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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 328 CE
Delta: 0.20
Vega: 0.17
Theta: -0.16
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
14 Nov 313.85 1.6 -0.45 23.74 171 -69.5 153
13 Nov 314.85 2.05 -1.80 23.72 258 40 223.5
12 Nov 322.70 3.85 -2.60 21.15 291.5 57 181.5
11 Nov 326.95 6.45 -2.05 23.27 106 5.5 124.5
8 Nov 328.90 8.5 22.55 305 23.5 125


For Petronet Lng Limited - strike price 328 expiring on 28NOV2024

Delta for 328 CE is 0.20

Historical price for 328 CE is as follows

On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 1.6, which was -0.45 lower than the previous day. The implied volatity was 23.74, the open interest changed by -139 which decreased total open position to 306


On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 2.05, which was -1.80 lower than the previous day. The implied volatity was 23.72, the open interest changed by 80 which increased total open position to 447


On 12 Nov PETRONET was trading at 322.70. The strike last trading price was 3.85, which was -2.60 lower than the previous day. The implied volatity was 21.15, the open interest changed by 114 which increased total open position to 363


On 11 Nov PETRONET was trading at 326.95. The strike last trading price was 6.45, which was -2.05 lower than the previous day. The implied volatity was 23.27, the open interest changed by 11 which increased total open position to 249


On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 8.5, which was lower than the previous day. The implied volatity was 22.55, the open interest changed by 47 which increased total open position to 250


PETRONET 28NOV2024 328 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
14 Nov 313.85 12.15 -1.95 - 15.5 0.5 244
13 Nov 314.85 14.1 4.85 26.65 66 -1 243.5
12 Nov 322.70 9.25 3.20 25.50 50 -11 244.5
11 Nov 326.95 6.05 0.60 21.22 78 -2 256
8 Nov 328.90 5.45 22.36 720.5 14.5 258.5


For Petronet Lng Limited - strike price 328 expiring on 28NOV2024

Delta for 328 PE is -

Historical price for 328 PE is as follows

On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 12.15, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 488


On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 14.1, which was 4.85 higher than the previous day. The implied volatity was 26.65, the open interest changed by -2 which decreased total open position to 487


On 12 Nov PETRONET was trading at 322.70. The strike last trading price was 9.25, which was 3.20 higher than the previous day. The implied volatity was 25.50, the open interest changed by -22 which decreased total open position to 489


On 11 Nov PETRONET was trading at 326.95. The strike last trading price was 6.05, which was 0.60 higher than the previous day. The implied volatity was 21.22, the open interest changed by -4 which decreased total open position to 512


On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 5.45, which was lower than the previous day. The implied volatity was 22.36, the open interest changed by 29 which increased total open position to 517