PREMIERENE
Premier Energies Limited
Historical option data for PREMIERENE
14 Jan 2026 04:14 PM IST
| PREMIERENE 27-JAN-2026 750 CE | ||||||||||||||||
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Delta: 0.38
Vega: 0.52
Theta: -0.93
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 Jan | 728.40 | 14.85 | -11.05 | 42.97 | 607 | -5 | 330 | |||||||||
| 13 Jan | 748.80 | 25.5 | -1.35 | 43.23 | 1,198 | -48 | 337 | |||||||||
| 12 Jan | 745.60 | 28.55 | 11.45 | 45.65 | 3,205 | -51 | 348 | |||||||||
| 9 Jan | 717.45 | 16.85 | -4.1 | 43.97 | 779 | 144 | 400 | |||||||||
| 8 Jan | 730.25 | 20.75 | -13.7 | 44.27 | 683 | 101 | 259 | |||||||||
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| 7 Jan | 752.05 | 33.3 | -7 | 44.7 | 288 | 99 | 158 | |||||||||
| 6 Jan | 762.10 | 40.05 | -22.45 | 43.73 | 157 | 56 | 60 | |||||||||
| 5 Jan | 787.75 | 62.5 | -50.4 | 50.96 | 8 | 3 | 3 | |||||||||
| 2 Jan | 845.90 | 112.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 847.20 | 112.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 842.15 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Premier Energies Limited - strike price 750 expiring on 27JAN2026
Delta for 750 CE is 0.38
Historical price for 750 CE is as follows
On 14 Jan PREMIERENE was trading at 728.40. The strike last trading price was 14.85, which was -11.05 lower than the previous day. The implied volatity was 42.97, the open interest changed by -5 which decreased total open position to 330
On 13 Jan PREMIERENE was trading at 748.80. The strike last trading price was 25.5, which was -1.35 lower than the previous day. The implied volatity was 43.23, the open interest changed by -48 which decreased total open position to 337
On 12 Jan PREMIERENE was trading at 745.60. The strike last trading price was 28.55, which was 11.45 higher than the previous day. The implied volatity was 45.65, the open interest changed by -51 which decreased total open position to 348
On 9 Jan PREMIERENE was trading at 717.45. The strike last trading price was 16.85, which was -4.1 lower than the previous day. The implied volatity was 43.97, the open interest changed by 144 which increased total open position to 400
On 8 Jan PREMIERENE was trading at 730.25. The strike last trading price was 20.75, which was -13.7 lower than the previous day. The implied volatity was 44.27, the open interest changed by 101 which increased total open position to 259
On 7 Jan PREMIERENE was trading at 752.05. The strike last trading price was 33.3, which was -7 lower than the previous day. The implied volatity was 44.7, the open interest changed by 99 which increased total open position to 158
On 6 Jan PREMIERENE was trading at 762.10. The strike last trading price was 40.05, which was -22.45 lower than the previous day. The implied volatity was 43.73, the open interest changed by 56 which increased total open position to 60
On 5 Jan PREMIERENE was trading at 787.75. The strike last trading price was 62.5, which was -50.4 lower than the previous day. The implied volatity was 50.96, the open interest changed by 3 which increased total open position to 3
On 2 Jan PREMIERENE was trading at 845.90. The strike last trading price was 112.9, 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 1 Jan PREMIERENE was trading at 847.20. The strike last trading price was 112.9, 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 31 Dec PREMIERENE was trading at 842.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| PREMIERENE 27JAN2026 750 PE | |||||||
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Delta: -0.6
Vega: 0.53
Theta: -0.86
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 Jan | 728.40 | 38.6 | 13.3 | 48.52 | 338 | -39 | 255 |
| 13 Jan | 748.80 | 25.65 | -1.65 | 44.38 | 266 | 51 | 294 |
| 12 Jan | 745.60 | 26.45 | -19.5 | 45.28 | 275 | -23 | 246 |
| 9 Jan | 717.45 | 45.4 | 2.2 | 45.69 | 170 | -30 | 270 |
| 8 Jan | 730.25 | 46.15 | 17.6 | 53.42 | 960 | -68 | 304 |
| 7 Jan | 752.05 | 29.7 | 4.35 | 45.42 | 704 | 27 | 373 |
| 6 Jan | 762.10 | 26.85 | 8.8 | 47.41 | 2,014 | 123 | 350 |
| 5 Jan | 787.75 | 18.9 | 15.4 | 47.88 | 1,691 | 222 | 228 |
| 2 Jan | 845.90 | 3.5 | -1.2 | 37.56 | 1 | 0 | 5 |
| 1 Jan | 847.20 | 4.7 | -2.7 | 39.89 | 6 | 2 | 2 |
| 31 Dec | 842.15 | 0 | 0 | 0 | 0 | 0 | 0 |
For Premier Energies Limited - strike price 750 expiring on 27JAN2026
Delta for 750 PE is -0.6
Historical price for 750 PE is as follows
On 14 Jan PREMIERENE was trading at 728.40. The strike last trading price was 38.6, which was 13.3 higher than the previous day. The implied volatity was 48.52, the open interest changed by -39 which decreased total open position to 255
On 13 Jan PREMIERENE was trading at 748.80. The strike last trading price was 25.65, which was -1.65 lower than the previous day. The implied volatity was 44.38, the open interest changed by 51 which increased total open position to 294
On 12 Jan PREMIERENE was trading at 745.60. The strike last trading price was 26.45, which was -19.5 lower than the previous day. The implied volatity was 45.28, the open interest changed by -23 which decreased total open position to 246
On 9 Jan PREMIERENE was trading at 717.45. The strike last trading price was 45.4, which was 2.2 higher than the previous day. The implied volatity was 45.69, the open interest changed by -30 which decreased total open position to 270
On 8 Jan PREMIERENE was trading at 730.25. The strike last trading price was 46.15, which was 17.6 higher than the previous day. The implied volatity was 53.42, the open interest changed by -68 which decreased total open position to 304
On 7 Jan PREMIERENE was trading at 752.05. The strike last trading price was 29.7, which was 4.35 higher than the previous day. The implied volatity was 45.42, the open interest changed by 27 which increased total open position to 373
On 6 Jan PREMIERENE was trading at 762.10. The strike last trading price was 26.85, which was 8.8 higher than the previous day. The implied volatity was 47.41, the open interest changed by 123 which increased total open position to 350
On 5 Jan PREMIERENE was trading at 787.75. The strike last trading price was 18.9, which was 15.4 higher than the previous day. The implied volatity was 47.88, the open interest changed by 222 which increased total open position to 228
On 2 Jan PREMIERENE was trading at 845.90. The strike last trading price was 3.5, which was -1.2 lower than the previous day. The implied volatity was 37.56, the open interest changed by 0 which decreased total open position to 5
On 1 Jan PREMIERENE was trading at 847.20. The strike last trading price was 4.7, which was -2.7 lower than the previous day. The implied volatity was 39.89, the open interest changed by 2 which increased total open position to 2
On 31 Dec PREMIERENE was trading at 842.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0































































































































































































































