10 69.45 0 (0.00%) 32.67 7 0 56
4 Jun 1077.80 69.45 -9.6 (-12.14%) 32.67 7 -4 57
3 Jun 1089.00 73.55 3.1 (4.40%) 32.54 17 0 62
2 Jun 1074.40 70.2 16.1 (29.76%) 35.07 96 -1 65
1 Jun 1052.70 54.4 -0.75 (-1.36%) 33.44 37 -3 66
29 May 1061.00 52 3.3 (6.78%) 24.35 109 -7 68
27 May 1046.00 55.35 17.45 (46.04%) 29.69 726 33 75
26 May 1016.80 36.85 6.85 (22.83%) 32.37 208 34 43
25 May 985.00 30 0 (0.00%) 32.76 3 0 9
22 May 983.40 30 -6.6 (-18.03%) 32.76 3 1 8
21 May 1015.10 36 -53.7 (-59.87%) 31.55 10 7 7
20 May 992.40 0 0 - 0 0 0
19 May 983.10 0 0 - 0 0 0
18 May 986.90 0 0 (-100.00%) - 0 0 0
15 May 981.60 0 -89.7 (-100.00%) - 0 0 0
14 May 977.40 0 -89.7 (-100.00%) 0 0 0 0
13 May 967.40 0 -89.7 (-100.00%) 0 0 0 0
12 May 966.80 0 -89.7 (-100.00%) 0 0 0 0
11 May 1003.80 0 0 - 0 10 10


For Premier Energies Limited - strike price 1030 expiring on 30JUN2026

Delta for 1030 CE is 0.69

Historical price for 1030 CE is as follows

On 29 Jun PREMIERENE was trading at 1040.70. The strike last trading price was 16.95, which was -9.55 lower than the previous day. The implied volatity was 36.84, the open interest changed by -14 which decreased total open position to 50


On 25 Jun PREMIERENE was trading at 1050.60. The strike last trading price was 24.3, which was -8.7 lower than the previous day. The implied volatity was 29.87, the open interest changed by 18 which increased total open position to 63


On 24 Jun PREMIERENE was trading at 1053.40. The strike last trading price was 33.15, which was -7.85 lower than the previous day. The implied volatity was 25.01, the open interest changed by 2 which increased total open position to 46


On 23 Jun PREMIERENE was trading at 1046.00. The strike last trading price was 41, which was 0 lower than the previous day. The implied volatity was 29.89, the open interest changed by 0 which decreased total open position to 44


On 22 Jun PREMIERENE was trading at 1062.80. The strike last trading price was 41.3, which was -16.5 lower than the previous day. The implied volatity was 29.89, the open interest changed by 0 which decreased total open position to 45


On 19 Jun PREMIERENE was trading at 1079.60. The strike last trading price was 54.5, which was 13.4 higher than the previous day. The implied volatity was 31.24, the open interest changed by -158 which decreased total open position to 44


On 18 Jun PREMIERENE was trading at 1057.70. The strike last trading price was 40.5, which was 1.25 higher than the previous day. The implied volatity was 27.12, the open interest changed by -45 which decreased total open position to 205


On 17 Jun PREMIERENE was trading at 1055.80. The strike last trading price was 40.2, which was -2.85 lower than the previous day. The implied volatity was 29.55, the open interest changed by 78 which increased total open position to 250


On 16 Jun PREMIERENE was trading at 1055.30. The strike last trading price was 42.1, which was 6.35 higher than the previous day. The implied volatity was 31.38, the open interest changed by 120 which increased total open position to 172


On 15 Jun PREMIERENE was trading at 1045.40. The strike last trading price was 36.15, which was 6.3 higher than the previous day. The implied volatity was 33.19, the open interest changed by -4 which decreased total open position to 53


On 12 Jun PREMIERENE was trading at 1034.60. The strike last trading price was 29, which was -40.45 lower than the previous day. The implied volatity was 29.27, the open interest changed by 0 which decreased total open position to 56


On 11 Jun PREMIERENE was trading at 1058.00. The strike last trading price was 69.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56


On 10 Jun PREMIERENE was trading at 1065.90. The strike last trading price was 69.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56


On 9 Jun PREMIERENE was trading at 1086.70. The strike last trading price was 69.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56


On 8 Jun PREMIERENE was trading at 1090.50. The strike last trading price was 69.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56


On 5 Jun PREMIERENE was trading at 1080.10. The strike last trading price was 69.45, which was 0 lower than the previous day. The implied volatity was 32.67, the open interest changed by 0 which decreased total open position to 56


On 4 Jun PREMIERENE was trading at 1077.80. The strike last trading price was 69.45, which was -9.6 lower than the previous day. The implied volatity was 32.67, the open interest changed by -4 which decreased total open position to 57


On 3 Jun PREMIERENE was trading at 1089.00. The strike last trading price was 73.55, which was 3.1 higher than the previous day. The implied volatity was 32.54, the open interest changed by 0 which decreased total open position to 62


On 2 Jun PREMIERENE was trading at 1074.40. The strike last trading price was 70.2, which was 16.1 higher than the previous day. The implied volatity was 35.07, the open interest changed by -1 which decreased total open position to 65


On 1 Jun PREMIERENE was trading at 1052.70. The strike last trading price was 54.4, which was -0.75 lower than the previous day. The implied volatity was 33.44, the open interest changed by -3 which decreased total open position to 66


On 29 May PREMIERENE was trading at 1061.00. The strike last trading price was 52, which was 3.3 higher than the previous day. The implied volatity was 24.35, the open interest changed by -7 which decreased total open position to 68


On 27 May PREMIERENE was trading at 1046.00. The strike last trading price was 55.35, which was 17.45 higher than the previous day. The implied volatity was 29.69, the open interest changed by 33 which increased total open position to 75


On 26 May PREMIERENE was trading at 1016.80. The strike last trading price was 36.85, which was 6.85 higher than the previous day. The implied volatity was 32.37, the open interest changed by 34 which increased total open position to 43


On 25 May PREMIERENE was trading at 985.00. The strike last trading price was 30, which was 0 lower than the previous day. The implied volatity was 32.76, the open interest changed by 0 which decreased total open position to 9


On 22 May PREMIERENE was trading at 983.40. The strike last trading price was 30, which was -6.6 lower than the previous day. The implied volatity was 32.76, the open interest changed by 1 which increased total open position to 8


On 21 May PREMIERENE was trading at 1015.10. The strike last trading price was 36, which was -53.7 lower than the previous day. The implied volatity was 31.55, the open interest changed by 7 which increased total open position to 7


On 20 May PREMIERENE was trading at 992.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 May PREMIERENE was trading at 983.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 May PREMIERENE was trading at 986.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 May PREMIERENE was trading at 981.60. The strike last trading price was 0, which was -89.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May PREMIERENE was trading at 977.40. The strike last trading price was 0, which was -89.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May PREMIERENE was trading at 967.40. The strike last trading price was 0, which was -89.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May PREMIERENE was trading at 966.80. The strike last trading price was 0, which was -89.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May PREMIERENE was trading at 1003.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10


PREMIERENE 30-Jun-2026 1030 PE
Delta: -0.34
Vega: 0
Theta: -3.08
Gamma: 0.01374
Date Close Ltp Change IV Volume OI Chg OI
29 Jun 1040.70 6.05 -3.35 (-35.64%) 39.52 109 -11 278
25 Jun 1050.60 10.55 4 (61.07%) 34.65 343 28 285
24 Jun 1053.40 6.9 -2.9 (-29.59%) 28.36 116 11 257
23 Jun 1046.00 9.8 3.85 (64.71%) 28.37 112 -25 246
22 Jun 1062.80 6.3 2.45 (63.64%) 29.1 327 -28 272
19 Jun 1079.60 4.4 -3.8 (-46.34%) 26.72 148 -15 302
18 Jun 1057.70 8 -3.55 (-30.74%) 26.18 103 2 316
17 Jun 1055.80 10.85 -1.35 (-11.07%) 28.63 226 1 312
16 Jun 1055.30 12.55 -4.55 (-26.61%) 28.56 834 171 310
15 Jun 1045.40 17.05 -9.5 (-35.78%) 29.1 120 -23 142
12 Jun 1034.60 27.3 12.65 (86.35%) 33.46 73 -5 167
11 Jun 1058.00 14.65 14.65 - 20 0 172
10 Jun 1065.90 14.65 14.65 - 20 0 172
9 Jun 1086.70 14.65 14.65 (-4.61%) 36.56 20 0 172
8 Jun 1090.50 16.55 -0.8 (-4.61%) 36.56 20 -3 172
5 Jun 1080.10 17 -2 (-10.53%) 34.18 45 -8 176
4 Jun 1077.80 19 4 (26.67%) 34.62 209 -38 184
3 Jun 1089.00 14.8 -2.2 (-12.94%) 33.02 228 122 228
2 Jun 1074.40 17.25 -8.75 (-33.65%) 31.45 163 24 105
1 Jun 1052.70 26.2 0.2 (0.77%) 32.56 107 3 80
29 May 1061.00 26 -6 (-18.75%) 30.54 161 11 77
27 May 1046.00 29.9 -12.8 (-29.98%) 31.95 242 48 66
26 May 1016.80 42.05 -26.95 (-39.06%) 30.98 51 4 19
25 May 985.00 68.65 68.65 (1.47%) 38.55 16 0 15
22 May 983.40 69 1 (1.47%) 38.55 16 -8 18
21 May 1015.10 68 -17 (-20.00%) 43.49 2 0 24
20 May 992.40 85 0 (0.00%) 47.24 0 0 24
19 May 983.10 85 1.7 (2.04%) 47.24 1 1 24
18 May 986.90 83.3 11.2 (15.53%) 43.4 30 24 24
15 May 981.60 0 -72.1 (-100.00%) - 0 0 0
14 May 977.40 0 -72.1 (-100.00%) 0 0 0 0
13 May 967.40 0 -72.1 (-100.00%) 0 0 0 0
12 May 966.80 0 -72.1 (-100.00%) 0 0 0 0
11 May 1003.80 0 0 - 0 10 10


For Premier Energies Limited - strike price 1030 expiring on 30JUN2026

Delta for 1030 PE is -0.34

Historical price for 1030 PE is as follows

On 29 Jun PREMIERENE was trading at 1040.70. The strike last trading price was 6.05, which was -3.35 lower than the previous day. The implied volatity was 39.52, the open interest changed by -11 which decreased total open position to 278


On 25 Jun PREMIERENE was trading at 1050.60. The strike last trading price was 10.55, which was 4 higher than the previous day. The implied volatity was 34.65, the open interest changed by 28 which increased total open position to 285


On 24 Jun PREMIERENE was trading at 1053.40. The strike last trading price was 6.9, which was -2.9 lower than the previous day. The implied volatity was 28.36, the open interest changed by 11 which increased total open position to 257


On 23 Jun PREMIERENE was trading at 1046.00. The strike last trading price was 9.8, which was 3.85 higher than the previous day. The implied volatity was 28.37, the open interest changed by -25 which decreased total open position to 246


On 22 Jun PREMIERENE was trading at 1062.80. The strike last trading price was 6.3, which was 2.45 higher than the previous day. The implied volatity was 29.1, the open interest changed by -28 which decreased total open position to 272


On 19 Jun PREMIERENE was trading at 1079.60. The strike last trading price was 4.4, which was -3.8 lower than the previous day. The implied volatity was 26.72, the open interest changed by -15 which decreased total open position to 302


On 18 Jun PREMIERENE was trading at 1057.70. The strike last trading price was 8, which was -3.55 lower than the previous day. The implied volatity was 26.18, the open interest changed by 2 which increased total open position to 316


On 17 Jun PREMIERENE was trading at 1055.80. The strike last trading price was 10.85, which was -1.35 lower than the previous day. The implied volatity was 28.63, the open interest changed by 1 which increased total open position to 312


On 16 Jun PREMIERENE was trading at 1055.30. The strike last trading price was 12.55, which was -4.55 lower than the previous day. The implied volatity was 28.56, the open interest changed by 171 which increased total open position to 310


On 15 Jun PREMIERENE was trading at 1045.40. The strike last trading price was 17.05, which was -9.5 lower than the previous day. The implied volatity was 29.1, the open interest changed by -23 which decreased total open position to 142


On 12 Jun PREMIERENE was trading at 1034.60. The strike last trading price was 27.3, which was 12.65 higher than the previous day. The implied volatity was 33.46, the open interest changed by -5 which decreased total open position to 167


On 11 Jun PREMIERENE was trading at 1058.00. The strike last trading price was 14.65, which was 14.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 172


On 10 Jun PREMIERENE was trading at 1065.90. The strike last trading price was 14.65, which was 14.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 172


On 9 Jun PREMIERENE was trading at 1086.70. The strike last trading price was 14.65, which was 14.65 higher than the previous day. The implied volatity was 36.56, the open interest changed by 0 which decreased total open position to 172


On 8 Jun PREMIERENE was trading at 1090.50. The strike last trading price was 16.55, which was -0.8 lower than the previous day. The implied volatity was 36.56, the open interest changed by -3 which decreased total open position to 172


On 5 Jun PREMIERENE was trading at 1080.10. The strike last trading price was 17, which was -2 lower than the previous day. The implied volatity was 34.18, the open interest changed by -8 which decreased total open position to 176


On 4 Jun PREMIERENE was trading at 1077.80. The strike last trading price was 19, which was 4 higher than the previous day. The implied volatity was 34.62, the open interest changed by -38 which decreased total open position to 184


On 3 Jun PREMIERENE was trading at 1089.00. The strike last trading price was 14.8, which was -2.2 lower than the previous day. The implied volatity was 33.02, the open interest changed by 122 which increased total open position to 228


On 2 Jun PREMIERENE was trading at 1074.40. The strike last trading price was 17.25, which was -8.75 lower than the previous day. The implied volatity was 31.45, the open interest changed by 24 which increased total open position to 105


On 1 Jun PREMIERENE was trading at 1052.70. The strike last trading price was 26.2, which was 0.2 higher than the previous day. The implied volatity was 32.56, the open interest changed by 3 which increased total open position to 80


On 29 May PREMIERENE was trading at 1061.00. The strike last trading price was 26, which was -6 lower than the previous day. The implied volatity was 30.54, the open interest changed by 11 which increased total open position to 77


On 27 May PREMIERENE was trading at 1046.00. The strike last trading price was 29.9, which was -12.8 lower than the previous day. The implied volatity was 31.95, the open interest changed by 48 which increased total open position to 66


On 26 May PREMIERENE was trading at 1016.80. The strike last trading price was 42.05, which was -26.95 lower than the previous day. The implied volatity was 30.98, the open interest changed by 4 which increased total open position to 19


On 25 May PREMIERENE was trading at 985.00. The strike last trading price was 68.65, which was 68.65 higher than the previous day. The implied volatity was 38.55, the open interest changed by 0 which decreased total open position to 15


On 22 May PREMIERENE was trading at 983.40. The strike last trading price was 69, which was 1 higher than the previous day. The implied volatity was 38.55, the open interest changed by -8 which decreased total open position to 18


On 21 May PREMIERENE was trading at 1015.10. The strike last trading price was 68, which was -17 lower than the previous day. The implied volatity was 43.49, the open interest changed by 0 which decreased total open position to 24


On 20 May PREMIERENE was trading at 992.40. The strike last trading price was 85, which was 0 lower than the previous day. The implied volatity was 47.24, the open interest changed by 0 which decreased total open position to 24


On 19 May PREMIERENE was trading at 983.10. The strike last trading price was 85, which was 1.7 higher than the previous day. The implied volatity was 47.24, the open interest changed by 1 which increased total open position to 24


On 18 May PREMIERENE was trading at 986.90. The strike last trading price was 83.3, which was 11.2 higher than the previous day. The implied volatity was 43.4, the open interest changed by 24 which increased total open position to 24


On 15 May PREMIERENE was trading at 981.60. The strike last trading price was 0, which was -72.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May PREMIERENE was trading at 977.40. The strike last trading price was 0, which was -72.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May PREMIERENE was trading at 967.40. The strike last trading price was 0, which was -72.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May PREMIERENE was trading at 966.80. The strike last trading price was 0, which was -72.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May PREMIERENE was trading at 1003.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10