PETRONET
Petronet Lng Limited
Historical option data for PETRONET
21 Nov 2024 04:11 PM IST
| PETRONET 28NOV2024 313 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.79
Vega: 0.13
Theta: -0.32
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 321.85 | 10.95 | 4.90 | 27.22 | 92 | -1.5 | 43.5 | |||
| 20 Nov | 313.95 | 6.05 | 0.00 | 28.20 | 143 | -24 | 45.5 | |||
| 19 Nov | 313.95 | 6.05 | 0.85 | 28.20 | 143 | -23.5 | 45.5 | |||
| 18 Nov | 311.75 | 5.2 | -2.05 | 25.70 | 329 | 49.5 | 69 | |||
| 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 0.79
Historical price for 313 CE is as follows
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 10.95, which was 4.90 higher than the previous day. The implied volatity was 27.22, the open interest changed by -3 which decreased total open position to 87
On 20 Nov PETRONET was trading at 313.95. The strike last trading price was 6.05, which was 0.00 lower than the previous day. The implied volatity was 28.20, the open interest changed by -48 which decreased total open position to 91
On 19 Nov PETRONET was trading at 313.95. The strike last trading price was 6.05, which was 0.85 higher than the previous day. The implied volatity was 28.20, the open interest changed by -47 which decreased total open position to 91
On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 5.2, which was -2.05 lower than the previous day. The implied volatity was 25.70, the open interest changed by 99 which increased total open position to 138
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: -0.25
Vega: 0.14
Theta: -0.31
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 321.85 | 2.2 | -3.30 | 32.78 | 352 | -28 | 193 |
| 20 Nov | 313.95 | 5.5 | 0.00 | 28.67 | 232 | -7.5 | 220 |
| 19 Nov | 313.95 | 5.5 | -0.50 | 28.67 | 232 | -8.5 | 220 |
| 18 Nov | 311.75 | 6 | 0.80 | 28.65 | 274.5 | -49.5 | 230 |
| 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 -0.25
Historical price for 313 PE is as follows
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 2.2, which was -3.30 lower than the previous day. The implied volatity was 32.78, the open interest changed by -56 which decreased total open position to 386
On 20 Nov PETRONET was trading at 313.95. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was 28.67, the open interest changed by -15 which decreased total open position to 440
On 19 Nov PETRONET was trading at 313.95. The strike last trading price was 5.5, which was -0.50 lower than the previous day. The implied volatity was 28.67, the open interest changed by -17 which decreased total open position to 440
On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 6, which was 0.80 higher than the previous day. The implied volatity was 28.65, the open interest changed by -99 which decreased total open position to 460
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
