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[--[65.84.65.76]--]
PETRONET
Petronet Lng Limited

336.45 1.70 (0.51%)

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Historical option data for PETRONET

20 Dec 2024 04:11 PM IST
PETRONET 26DEC2024 320 CE
Delta: 0.83
Vega: 0.11
Theta: -0.46
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 336.45 18.4 3.75 42.87 1 0 39
19 Dec 334.75 14.65 -1.20 - 8 -5 39
18 Dec 335.05 15.85 -4.05 - 19 -2 45
17 Dec 340.45 19.9 0.00 0.00 0 -1 0
16 Dec 337.00 19.9 -3.30 34.42 5 0 48
13 Dec 340.50 23.2 0.00 0.00 0 0 0
12 Dec 343.00 23.2 1.55 - 3 0 48
11 Dec 341.20 21.65 5.20 - 6 -1 46
10 Dec 335.20 16.45 -3.95 12.70 4 1 46
9 Dec 335.10 20.4 0.00 0.00 0 0 0
6 Dec 335.85 20.4 -0.50 30.99 1 0 45
5 Dec 337.85 20.9 0.65 27.05 3 -2 46
4 Dec 336.35 20.25 -1.55 26.13 4 -2 48
3 Dec 339.30 21.8 0.50 14.83 35 0 52
2 Dec 338.55 21.3 -0.20 25.24 63 -8 53
29 Nov 333.10 21.5 6.45 24.10 75 28 63
28 Nov 328.00 15.05 0.45 23.87 64 8 36
27 Nov 326.95 14.6 -0.40 24.35 24 13 28
26 Nov 328.90 15 -2.50 22.31 9 -2 15
25 Nov 333.85 17.5 4.70 - 6 2 17
22 Nov 323.60 12.8 -0.05 22.77 38 2 17
21 Nov 321.85 12.85 3.85 25.81 15 9 14
20 Nov 313.95 9 0.00 26.56 1 1 4
19 Nov 313.95 9 -1.00 26.56 1 0 4
18 Nov 311.75 10 0.00 0.00 0 0 0
14 Nov 313.85 10 1.70 26.22 2 0 4
13 Nov 314.85 8.3 -14.90 20.40 4 0 0
12 Nov 322.70 23.2 0.00 - 0 0 0
11 Nov 326.95 23.2 -13.45 - 0 0 0
7 Nov 346.70 36.65 0.00 - 0 0 0
6 Nov 344.65 36.65 0.00 - 0 0 0
5 Nov 334.60 36.65 36.65 - 0 0 0
31 Oct 333.00 0 0.00 - 0 0 0
24 Oct 338.55 0 0.00 - 0 0 0
23 Oct 345.05 0 0.00 - 0 0 0
22 Oct 345.85 0 0.00 - 0 0 0
21 Oct 346.90 0 0.00 - 0 0 0
18 Oct 349.45 0 0.00 - 0 0 0
17 Oct 350.90 0 0.00 - 0 0 0
16 Oct 355.00 0 0.00 - 0 0 0
15 Oct 356.25 0 0.00 - 0 0 0
10 Oct 351.95 0 0.00 - 0 0 0
7 Oct 346.50 0 0.00 - 0 0 0
4 Oct 357.85 0 0.00 - 0 0 0
3 Oct 364.45 0 0.00 - 0 0 0
1 Oct 344.10 0 0.00 - 0 0 0
30 Sept 341.55 0 - 0 0 0


For Petronet Lng Limited - strike price 320 expiring on 26DEC2024

Delta for 320 CE is 0.83

Historical price for 320 CE is as follows

On 20 Dec PETRONET was trading at 336.45. The strike last trading price was 18.4, which was 3.75 higher than the previous day. The implied volatity was 42.87, the open interest changed by 0 which decreased total open position to 39


On 19 Dec PETRONET was trading at 334.75. The strike last trading price was 14.65, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 39


On 18 Dec PETRONET was trading at 335.05. The strike last trading price was 15.85, which was -4.05 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 45


On 17 Dec PETRONET was trading at 340.45. The strike last trading price was 19.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 16 Dec PETRONET was trading at 337.00. The strike last trading price was 19.9, which was -3.30 lower than the previous day. The implied volatity was 34.42, the open interest changed by 0 which decreased total open position to 48


On 13 Dec PETRONET was trading at 340.50. The strike last trading price was 23.2, 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 12 Dec PETRONET was trading at 343.00. The strike last trading price was 23.2, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48


On 11 Dec PETRONET was trading at 341.20. The strike last trading price was 21.65, which was 5.20 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 46


On 10 Dec PETRONET was trading at 335.20. The strike last trading price was 16.45, which was -3.95 lower than the previous day. The implied volatity was 12.70, the open interest changed by 1 which increased total open position to 46


On 9 Dec PETRONET was trading at 335.10. The strike last trading price was 20.4, 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 6 Dec PETRONET was trading at 335.85. The strike last trading price was 20.4, which was -0.50 lower than the previous day. The implied volatity was 30.99, the open interest changed by 0 which decreased total open position to 45


On 5 Dec PETRONET was trading at 337.85. The strike last trading price was 20.9, which was 0.65 higher than the previous day. The implied volatity was 27.05, the open interest changed by -2 which decreased total open position to 46


On 4 Dec PETRONET was trading at 336.35. The strike last trading price was 20.25, which was -1.55 lower than the previous day. The implied volatity was 26.13, the open interest changed by -2 which decreased total open position to 48


On 3 Dec PETRONET was trading at 339.30. The strike last trading price was 21.8, which was 0.50 higher than the previous day. The implied volatity was 14.83, the open interest changed by 0 which decreased total open position to 52


On 2 Dec PETRONET was trading at 338.55. The strike last trading price was 21.3, which was -0.20 lower than the previous day. The implied volatity was 25.24, the open interest changed by -8 which decreased total open position to 53


On 29 Nov PETRONET was trading at 333.10. The strike last trading price was 21.5, which was 6.45 higher than the previous day. The implied volatity was 24.10, the open interest changed by 28 which increased total open position to 63


On 28 Nov PETRONET was trading at 328.00. The strike last trading price was 15.05, which was 0.45 higher than the previous day. The implied volatity was 23.87, the open interest changed by 8 which increased total open position to 36


On 27 Nov PETRONET was trading at 326.95. The strike last trading price was 14.6, which was -0.40 lower than the previous day. The implied volatity was 24.35, the open interest changed by 13 which increased total open position to 28


On 26 Nov PETRONET was trading at 328.90. The strike last trading price was 15, which was -2.50 lower than the previous day. The implied volatity was 22.31, the open interest changed by -2 which decreased total open position to 15


On 25 Nov PETRONET was trading at 333.85. The strike last trading price was 17.5, which was 4.70 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 17


On 22 Nov PETRONET was trading at 323.60. The strike last trading price was 12.8, which was -0.05 lower than the previous day. The implied volatity was 22.77, the open interest changed by 2 which increased total open position to 17


On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 12.85, which was 3.85 higher than the previous day. The implied volatity was 25.81, the open interest changed by 9 which increased total open position to 14


On 20 Nov PETRONET was trading at 313.95. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 26.56, the open interest changed by 1 which increased total open position to 4


On 19 Nov PETRONET was trading at 313.95. The strike last trading price was 9, which was -1.00 lower than the previous day. The implied volatity was 26.56, the open interest changed by 0 which decreased total open position to 4


On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 10, 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 14 Nov PETRONET was trading at 313.85. The strike last trading price was 10, which was 1.70 higher than the previous day. The implied volatity was 26.22, the open interest changed by 0 which decreased total open position to 4


On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 8.3, which was -14.90 lower than the previous day. The implied volatity was 20.40, 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 23.2, 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 23.2, which was -13.45 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 36.65, 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 36.65, 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 36.65, which was 36.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct PETRONET was trading at 333.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct PETRONET was trading at 338.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct PETRONET was trading at 345.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct PETRONET was trading at 345.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct PETRONET was trading at 346.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct PETRONET was trading at 349.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct PETRONET was trading at 350.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct PETRONET was trading at 355.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct PETRONET was trading at 356.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct PETRONET was trading at 351.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct PETRONET was trading at 346.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct PETRONET was trading at 357.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct PETRONET was trading at 364.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct PETRONET was trading at 344.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept PETRONET was trading at 341.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


PETRONET 26DEC2024 320 PE
Delta: -0.09
Vega: 0.07
Theta: -0.17
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 336.45 0.55 -0.25 30.05 269 9 306
19 Dec 334.75 0.8 0.05 30.72 204 -37 305
18 Dec 335.05 0.75 0.05 28.08 176 -14 359
17 Dec 340.45 0.7 0.10 30.28 63 -14 373
16 Dec 337.00 0.6 -0.15 25.45 124 18 403
13 Dec 340.50 0.75 -0.20 27.55 261 39 383
12 Dec 343.00 0.95 -0.05 29.20 277 0 337
11 Dec 341.20 1 -0.85 27.49 266 48 336
10 Dec 335.20 1.85 0.00 26.70 147 27 294
9 Dec 335.10 1.85 -0.15 26.14 267 -65 265
6 Dec 335.85 2 -0.10 25.34 318 -35 330
5 Dec 337.85 2.1 -0.20 26.51 181 -50 367
4 Dec 336.35 2.3 0.55 26.23 629 -112 417
3 Dec 339.30 1.75 -0.50 25.94 602 -76 532
2 Dec 338.55 2.25 -0.45 25.89 671 0 606
29 Nov 333.10 2.7 -1.30 26.38 878 80 635
28 Nov 328.00 4 0.05 23.37 388 59 553
27 Nov 326.95 3.95 -0.45 21.83 388 202 483
26 Nov 328.90 4.4 0.90 24.08 320 115 261
25 Nov 333.85 3.5 -3.50 26.62 157 81 135
22 Nov 323.60 7 -2.00 25.90 44 21 75
21 Nov 321.85 9 -0.15 28.66 51 41 53
20 Nov 313.95 9.15 0.00 18.27 12 12 11
19 Nov 313.95 9.15 -2.25 18.27 12 11 11
18 Nov 311.75 11.4 0.00 - 0 0 0
14 Nov 313.85 11.4 0.00 - 0 0 0
13 Nov 314.85 11.4 0.00 - 0 0 0
12 Nov 322.70 11.4 0.00 1.88 0 0 0
11 Nov 326.95 11.4 -3.20 2.77 0 0 0
7 Nov 346.70 14.6 0.00 7.36 0 0 0
6 Nov 344.65 14.6 0.00 6.87 0 0 0
5 Nov 334.60 14.6 0.00 4.55 0 0 0
31 Oct 333.00 14.6 0.00 - 0 0 0
24 Oct 338.55 14.6 0.00 - 0 0 0
23 Oct 345.05 14.6 0.00 - 0 0 0
22 Oct 345.85 14.6 0.00 - 0 0 0
21 Oct 346.90 14.6 0.00 - 0 0 0
18 Oct 349.45 14.6 0.00 - 0 0 0
17 Oct 350.90 14.6 0.00 - 0 0 0
16 Oct 355.00 14.6 0.00 - 0 0 0
15 Oct 356.25 14.6 0.00 - 0 0 0
10 Oct 351.95 14.6 0.00 - 0 0 0
7 Oct 346.50 14.6 14.60 - 0 0 0
4 Oct 357.85 0 0.00 - 0 0 0
3 Oct 364.45 0 0.00 - 0 0 0
1 Oct 344.10 0 0.00 - 0 0 0
30 Sept 341.55 0 - 0 0 0


For Petronet Lng Limited - strike price 320 expiring on 26DEC2024

Delta for 320 PE is -0.09

Historical price for 320 PE is as follows

On 20 Dec PETRONET was trading at 336.45. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 30.05, the open interest changed by 9 which increased total open position to 306


On 19 Dec PETRONET was trading at 334.75. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 30.72, the open interest changed by -37 which decreased total open position to 305


On 18 Dec PETRONET was trading at 335.05. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 28.08, the open interest changed by -14 which decreased total open position to 359


On 17 Dec PETRONET was trading at 340.45. The strike last trading price was 0.7, which was 0.10 higher than the previous day. The implied volatity was 30.28, the open interest changed by -14 which decreased total open position to 373


On 16 Dec PETRONET was trading at 337.00. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 25.45, the open interest changed by 18 which increased total open position to 403


On 13 Dec PETRONET was trading at 340.50. The strike last trading price was 0.75, which was -0.20 lower than the previous day. The implied volatity was 27.55, the open interest changed by 39 which increased total open position to 383


On 12 Dec PETRONET was trading at 343.00. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 29.20, the open interest changed by 0 which decreased total open position to 337


On 11 Dec PETRONET was trading at 341.20. The strike last trading price was 1, which was -0.85 lower than the previous day. The implied volatity was 27.49, the open interest changed by 48 which increased total open position to 336


On 10 Dec PETRONET was trading at 335.20. The strike last trading price was 1.85, which was 0.00 lower than the previous day. The implied volatity was 26.70, the open interest changed by 27 which increased total open position to 294


On 9 Dec PETRONET was trading at 335.10. The strike last trading price was 1.85, which was -0.15 lower than the previous day. The implied volatity was 26.14, the open interest changed by -65 which decreased total open position to 265


On 6 Dec PETRONET was trading at 335.85. The strike last trading price was 2, which was -0.10 lower than the previous day. The implied volatity was 25.34, the open interest changed by -35 which decreased total open position to 330


On 5 Dec PETRONET was trading at 337.85. The strike last trading price was 2.1, which was -0.20 lower than the previous day. The implied volatity was 26.51, the open interest changed by -50 which decreased total open position to 367


On 4 Dec PETRONET was trading at 336.35. The strike last trading price was 2.3, which was 0.55 higher than the previous day. The implied volatity was 26.23, the open interest changed by -112 which decreased total open position to 417


On 3 Dec PETRONET was trading at 339.30. The strike last trading price was 1.75, which was -0.50 lower than the previous day. The implied volatity was 25.94, the open interest changed by -76 which decreased total open position to 532


On 2 Dec PETRONET was trading at 338.55. The strike last trading price was 2.25, which was -0.45 lower than the previous day. The implied volatity was 25.89, the open interest changed by 0 which decreased total open position to 606


On 29 Nov PETRONET was trading at 333.10. The strike last trading price was 2.7, which was -1.30 lower than the previous day. The implied volatity was 26.38, the open interest changed by 80 which increased total open position to 635


On 28 Nov PETRONET was trading at 328.00. The strike last trading price was 4, which was 0.05 higher than the previous day. The implied volatity was 23.37, the open interest changed by 59 which increased total open position to 553


On 27 Nov PETRONET was trading at 326.95. The strike last trading price was 3.95, which was -0.45 lower than the previous day. The implied volatity was 21.83, the open interest changed by 202 which increased total open position to 483


On 26 Nov PETRONET was trading at 328.90. The strike last trading price was 4.4, which was 0.90 higher than the previous day. The implied volatity was 24.08, the open interest changed by 115 which increased total open position to 261


On 25 Nov PETRONET was trading at 333.85. The strike last trading price was 3.5, which was -3.50 lower than the previous day. The implied volatity was 26.62, the open interest changed by 81 which increased total open position to 135


On 22 Nov PETRONET was trading at 323.60. The strike last trading price was 7, which was -2.00 lower than the previous day. The implied volatity was 25.90, the open interest changed by 21 which increased total open position to 75


On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 9, which was -0.15 lower than the previous day. The implied volatity was 28.66, the open interest changed by 41 which increased total open position to 53


On 20 Nov PETRONET was trading at 313.95. The strike last trading price was 9.15, which was 0.00 lower than the previous day. The implied volatity was 18.27, the open interest changed by 12 which increased total open position to 11


On 19 Nov PETRONET was trading at 313.95. The strike last trading price was 9.15, which was -2.25 lower than the previous day. The implied volatity was 18.27, the open interest changed by 11 which increased total open position to 11


On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 11.4, 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 11.4, 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 11.4, 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 11.4, which was 0.00 lower than the previous day. The implied volatity was 1.88, 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 11.4, which was -3.20 lower than the previous day. The implied volatity was 2.77, 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 14.6, which was 0.00 lower than the previous day. The implied volatity was 7.36, 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 14.6, which was 0.00 lower than the previous day. The implied volatity was 6.87, 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 14.6, which was 0.00 lower than the previous day. The implied volatity was 4.55, the open interest changed by 0 which decreased total open position to 0


On 31 Oct PETRONET was trading at 333.00. The strike last trading price was 14.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct PETRONET was trading at 338.55. The strike last trading price was 14.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct PETRONET was trading at 345.05. The strike last trading price was 14.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct PETRONET was trading at 345.85. The strike last trading price was 14.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct PETRONET was trading at 346.90. The strike last trading price was 14.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct PETRONET was trading at 349.45. The strike last trading price was 14.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct PETRONET was trading at 350.90. The strike last trading price was 14.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct PETRONET was trading at 355.00. The strike last trading price was 14.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct PETRONET was trading at 356.25. The strike last trading price was 14.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct PETRONET was trading at 351.95. The strike last trading price was 14.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct PETRONET was trading at 346.50. The strike last trading price was 14.6, which was 14.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct PETRONET was trading at 357.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct PETRONET was trading at 364.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct PETRONET was trading at 344.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept PETRONET was trading at 341.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to