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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 313 CE
Delta: 0.56
Vega: 0.24
Theta: -0.26
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
14 Nov 313.85 7.25 -0.95 25.14 23.5 1 19.5
13 Nov 314.85 8.2 -5.25 24.88 15 4.5 19
12 Nov 322.70 13.45 -7.25 25.81 3.5 2 15
11 Nov 326.95 20.7 0.70 43.35 1 0 13
8 Nov 328.90 20 27.01 18 3 13


For Petronet Lng Limited - strike price 313 expiring on 28NOV2024

Delta for 313 CE is 0.56

Historical price for 313 CE is as follows

On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 7.25, which was -0.95 lower than the previous day. The implied volatity was 25.14, the open interest changed by 2 which increased total open position to 39


On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 8.2, which was -5.25 lower than the previous day. The implied volatity was 24.88, the open interest changed by 9 which increased total open position to 38


On 12 Nov PETRONET was trading at 322.70. The strike last trading price was 13.45, which was -7.25 lower than the previous day. The implied volatity was 25.81, the open interest changed by 4 which increased total open position to 30


On 11 Nov PETRONET was trading at 326.95. The strike last trading price was 20.7, which was 0.70 higher than the previous day. The implied volatity was 43.35, the open interest changed by 0 which decreased total open position to 26


On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 20, which was lower than the previous day. The implied volatity was 27.01, the open interest changed by 6 which increased total open position to 26


PETRONET 28NOV2024 313 PE
Delta: -0.44
Vega: 0.24
Theta: -0.18
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
14 Nov 313.85 5.2 0.40 25.34 179 -28 276
13 Nov 314.85 4.8 1.55 25.21 556 -69 306
12 Nov 322.70 3.25 1.05 27.93 262.5 -21 376
11 Nov 326.95 2.2 -0.15 26.72 148 -43.5 398
8 Nov 328.90 2.35 28.28 682 76 435.5


For Petronet Lng Limited - strike price 313 expiring on 28NOV2024

Delta for 313 PE is -0.44

Historical price for 313 PE is as follows

On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 5.2, which was 0.40 higher than the previous day. The implied volatity was 25.34, the open interest changed by -56 which decreased total open position to 552


On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 4.8, which was 1.55 higher than the previous day. The implied volatity was 25.21, the open interest changed by -138 which decreased total open position to 612


On 12 Nov PETRONET was trading at 322.70. The strike last trading price was 3.25, which was 1.05 higher than the previous day. The implied volatity was 27.93, the open interest changed by -42 which decreased total open position to 752


On 11 Nov PETRONET was trading at 326.95. The strike last trading price was 2.2, which was -0.15 lower than the previous day. The implied volatity was 26.72, the open interest changed by -87 which decreased total open position to 796


On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 2.35, which was lower than the previous day. The implied volatity was 28.28, the open interest changed by 152 which increased total open position to 871