PETRONET
Petronet Lng Limited
Historical option data for PETRONET
03 Dec 2024 04:11 PM IST
PETRONET 26DEC2024 328 CE | ||||||||||
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Delta: 0.82
Vega: 0.23
Theta: -0.16
Gamma: 0.02
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
3 Dec | 339.30 | 15.25 | 0.10 | 18.47 | 120 | 77 | 192 | |||
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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 | |||||||
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Delta: -0.24
Vega: 0.27
Theta: -0.12
Gamma: 0.02
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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