PREMIERENE
Premier Energies Limited
Historical option data for PREMIERENE
13 Apr 2026 04:11 PM IST
| PREMIERENE 28-Apr-2026 (14d) 940 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.7
Vega: 0.01
Theta: -0.88
Gamma: 0.00471
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Apr | 974.00 | 50.05 | -7.150000000000006 | 36.92 | 169 | 49 | 234 | |||||||||
| 10 Apr | 975.20 | 57.2 | 5.950000000000003 | 42.85 | 130 | 81 | 185 | |||||||||
| 9 Apr | 956.45 | 50.8 | -1.05 | 46.15 | 43 | -13 | 104 | |||||||||
| 8 Apr | 959.65 | 53 | 8.55 | 43.55 | 439 | -57 | 121 | |||||||||
| 7 Apr | 943.30 | 44.15 | 8 | 45.57 | 1,762 | 98 | 192 | |||||||||
| 6 Apr | 925.95 | 34 | -1.9 | 44.4 | 187 | -2 | 89 | |||||||||
| 2 Apr | 917.35 | 34.6 | -12.05 | 44.69 | 307 | -39 | 96 | |||||||||
|
|
||||||||||||||||
| 1 Apr | 937.70 | 45.6 | 22.8 | 44.19 | 654 | 89 | 135 | |||||||||
| 30 Mar | 891.65 | 23.55 | -5.25 | 37.02 | 42 | 11 | 46 | |||||||||
| 27 Mar | 893.80 | 29 | -10.55 | 43.31 | 45 | 17 | 34 | |||||||||
| 25 Mar | 916.90 | 38.5 | 4.4 | 41.96 | 33 | 9 | 16 | |||||||||
| 24 Mar | 889.35 | 34.1 | 9.5 | 47.73 | 2 | 1 | 6 | |||||||||
| 23 Mar | 866.55 | 24.6 | 12.7 | - | 0 | 0 | 5 | |||||||||
| 20 Mar | 864.75 | 24.6 | 12.7 | - | 0 | 0 | 5 | |||||||||
| 19 Mar | 864.35 | 24.6 | 12.7 | 43.98 | 5 | 0 | 0 | |||||||||
For Premier Energies Limited - strike price 940 expiring on 28APR2026
Delta for 940 CE is 0.7
Historical price for 940 CE is as follows
On 13 Apr PREMIERENE was trading at 974.00. The strike last trading price was 50.05, which was -7.150000000000006 lower than the previous day. The implied volatity was 36.92, the open interest changed by 49 which increased total open position to 234
On 10 Apr PREMIERENE was trading at 975.20. The strike last trading price was 57.2, which was 5.950000000000003 higher than the previous day. The implied volatity was 42.85, the open interest changed by 81 which increased total open position to 185
On 9 Apr PREMIERENE was trading at 956.45. The strike last trading price was 50.8, which was -1.05 lower than the previous day. The implied volatity was 46.15, the open interest changed by -13 which decreased total open position to 104
On 8 Apr PREMIERENE was trading at 959.65. The strike last trading price was 53, which was 8.55 higher than the previous day. The implied volatity was 43.55, the open interest changed by -57 which decreased total open position to 121
On 7 Apr PREMIERENE was trading at 943.30. The strike last trading price was 44.15, which was 8 higher than the previous day. The implied volatity was 45.57, the open interest changed by 98 which increased total open position to 192
On 6 Apr PREMIERENE was trading at 925.95. The strike last trading price was 34, which was -1.9 lower than the previous day. The implied volatity was 44.4, the open interest changed by -2 which decreased total open position to 89
On 2 Apr PREMIERENE was trading at 917.35. The strike last trading price was 34.6, which was -12.05 lower than the previous day. The implied volatity was 44.69, the open interest changed by -39 which decreased total open position to 96
On 1 Apr PREMIERENE was trading at 937.70. The strike last trading price was 45.6, which was 22.8 higher than the previous day. The implied volatity was 44.19, the open interest changed by 89 which increased total open position to 135
On 30 Mar PREMIERENE was trading at 891.65. The strike last trading price was 23.55, which was -5.25 lower than the previous day. The implied volatity was 37.02, the open interest changed by 11 which increased total open position to 46
On 27 Mar PREMIERENE was trading at 893.80. The strike last trading price was 29, which was -10.55 lower than the previous day. The implied volatity was 43.31, the open interest changed by 17 which increased total open position to 34
On 25 Mar PREMIERENE was trading at 916.90. The strike last trading price was 38.5, which was 4.4 higher than the previous day. The implied volatity was 41.96, the open interest changed by 9 which increased total open position to 16
On 24 Mar PREMIERENE was trading at 889.35. The strike last trading price was 34.1, which was 9.5 higher than the previous day. The implied volatity was 47.73, the open interest changed by 1 which increased total open position to 6
On 23 Mar PREMIERENE was trading at 866.55. The strike last trading price was 24.6, which was 12.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 20 Mar PREMIERENE was trading at 864.75. The strike last trading price was 24.6, which was 12.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 19 Mar PREMIERENE was trading at 864.35. The strike last trading price was 24.6, which was 12.7 higher than the previous day. The implied volatity was 43.98, the open interest changed by 0 which decreased total open position to 0
| PREMIERENE 28-Apr-2026 (14d) 940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 0.01
Theta: -1.03
Gamma: 0.00394
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Apr | 974.00 | 22.55 | 1.3000000000000007 | 46.87 | 206 | 47 | 132 |
| 10 Apr | 975.20 | 21.6 | -9.049999999999997 | 42.25 | 128 | 26 | 93 |
| 9 Apr | 956.45 | 30.7 | 3.1 | 46.66 | 95 | 4 | 67 |
| 8 Apr | 959.65 | 27.1 | -10.15 | 43.82 | 251 | 33 | 64 |
| 7 Apr | 943.30 | 38.05 | -9.55 | 45.9 | 159 | 15 | 31 |
| 6 Apr | 925.95 | 50.25 | -7.2 | 47.63 | 18 | 1 | 17 |
| 2 Apr | 917.35 | 59.45 | 10.45 | 49.63 | 16 | 0 | 16 |
| 1 Apr | 937.70 | 49.5 | -44.25 | 48.31 | 46 | 11 | 15 |
| 30 Mar | 891.65 | 93.7 | -136.25 | - | 0 | 4 | 0 |
| 27 Mar | 893.80 | 93.7 | -136.25 | 66.49 | 8 | 4 | 4 |
| 25 Mar | 916.90 | 229.95 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 889.35 | 229.95 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 866.55 | 229.95 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 864.75 | 229.95 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 864.35 | 229.95 | 0 | - | 0 | 0 | 0 |
For Premier Energies Limited - strike price 940 expiring on 28APR2026
Delta for 940 PE is -0.34
Historical price for 940 PE is as follows
On 13 Apr PREMIERENE was trading at 974.00. The strike last trading price was 22.55, which was 1.3000000000000007 higher than the previous day. The implied volatity was 46.87, the open interest changed by 47 which increased total open position to 132
On 10 Apr PREMIERENE was trading at 975.20. The strike last trading price was 21.6, which was -9.049999999999997 lower than the previous day. The implied volatity was 42.25, the open interest changed by 26 which increased total open position to 93
On 9 Apr PREMIERENE was trading at 956.45. The strike last trading price was 30.7, which was 3.1 higher than the previous day. The implied volatity was 46.66, the open interest changed by 4 which increased total open position to 67
On 8 Apr PREMIERENE was trading at 959.65. The strike last trading price was 27.1, which was -10.15 lower than the previous day. The implied volatity was 43.82, the open interest changed by 33 which increased total open position to 64
On 7 Apr PREMIERENE was trading at 943.30. The strike last trading price was 38.05, which was -9.55 lower than the previous day. The implied volatity was 45.9, the open interest changed by 15 which increased total open position to 31
On 6 Apr PREMIERENE was trading at 925.95. The strike last trading price was 50.25, which was -7.2 lower than the previous day. The implied volatity was 47.63, the open interest changed by 1 which increased total open position to 17
On 2 Apr PREMIERENE was trading at 917.35. The strike last trading price was 59.45, which was 10.45 higher than the previous day. The implied volatity was 49.63, the open interest changed by 0 which decreased total open position to 16
On 1 Apr PREMIERENE was trading at 937.70. The strike last trading price was 49.5, which was -44.25 lower than the previous day. The implied volatity was 48.31, the open interest changed by 11 which increased total open position to 15
On 30 Mar PREMIERENE was trading at 891.65. The strike last trading price was 93.7, which was -136.25 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 27 Mar PREMIERENE was trading at 893.80. The strike last trading price was 93.7, which was -136.25 lower than the previous day. The implied volatity was 66.49, the open interest changed by 4 which increased total open position to 4
On 25 Mar PREMIERENE was trading at 916.90. The strike last trading price was 229.95, 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 24 Mar PREMIERENE was trading at 889.35. The strike last trading price was 229.95, 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 23 Mar PREMIERENE was trading at 866.55. The strike last trading price was 229.95, 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 20 Mar PREMIERENE was trading at 864.75. The strike last trading price was 229.95, 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 19 Mar PREMIERENE was trading at 864.35. The strike last trading price was 229.95, 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
