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[--[65.84.65.76]--]
PETRONET
Petronet Lng Limited

313.85 -1.00 (-0.32%)

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Historical option data for PETRONET

14 Nov 2024 04:11 PM IST
PETRONET 28NOV2024 308 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 313.85 24.15 0.00 0.00 0 0 0
13 Nov 314.85 24.15 0.00 0.00 0 0 0
12 Nov 322.70 24.15 0.00 0.00 0 0 0
11 Nov 326.95 24.15 0.00 0.00 0 14.5 0
8 Nov 328.90 24.15 26.97 6.5 3 16


For Petronet Lng Limited - strike price 308 expiring on 28NOV2024

Delta for 308 CE is 0.00

Historical price for 308 CE is as follows

On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 24.15, 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 24.15, 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 24.15, 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 24.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 29 which increased total open position to 0


On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 24.15, which was lower than the previous day. The implied volatity was 26.97, the open interest changed by 6 which increased total open position to 32


PETRONET 28NOV2024 308 PE
Delta: -0.32
Vega: 0.22
Theta: -0.18
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
14 Nov 313.85 3.6 0.20 26.97 81.5 3 128
13 Nov 314.85 3.4 1.20 27.09 94.5 -4 125
12 Nov 322.70 2.2 0.55 28.92 133 -91.5 131
11 Nov 326.95 1.65 -0.05 29.90 8 -2.5 223
8 Nov 328.90 1.7 29.62 247.5 94 225.5


For Petronet Lng Limited - strike price 308 expiring on 28NOV2024

Delta for 308 PE is -0.32

Historical price for 308 PE is as follows

On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 3.6, which was 0.20 higher than the previous day. The implied volatity was 26.97, the open interest changed by 6 which increased total open position to 256


On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 3.4, which was 1.20 higher than the previous day. The implied volatity was 27.09, the open interest changed by -8 which decreased total open position to 250


On 12 Nov PETRONET was trading at 322.70. The strike last trading price was 2.2, which was 0.55 higher than the previous day. The implied volatity was 28.92, the open interest changed by -183 which decreased total open position to 262


On 11 Nov PETRONET was trading at 326.95. The strike last trading price was 1.65, which was -0.05 lower than the previous day. The implied volatity was 29.90, the open interest changed by -5 which decreased total open position to 446


On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 1.7, which was lower than the previous day. The implied volatity was 29.62, the open interest changed by 188 which increased total open position to 451