PETRONET
Petronet Lng Limited
Historical option data for PETRONET
21 Nov 2024 04:11 PM IST
| PETRONET 28NOV2024 303 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 | 34 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 313.95 | 34 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 313.95 | 34 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 311.75 | 34 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 313.85 | 34 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 314.85 | 34 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 322.70 | 34 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 11 Nov | 326.95 | 34 | 0.00 | 0.00 | 0 | 10.5 | 0 | |||
| 8 Nov | 328.90 | 34 | 0.00 | 0 | 0 | 0 | ||||
For Petronet Lng Limited - strike price 303 expiring on 28NOV2024
Delta for 303 CE is 0.00
Historical price for 303 CE is as follows
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 34, 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 34, 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 34, 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 34, 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 34, 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 34, 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 34, 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 34, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 21 which increased total open position to 0
On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 34, 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 303 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.13
Vega: 0.09
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 321.85 | 1.2 | -1.65 | 40.82 | 178 | 15 | 567.5 |
| 20 Nov | 313.95 | 2.85 | 0.00 | 36.42 | 152.5 | -1 | 552.5 |
| 19 Nov | 313.95 | 2.85 | -0.25 | 36.42 | 152.5 | -1 | 552.5 |
| 18 Nov | 311.75 | 3.1 | 0.50 | 34.12 | 189.5 | -21 | 553.5 |
| 14 Nov | 313.85 | 2.6 | 0.10 | 29.32 | 206 | -24 | 569 |
| 13 Nov | 314.85 | 2.5 | 0.70 | 29.46 | 385 | -35 | 593.5 |
| 12 Nov | 322.70 | 1.8 | 0.50 | 32.11 | 433 | -8 | 630 |
| 11 Nov | 326.95 | 1.3 | -0.05 | 31.49 | 238.5 | 9 | 639 |
| 8 Nov | 328.90 | 1.35 | 32.15 | 659.5 | 10 | 631 | |
For Petronet Lng Limited - strike price 303 expiring on 28NOV2024
Delta for 303 PE is -0.13
Historical price for 303 PE is as follows
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 1.2, which was -1.65 lower than the previous day. The implied volatity was 40.82, the open interest changed by 30 which increased total open position to 1135
On 20 Nov PETRONET was trading at 313.95. The strike last trading price was 2.85, which was 0.00 lower than the previous day. The implied volatity was 36.42, the open interest changed by -2 which decreased total open position to 1105
On 19 Nov PETRONET was trading at 313.95. The strike last trading price was 2.85, which was -0.25 lower than the previous day. The implied volatity was 36.42, the open interest changed by -2 which decreased total open position to 1105
On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 3.1, which was 0.50 higher than the previous day. The implied volatity was 34.12, the open interest changed by -42 which decreased total open position to 1107
On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 2.6, which was 0.10 higher than the previous day. The implied volatity was 29.32, the open interest changed by -48 which decreased total open position to 1138
On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 2.5, which was 0.70 higher than the previous day. The implied volatity was 29.46, the open interest changed by -70 which decreased total open position to 1187
On 12 Nov PETRONET was trading at 322.70. The strike last trading price was 1.8, which was 0.50 higher than the previous day. The implied volatity was 32.11, the open interest changed by -16 which decreased total open position to 1260
On 11 Nov PETRONET was trading at 326.95. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 31.49, the open interest changed by 18 which increased total open position to 1278
On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 1.35, which was lower than the previous day. The implied volatity was 32.15, the open interest changed by 20 which increased total open position to 1262
