PETRONET
Petronet Lng Limited
Historical option data for PETRONET
14 Nov 2024 04:11 PM IST
| PETRONET 28NOV2024 295 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 313.85 | 35.9 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 314.85 | 35.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 12 Nov | 322.70 | 35.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 326.95 | 35.9 | -13.70 | - | 0 | 0 | 0 | |||
| 7 Nov | 346.70 | 49.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 344.65 | 49.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 334.60 | 49.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 333.15 | 49.6 | - | 0 | 0 | 0 | ||||
For Petronet Lng Limited - strike price 295 expiring on 28NOV2024
Delta for 295 CE is -
Historical price for 295 CE is as follows
On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 35.9, 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 35.9, 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 12 Nov PETRONET was trading at 322.70. The strike last trading price was 35.9, 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 11 Nov PETRONET was trading at 326.95. The strike last trading price was 35.9, which was -13.70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov PETRONET was trading at 346.70. The strike last trading price was 49.6, 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 6 Nov PETRONET was trading at 344.65. The strike last trading price was 49.6, 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 5 Nov PETRONET was trading at 334.60. The strike last trading price was 49.6, 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 4 Nov PETRONET was trading at 333.15. The strike last trading price was 49.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| PETRONET 28NOV2024 295 PE | |||||||
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Delta: -0.14
Vega: 0.14
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 313.85 | 1.45 | -0.10 | 32.12 | 26.5 | 17 | 20 |
| 13 Nov | 314.85 | 1.55 | 0.60 | 33.10 | 5.5 | 3 | 3 |
| 12 Nov | 322.70 | 0.95 | 0.00 | 13.37 | 0 | 0 | 0 |
| 11 Nov | 326.95 | 0.95 | -3.65 | 15.41 | 0 | 0 | 0 |
| 7 Nov | 346.70 | 4.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 344.65 | 4.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 334.60 | 4.6 | 0.00 | 13.89 | 0 | 0 | 0 |
| 4 Nov | 333.15 | 4.6 | 13.89 | 0 | 0 | 0 | |
For Petronet Lng Limited - strike price 295 expiring on 28NOV2024
Delta for 295 PE is -0.14
Historical price for 295 PE is as follows
On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 1.45, which was -0.10 lower than the previous day. The implied volatity was 32.12, the open interest changed by 34 which increased total open position to 40
On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 1.55, which was 0.60 higher than the previous day. The implied volatity was 33.10, the open interest changed by 6 which increased total open position to 6
On 12 Nov PETRONET was trading at 322.70. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 13.37, 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 0.95, which was -3.65 lower than the previous day. The implied volatity was 15.41, the open interest changed by 0 which decreased total open position to 0
On 7 Nov PETRONET was trading at 346.70. The strike last trading price was 4.6, 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 6 Nov PETRONET was trading at 344.65. The strike last trading price was 4.6, 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 5 Nov PETRONET was trading at 334.60. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was 13.89, 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 4.6, which was lower than the previous day. The implied volatity was 13.89, the open interest changed by 0 which decreased total open position to 0
