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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 323 CE
Delta: 0.30
Vega: 0.21
Theta: -0.20
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
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 0.30

Historical price for 323 CE is as follows

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: -0.70
Vega: 0.21
Theta: -0.11
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
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 -0.70

Historical price for 323 PE is as follows

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