PETRONET
Petronet Lng Limited
Historical option data for PETRONET
21 Nov 2024 04:11 PM IST
| PETRONET 28NOV2024 318 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 0.16
Theta: -0.34
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 321.85 | 6.95 | 3.70 | 24.50 | 431 | -2.5 | 173 | |||
| 20 Nov | 313.95 | 3.25 | 0.00 | 27.45 | 487 | 8.5 | 175.5 | |||
| 19 Nov | 313.95 | 3.25 | 0.40 | 27.45 | 487 | 8.5 | 175.5 | |||
| 18 Nov | 311.75 | 2.85 | -1.60 | 24.17 | 314.5 | 80 | 167 | |||
| 14 Nov | 313.85 | 4.45 | -1.15 | 23.45 | 90.5 | 39 | 87.5 | |||
| 13 Nov | 314.85 | 5.6 | -5.30 | 24.74 | 80 | 23.5 | 47.5 | |||
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| 12 Nov | 322.70 | 10.9 | -3.15 | 28.95 | 3 | 0 | 24 | |||
| 11 Nov | 326.95 | 14.05 | -1.30 | 29.84 | 6.5 | -1.5 | 28 | |||
| 8 Nov | 328.90 | 15.35 | 23.49 | 4.5 | 1.5 | 30 | ||||
For Petronet Lng Limited - strike price 318 expiring on 28NOV2024
Delta for 318 CE is 0.67
Historical price for 318 CE is as follows
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 6.95, which was 3.70 higher than the previous day. The implied volatity was 24.50, the open interest changed by -5 which decreased total open position to 346
On 20 Nov PETRONET was trading at 313.95. The strike last trading price was 3.25, which was 0.00 lower than the previous day. The implied volatity was 27.45, the open interest changed by 17 which increased total open position to 351
On 19 Nov PETRONET was trading at 313.95. The strike last trading price was 3.25, which was 0.40 higher than the previous day. The implied volatity was 27.45, the open interest changed by 17 which increased total open position to 351
On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 2.85, which was -1.60 lower than the previous day. The implied volatity was 24.17, the open interest changed by 160 which increased total open position to 334
On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 4.45, which was -1.15 lower than the previous day. The implied volatity was 23.45, the open interest changed by 78 which increased total open position to 175
On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 5.6, which was -5.30 lower than the previous day. The implied volatity was 24.74, the open interest changed by 47 which increased total open position to 95
On 12 Nov PETRONET was trading at 322.70. The strike last trading price was 10.9, which was -3.15 lower than the previous day. The implied volatity was 28.95, the open interest changed by 0 which decreased total open position to 48
On 11 Nov PETRONET was trading at 326.95. The strike last trading price was 14.05, which was -1.30 lower than the previous day. The implied volatity was 29.84, the open interest changed by -3 which decreased total open position to 56
On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 15.35, which was lower than the previous day. The implied volatity was 23.49, the open interest changed by 3 which increased total open position to 60
| PETRONET 28NOV2024 318 PE | |||||||
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Delta: -0.35
Vega: 0.17
Theta: -0.31
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 321.85 | 3.15 | -4.65 | 28.83 | 382 | 25.5 | 82.5 |
| 20 Nov | 313.95 | 7.8 | 0.00 | 24.61 | 124 | 1 | 57 |
| 19 Nov | 313.95 | 7.8 | -1.15 | 24.61 | 124 | 1 | 57 |
| 18 Nov | 311.75 | 8.95 | 1.55 | 28.93 | 47.5 | 13 | 56 |
| 14 Nov | 313.85 | 7.4 | 0.60 | 23.73 | 83 | -4 | 43.5 |
| 13 Nov | 314.85 | 6.8 | 2.35 | 23.57 | 250 | -14 | 46.5 |
| 12 Nov | 322.70 | 4.45 | 1.50 | 25.96 | 155 | 16 | 64 |
| 11 Nov | 326.95 | 2.95 | 0.10 | 25.57 | 49.5 | -6 | 48.5 |
| 8 Nov | 328.90 | 2.85 | 25.35 | 275.5 | 13.5 | 54.5 | |
For Petronet Lng Limited - strike price 318 expiring on 28NOV2024
Delta for 318 PE is -0.35
Historical price for 318 PE is as follows
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 3.15, which was -4.65 lower than the previous day. The implied volatity was 28.83, the open interest changed by 51 which increased total open position to 165
On 20 Nov PETRONET was trading at 313.95. The strike last trading price was 7.8, which was 0.00 lower than the previous day. The implied volatity was 24.61, the open interest changed by 2 which increased total open position to 114
On 19 Nov PETRONET was trading at 313.95. The strike last trading price was 7.8, which was -1.15 lower than the previous day. The implied volatity was 24.61, the open interest changed by 2 which increased total open position to 114
On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 8.95, which was 1.55 higher than the previous day. The implied volatity was 28.93, the open interest changed by 26 which increased total open position to 112
On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 7.4, which was 0.60 higher than the previous day. The implied volatity was 23.73, the open interest changed by -8 which decreased total open position to 87
On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 6.8, which was 2.35 higher than the previous day. The implied volatity was 23.57, the open interest changed by -28 which decreased total open position to 93
On 12 Nov PETRONET was trading at 322.70. The strike last trading price was 4.45, which was 1.50 higher than the previous day. The implied volatity was 25.96, the open interest changed by 32 which increased total open position to 128
On 11 Nov PETRONET was trading at 326.95. The strike last trading price was 2.95, which was 0.10 higher than the previous day. The implied volatity was 25.57, the open interest changed by -12 which decreased total open position to 97
On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 2.85, which was lower than the previous day. The implied volatity was 25.35, the open interest changed by 27 which increased total open position to 109
