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 770 CE
Delta: 0.27 Vega: 0.53 Theta: -0.70 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	717.45	11.2 ₹ 6,440	-3.35 -1926.25	44.02	338 1,94,350	16 9,200	242 1,39,150
8 Jan	730.25	14.45 ₹ 8,308.75	-10.7 -6152.50	44.62	749 4,30,675	33 18,975	227 1,30,525

7 Jan	752.05	24.3 ₹ 13,972.5	-5.35 -3076.25	44.63	242 1,39,150	39 22,425	194 1,11,550
6 Jan	762.10	30.85 ₹ 17,738.75	-16.5 -9487.50	44.98	420 2,41,500	150 86,250	152 87,400
5 Jan	787.75	47.35 ₹ 27,226.25	-49.35 -28376.25	46.84	3 1,725	2 1,150	2 1,150
2 Jan	845.90	96.7 ₹ 55,602.5	0 0.00	-	0 0	0 0	0 0
1 Jan	847.20	96.7 ₹ 55,602.5	0 0.00	-	0 0	0 0	0 0
31 Dec	842.15	96.7 ₹ 55,602.5	0 0.00	-	0 0	0 0	0 0

For Premier Energies Limited - strike price 770 expiring on 27JAN2026

Delta for 770 CE is 0.27

Historical price for 770 CE is as follows

On 9 Jan PREMIERENE was trading at 717.45. The strike last trading price was 11.2, which was -3.35 lower than the previous day. The implied volatity was 44.02, the open interest changed by 16 which increased total open position to 242

On 8 Jan PREMIERENE was trading at 730.25. The strike last trading price was 14.45, which was -10.7 lower than the previous day. The implied volatity was 44.62, the open interest changed by 33 which increased total open position to 227

On 7 Jan PREMIERENE was trading at 752.05. The strike last trading price was 24.3, which was -5.35 lower than the previous day. The implied volatity was 44.63, the open interest changed by 39 which increased total open position to 194

On 6 Jan PREMIERENE was trading at 762.10. The strike last trading price was 30.85, which was -16.5 lower than the previous day. The implied volatity was 44.98, the open interest changed by 150 which increased total open position to 152

On 5 Jan PREMIERENE was trading at 787.75. The strike last trading price was 47.35, which was -49.35 lower than the previous day. The implied volatity was 46.84, the open interest changed by 2 which increased total open position to 2

On 2 Jan PREMIERENE was trading at 845.90. The strike last trading price was 96.7, 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 96.7, 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 96.7, 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 770 PE
Delta: -0.72 Vega: 0.54 Theta: -0.54 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	717.45	59.75 ₹ 34,356.25	0.7 402.50	46.14	19 10,925	-7 -4,025	160 92,000
8 Jan	730.25	59.1 ₹ 33,982.5	20.6 11845.00	52.65	89 51,175	-12 -6,900	170 97,750
7 Jan	752.05	38.15 ₹ 21,936.25	3.45 1983.75	41.82	81 46,575	20 11,500	183 1,05,225
6 Jan	762.10	36.65 ₹ 21,073.75	10.95 6296.25	47.34	910 5,23,250	9 5,175	167 96,025
5 Jan	787.75	27 ₹ 15,525	21.75 12506.25	48.45	841 4,83,575	137 78,775	165 94,875
2 Jan	845.90	5.15 ₹ 2,961.25	-1.1 -632.50	35.54	7 4,025	-2 -1,150	29 16,675
1 Jan	847.20	6.25 ₹ 3,593.75	-4.5 -2587.50	36.90	25 14,375	-1 -575	32 18,400
31 Dec	842.15	11.5 ₹ 6,612.5	0.4 230.00	44.19	55 31,625	34 19,550	34 19,550

For Premier Energies Limited - strike price 770 expiring on 27JAN2026

Delta for 770 PE is -0.72

Historical price for 770 PE is as follows

On 9 Jan PREMIERENE was trading at 717.45. The strike last trading price was 59.75, which was 0.7 higher than the previous day. The implied volatity was 46.14, the open interest changed by -7 which decreased total open position to 160

On 8 Jan PREMIERENE was trading at 730.25. The strike last trading price was 59.1, which was 20.6 higher than the previous day. The implied volatity was 52.65, the open interest changed by -12 which decreased total open position to 170

On 7 Jan PREMIERENE was trading at 752.05. The strike last trading price was 38.15, which was 3.45 higher than the previous day. The implied volatity was 41.82, the open interest changed by 20 which increased total open position to 183

On 6 Jan PREMIERENE was trading at 762.10. The strike last trading price was 36.65, which was 10.95 higher than the previous day. The implied volatity was 47.34, the open interest changed by 9 which increased total open position to 167

On 5 Jan PREMIERENE was trading at 787.75. The strike last trading price was 27, which was 21.75 higher than the previous day. The implied volatity was 48.45, the open interest changed by 137 which increased total open position to 165

On 2 Jan PREMIERENE was trading at 845.90. The strike last trading price was 5.15, which was -1.1 lower than the previous day. The implied volatity was 35.54, the open interest changed by -2 which decreased total open position to 29

On 1 Jan PREMIERENE was trading at 847.20. The strike last trading price was 6.25, which was -4.5 lower than the previous day. The implied volatity was 36.90, the open interest changed by -1 which decreased total open position to 32

On 31 Dec PREMIERENE was trading at 842.15. The strike last trading price was 11.5, which was 0.4 higher than the previous day. The implied volatity was 44.19, the open interest changed by 34 which increased total open position to 34

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