PETRONET
Petronet Lng Limited
Historical option data for PETRONET
20 Dec 2024 04:11 PM IST
| PETRONET 26DEC2024 325 CE | ||||||||||
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Delta: 0.71
Vega: 0.15
Theta: -0.71
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 336.45 | 16 | 4.65 | 53.13 | 1 | 0 | 56 | |||
| 19 Dec | 334.75 | 11.35 | -2.30 | - | 11 | -8 | 57 | |||
| 18 Dec | 335.05 | 13.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 340.45 | 13.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 337.00 | 13.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 340.50 | 13.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 343.00 | 13.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 341.20 | 13.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 335.20 | 13.65 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 9 Dec | 335.10 | 13.65 | -2.50 | 21.83 | 1 | 0 | 66 | |||
| 6 Dec | 335.85 | 16.15 | -0.85 | 28.45 | 3 | -1 | 67 | |||
| 5 Dec | 337.85 | 17 | -1.10 | 26.69 | 2 | 0 | 70 | |||
| 4 Dec | 336.35 | 18.1 | 0.15 | 31.99 | 10 | -2 | 72 | |||
| 3 Dec | 339.30 | 17.95 | 0.50 | 19.63 | 4 | -2 | 75 | |||
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| 2 Dec | 338.55 | 17.45 | -0.15 | 25.21 | 23 | -5 | 77 | |||
| 29 Nov | 333.10 | 17.6 | 6.40 | 23.88 | 74 | 24 | 81 | |||
| 28 Nov | 328.00 | 11.2 | -0.05 | 21.92 | 77 | 23 | 57 | |||
| 27 Nov | 326.95 | 11.25 | -5.40 | 23.53 | 55 | 33 | 34 | |||
| 26 Nov | 328.90 | 16.65 | 6.50 | 35.13 | 2 | 0 | 1 | |||
| 25 Nov | 333.85 | 10.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 323.60 | 10.15 | -10.25 | 23.16 | 3 | 1 | 1 | |||
| 21 Nov | 321.85 | 20.4 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 313.95 | 20.4 | 0.00 | 2.54 | 0 | 0 | 0 | |||
| 19 Nov | 313.95 | 20.4 | 0.00 | 2.54 | 0 | 0 | 0 | |||
| 18 Nov | 311.75 | 20.4 | 0.00 | 2.90 | 0 | 0 | 0 | |||
| 14 Nov | 313.85 | 20.4 | 0.00 | 2.10 | 0 | 0 | 0 | |||
| 13 Nov | 314.85 | 20.4 | 0.00 | 1.86 | 0 | 0 | 0 | |||
| 12 Nov | 322.70 | 20.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 326.95 | 20.4 | -4.70 | - | 0 | 0 | 0 | |||
| 7 Nov | 346.70 | 25.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 344.65 | 25.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 334.60 | 25.1 | - | 0 | 0 | 0 | ||||
For Petronet Lng Limited - strike price 325 expiring on 26DEC2024
Delta for 325 CE is 0.71
Historical price for 325 CE is as follows
On 20 Dec PETRONET was trading at 336.45. The strike last trading price was 16, which was 4.65 higher than the previous day. The implied volatity was 53.13, the open interest changed by 0 which decreased total open position to 56
On 19 Dec PETRONET was trading at 334.75. The strike last trading price was 11.35, which was -2.30 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 57
On 18 Dec PETRONET was trading at 335.05. The strike last trading price was 13.65, 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 17 Dec PETRONET was trading at 340.45. The strike last trading price was 13.65, 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 16 Dec PETRONET was trading at 337.00. The strike last trading price was 13.65, 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 13 Dec PETRONET was trading at 340.50. The strike last trading price was 13.65, 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 13.65, 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 11 Dec PETRONET was trading at 341.20. The strike last trading price was 13.65, 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 10 Dec PETRONET was trading at 335.20. The strike last trading price was 13.65, 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 9 Dec PETRONET was trading at 335.10. The strike last trading price was 13.65, which was -2.50 lower than the previous day. The implied volatity was 21.83, the open interest changed by 0 which decreased total open position to 66
On 6 Dec PETRONET was trading at 335.85. The strike last trading price was 16.15, which was -0.85 lower than the previous day. The implied volatity was 28.45, the open interest changed by -1 which decreased total open position to 67
On 5 Dec PETRONET was trading at 337.85. The strike last trading price was 17, which was -1.10 lower than the previous day. The implied volatity was 26.69, the open interest changed by 0 which decreased total open position to 70
On 4 Dec PETRONET was trading at 336.35. The strike last trading price was 18.1, which was 0.15 higher than the previous day. The implied volatity was 31.99, the open interest changed by -2 which decreased total open position to 72
On 3 Dec PETRONET was trading at 339.30. The strike last trading price was 17.95, which was 0.50 higher than the previous day. The implied volatity was 19.63, the open interest changed by -2 which decreased total open position to 75
On 2 Dec PETRONET was trading at 338.55. The strike last trading price was 17.45, which was -0.15 lower than the previous day. The implied volatity was 25.21, the open interest changed by -5 which decreased total open position to 77
On 29 Nov PETRONET was trading at 333.10. The strike last trading price was 17.6, which was 6.40 higher than the previous day. The implied volatity was 23.88, the open interest changed by 24 which increased total open position to 81
On 28 Nov PETRONET was trading at 328.00. The strike last trading price was 11.2, which was -0.05 lower than the previous day. The implied volatity was 21.92, the open interest changed by 23 which increased total open position to 57
On 27 Nov PETRONET was trading at 326.95. The strike last trading price was 11.25, which was -5.40 lower than the previous day. The implied volatity was 23.53, the open interest changed by 33 which increased total open position to 34
On 26 Nov PETRONET was trading at 328.90. The strike last trading price was 16.65, which was 6.50 higher than the previous day. The implied volatity was 35.13, the open interest changed by 0 which decreased total open position to 1
On 25 Nov PETRONET was trading at 333.85. The strike last trading price was 10.15, 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 22 Nov PETRONET was trading at 323.60. The strike last trading price was 10.15, which was -10.25 lower than the previous day. The implied volatity was 23.16, the open interest changed by 1 which increased total open position to 1
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 20.4, 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 20 Nov PETRONET was trading at 313.95. The strike last trading price was 20.4, which was 0.00 lower than the previous day. The implied volatity was 2.54, the open interest changed by 0 which decreased total open position to 0
On 19 Nov PETRONET was trading at 313.95. The strike last trading price was 20.4, which was 0.00 lower than the previous day. The implied volatity was 2.54, the open interest changed by 0 which decreased total open position to 0
On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 20.4, which was 0.00 lower than the previous day. The implied volatity was 2.90, 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 20.4, which was 0.00 lower than the previous day. The implied volatity was 2.10, 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 20.4, which was 0.00 lower than the previous day. The implied volatity was 1.86, 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 20.4, 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 11 Nov PETRONET was trading at 326.95. The strike last trading price was 20.4, which was -4.70 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 25.1, 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 25.1, 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 25.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| PETRONET 26DEC2024 325 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.10
Theta: -0.20
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 336.45 | 0.85 | -0.30 | 26.36 | 359 | 0 | 211 |
| 19 Dec | 334.75 | 1.15 | 0.00 | 26.94 | 318 | 9 | 216 |
| 18 Dec | 335.05 | 1.15 | 0.20 | 25.06 | 246 | -10 | 209 |
| 17 Dec | 340.45 | 0.95 | 0.05 | 26.89 | 151 | 4 | 222 |
| 16 Dec | 337.00 | 0.9 | -0.10 | 22.66 | 318 | -20 | 219 |
| 13 Dec | 340.50 | 1 | -0.30 | 24.82 | 290 | 20 | 236 |
| 12 Dec | 343.00 | 1.3 | -0.15 | 26.98 | 579 | -112 | 212 |
| 11 Dec | 341.20 | 1.45 | -1.35 | 25.77 | 654 | -260 | 326 |
| 10 Dec | 335.20 | 2.8 | 0.10 | 25.75 | 368 | 18 | 586 |
| 9 Dec | 335.10 | 2.7 | -0.15 | 24.81 | 307 | 34 | 568 |
| 6 Dec | 335.85 | 2.85 | -0.05 | 24.06 | 243 | -92 | 534 |
| 5 Dec | 337.85 | 2.9 | -0.30 | 25.17 | 132 | 19 | 626 |
| 4 Dec | 336.35 | 3.2 | 0.80 | 25.08 | 401 | -50 | 607 |
| 3 Dec | 339.30 | 2.4 | -0.70 | 24.60 | 407 | 65 | 656 |
| 2 Dec | 338.55 | 3.1 | -0.60 | 24.77 | 684 | -53 | 586 |
| 29 Nov | 333.10 | 3.7 | -1.80 | 25.59 | 707 | 114 | 639 |
| 28 Nov | 328.00 | 5.5 | -0.70 | 22.59 | 516 | 273 | 525 |
| 27 Nov | 326.95 | 6.2 | 0.25 | 23.03 | 179 | 52 | 251 |
| 26 Nov | 328.90 | 5.95 | 1.25 | 23.39 | 250 | 138 | 199 |
| 25 Nov | 333.85 | 4.7 | -3.80 | 26.04 | 96 | 55 | 55 |
| 22 Nov | 323.60 | 8.5 | -5.05 | 24.09 | 8 | 3 | 3 |
| 21 Nov | 321.85 | 13.55 | 0.00 | 0.13 | 0 | 0 | 0 |
| 20 Nov | 313.95 | 13.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 313.95 | 13.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 311.75 | 13.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 313.85 | 13.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 314.85 | 13.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 322.70 | 13.55 | 0.00 | 0.41 | 0 | 0 | 0 |
| 11 Nov | 326.95 | 13.55 | 0.10 | 1.87 | 0 | 0 | 0 |
| 7 Nov | 346.70 | 13.45 | 0.00 | 6.22 | 0 | 0 | 0 |
| 6 Nov | 344.65 | 13.45 | 0.00 | 5.92 | 0 | 0 | 0 |
| 5 Nov | 334.60 | 13.45 | 3.36 | 0 | 0 | 0 | |
For Petronet Lng Limited - strike price 325 expiring on 26DEC2024
Delta for 325 PE is -0.14
Historical price for 325 PE is as follows
On 20 Dec PETRONET was trading at 336.45. The strike last trading price was 0.85, which was -0.30 lower than the previous day. The implied volatity was 26.36, the open interest changed by 0 which decreased total open position to 211
On 19 Dec PETRONET was trading at 334.75. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 26.94, the open interest changed by 9 which increased total open position to 216
On 18 Dec PETRONET was trading at 335.05. The strike last trading price was 1.15, which was 0.20 higher than the previous day. The implied volatity was 25.06, the open interest changed by -10 which decreased total open position to 209
On 17 Dec PETRONET was trading at 340.45. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 26.89, the open interest changed by 4 which increased total open position to 222
On 16 Dec PETRONET was trading at 337.00. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 22.66, the open interest changed by -20 which decreased total open position to 219
On 13 Dec PETRONET was trading at 340.50. The strike last trading price was 1, which was -0.30 lower than the previous day. The implied volatity was 24.82, the open interest changed by 20 which increased total open position to 236
On 12 Dec PETRONET was trading at 343.00. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was 26.98, the open interest changed by -112 which decreased total open position to 212
On 11 Dec PETRONET was trading at 341.20. The strike last trading price was 1.45, which was -1.35 lower than the previous day. The implied volatity was 25.77, the open interest changed by -260 which decreased total open position to 326
On 10 Dec PETRONET was trading at 335.20. The strike last trading price was 2.8, which was 0.10 higher than the previous day. The implied volatity was 25.75, the open interest changed by 18 which increased total open position to 586
On 9 Dec PETRONET was trading at 335.10. The strike last trading price was 2.7, which was -0.15 lower than the previous day. The implied volatity was 24.81, the open interest changed by 34 which increased total open position to 568
On 6 Dec PETRONET was trading at 335.85. The strike last trading price was 2.85, which was -0.05 lower than the previous day. The implied volatity was 24.06, the open interest changed by -92 which decreased total open position to 534
On 5 Dec PETRONET was trading at 337.85. The strike last trading price was 2.9, which was -0.30 lower than the previous day. The implied volatity was 25.17, the open interest changed by 19 which increased total open position to 626
On 4 Dec PETRONET was trading at 336.35. The strike last trading price was 3.2, which was 0.80 higher than the previous day. The implied volatity was 25.08, the open interest changed by -50 which decreased total open position to 607
On 3 Dec PETRONET was trading at 339.30. The strike last trading price was 2.4, which was -0.70 lower than the previous day. The implied volatity was 24.60, the open interest changed by 65 which increased total open position to 656
On 2 Dec PETRONET was trading at 338.55. The strike last trading price was 3.1, which was -0.60 lower than the previous day. The implied volatity was 24.77, the open interest changed by -53 which decreased total open position to 586
On 29 Nov PETRONET was trading at 333.10. The strike last trading price was 3.7, which was -1.80 lower than the previous day. The implied volatity was 25.59, the open interest changed by 114 which increased total open position to 639
On 28 Nov PETRONET was trading at 328.00. The strike last trading price was 5.5, which was -0.70 lower than the previous day. The implied volatity was 22.59, the open interest changed by 273 which increased total open position to 525
On 27 Nov PETRONET was trading at 326.95. The strike last trading price was 6.2, which was 0.25 higher than the previous day. The implied volatity was 23.03, the open interest changed by 52 which increased total open position to 251
On 26 Nov PETRONET was trading at 328.90. The strike last trading price was 5.95, which was 1.25 higher than the previous day. The implied volatity was 23.39, the open interest changed by 138 which increased total open position to 199
On 25 Nov PETRONET was trading at 333.85. The strike last trading price was 4.7, which was -3.80 lower than the previous day. The implied volatity was 26.04, the open interest changed by 55 which increased total open position to 55
On 22 Nov PETRONET was trading at 323.60. The strike last trading price was 8.5, which was -5.05 lower than the previous day. The implied volatity was 24.09, the open interest changed by 3 which increased total open position to 3
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 13.55, which was 0.00 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0
On 20 Nov PETRONET was trading at 313.95. The strike last trading price was 13.55, 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 19 Nov PETRONET was trading at 313.95. The strike last trading price was 13.55, 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 18 Nov PETRONET was trading at 311.75. The strike last trading price was 13.55, 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 13.55, 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 13.55, 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 13.55, which was 0.00 lower than the previous day. The implied volatity was 0.41, 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 13.55, which was 0.10 higher than the previous day. The implied volatity was 1.87, 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 13.45, which was 0.00 lower than the previous day. The implied volatity was 6.22, 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 13.45, which was 0.00 lower than the previous day. The implied volatity was 5.92, 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 13.45, which was lower than the previous day. The implied volatity was 3.36, the open interest changed by 0 which decreased total open position to 0
