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

339.3 0.75 (0.22%)

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Historical option data for PETRONET

03 Dec 2024 04:11 PM IST
PETRONET 26DEC2024 328 CE
Delta: 0.82
Vega: 0.23
Theta: -0.16
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
3 Dec 339.30 15.25 0.10 18.47 120 77 192
2 Dec 338.55 15.15 -0.45 24.62 81 12 114
29 Nov 333.10 15.6 5.55 24.29 303 39 101
28 Nov 328.00 10.05 1.75 23.50 59 21 65
27 Nov 326.95 8.3 -4.75 19.93 2 0 42
26 Nov 328.90 13.05 2.65 30.39 1 0 43
25 Nov 333.85 10.4 2.35 6.45 8 -1 44
22 Nov 323.60 8.05 0.65 21.57 8 -1 44
21 Nov 321.85 7.4 1.55 22.05 5 3 45
20 Nov 313.95 5.85 0.00 26.09 5 5 37
19 Nov 313.95 5.85 0.40 26.09 5 0 37
18 Nov 311.75 5.45 -0.30 25.88 12 9 37
14 Nov 313.85 5.75 0.65 23.38 28 -3 27
13 Nov 314.85 5.1 -3.60 20.27 4 -1 32
12 Nov 322.70 8.7 -11.15 21.36 35 33 33
11 Nov 326.95 19.85 0.00 - 0 0 0
8 Nov 328.90 19.85 - 0 0 0


For Petronet Lng Limited - strike price 328 expiring on 26DEC2024

Delta for 328 CE is 0.82

Historical price for 328 CE is as follows

On 3 Dec PETRONET was trading at 339.30. The strike last trading price was 15.25, which was 0.10 higher than the previous day. The implied volatity was 18.47, the open interest changed by 77 which increased total open position to 192


On 2 Dec PETRONET was trading at 338.55. The strike last trading price was 15.15, which was -0.45 lower than the previous day. The implied volatity was 24.62, the open interest changed by 12 which increased total open position to 114


On 29 Nov PETRONET was trading at 333.10. The strike last trading price was 15.6, which was 5.55 higher than the previous day. The implied volatity was 24.29, the open interest changed by 39 which increased total open position to 101


On 28 Nov PETRONET was trading at 328.00. The strike last trading price was 10.05, which was 1.75 higher than the previous day. The implied volatity was 23.50, the open interest changed by 21 which increased total open position to 65


On 27 Nov PETRONET was trading at 326.95. The strike last trading price was 8.3, which was -4.75 lower than the previous day. The implied volatity was 19.93, the open interest changed by 0 which decreased total open position to 42


On 26 Nov PETRONET was trading at 328.90. The strike last trading price was 13.05, which was 2.65 higher than the previous day. The implied volatity was 30.39, the open interest changed by 0 which decreased total open position to 43


On 25 Nov PETRONET was trading at 333.85. The strike last trading price was 10.4, which was 2.35 higher than the previous day. The implied volatity was 6.45, the open interest changed by -1 which decreased total open position to 44


On 22 Nov PETRONET was trading at 323.60. The strike last trading price was 8.05, which was 0.65 higher than the previous day. The implied volatity was 21.57, the open interest changed by -1 which decreased total open position to 44


On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 7.4, which was 1.55 higher than the previous day. The implied volatity was 22.05, the open interest changed by 3 which increased total open position to 45


On 20 Nov PETRONET was trading at 313.95. The strike last trading price was 5.85, which was 0.00 lower than the previous day. The implied volatity was 26.09, the open interest changed by 5 which increased total open position to 37


On 19 Nov PETRONET was trading at 313.95. The strike last trading price was 5.85, which was 0.40 higher than the previous day. The implied volatity was 26.09, the open interest changed by 0 which decreased total open position to 37


On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 5.45, which was -0.30 lower than the previous day. The implied volatity was 25.88, the open interest changed by 9 which increased total open position to 37


On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 5.75, which was 0.65 higher than the previous day. The implied volatity was 23.38, the open interest changed by -3 which decreased total open position to 27


On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 5.1, which was -3.60 lower than the previous day. The implied volatity was 20.27, the open interest changed by -1 which decreased total open position to 32


On 12 Nov PETRONET was trading at 322.70. The strike last trading price was 8.7, which was -11.15 lower than the previous day. The implied volatity was 21.36, the open interest changed by 33 which increased total open position to 33


On 11 Nov PETRONET was trading at 326.95. The strike last trading price was 19.85, 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 8 Nov PETRONET was trading at 328.90. The strike last trading price was 19.85, 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 328 PE
Delta: -0.24
Vega: 0.27
Theta: -0.12
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
3 Dec 339.30 3.05 -0.75 24.36 153 -9 137
2 Dec 338.55 3.8 -0.70 24.28 498 39 149
29 Nov 333.10 4.5 -2.40 25.30 266 75 110
28 Nov 328.00 6.9 -0.90 22.96 52 18 36
27 Nov 326.95 7.8 0.35 23.75 6 2 18
26 Nov 328.90 7.45 -3.75 24.01 19 11 13
25 Nov 333.85 11.2 0.00 0.00 0 0 0
22 Nov 323.60 11.2 -5.40 27.13 2 0 1
21 Nov 321.85 16.6 0.00 0.00 0 -1 0
20 Nov 313.95 16.6 0.00 24.48 2 -1 2
19 Nov 313.95 16.6 -2.20 24.48 2 0 2
18 Nov 311.75 18.8 9.60 26.69 1 0 3
14 Nov 313.85 9.2 0.00 0.00 0 0 0
13 Nov 314.85 9.2 0.00 0.00 0 2 0
12 Nov 322.70 9.2 0.00 18.51 2 1 2
11 Nov 326.95 9.2 0.00 0.00 0 1 0
8 Nov 328.90 9.2 24.86 1 0 0


For Petronet Lng Limited - strike price 328 expiring on 26DEC2024

Delta for 328 PE is -0.24

Historical price for 328 PE is as follows

On 3 Dec PETRONET was trading at 339.30. The strike last trading price was 3.05, which was -0.75 lower than the previous day. The implied volatity was 24.36, the open interest changed by -9 which decreased total open position to 137


On 2 Dec PETRONET was trading at 338.55. The strike last trading price was 3.8, which was -0.70 lower than the previous day. The implied volatity was 24.28, the open interest changed by 39 which increased total open position to 149


On 29 Nov PETRONET was trading at 333.10. The strike last trading price was 4.5, which was -2.40 lower than the previous day. The implied volatity was 25.30, the open interest changed by 75 which increased total open position to 110


On 28 Nov PETRONET was trading at 328.00. The strike last trading price was 6.9, which was -0.90 lower than the previous day. The implied volatity was 22.96, the open interest changed by 18 which increased total open position to 36


On 27 Nov PETRONET was trading at 326.95. The strike last trading price was 7.8, which was 0.35 higher than the previous day. The implied volatity was 23.75, the open interest changed by 2 which increased total open position to 18


On 26 Nov PETRONET was trading at 328.90. The strike last trading price was 7.45, which was -3.75 lower than the previous day. The implied volatity was 24.01, the open interest changed by 11 which increased total open position to 13


On 25 Nov PETRONET was trading at 333.85. The strike last trading price was 11.2, 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 22 Nov PETRONET was trading at 323.60. The strike last trading price was 11.2, which was -5.40 lower than the previous day. The implied volatity was 27.13, the open interest changed by 0 which decreased total open position to 1


On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 16.6, 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 20 Nov PETRONET was trading at 313.95. The strike last trading price was 16.6, which was 0.00 lower than the previous day. The implied volatity was 24.48, the open interest changed by -1 which decreased total open position to 2


On 19 Nov PETRONET was trading at 313.95. The strike last trading price was 16.6, which was -2.20 lower than the previous day. The implied volatity was 24.48, the open interest changed by 0 which decreased total open position to 2


On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 18.8, which was 9.60 higher than the previous day. The implied volatity was 26.69, the open interest changed by 0 which decreased total open position to 3


On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 9.2, 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 13 Nov PETRONET was trading at 314.85. The strike last trading price was 9.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 12 Nov PETRONET was trading at 322.70. The strike last trading price was 9.2, which was 0.00 lower than the previous day. The implied volatity was 18.51, the open interest changed by 1 which increased total open position to 2


On 11 Nov PETRONET was trading at 326.95. The strike last trading price was 9.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 9.2, which was lower than the previous day. The implied volatity was 24.86, the open interest changed by 0 which decreased total open position to 0