PETRONET
Petronet Lng Limited
Historical option data for PETRONET
21 Nov 2024 04:11 PM IST
| PETRONET 28NOV2024 323 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.49
Vega: 0.18
Theta: -0.34
Gamma: 0.04
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 321.85 | 3.95 | 2.25 | 23.52 | 513.5 | -49 | 88 | |||
|
|
||||||||||
| 20 Nov | 313.95 | 1.7 | 0.00 | 24.82 | 208.5 | -4.5 | 134 | |||
| 19 Nov | 313.95 | 1.7 | 0.20 | 24.82 | 208.5 | -7.5 | 134 | |||
| 18 Nov | 311.75 | 1.5 | -1.10 | 24.04 | 248.5 | -105.5 | 143.5 | |||
| 14 Nov | 313.85 | 2.6 | -0.80 | 22.91 | 245 | 19.5 | 249 | |||
| 13 Nov | 314.85 | 3.4 | -2.70 | 23.68 | 298 | 102.5 | 231 | |||
| 12 Nov | 322.70 | 6.1 | -4.10 | 21.34 | 189 | 50 | 137 | |||
| 11 Nov | 326.95 | 10.2 | -1.65 | 27.11 | 5.5 | 0 | 87.5 | |||
| 8 Nov | 328.90 | 11.85 | 23.63 | 42 | -0.5 | 86.5 | ||||
For Petronet Lng Limited - strike price 323 expiring on 28NOV2024
Delta for 323 CE is 0.49
Historical price for 323 CE is as follows
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 3.95, which was 2.25 higher than the previous day. The implied volatity was 23.52, the open interest changed by -98 which decreased total open position to 176
On 20 Nov PETRONET was trading at 313.95. The strike last trading price was 1.7, which was 0.00 lower than the previous day. The implied volatity was 24.82, the open interest changed by -9 which decreased total open position to 268
On 19 Nov PETRONET was trading at 313.95. The strike last trading price was 1.7, which was 0.20 higher than the previous day. The implied volatity was 24.82, the open interest changed by -15 which decreased total open position to 268
On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 1.5, which was -1.10 lower than the previous day. The implied volatity was 24.04, the open interest changed by -211 which decreased total open position to 287
On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 2.6, which was -0.80 lower than the previous day. The implied volatity was 22.91, the open interest changed by 39 which increased total open position to 498
On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 3.4, which was -2.70 lower than the previous day. The implied volatity was 23.68, the open interest changed by 205 which increased total open position to 462
On 12 Nov PETRONET was trading at 322.70. The strike last trading price was 6.1, which was -4.10 lower than the previous day. The implied volatity was 21.34, the open interest changed by 100 which increased total open position to 274
On 11 Nov PETRONET was trading at 326.95. The strike last trading price was 10.2, which was -1.65 lower than the previous day. The implied volatity was 27.11, the open interest changed by 0 which decreased total open position to 175
On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 11.85, which was lower than the previous day. The implied volatity was 23.63, the open interest changed by -1 which decreased total open position to 173
| PETRONET 28NOV2024 323 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.18
Theta: -0.29
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 321.85 | 4.95 | -6.20 | 26.44 | 135 | -11.5 | 308 |
| 20 Nov | 313.95 | 11.15 | 0.00 | 27.96 | 30 | -6.5 | 319.5 |
| 19 Nov | 313.95 | 11.15 | -1.35 | 27.96 | 30 | -6.5 | 319.5 |
| 18 Nov | 311.75 | 12.5 | 2.10 | 29.24 | 40.5 | -5 | 326 |
| 14 Nov | 313.85 | 10.4 | 1.00 | 22.61 | 61 | -1 | 331 |
| 13 Nov | 314.85 | 9.4 | 2.90 | 21.65 | 301.5 | -29 | 333.5 |
| 12 Nov | 322.70 | 6.5 | 2.35 | 25.48 | 323 | -40 | 372 |
| 11 Nov | 326.95 | 4.15 | 0.25 | 22.45 | 178.5 | -8 | 413 |
| 8 Nov | 328.90 | 3.9 | 24.20 | 640.5 | 4.5 | 421.5 | |
For Petronet Lng Limited - strike price 323 expiring on 28NOV2024
Delta for 323 PE is -0.51
Historical price for 323 PE is as follows
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 4.95, which was -6.20 lower than the previous day. The implied volatity was 26.44, the open interest changed by -23 which decreased total open position to 616
On 20 Nov PETRONET was trading at 313.95. The strike last trading price was 11.15, which was 0.00 lower than the previous day. The implied volatity was 27.96, the open interest changed by -13 which decreased total open position to 639
On 19 Nov PETRONET was trading at 313.95. The strike last trading price was 11.15, which was -1.35 lower than the previous day. The implied volatity was 27.96, the open interest changed by -13 which decreased total open position to 639
On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 12.5, which was 2.10 higher than the previous day. The implied volatity was 29.24, the open interest changed by -10 which decreased total open position to 652
On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 10.4, which was 1.00 higher than the previous day. The implied volatity was 22.61, the open interest changed by -2 which decreased total open position to 662
On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 9.4, which was 2.90 higher than the previous day. The implied volatity was 21.65, the open interest changed by -58 which decreased total open position to 667
On 12 Nov PETRONET was trading at 322.70. The strike last trading price was 6.5, which was 2.35 higher than the previous day. The implied volatity was 25.48, the open interest changed by -80 which decreased total open position to 744
On 11 Nov PETRONET was trading at 326.95. The strike last trading price was 4.15, which was 0.25 higher than the previous day. The implied volatity was 22.45, the open interest changed by -16 which decreased total open position to 826
On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 3.9, which was lower than the previous day. The implied volatity was 24.20, the open interest changed by 9 which increased total open position to 843
