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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 318 CE
Delta: 0.43
Vega: 0.24
Theta: -0.24
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
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
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 0.43

Historical price for 318 CE is as follows

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
Delta: -0.57
Vega: 0.24
Theta: -0.15
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
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 -0.57

Historical price for 318 PE is as follows

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