PETRONET
Petronet Lng Limited
Historical option data for PETRONET
21 Nov 2024 04:11 PM IST
| PETRONET 28NOV2024 328 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.29
Vega: 0.15
Theta: -0.26
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 321.85 | 1.75 | 0.85 | 21.68 | 334.5 | -3 | 163.5 | |||
| 20 Nov | 313.95 | 0.9 | 0.00 | 26.90 | 268 | -26 | 167 | |||
| 19 Nov | 313.95 | 0.9 | 0.00 | 26.90 | 268 | -25.5 | 167 | |||
| 18 Nov | 311.75 | 0.9 | -0.70 | 25.66 | 224 | 39.5 | 192 | |||
| 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 | |||
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| 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 0.29
Historical price for 328 CE is as follows
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 1.75, which was 0.85 higher than the previous day. The implied volatity was 21.68, the open interest changed by -6 which decreased total open position to 327
On 20 Nov PETRONET was trading at 313.95. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 26.90, the open interest changed by -52 which decreased total open position to 334
On 19 Nov PETRONET was trading at 313.95. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 26.90, the open interest changed by -51 which decreased total open position to 334
On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 0.9, which was -0.70 lower than the previous day. The implied volatity was 25.66, the open interest changed by 79 which increased total open position to 384
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 | |||||||
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Delta: -0.63
Vega: 0.17
Theta: -0.35
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 321.85 | 9.25 | -2.60 | 34.18 | 0.5 | 0 | 238.5 |
| 20 Nov | 313.95 | 11.85 | 0.00 | - | 5.5 | -4.5 | 238.5 |
| 19 Nov | 313.95 | 11.85 | -5.30 | - | 5.5 | -4.5 | 238.5 |
| 18 Nov | 311.75 | 17.15 | 5.00 | 33.97 | 5.5 | -0.5 | 243.5 |
| 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 -0.63
Historical price for 328 PE is as follows
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 9.25, which was -2.60 lower than the previous day. The implied volatity was 34.18, the open interest changed by 0 which decreased total open position to 477
On 20 Nov PETRONET was trading at 313.95. The strike last trading price was 11.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 477
On 19 Nov PETRONET was trading at 313.95. The strike last trading price was 11.85, which was -5.30 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 477
On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 17.15, which was 5.00 higher than the previous day. The implied volatity was 33.97, the open interest changed by -1 which decreased total open position to 487
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
