PREMIERENE

Premier Energies Limited

730.25 -21.80 (-2.90%)

L: 725.5 H: 769.4

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Historical option data for PREMIERENE
08 Jan 2026 04:13 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 780 CE
Delta: 0.27 Vega: 0.55 Theta: -0.70 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
8 Jan	730.25	11.9 ₹ 6,842.5	-9.55 -5491.25	44.72	677 3,89,275	55 31,625	315 1,81,125

7 Jan	752.05	20.35 ₹ 11,701.25	-4.85 -2788.75	44.33	480 2,76,000	-29 -16,675	259 1,48,925
6 Jan	762.10	25.75 ₹ 14,806.25	-13.1 -7532.50	43.91	989 5,68,675	210 1,20,750	291 1,67,325
5 Jan	787.75	38.5 ₹ 22,137.5	-41.5 -23862.50	42.26	268 1,54,100	80 46,000	81 46,575
2 Jan	845.90	80 ₹ 46,000	-9.05 -5203.75	-	0 0	0 0	1 575
1 Jan	847.20	80 ₹ 46,000	-9.05 -5203.75	-	0 0	0 0	1 575
31 Dec	842.15	80 ₹ 46,000	-9.05 -5203.75	41.75	1 575	0 0	0 0

For Premier Energies Limited - strike price 780 expiring on 27JAN2026

Delta for 780 CE is 0.27

Historical price for 780 CE is as follows

On 8 Jan PREMIERENE was trading at 730.25. The strike last trading price was 11.9, which was -9.55 lower than the previous day. The implied volatity was 44.72, the open interest changed by 55 which increased total open position to 315

On 7 Jan PREMIERENE was trading at 752.05. The strike last trading price was 20.35, which was -4.85 lower than the previous day. The implied volatity was 44.33, the open interest changed by -29 which decreased total open position to 259

On 6 Jan PREMIERENE was trading at 762.10. The strike last trading price was 25.75, which was -13.1 lower than the previous day. The implied volatity was 43.91, the open interest changed by 210 which increased total open position to 291

On 5 Jan PREMIERENE was trading at 787.75. The strike last trading price was 38.5, which was -41.5 lower than the previous day. The implied volatity was 42.26, the open interest changed by 80 which increased total open position to 81

On 2 Jan PREMIERENE was trading at 845.90. The strike last trading price was 80, which was -9.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 1 Jan PREMIERENE was trading at 847.20. The strike last trading price was 80, which was -9.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 31 Dec PREMIERENE was trading at 842.15. The strike last trading price was 80, which was -9.05 lower than the previous day. The implied volatity was 41.75, the open interest changed by 0 which decreased total open position to 0

PREMIERENE 27JAN2026 780 PE
Delta: -0.69 Vega: 0.58 Theta: -0.65 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
8 Jan	730.25	66 ₹ 37,950	21.35 12276.25	52.35	25 14,375	-9 -5,175	93 53,475
7 Jan	752.05	46.35 ₹ 26,651.25	6.05 3478.75	44.72	41 23,575	0 0	103 59,225
6 Jan	762.10	41.4 ₹ 23,805	11.95 6871.25	46.16	715 4,11,125	-77 -44,275	104 59,800
5 Jan	787.75	30.85 ₹ 17,738.75	24.05 13828.75	47.60	1,350 7,76,250	163 93,725	180 1,03,500
2 Jan	845.90	6.8 ₹ 3,910	-1.15 -661.25	35.60	15 8,625	-9 -5,175	16 9,200
1 Jan	847.20	7.9 ₹ 4,542.5	-3.55 -2041.25	36.80	68 39,100	12 6,900	26 14,950
31 Dec	842.15	13.45 ₹ 7,733.75	0.05 28.75	43.53	133 76,475	13 7,475	13 7,475

For Premier Energies Limited - strike price 780 expiring on 27JAN2026

Delta for 780 PE is -0.69

Historical price for 780 PE is as follows

On 8 Jan PREMIERENE was trading at 730.25. The strike last trading price was 66, which was 21.35 higher than the previous day. The implied volatity was 52.35, the open interest changed by -9 which decreased total open position to 93

On 7 Jan PREMIERENE was trading at 752.05. The strike last trading price was 46.35, which was 6.05 higher than the previous day. The implied volatity was 44.72, the open interest changed by 0 which decreased total open position to 103

On 6 Jan PREMIERENE was trading at 762.10. The strike last trading price was 41.4, which was 11.95 higher than the previous day. The implied volatity was 46.16, the open interest changed by -77 which decreased total open position to 104

On 5 Jan PREMIERENE was trading at 787.75. The strike last trading price was 30.85, which was 24.05 higher than the previous day. The implied volatity was 47.60, the open interest changed by 163 which increased total open position to 180

On 2 Jan PREMIERENE was trading at 845.90. The strike last trading price was 6.8, which was -1.15 lower than the previous day. The implied volatity was 35.60, the open interest changed by -9 which decreased total open position to 16

On 1 Jan PREMIERENE was trading at 847.20. The strike last trading price was 7.9, which was -3.55 lower than the previous day. The implied volatity was 36.80, the open interest changed by 12 which increased total open position to 26

On 31 Dec PREMIERENE was trading at 842.15. The strike last trading price was 13.45, which was 0.05 higher than the previous day. The implied volatity was 43.53, the open interest changed by 13 which increased total open position to 13

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