PETRONET
Petronet Lng Limited
Historical option data for PETRONET
21 Nov 2024 04:11 PM IST
| PETRONET 28NOV2024 308 CE | ||||||||||
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Delta: 0.89
Vega: 0.08
Theta: -0.24
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 321.85 | 15.15 | 6.15 | 27.51 | 9 | -0.5 | 20.5 | |||
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| 20 Nov | 313.95 | 9 | 0.00 | 32.17 | 4.5 | 3.5 | 18 | |||
| 19 Nov | 313.95 | 9 | 1.00 | 32.17 | 4.5 | 0.5 | 18 | |||
| 18 Nov | 311.75 | 8 | -16.15 | 25.73 | 13 | 3 | 17.5 | |||
| 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 0.89
Historical price for 308 CE is as follows
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 15.15, which was 6.15 higher than the previous day. The implied volatity was 27.51, the open interest changed by -1 which decreased total open position to 41
On 20 Nov PETRONET was trading at 313.95. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 32.17, the open interest changed by 7 which increased total open position to 36
On 19 Nov PETRONET was trading at 313.95. The strike last trading price was 9, which was 1.00 higher than the previous day. The implied volatity was 32.17, the open interest changed by 1 which increased total open position to 36
On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 8, which was -16.15 lower than the previous day. The implied volatity was 25.73, the open interest changed by 6 which increased total open position to 35
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.18
Vega: 0.12
Theta: -0.29
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 321.85 | 1.6 | -2.35 | 36.82 | 130 | 9 | 135 |
| 20 Nov | 313.95 | 3.95 | 0.00 | 31.41 | 73.5 | -6.5 | 126 |
| 19 Nov | 313.95 | 3.95 | -0.30 | 31.41 | 73.5 | -6.5 | 126 |
| 18 Nov | 311.75 | 4.25 | 0.65 | 31.13 | 150.5 | 6 | 133.5 |
| 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 -0.18
Historical price for 308 PE is as follows
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 1.6, which was -2.35 lower than the previous day. The implied volatity was 36.82, the open interest changed by 18 which increased total open position to 270
On 20 Nov PETRONET was trading at 313.95. The strike last trading price was 3.95, which was 0.00 lower than the previous day. The implied volatity was 31.41, the open interest changed by -13 which decreased total open position to 252
On 19 Nov PETRONET was trading at 313.95. The strike last trading price was 3.95, which was -0.30 lower than the previous day. The implied volatity was 31.41, the open interest changed by -13 which decreased total open position to 252
On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 4.25, which was 0.65 higher than the previous day. The implied volatity was 31.13, the open interest changed by 12 which increased total open position to 267
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
