PETRONET
Petronet Lng Limited
Historical option data for PETRONET
21 Nov 2024 04:11 PM IST
| PETRONET 28NOV2024 293 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 321.85 | 31.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 313.95 | 31.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 313.95 | 31.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 18 Nov | 311.75 | 31.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 313.85 | 31.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 314.85 | 31.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 322.70 | 31.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 326.95 | 31.55 | 0.00 | 0.00 | 0 | 3.5 | 0 | |||
| 8 Nov | 328.90 | 31.55 | 0.00 | 0 | 0 | 0 | ||||
For Petronet Lng Limited - strike price 293 expiring on 28NOV2024
Delta for 293 CE is 0.00
Historical price for 293 CE is as follows
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 31.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Nov PETRONET was trading at 313.95. The strike last trading price was 31.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov PETRONET was trading at 313.95. The strike last trading price was 31.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 31.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 31.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 31.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Nov PETRONET was trading at 322.70. The strike last trading price was 31.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Nov PETRONET was trading at 326.95. The strike last trading price was 31.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 31.55, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| PETRONET 28NOV2024 293 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.05
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 321.85 | 0.5 | -0.80 | 44.80 | 110 | -48 | 339.5 |
| 20 Nov | 313.95 | 1.3 | 0.00 | 40.04 | 132 | -24 | 393.5 |
| 19 Nov | 313.95 | 1.3 | -0.15 | 40.04 | 132 | -18 | 393.5 |
| 18 Nov | 311.75 | 1.45 | 0.15 | 37.87 | 132.5 | 6 | 424.5 |
| 14 Nov | 313.85 | 1.3 | -0.20 | 33.19 | 111.5 | -0.5 | 422 |
| 13 Nov | 314.85 | 1.5 | 0.55 | 34.91 | 171 | 20.5 | 423.5 |
| 12 Nov | 322.70 | 0.95 | 0.20 | 35.51 | 85 | -26 | 403.5 |
| 11 Nov | 326.95 | 0.75 | -0.10 | 35.52 | 51 | -7 | 430 |
| 8 Nov | 328.90 | 0.85 | 36.19 | 172 | -11 | 437.5 | |
For Petronet Lng Limited - strike price 293 expiring on 28NOV2024
Delta for 293 PE is -0.06
Historical price for 293 PE is as follows
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 0.5, which was -0.80 lower than the previous day. The implied volatity was 44.80, the open interest changed by -96 which decreased total open position to 679
On 20 Nov PETRONET was trading at 313.95. The strike last trading price was 1.3, which was 0.00 lower than the previous day. The implied volatity was 40.04, the open interest changed by -48 which decreased total open position to 787
On 19 Nov PETRONET was trading at 313.95. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was 40.04, the open interest changed by -36 which decreased total open position to 787
On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 1.45, which was 0.15 higher than the previous day. The implied volatity was 37.87, the open interest changed by 12 which increased total open position to 849
On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 1.3, which was -0.20 lower than the previous day. The implied volatity was 33.19, the open interest changed by -1 which decreased total open position to 844
On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 1.5, which was 0.55 higher than the previous day. The implied volatity was 34.91, the open interest changed by 41 which increased total open position to 847
On 12 Nov PETRONET was trading at 322.70. The strike last trading price was 0.95, which was 0.20 higher than the previous day. The implied volatity was 35.51, the open interest changed by -52 which decreased total open position to 807
On 11 Nov PETRONET was trading at 326.95. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was 35.52, the open interest changed by -14 which decreased total open position to 860
On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was 36.19, the open interest changed by -22 which decreased total open position to 875
