PETRONET
Petronet Lng Limited
Historical option data for PETRONET
20 Dec 2024 04:11 PM IST
| PETRONET 26DEC2024 315 CE | ||||||||||
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Delta: 0.96
Vega: 0.03
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 336.45 | 21.85 | -4.35 | 29.19 | 2 | 0 | 0 | |||
| 19 Dec | 334.75 | 26.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 335.05 | 26.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 340.45 | 26.2 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 337.00 | 26.2 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 340.50 | 26.2 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 343.00 | 26.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 341.20 | 26.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 335.20 | 26.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 335.10 | 26.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 335.85 | 26.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 337.85 | 26.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 336.35 | 26.2 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 339.30 | 26.2 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 338.55 | 26.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 29 Nov | 333.10 | 26.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 328.00 | 26.2 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 326.95 | 26.2 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 328.90 | 26.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 333.85 | 26.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 323.60 | 26.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 321.85 | 26.2 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 313.95 | 26.2 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 313.95 | 26.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 311.75 | 26.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 313.85 | 26.2 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 314.85 | 26.2 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 322.70 | 26.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 326.95 | 26.2 | -4.95 | - | 0 | 0 | 0 | |||
| 7 Nov | 346.70 | 31.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 344.65 | 31.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 334.60 | 31.15 | - | 0 | 0 | 0 | ||||
For Petronet Lng Limited - strike price 315 expiring on 26DEC2024
Delta for 315 CE is 0.96
Historical price for 315 CE is as follows
On 20 Dec PETRONET was trading at 336.45. The strike last trading price was 21.85, which was -4.35 lower than the previous day. The implied volatity was 29.19, the open interest changed by 0 which decreased total open position to 0
On 19 Dec PETRONET was trading at 334.75. The strike last trading price was 26.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Dec PETRONET was trading at 335.05. The strike last trading price was 26.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Dec PETRONET was trading at 340.45. The strike last trading price was 26.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec PETRONET was trading at 337.00. The strike last trading price was 26.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Dec PETRONET was trading at 340.50. The strike last trading price was 26.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec PETRONET was trading at 343.00. The strike last trading price was 26.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec PETRONET was trading at 341.20. The strike last trading price was 26.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec PETRONET was trading at 335.20. The strike last trading price was 26.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec PETRONET was trading at 335.10. The strike last trading price was 26.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec PETRONET was trading at 335.85. The strike last trading price was 26.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec PETRONET was trading at 337.85. The strike last trading price was 26.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec PETRONET was trading at 336.35. The strike last trading price was 26.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec PETRONET was trading at 339.30. The strike last trading price was 26.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec PETRONET was trading at 338.55. The strike last trading price was 26.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov PETRONET was trading at 333.10. The strike last trading price was 26.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov PETRONET was trading at 328.00. The strike last trading price was 26.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov PETRONET was trading at 326.95. The strike last trading price was 26.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov PETRONET was trading at 328.90. The strike last trading price was 26.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov PETRONET was trading at 333.85. The strike last trading price was 26.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov PETRONET was trading at 323.60. The strike last trading price was 26.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 26.2, which was 0.00 lower than the previous day. The implied volatity was -, 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 26.2, which was 0.00 lower than the previous day. The implied volatity was -, 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 26.2, which was 0.00 lower than the previous day. The implied volatity was -, 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 26.2, which was 0.00 lower than the previous day. The implied volatity was -, 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 26.2, which was 0.00 lower than the previous day. The implied volatity was -, 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 26.2, which was 0.00 lower than the previous day. The implied volatity was -, 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 26.2, which was 0.00 lower than the previous day. The implied volatity was -, 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 26.2, which was -4.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov PETRONET was trading at 346.70. The strike last trading price was 31.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov PETRONET was trading at 344.65. The strike last trading price was 31.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov PETRONET was trading at 334.60. The strike last trading price was 31.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| PETRONET 26DEC2024 315 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.05
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 336.45 | 0.4 | -0.20 | 34.21 | 231 | 7 | 176 |
| 19 Dec | 334.75 | 0.6 | 0.15 | 34.72 | 128 | -9 | 169 |
| 18 Dec | 335.05 | 0.45 | 0.00 | 0.00 | 0 | 1 | 0 |
| 17 Dec | 340.45 | 0.45 | 0.10 | 32.37 | 2 | 1 | 178 |
| 16 Dec | 337.00 | 0.35 | -0.25 | 27.18 | 20 | -1 | 179 |
| 13 Dec | 340.50 | 0.6 | -0.05 | 30.54 | 36 | -17 | 184 |
| 12 Dec | 343.00 | 0.65 | -0.05 | 30.79 | 50 | -18 | 207 |
| 11 Dec | 341.20 | 0.7 | -0.50 | 29.25 | 56 | 18 | 238 |
| 10 Dec | 335.20 | 1.2 | -0.20 | 27.67 | 134 | 43 | 223 |
| 9 Dec | 335.10 | 1.4 | 0.05 | 28.38 | 122 | -18 | 142 |
| 6 Dec | 335.85 | 1.35 | -0.10 | 26.32 | 110 | -22 | 162 |
| 5 Dec | 337.85 | 1.45 | -0.20 | 27.45 | 47 | -12 | 185 |
| 4 Dec | 336.35 | 1.65 | 0.35 | 27.42 | 43 | -13 | 197 |
| 3 Dec | 339.30 | 1.3 | -0.35 | 27.42 | 428 | 47 | 217 |
| 2 Dec | 338.55 | 1.65 | -0.35 | 27.15 | 195 | -14 | 179 |
| 29 Nov | 333.10 | 2 | -0.95 | 27.42 | 393 | 67 | 199 |
| 28 Nov | 328.00 | 2.95 | -0.05 | 24.48 | 240 | 81 | 131 |
| 27 Nov | 326.95 | 3 | -0.30 | 23.38 | 80 | 41 | 50 |
| 26 Nov | 328.90 | 3.3 | -2.20 | 25.12 | 8 | 6 | 8 |
| 25 Nov | 333.85 | 5.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 323.60 | 5.5 | -3.95 | 26.84 | 3 | 1 | 1 |
| 21 Nov | 321.85 | 9.45 | 0.00 | 3.08 | 0 | 0 | 0 |
| 20 Nov | 313.95 | 9.45 | 0.00 | 0.59 | 0 | 0 | 0 |
| 19 Nov | 313.95 | 9.45 | 0.00 | 0.59 | 0 | 0 | 0 |
| 18 Nov | 311.75 | 9.45 | 0.00 | 0.09 | 0 | 0 | 0 |
| 14 Nov | 313.85 | 9.45 | 0.00 | 0.81 | 0 | 0 | 0 |
| 13 Nov | 314.85 | 9.45 | 0.00 | 1.24 | 0 | 0 | 0 |
| 12 Nov | 322.70 | 9.45 | 0.00 | 3.07 | 0 | 0 | 0 |
| 11 Nov | 326.95 | 9.45 | 7.65 | 4.33 | 0 | 0 | 0 |
| 7 Nov | 346.70 | 1.8 | -7.85 | 25.62 | 10 | 8 | 8 |
| 6 Nov | 344.65 | 9.65 | 0.00 | 7.99 | 0 | 0 | 0 |
| 5 Nov | 334.60 | 9.65 | 5.74 | 0 | 0 | 0 | |
For Petronet Lng Limited - strike price 315 expiring on 26DEC2024
Delta for 315 PE is -0.06
Historical price for 315 PE is as follows
On 20 Dec PETRONET was trading at 336.45. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 34.21, the open interest changed by 7 which increased total open position to 176
On 19 Dec PETRONET was trading at 334.75. The strike last trading price was 0.6, which was 0.15 higher than the previous day. The implied volatity was 34.72, the open interest changed by -9 which decreased total open position to 169
On 18 Dec PETRONET was trading at 335.05. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 17 Dec PETRONET was trading at 340.45. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 32.37, the open interest changed by 1 which increased total open position to 178
On 16 Dec PETRONET was trading at 337.00. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 27.18, the open interest changed by -1 which decreased total open position to 179
On 13 Dec PETRONET was trading at 340.50. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 30.54, the open interest changed by -17 which decreased total open position to 184
On 12 Dec PETRONET was trading at 343.00. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 30.79, the open interest changed by -18 which decreased total open position to 207
On 11 Dec PETRONET was trading at 341.20. The strike last trading price was 0.7, which was -0.50 lower than the previous day. The implied volatity was 29.25, the open interest changed by 18 which increased total open position to 238
On 10 Dec PETRONET was trading at 335.20. The strike last trading price was 1.2, which was -0.20 lower than the previous day. The implied volatity was 27.67, the open interest changed by 43 which increased total open position to 223
On 9 Dec PETRONET was trading at 335.10. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was 28.38, the open interest changed by -18 which decreased total open position to 142
On 6 Dec PETRONET was trading at 335.85. The strike last trading price was 1.35, which was -0.10 lower than the previous day. The implied volatity was 26.32, the open interest changed by -22 which decreased total open position to 162
On 5 Dec PETRONET was trading at 337.85. The strike last trading price was 1.45, which was -0.20 lower than the previous day. The implied volatity was 27.45, the open interest changed by -12 which decreased total open position to 185
On 4 Dec PETRONET was trading at 336.35. The strike last trading price was 1.65, which was 0.35 higher than the previous day. The implied volatity was 27.42, the open interest changed by -13 which decreased total open position to 197
On 3 Dec PETRONET was trading at 339.30. The strike last trading price was 1.3, which was -0.35 lower than the previous day. The implied volatity was 27.42, the open interest changed by 47 which increased total open position to 217
On 2 Dec PETRONET was trading at 338.55. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 27.15, the open interest changed by -14 which decreased total open position to 179
On 29 Nov PETRONET was trading at 333.10. The strike last trading price was 2, which was -0.95 lower than the previous day. The implied volatity was 27.42, the open interest changed by 67 which increased total open position to 199
On 28 Nov PETRONET was trading at 328.00. The strike last trading price was 2.95, which was -0.05 lower than the previous day. The implied volatity was 24.48, the open interest changed by 81 which increased total open position to 131
On 27 Nov PETRONET was trading at 326.95. The strike last trading price was 3, which was -0.30 lower than the previous day. The implied volatity was 23.38, the open interest changed by 41 which increased total open position to 50
On 26 Nov PETRONET was trading at 328.90. The strike last trading price was 3.3, which was -2.20 lower than the previous day. The implied volatity was 25.12, the open interest changed by 6 which increased total open position to 8
On 25 Nov PETRONET was trading at 333.85. The strike last trading price was 5.5, 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 22 Nov PETRONET was trading at 323.60. The strike last trading price was 5.5, which was -3.95 lower than the previous day. The implied volatity was 26.84, the open interest changed by 1 which increased total open position to 1
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 9.45, which was 0.00 lower than the previous day. The implied volatity was 3.08, 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 9.45, which was 0.00 lower than the previous day. The implied volatity was 0.59, 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 9.45, which was 0.00 lower than the previous day. The implied volatity was 0.59, 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 9.45, which was 0.00 lower than the previous day. The implied volatity was 0.09, 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 9.45, which was 0.00 lower than the previous day. The implied volatity was 0.81, 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 9.45, which was 0.00 lower than the previous day. The implied volatity was 1.24, 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 9.45, which was 0.00 lower than the previous day. The implied volatity was 3.07, 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 9.45, which was 7.65 higher than the previous day. The implied volatity was 4.33, the open interest changed by 0 which decreased total open position to 0
On 7 Nov PETRONET was trading at 346.70. The strike last trading price was 1.8, which was -7.85 lower than the previous day. The implied volatity was 25.62, the open interest changed by 8 which increased total open position to 8
On 6 Nov PETRONET was trading at 344.65. The strike last trading price was 9.65, which was 0.00 lower than the previous day. The implied volatity was 7.99, the open interest changed by 0 which decreased total open position to 0
On 5 Nov PETRONET was trading at 334.60. The strike last trading price was 9.65, which was lower than the previous day. The implied volatity was 5.74, the open interest changed by 0 which decreased total open position to 0
