[--[65.84.65.76]--]

PREMIERENE

Premier Energies Limited
728.4 -20.40 (-2.72%)
L: 722 H: 760.35

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Historical option data for PREMIERENE

14 Jan 2026 04:14 PM IST
PREMIERENE 27-JAN-2026 750 CE
Delta: 0.38
Vega: 0.52
Theta: -0.93
Gamma: 0.01
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
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
Delta: -0.6
Vega: 0.53
Theta: -0.86
Gamma: 0.01
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