Historical option data for PREMIERENE
23 Jun 2026 12:24 PM IST
| PREMIERENE 28-Jul-2026 (35d) 1050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.59
Vega: 0.01
Theta: -0.66
Gamma: 0.00352
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 1049.70 | 54.3 | -0.7 (-1.27%) | 33.23 | 2 | -1 | 10 | |||||||||
| 22 Jun | 1062.80 | 55.15 | -13.85 (-20.07%) | 33.49 | 14 | 5 | 11 | |||||||||
| 19 Jun | 1079.60 | 68.75 | 27.75 (67.68%) | 39.32 | 1 | 1 | 6 | |||||||||
| 18 Jun | 1057.70 | 40.6 | -0.4 (-0.98%) | - | 5 | 0 | 5 | |||||||||
| 17 Jun | 1055.80 | 40.6 | -0.4 (-0.98%) | 24.77 | 5 | 0 | 5 | |||||||||
| 16 Jun | 1055.30 | 40.6 | -27.4 (-40.29%) | 24.77 | 5 | 5 | 5 | |||||||||
| 15 Jun | 1045.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jun | 1034.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Jun | 1058.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Jun | 1065.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Premier Energies Limited - strike price 1050 expiring on 28JUL2026
Delta for 1050 CE is 0.59
Historical price for 1050 CE is as follows
On 23 Jun PREMIERENE was trading at 1049.70. The strike last trading price was 54.3, which was -0.7 lower than the previous day. The implied volatity was 33.23, the open interest changed by -1 which decreased total open position to 10
On 22 Jun PREMIERENE was trading at 1062.80. The strike last trading price was 55.15, which was -13.85 lower than the previous day. The implied volatity was 33.49, the open interest changed by 5 which increased total open position to 11
On 19 Jun PREMIERENE was trading at 1079.60. The strike last trading price was 68.75, which was 27.75 higher than the previous day. The implied volatity was 39.32, the open interest changed by 1 which increased total open position to 6
On 18 Jun PREMIERENE was trading at 1057.70. The strike last trading price was 40.6, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 17 Jun PREMIERENE was trading at 1055.80. The strike last trading price was 40.6, which was -0.4 lower than the previous day. The implied volatity was 24.77, the open interest changed by 0 which decreased total open position to 5
On 16 Jun PREMIERENE was trading at 1055.30. The strike last trading price was 40.6, which was -27.4 lower than the previous day. The implied volatity was 24.77, the open interest changed by 5 which increased total open position to 5
On 15 Jun PREMIERENE was trading at 1045.40. The strike last trading price was 0, 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 12 Jun PREMIERENE was trading at 1034.60. The strike last trading price was 0, 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 11 Jun PREMIERENE was trading at 1058.00. The strike last trading price was 0, 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 10 Jun PREMIERENE was trading at 1065.90. The strike last trading price was 0, 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
| PREMIERENE 28-Jul-2026 (35d) 1050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.01
Theta: -0.53
Gamma: 0.00332
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 1049.70 | 38.1 | 38.1 (-13.41%) | 35.02 | 3 | 0 | 4 |
| 22 Jun | 1062.80 | 38.1 | -5.9 (-13.41%) | 35.02 | 3 | 3 | 4 |
| 19 Jun | 1079.60 | 44 | 44 | - | 1 | 0 | 1 |
| 18 Jun | 1057.70 | 44 | 44 | - | 1 | 0 | 1 |
| 17 Jun | 1055.80 | 44 | 44 (0.00%) | - | 1 | 0 | 1 |
| 16 Jun | 1055.30 | 44 | 0 (0.00%) | - | 1 | 0 | 1 |
| 15 Jun | 1045.40 | 44 | 0 (0.00%) | - | 1 | 0 | 1 |
| 12 Jun | 1034.60 | 44 | 0 (0.00%) | - | 1 | 0 | 1 |
| 11 Jun | 1058.00 | 44 | 0 (0.00%) | 36.77 | 1 | 0 | 1 |
| 10 Jun | 1065.90 | 44 | -46 (-51.11%) | 36.77 | 1 | 0 | 0 |
For Premier Energies Limited - strike price 1050 expiring on 28JUL2026
Delta for 1050 PE is -0.42
Historical price for 1050 PE is as follows
On 23 Jun PREMIERENE was trading at 1049.70. The strike last trading price was 38.1, which was 38.1 higher than the previous day. The implied volatity was 35.02, the open interest changed by 0 which decreased total open position to 4
On 22 Jun PREMIERENE was trading at 1062.80. The strike last trading price was 38.1, which was -5.9 lower than the previous day. The implied volatity was 35.02, the open interest changed by 3 which increased total open position to 4
On 19 Jun PREMIERENE was trading at 1079.60. The strike last trading price was 44, which was 44 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Jun PREMIERENE was trading at 1057.70. The strike last trading price was 44, which was 44 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Jun PREMIERENE was trading at 1055.80. The strike last trading price was 44, which was 44 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Jun PREMIERENE was trading at 1055.30. The strike last trading price was 44, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Jun PREMIERENE was trading at 1045.40. The strike last trading price was 44, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Jun PREMIERENE was trading at 1034.60. The strike last trading price was 44, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Jun PREMIERENE was trading at 1058.00. The strike last trading price was 44, which was 0 lower than the previous day. The implied volatity was 36.77, the open interest changed by 0 which decreased total open position to 1
On 10 Jun PREMIERENE was trading at 1065.90. The strike last trading price was 44, which was -46 lower than the previous day. The implied volatity was 36.77, the open interest changed by 0 which decreased total open position to 0
