PREMIERENE
Premier Energies Limited
Historical option data for PREMIERENE
02 Apr 2026 04:14 PM IST
| PREMIERENE 28-Apr-2026 (23d) 870 CE | ||||||||||||||||
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Delta: 0.7
Vega: 0.85
Theta: -0.91
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 917.35 | 72.85 | -14.75 | 46.31 | 3 | 1 | 22 | |||||||||
| 1 Apr | 937.70 | 87.9 | 39.2 | 44.47 | 44 | -1 | 20 | |||||||||
| 30 Mar | 891.65 | 48.8 | -8.75 | 27.64 | 23 | 3 | 21 | |||||||||
| 27 Mar | 893.80 | 57.55 | -18.25 | 40.3 | 1 | 0 | 18 | |||||||||
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| 25 Mar | 916.90 | 75.8 | 15.8 | 42.44 | 9 | -6 | 18 | |||||||||
| 24 Mar | 889.35 | 60 | 8.1 | 43.26 | 26 | -8 | 25 | |||||||||
| 23 Mar | 866.55 | 53.1 | 10.65 | 45.46 | 49 | 10 | 31 | |||||||||
| 20 Mar | 864.75 | 44.85 | 3.75 | 38.9 | 8 | 6 | 22 | |||||||||
| 19 Mar | 864.35 | 41 | -10.35 | 35.92 | 19 | 7 | 11 | |||||||||
| 18 Mar | 869.60 | 52 | 28.1 | 40.65 | 9 | 2 | 4 | |||||||||
| 17 Mar | 811.20 | 23.9 | -7.35 | 38.4 | 4 | 3 | 3 | |||||||||
For Premier Energies Limited - strike price 870 expiring on 28APR2026
Delta for 870 CE is 0.7
Historical price for 870 CE is as follows
On 2 Apr PREMIERENE was trading at 917.35. The strike last trading price was 72.85, which was -14.75 lower than the previous day. The implied volatity was 46.31, the open interest changed by 1 which increased total open position to 22
On 1 Apr PREMIERENE was trading at 937.70. The strike last trading price was 87.9, which was 39.2 higher than the previous day. The implied volatity was 44.47, the open interest changed by -1 which decreased total open position to 20
On 30 Mar PREMIERENE was trading at 891.65. The strike last trading price was 48.8, which was -8.75 lower than the previous day. The implied volatity was 27.64, the open interest changed by 3 which increased total open position to 21
On 27 Mar PREMIERENE was trading at 893.80. The strike last trading price was 57.55, which was -18.25 lower than the previous day. The implied volatity was 40.3, the open interest changed by 0 which decreased total open position to 18
On 25 Mar PREMIERENE was trading at 916.90. The strike last trading price was 75.8, which was 15.8 higher than the previous day. The implied volatity was 42.44, the open interest changed by -6 which decreased total open position to 18
On 24 Mar PREMIERENE was trading at 889.35. The strike last trading price was 60, which was 8.1 higher than the previous day. The implied volatity was 43.26, the open interest changed by -8 which decreased total open position to 25
On 23 Mar PREMIERENE was trading at 866.55. The strike last trading price was 53.1, which was 10.65 higher than the previous day. The implied volatity was 45.46, the open interest changed by 10 which increased total open position to 31
On 20 Mar PREMIERENE was trading at 864.75. The strike last trading price was 44.85, which was 3.75 higher than the previous day. The implied volatity was 38.9, the open interest changed by 6 which increased total open position to 22
On 19 Mar PREMIERENE was trading at 864.35. The strike last trading price was 41, which was -10.35 lower than the previous day. The implied volatity was 35.92, the open interest changed by 7 which increased total open position to 11
On 18 Mar PREMIERENE was trading at 869.60. The strike last trading price was 52, which was 28.1 higher than the previous day. The implied volatity was 40.65, the open interest changed by 2 which increased total open position to 4
On 17 Mar PREMIERENE was trading at 811.20. The strike last trading price was 23.9, which was -7.35 lower than the previous day. The implied volatity was 38.4, the open interest changed by 3 which increased total open position to 3
| PREMIERENE 28-Apr-2026 (23d) 870 PE | |||||||
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Delta: -0.31
Vega: 0.86
Theta: -0.73
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 917.35 | 25.75 | 4 | 49.02 | 105 | 28 | 109 |
| 1 Apr | 937.70 | 21.45 | -28.4 | 50.32 | 308 | 13 | 81 |
| 30 Mar | 891.65 | 49.55 | -3.7 | 66.57 | 36 | 0 | 64 |
| 27 Mar | 893.80 | 49.9 | 8.5 | 61.09 | 85 | 53 | 64 |
| 25 Mar | 916.90 | 41.4 | -72.85 | 59.05 | 11 | 10 | 10 |
| 24 Mar | 889.35 | 114.25 | 0 | 2.57 | 0 | 0 | 0 |
| 23 Mar | 866.55 | 114.25 | 0 | 0.87 | 0 | 0 | 0 |
| 20 Mar | 864.75 | 114.25 | 0 | 0.28 | 0 | 0 | 0 |
| 19 Mar | 864.35 | 114.25 | 0 | 0.06 | 0 | 0 | 0 |
| 18 Mar | 869.60 | 114.25 | 0 | 1.04 | 0 | 0 | 0 |
| 17 Mar | 811.20 | 114.25 | 0 | - | 0 | 0 | 0 |
For Premier Energies Limited - strike price 870 expiring on 28APR2026
Delta for 870 PE is -0.31
Historical price for 870 PE is as follows
On 2 Apr PREMIERENE was trading at 917.35. The strike last trading price was 25.75, which was 4 higher than the previous day. The implied volatity was 49.02, the open interest changed by 28 which increased total open position to 109
On 1 Apr PREMIERENE was trading at 937.70. The strike last trading price was 21.45, which was -28.4 lower than the previous day. The implied volatity was 50.32, the open interest changed by 13 which increased total open position to 81
On 30 Mar PREMIERENE was trading at 891.65. The strike last trading price was 49.55, which was -3.7 lower than the previous day. The implied volatity was 66.57, the open interest changed by 0 which decreased total open position to 64
On 27 Mar PREMIERENE was trading at 893.80. The strike last trading price was 49.9, which was 8.5 higher than the previous day. The implied volatity was 61.09, the open interest changed by 53 which increased total open position to 64
On 25 Mar PREMIERENE was trading at 916.90. The strike last trading price was 41.4, which was -72.85 lower than the previous day. The implied volatity was 59.05, the open interest changed by 10 which increased total open position to 10
On 24 Mar PREMIERENE was trading at 889.35. The strike last trading price was 114.25, which was 0 lower than the previous day. The implied volatity was 2.57, the open interest changed by 0 which decreased total open position to 0
On 23 Mar PREMIERENE was trading at 866.55. The strike last trading price was 114.25, which was 0 lower than the previous day. The implied volatity was 0.87, the open interest changed by 0 which decreased total open position to 0
On 20 Mar PREMIERENE was trading at 864.75. The strike last trading price was 114.25, which was 0 lower than the previous day. The implied volatity was 0.28, the open interest changed by 0 which decreased total open position to 0
On 19 Mar PREMIERENE was trading at 864.35. The strike last trading price was 114.25, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0
On 18 Mar PREMIERENE was trading at 869.60. The strike last trading price was 114.25, which was 0 lower than the previous day. The implied volatity was 1.04, the open interest changed by 0 which decreased total open position to 0
On 17 Mar PREMIERENE was trading at 811.20. The strike last trading price was 114.25, 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
