Historical option data for PREMIERENE
27 May 2026 04:10 PM IST
| PREMIERENE 30-Jun-2026 (33d) 990 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.77
Vega: 0.01
Theta: -0.46
Gamma: 0.00325
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 1046.00 | 76 | 16.7 (28.16%) | 29.03 | 247 | 18 | 244 | |||||||||
| 26 May | 1016.80 | 60 | 19.8 (49.25%) | 32.6 | 539 | 207 | 237 | |||||||||
| 25 May | 985.00 | 40.2 | -2.35 (-5.52%) | 31.56 | 54 | 23 | 29 | |||||||||
| 22 May | 983.40 | 40.3 | -50.25 (-55.49%) | 36.03 | 5 | 4 | 6 | |||||||||
| 21 May | 1015.10 | 90.55 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 20 May | 992.40 | 90.55 | -0.45 (-0.49%) | - | 0 | 0 | 2 | |||||||||
| 19 May | 983.10 | 90.55 | -0.45 (-0.49%) | 68.2 | 0 | 0 | 2 | |||||||||
| 18 May | 986.90 | 90.55 | -20.45 (-18.42%) | 68.2 | 2 | 0 | 0 | |||||||||
| 15 May | 981.60 | 0 | -110.9 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 977.40 | 0 | -110.9 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 967.40 | 0 | -110.9 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 966.80 | 0 | -110.9 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1003.80 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
For Premier Energies Limited - strike price 990 expiring on 30JUN2026
Delta for 990 CE is 0.77
Historical price for 990 CE is as follows
On 27 May PREMIERENE was trading at 1046.00. The strike last trading price was 76, which was 16.7 higher than the previous day. The implied volatity was 29.03, the open interest changed by 18 which increased total open position to 244
On 26 May PREMIERENE was trading at 1016.80. The strike last trading price was 60, which was 19.8 higher than the previous day. The implied volatity was 32.6, the open interest changed by 207 which increased total open position to 237
On 25 May PREMIERENE was trading at 985.00. The strike last trading price was 40.2, which was -2.35 lower than the previous day. The implied volatity was 31.56, the open interest changed by 23 which increased total open position to 29
On 22 May PREMIERENE was trading at 983.40. The strike last trading price was 40.3, which was -50.25 lower than the previous day. The implied volatity was 36.03, the open interest changed by 4 which increased total open position to 6
On 21 May PREMIERENE was trading at 1015.10. The strike last trading price was 90.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 May PREMIERENE was trading at 992.40. The strike last trading price was 90.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 May PREMIERENE was trading at 983.10. The strike last trading price was 90.55, which was -0.45 lower than the previous day. The implied volatity was 68.2, the open interest changed by 0 which decreased total open position to 2
On 18 May PREMIERENE was trading at 986.90. The strike last trading price was 90.55, which was -20.45 lower than the previous day. The implied volatity was 68.2, the open interest changed by 0 which decreased total open position to 0
On 15 May PREMIERENE was trading at 981.60. The strike last trading price was 0, which was -110.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May PREMIERENE was trading at 977.40. The strike last trading price was 0, which was -110.9 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May PREMIERENE was trading at 967.40. The strike last trading price was 0, which was -110.9 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May PREMIERENE was trading at 966.80. The strike last trading price was 0, which was -110.9 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May PREMIERENE was trading at 1003.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
| PREMIERENE 30-Jun-2026 (33d) 990 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 0.01
Theta: -0.36
Gamma: 0.00306
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 1046.00 | 14.95 | -6.15 (-29.15%) | 31.46 | 161 | 58 | 94 |
| 26 May | 1016.80 | 21.1 | -17.9 (-45.90%) | 28.7 | 24 | 11 | 36 |
| 25 May | 985.00 | 39.1 | -10.5 (-21.17%) | 32.41 | 31 | 19 | 23 |
| 22 May | 983.40 | 51 | -20 (-28.17%) | 39.27 | 6 | 3 | 4 |
| 21 May | 1015.10 | 71 | 71 | - | 0 | 0 | 1 |
| 20 May | 992.40 | 71.2 | 71.2 | - | 0 | 0 | 1 |
| 19 May | 983.10 | 71.2 | 71.2 (32.59%) | 52.4 | 0 | 0 | 1 |
| 18 May | 986.90 | 71.2 | 17.5 (32.59%) | 52.4 | 1 | 1 | 1 |
| 15 May | 981.60 | 0 | -53.7 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 977.40 | 0 | -53.7 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 967.40 | 0 | -53.7 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 966.80 | 0 | -53.7 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1003.80 | 0 | 0 | - | 0 | 10 | 10 |
For Premier Energies Limited - strike price 990 expiring on 30JUN2026
Delta for 990 PE is -0.24
Historical price for 990 PE is as follows
On 27 May PREMIERENE was trading at 1046.00. The strike last trading price was 14.95, which was -6.15 lower than the previous day. The implied volatity was 31.46, the open interest changed by 58 which increased total open position to 94
On 26 May PREMIERENE was trading at 1016.80. The strike last trading price was 21.1, which was -17.9 lower than the previous day. The implied volatity was 28.7, the open interest changed by 11 which increased total open position to 36
On 25 May PREMIERENE was trading at 985.00. The strike last trading price was 39.1, which was -10.5 lower than the previous day. The implied volatity was 32.41, the open interest changed by 19 which increased total open position to 23
On 22 May PREMIERENE was trading at 983.40. The strike last trading price was 51, which was -20 lower than the previous day. The implied volatity was 39.27, the open interest changed by 3 which increased total open position to 4
On 21 May PREMIERENE was trading at 1015.10. The strike last trading price was 71, which was 71 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 May PREMIERENE was trading at 992.40. The strike last trading price was 71.2, which was 71.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 May PREMIERENE was trading at 983.10. The strike last trading price was 71.2, which was 71.2 higher than the previous day. The implied volatity was 52.4, the open interest changed by 0 which decreased total open position to 1
On 18 May PREMIERENE was trading at 986.90. The strike last trading price was 71.2, which was 17.5 higher than the previous day. The implied volatity was 52.4, the open interest changed by 1 which increased total open position to 1
On 15 May PREMIERENE was trading at 981.60. The strike last trading price was 0, which was -53.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May PREMIERENE was trading at 977.40. The strike last trading price was 0, which was -53.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May PREMIERENE was trading at 967.40. The strike last trading price was 0, which was -53.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May PREMIERENE was trading at 966.80. The strike last trading price was 0, which was -53.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May PREMIERENE was trading at 1003.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
