PREMIERENE

Premier Energies Limited

717.45 -12.80 (-1.75%)

L: 709.05 H: 732.3

Back to Option Chain

Historical option data for PREMIERENE
09 Jan 2026 04:14 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

PREMIERENE 27-JAN-2026 760 CE
Delta: 0.32 Vega: 0.57 Theta: -0.74 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	717.45	13.35 ₹ 7,676.25	-4 -2300.00	43.20	410 2,35,750	30 17,250	335 1,92,625
8 Jan	730.25	17.5 ₹ 10,062.5	-12.25 -7043.75	44.65	983 5,65,225	-47 -27,025	304 1,74,800
7 Jan	752.05	28.8 ₹ 16,560	-6.2 -3565.00	45.02	586 3,36,950	185 1,06,375	351 2,01,825

6 Jan	762.10	34.5 ₹ 19,837.5	-70.15 -40336.25	43.39	530 3,04,750	166 95,450	166 95,450
5 Jan	787.75	104.65 ₹ 60,173.75	0 0.00	-	0 0	0 0	0 0
2 Jan	845.90	104.65 ₹ 60,173.75	0 0.00	-	0 0	0 0	0 0
1 Jan	847.20	104.65 ₹ 60,173.75	0 0.00	-	0 0	0 0	0 0
31 Dec	842.15	104.65 ₹ 60,173.75	0 0.00	-	0 0	0 0	0 0

For Premier Energies Limited - strike price 760 expiring on 27JAN2026

Delta for 760 CE is 0.32

Historical price for 760 CE is as follows

On 9 Jan PREMIERENE was trading at 717.45. The strike last trading price was 13.35, which was -4 lower than the previous day. The implied volatity was 43.20, the open interest changed by 30 which increased total open position to 335

On 8 Jan PREMIERENE was trading at 730.25. The strike last trading price was 17.5, which was -12.25 lower than the previous day. The implied volatity was 44.65, the open interest changed by -47 which decreased total open position to 304

On 7 Jan PREMIERENE was trading at 752.05. The strike last trading price was 28.8, which was -6.2 lower than the previous day. The implied volatity was 45.02, the open interest changed by 185 which increased total open position to 351

On 6 Jan PREMIERENE was trading at 762.10. The strike last trading price was 34.5, which was -70.15 lower than the previous day. The implied volatity was 43.39, the open interest changed by 166 which increased total open position to 166

On 5 Jan PREMIERENE was trading at 787.75. The strike last trading price was 104.65, 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 2 Jan PREMIERENE was trading at 845.90. The strike last trading price was 104.65, 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 104.65, 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 104.65, 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

PREMIERENE 27JAN2026 760 PE
Delta: -0.68 Vega: 0.57 Theta: -0.56 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	717.45	51.55 ₹ 29,641.25	0.25 143.75	44.50	20 11,500	-1 -575	148 85,100
8 Jan	730.25	52.5 ₹ 30,187.5	18.95 10896.25	52.81	362 2,08,150	-12 -6,900	149 85,675
7 Jan	752.05	34.5 ₹ 19,837.5	4.2 2415.00	44.81	198 1,13,850	23 13,225	162 93,150
6 Jan	762.10	32.35 ₹ 18,601.25	10.7 6152.50	48.52	1,076 6,18,700	30 17,250	136 78,200
5 Jan	787.75	23.2 ₹ 13,340	18.95 10896.25	48.82	519 2,98,425	66 37,950	105 60,375
2 Jan	845.90	4.35 ₹ 2,501.25	-1.3 -747.50	36.80	15 8,625	-4 -2,300	39 22,425
1 Jan	847.20	5.65 ₹ 3,248.75	-3.6 -2070.00	38.98	16 9,200	1 575	42 24,150
31 Dec	842.15	10 ₹ 5,750	0.9 517.50	45.30	68 39,100	41 23,575	41 23,575

For Premier Energies Limited - strike price 760 expiring on 27JAN2026

Delta for 760 PE is -0.68

Historical price for 760 PE is as follows

On 9 Jan PREMIERENE was trading at 717.45. The strike last trading price was 51.55, which was 0.25 higher than the previous day. The implied volatity was 44.50, the open interest changed by -1 which decreased total open position to 148

On 8 Jan PREMIERENE was trading at 730.25. The strike last trading price was 52.5, which was 18.95 higher than the previous day. The implied volatity was 52.81, the open interest changed by -12 which decreased total open position to 149

On 7 Jan PREMIERENE was trading at 752.05. The strike last trading price was 34.5, which was 4.2 higher than the previous day. The implied volatity was 44.81, the open interest changed by 23 which increased total open position to 162

On 6 Jan PREMIERENE was trading at 762.10. The strike last trading price was 32.35, which was 10.7 higher than the previous day. The implied volatity was 48.52, the open interest changed by 30 which increased total open position to 136

On 5 Jan PREMIERENE was trading at 787.75. The strike last trading price was 23.2, which was 18.95 higher than the previous day. The implied volatity was 48.82, the open interest changed by 66 which increased total open position to 105

On 2 Jan PREMIERENE was trading at 845.90. The strike last trading price was 4.35, which was -1.3 lower than the previous day. The implied volatity was 36.80, the open interest changed by -4 which decreased total open position to 39

On 1 Jan PREMIERENE was trading at 847.20. The strike last trading price was 5.65, which was -3.6 lower than the previous day. The implied volatity was 38.98, the open interest changed by 1 which increased total open position to 42

On 31 Dec PREMIERENE was trading at 842.15. The strike last trading price was 10, which was 0.9 higher than the previous day. The implied volatity was 45.30, the open interest changed by 41 which increased total open position to 41

Related Pages for PREMIERENE

PREMIERENE

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJAJHLDNG

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD