PETRONET
Petronet Lng Limited
Historical option data for PETRONET
14 Nov 2024 04:11 PM IST
| PETRONET 28NOV2024 280 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 313.85 | 50.1 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 314.85 | 50.1 | -11.90 | - | 0 | 0 | 0 | |||
| 6 Nov | 344.65 | 62 | 1.55 | - | 1 | 0 | 1 | |||
|
|
||||||||||
| 5 Nov | 334.60 | 60.45 | -31.85 | 73.11 | 1 | 0 | 0 | |||
| 4 Nov | 333.15 | 92.3 | 92.30 | - | 0 | 0 | 0 | |||
| 20 Sept | 325.00 | 0 | - | 0 | 0 | 0 | ||||
For Petronet Lng Limited - strike price 280 expiring on 28NOV2024
Delta for 280 CE is -
Historical price for 280 CE is as follows
On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 50.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 50.1, which was -11.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov PETRONET was trading at 344.65. The strike last trading price was 62, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Nov PETRONET was trading at 334.60. The strike last trading price was 60.45, which was -31.85 lower than the previous day. The implied volatity was 73.11, the open interest changed by 0 which decreased total open position to 0
On 4 Nov PETRONET was trading at 333.15. The strike last trading price was 92.3, which was 92.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Sept PETRONET was trading at 325.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| PETRONET 28NOV2024 280 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.07
Theta: -0.09
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 313.85 | 0.6 | -0.15 | 39.07 | 45 | 16 | 54.5 |
| 13 Nov | 314.85 | 0.75 | 0.10 | 40.81 | 50 | 38 | 38 |
| 6 Nov | 344.65 | 0.65 | 0.00 | 0.00 | 0 | 1 | 0 |
| 5 Nov | 334.60 | 0.65 | -0.20 | 43.69 | 1 | 0 | 1 |
| 4 Nov | 333.15 | 0.85 | 0.85 | 44.52 | 1 | 0.5 | 0.5 |
| 20 Sept | 325.00 | 0 | - | 0 | 0 | 0 | |
For Petronet Lng Limited - strike price 280 expiring on 28NOV2024
Delta for 280 PE is -0.06
Historical price for 280 PE is as follows
On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 39.07, the open interest changed by 32 which increased total open position to 109
On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 0.75, which was 0.10 higher than the previous day. The implied volatity was 40.81, the open interest changed by 76 which increased total open position to 76
On 6 Nov PETRONET was trading at 344.65. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Nov PETRONET was trading at 334.60. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 43.69, the open interest changed by 0 which decreased total open position to 2
On 4 Nov PETRONET was trading at 333.15. The strike last trading price was 0.85, which was 0.85 higher than the previous day. The implied volatity was 44.52, the open interest changed by 1 which increased total open position to 1
On 20 Sept PETRONET was trading at 325.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
