PREMIERENE
Premier Energies Limited
Historical option data for PREMIERENE
20 Apr 2026 04:10 PM IST
| PREMIERENE 28-Apr-2026 (7d) 960 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.84
Vega: 0
Theta: -0.78
Gamma: 0.00493
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Apr | 1010.75 | 51.1 | -9.649999999999999 | 32.96 | 25 | -14 | 237 | |||||||||
|
|
||||||||||||||||
| 17 Apr | 1034.60 | 64.1 | 8.799999999999997 | 56.11 | 57 | -7 | 253 | |||||||||
| 16 Apr | 1003.10 | 57.5 | 7.399999999999999 | 37.76 | 78 | 35 | 261 | |||||||||
| 15 Apr | 998.50 | 50.1 | 10.800000000000004 | 31.36 | 106 | -25 | 225 | |||||||||
| 13 Apr | 974.00 | 38.65 | -7.25 | 40.84 | 257 | -1 | 252 | |||||||||
| 10 Apr | 975.20 | 44.15 | 3.25 | 42.65 | 340 | -34 | 260 | |||||||||
| 9 Apr | 956.45 | 39.5 | -0.75 | 45.08 | 685 | 37 | 297 | |||||||||
| 8 Apr | 959.65 | 40.8 | 5.15 | 42.05 | 643 | 17 | 264 | |||||||||
| 7 Apr | 943.30 | 34.75 | 5 | 45.39 | 872 | 127 | 249 | |||||||||
| 6 Apr | 925.95 | 26.15 | -2.4 | 44.26 | 90 | 35 | 122 | |||||||||
| 2 Apr | 917.35 | 28.25 | -9.2 | 45.78 | 260 | 26 | 88 | |||||||||
| 1 Apr | 937.70 | 36.9 | 15.1 | 45.73 | 186 | 29 | 61 | |||||||||
| 30 Mar | 891.65 | 21.8 | -1.5 | 41.79 | 16 | 3 | 31 | |||||||||
| 27 Mar | 893.80 | 23.3 | -9.65 | 43.78 | 52 | 2 | 27 | |||||||||
| 25 Mar | 916.90 | 32.85 | 7.85 | 43.73 | 22 | 7 | 11 | |||||||||
| 24 Mar | 889.35 | 25 | 5.25 | 44.67 | 6 | 2 | 3 | |||||||||
| 23 Mar | 866.55 | 19.75 | 9.7 | 44.26 | 1 | 0 | 0 | |||||||||
| 20 Mar | 864.75 | 10.05 | 0 | 7.77 | 0 | 0 | 0 | |||||||||
| 19 Mar | 864.35 | 10.05 | 0 | 7.84 | 0 | 0 | 0 | |||||||||
For Premier Energies Limited - strike price 960 expiring on 28APR2026
Delta for 960 CE is 0.84
Historical price for 960 CE is as follows
On 20 Apr PREMIERENE was trading at 1010.75. The strike last trading price was 51.1, which was -9.649999999999999 lower than the previous day. The implied volatity was 32.96, the open interest changed by -14 which decreased total open position to 237
On 17 Apr PREMIERENE was trading at 1034.60. The strike last trading price was 64.1, which was 8.799999999999997 higher than the previous day. The implied volatity was 56.11, the open interest changed by -7 which decreased total open position to 253
On 16 Apr PREMIERENE was trading at 1003.10. The strike last trading price was 57.5, which was 7.399999999999999 higher than the previous day. The implied volatity was 37.76, the open interest changed by 35 which increased total open position to 261
On 15 Apr PREMIERENE was trading at 998.50. The strike last trading price was 50.1, which was 10.800000000000004 higher than the previous day. The implied volatity was 31.36, the open interest changed by -25 which decreased total open position to 225
On 13 Apr PREMIERENE was trading at 974.00. The strike last trading price was 38.65, which was -7.25 lower than the previous day. The implied volatity was 40.84, the open interest changed by -1 which decreased total open position to 252
On 10 Apr PREMIERENE was trading at 975.20. The strike last trading price was 44.15, which was 3.25 higher than the previous day. The implied volatity was 42.65, the open interest changed by -34 which decreased total open position to 260
On 9 Apr PREMIERENE was trading at 956.45. The strike last trading price was 39.5, which was -0.75 lower than the previous day. The implied volatity was 45.08, the open interest changed by 37 which increased total open position to 297
On 8 Apr PREMIERENE was trading at 959.65. The strike last trading price was 40.8, which was 5.15 higher than the previous day. The implied volatity was 42.05, the open interest changed by 17 which increased total open position to 264
On 7 Apr PREMIERENE was trading at 943.30. The strike last trading price was 34.75, which was 5 higher than the previous day. The implied volatity was 45.39, the open interest changed by 127 which increased total open position to 249
On 6 Apr PREMIERENE was trading at 925.95. The strike last trading price was 26.15, which was -2.4 lower than the previous day. The implied volatity was 44.26, the open interest changed by 35 which increased total open position to 122
On 2 Apr PREMIERENE was trading at 917.35. The strike last trading price was 28.25, which was -9.2 lower than the previous day. The implied volatity was 45.78, the open interest changed by 26 which increased total open position to 88
On 1 Apr PREMIERENE was trading at 937.70. The strike last trading price was 36.9, which was 15.1 higher than the previous day. The implied volatity was 45.73, the open interest changed by 29 which increased total open position to 61
On 30 Mar PREMIERENE was trading at 891.65. The strike last trading price was 21.8, which was -1.5 lower than the previous day. The implied volatity was 41.79, the open interest changed by 3 which increased total open position to 31
On 27 Mar PREMIERENE was trading at 893.80. The strike last trading price was 23.3, which was -9.65 lower than the previous day. The implied volatity was 43.78, the open interest changed by 2 which increased total open position to 27
On 25 Mar PREMIERENE was trading at 916.90. The strike last trading price was 32.85, which was 7.85 higher than the previous day. The implied volatity was 43.73, the open interest changed by 7 which increased total open position to 11
On 24 Mar PREMIERENE was trading at 889.35. The strike last trading price was 25, which was 5.25 higher than the previous day. The implied volatity was 44.67, the open interest changed by 2 which increased total open position to 3
On 23 Mar PREMIERENE was trading at 866.55. The strike last trading price was 19.75, which was 9.7 higher than the previous day. The implied volatity was 44.26, 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 10.05, which was 0 lower than the previous day. The implied volatity was 7.77, 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 10.05, which was 0 lower than the previous day. The implied volatity was 7.84, the open interest changed by 0 which decreased total open position to 0
| PREMIERENE 28-Apr-2026 (7d) 960 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 0
Theta: -0.98
Gamma: 0.00454
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Apr | 1010.75 | 7.6 | -0.35000000000000053 | 41.41 | 804 | -36 | 493 |
| 17 Apr | 1034.60 | 7.8 | -4.2 | 51.25 | 808 | 152 | 327 |
| 16 Apr | 1003.10 | 11.15 | -6.85 | 40.26 | 123 | -30 | 178 |
| 15 Apr | 998.50 | 17.95 | -13.05 | 46.89 | 345 | 10 | 212 |
| 13 Apr | 974.00 | 31.2 | 2.4499999999999993 | 46.95 | 358 | 28 | 213 |
| 10 Apr | 975.20 | 29.5 | -10.549999999999997 | 42.73 | 186 | 77 | 184 |
| 9 Apr | 956.45 | 40.35 | 3.8 | 46.79 | 171 | -7 | 109 |
| 8 Apr | 959.65 | 35.85 | -11.4 | 43.5 | 242 | 52 | 116 |
| 7 Apr | 943.30 | 49 | -21.25 | 46.23 | 126 | 61 | 64 |
| 6 Apr | 925.95 | 70.1 | -37.5 | - | 0 | 0 | 3 |
| 2 Apr | 917.35 | 70.1 | -37.5 | 47.83 | 2 | 1 | 4 |
| 1 Apr | 937.70 | 107.3 | -140.45 | - | 0 | 0 | 3 |
| 30 Mar | 891.65 | 107.3 | -140.45 | - | 0 | 3 | 0 |
| 27 Mar | 893.80 | 107.3 | -140.45 | 67.23 | 6 | 3 | 3 |
| 25 Mar | 916.90 | 247.75 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 889.35 | 247.75 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 866.55 | 247.75 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 864.75 | 247.75 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 864.35 | 247.75 | 0 | - | 0 | 0 | 0 |
For Premier Energies Limited - strike price 960 expiring on 28APR2026
Delta for 960 PE is -0.21
Historical price for 960 PE is as follows
On 20 Apr PREMIERENE was trading at 1010.75. The strike last trading price was 7.6, which was -0.35000000000000053 lower than the previous day. The implied volatity was 41.41, the open interest changed by -36 which decreased total open position to 493
On 17 Apr PREMIERENE was trading at 1034.60. The strike last trading price was 7.8, which was -4.2 lower than the previous day. The implied volatity was 51.25, the open interest changed by 152 which increased total open position to 327
On 16 Apr PREMIERENE was trading at 1003.10. The strike last trading price was 11.15, which was -6.85 lower than the previous day. The implied volatity was 40.26, the open interest changed by -30 which decreased total open position to 178
On 15 Apr PREMIERENE was trading at 998.50. The strike last trading price was 17.95, which was -13.05 lower than the previous day. The implied volatity was 46.89, the open interest changed by 10 which increased total open position to 212
On 13 Apr PREMIERENE was trading at 974.00. The strike last trading price was 31.2, which was 2.4499999999999993 higher than the previous day. The implied volatity was 46.95, the open interest changed by 28 which increased total open position to 213
On 10 Apr PREMIERENE was trading at 975.20. The strike last trading price was 29.5, which was -10.549999999999997 lower than the previous day. The implied volatity was 42.73, the open interest changed by 77 which increased total open position to 184
On 9 Apr PREMIERENE was trading at 956.45. The strike last trading price was 40.35, which was 3.8 higher than the previous day. The implied volatity was 46.79, the open interest changed by -7 which decreased total open position to 109
On 8 Apr PREMIERENE was trading at 959.65. The strike last trading price was 35.85, which was -11.4 lower than the previous day. The implied volatity was 43.5, the open interest changed by 52 which increased total open position to 116
On 7 Apr PREMIERENE was trading at 943.30. The strike last trading price was 49, which was -21.25 lower than the previous day. The implied volatity was 46.23, the open interest changed by 61 which increased total open position to 64
On 6 Apr PREMIERENE was trading at 925.95. The strike last trading price was 70.1, which was -37.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Apr PREMIERENE was trading at 917.35. The strike last trading price was 70.1, which was -37.5 lower than the previous day. The implied volatity was 47.83, the open interest changed by 1 which increased total open position to 4
On 1 Apr PREMIERENE was trading at 937.70. The strike last trading price was 107.3, which was -140.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 30 Mar PREMIERENE was trading at 891.65. The strike last trading price was 107.3, which was -140.45 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 27 Mar PREMIERENE was trading at 893.80. The strike last trading price was 107.3, which was -140.45 lower than the previous day. The implied volatity was 67.23, the open interest changed by 3 which increased total open position to 3
On 25 Mar PREMIERENE was trading at 916.90. The strike last trading price was 247.75, 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 247.75, 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 247.75, 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 247.75, 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 247.75, 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
