PREMIERENE PREMIER ENERGIES LIMITED

PREMIER ENERGIES LIMITED — on this desk since 31 Dec 2025.

implied move
4.7%
12 days to the expiry read
futures
short build
price fell and open interest rose
basis
-1.21%
the future traded 1.21% below the share
option prices
24
dearer than 24 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
————72011,70000.01—
————7407,800−6500.01long unwinding
—156.40014,30076031,850+2,6000.03—
————78040,300+1,3000.10short build-up
—116.7809,7508002,12,550−11,7001.75short covering
————8201,36,500−26,6502.40short covering
—78.7402,6008405,08,300+3,2503.90long build-up
long unwinding50.75−1,02,7001,46,9008602,51,550−17,5506.20short covering
short build-up35.60+87,7505,14,1508805,77,200−22,10010.80short covering
short build-up22.80+42,90020,74,150wall900wall9,20,400+11,70018.40long build-up
short build-up13.80+1,61,8509,50,950920at the money3,86,100+51,35029.30long build-up
short build-up8.00+3,65,30013,05,85094082,550+14,30043.35long build-up
long unwinding4.65−20,1506,18,80096015,600051.48—
long unwinding2.90−1,3002,57,40098020,150067.83—
long unwinding2.05−8,45011,21,2501,00030,550085.61—
long unwinding1.30−3,90061,7501,0201,9500104.35—
long unwinding0.57−65042,9001,0405,8500123.66—
—0.25021,4501,0606,5000143.31—
—0.1008,4501,080————
—0.04054,6001,1009,7500183.02—
—0.02020,1501,120————

The options were priced for a move of about 4.7% by 27 Oct.

Open interest

as of Thu 15 Oct 15:30

Short build: price fell and open interest rose.

For this stock, 37 of 64 times the close 5 sessions later was higher.

Across every F&O stock, 58,860 of 1,16,717 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 1.21% below the share.

Not in the F&O ban this session; open interest stood at 90% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 4.7% by 27 Oct; over the sessions the desk holds it ranged 1.9–10.1%.

Option prices were dearer than 24 of the past 252 sessions.

Puts were priced dearer than calls the same distance out.

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Implied and realised around results

as of Thu 15 Oct 15:30

No results meeting with an option chain on its eve yet.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octshort build4.7%-1.21%
Wed 14 Octshort cover4.7%0.21%
Tue 13 Octlong build4.8%-0.04%
Mon 12 Octlong build5.4%-2.40%
Fri 9 Octshort build5.9%-1.05%
Thu 8 Octlong unwind6.5%0.50%
Wed 7 Octshort build6.6%-0.14%
Tue 6 Octlong build6.8%0.34%
Mon 5 Octlong build7.2%-0.78%
Thu 1 Octshort build7.6%-0.24%
Wed 30 Seplong build7.3%0.98%
Tue 29 Sepshort build7.3%-0.55%
Mon 28 Seplong build7.6%-0.73%
Fri 25 Sepshort cover1.9%0.41%
Thu 24 Seplong unwind2.7%-1.01%
Wed 23 Seplong build2.8%0.05%
Tue 22 Sepshort build3.0%-0.58%
Mon 21 Seplong build3.4%-1.13%
Fri 18 Seplong build3.8%0.24%
Thu 17 Sepshort build4.3%0.66%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
  • Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.

Before comparing across time

as of Thu 15 Oct 15:30

Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.

The lot size changed from 575 to 650 on 29 Apr 2026; contracts either side are compared in shares, not lots.