PETRONET
Petronet Lng Limited
Historical option data for PETRONET
20 Dec 2024 04:11 PM IST
| PETRONET 26DEC2024 333 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 0.16
Theta: -0.33
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 336.45 | 5.7 | -0.30 | 20.76 | 385 | 27 | 170 | |||
| 19 Dec | 334.75 | 6 | 0.30 | 21.39 | 716 | 18 | 144 | |||
| 18 Dec | 335.05 | 5.7 | -3.60 | 18.77 | 164 | -4 | 126 | |||
| 17 Dec | 340.45 | 9.3 | 1.60 | 21.83 | 11 | -1 | 131 | |||
| 16 Dec | 337.00 | 7.7 | -0.75 | 20.64 | 4 | -1 | 133 | |||
| 13 Dec | 340.50 | 8.45 | -5.30 | - | 7 | -1 | 135 | |||
| 12 Dec | 343.00 | 13.75 | 2.30 | 28.59 | 13 | -8 | 136 | |||
| 11 Dec | 341.20 | 11.45 | 3.25 | 20.43 | 29 | 3 | 146 | |||
| 10 Dec | 335.20 | 8.2 | -0.15 | 22.82 | 90 | 3 | 144 | |||
| 9 Dec | 335.10 | 8.35 | -1.90 | 22.17 | 22 | -2 | 140 | |||
| 6 Dec | 335.85 | 10.25 | -0.40 | 25.59 | 15 | 2 | 142 | |||
| 5 Dec | 337.85 | 10.65 | 0.65 | 23.21 | 13 | -5 | 141 | |||
| 4 Dec | 336.35 | 10 | -2.00 | 22.03 | 4 | -2 | 146 | |||
| 3 Dec | 339.30 | 12 | 0.10 | 20.22 | 16 | -3 | 148 | |||
| 2 Dec | 338.55 | 11.9 | -0.10 | 24.55 | 262 | 0 | 155 | |||
| 29 Nov | 333.10 | 12 | 4.65 | 23.14 | 531 | 102 | 155 | |||
| 28 Nov | 328.00 | 7.35 | 0.10 | 22.84 | 58 | 25 | 53 | |||
| 27 Nov | 326.95 | 7.25 | -0.75 | 23.52 | 34 | 12 | 28 | |||
| 26 Nov | 328.90 | 8 | -1.00 | 23.13 | 11 | 0 | 15 | |||
| 25 Nov | 333.85 | 9 | 2.30 | 15.43 | 10 | 4 | 9 | |||
| 22 Nov | 323.60 | 6.7 | 2.70 | 23.52 | 3 | 0 | 5 | |||
| 21 Nov | 321.85 | 4 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 20 Nov | 313.95 | 4 | 0.00 | 25.56 | 2 | 1 | 4 | |||
| 19 Nov | 313.95 | 4 | -4.50 | 25.56 | 2 | 0 | 4 | |||
| 18 Nov | 311.75 | 8.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 14 Nov | 313.85 | 8.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 314.85 | 8.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 322.70 | 8.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 11 Nov | 326.95 | 8.5 | -4.95 | 20.16 | 2 | 0 | 3 | |||
| 8 Nov | 328.90 | 13.45 | 0.00 | 0 | 0 | 0 | ||||
For Petronet Lng Limited - strike price 333 expiring on 26DEC2024
Delta for 333 CE is 0.67
Historical price for 333 CE is as follows
On 20 Dec PETRONET was trading at 336.45. The strike last trading price was 5.7, which was -0.30 lower than the previous day. The implied volatity was 20.76, the open interest changed by 27 which increased total open position to 170
On 19 Dec PETRONET was trading at 334.75. The strike last trading price was 6, which was 0.30 higher than the previous day. The implied volatity was 21.39, the open interest changed by 18 which increased total open position to 144
On 18 Dec PETRONET was trading at 335.05. The strike last trading price was 5.7, which was -3.60 lower than the previous day. The implied volatity was 18.77, the open interest changed by -4 which decreased total open position to 126
On 17 Dec PETRONET was trading at 340.45. The strike last trading price was 9.3, which was 1.60 higher than the previous day. The implied volatity was 21.83, the open interest changed by -1 which decreased total open position to 131
On 16 Dec PETRONET was trading at 337.00. The strike last trading price was 7.7, which was -0.75 lower than the previous day. The implied volatity was 20.64, the open interest changed by -1 which decreased total open position to 133
On 13 Dec PETRONET was trading at 340.50. The strike last trading price was 8.45, which was -5.30 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 135
On 12 Dec PETRONET was trading at 343.00. The strike last trading price was 13.75, which was 2.30 higher than the previous day. The implied volatity was 28.59, the open interest changed by -8 which decreased total open position to 136
On 11 Dec PETRONET was trading at 341.20. The strike last trading price was 11.45, which was 3.25 higher than the previous day. The implied volatity was 20.43, the open interest changed by 3 which increased total open position to 146
On 10 Dec PETRONET was trading at 335.20. The strike last trading price was 8.2, which was -0.15 lower than the previous day. The implied volatity was 22.82, the open interest changed by 3 which increased total open position to 144
On 9 Dec PETRONET was trading at 335.10. The strike last trading price was 8.35, which was -1.90 lower than the previous day. The implied volatity was 22.17, the open interest changed by -2 which decreased total open position to 140
On 6 Dec PETRONET was trading at 335.85. The strike last trading price was 10.25, which was -0.40 lower than the previous day. The implied volatity was 25.59, the open interest changed by 2 which increased total open position to 142
On 5 Dec PETRONET was trading at 337.85. The strike last trading price was 10.65, which was 0.65 higher than the previous day. The implied volatity was 23.21, the open interest changed by -5 which decreased total open position to 141
On 4 Dec PETRONET was trading at 336.35. The strike last trading price was 10, which was -2.00 lower than the previous day. The implied volatity was 22.03, the open interest changed by -2 which decreased total open position to 146
On 3 Dec PETRONET was trading at 339.30. The strike last trading price was 12, which was 0.10 higher than the previous day. The implied volatity was 20.22, the open interest changed by -3 which decreased total open position to 148
On 2 Dec PETRONET was trading at 338.55. The strike last trading price was 11.9, which was -0.10 lower than the previous day. The implied volatity was 24.55, the open interest changed by 0 which decreased total open position to 155
On 29 Nov PETRONET was trading at 333.10. The strike last trading price was 12, which was 4.65 higher than the previous day. The implied volatity was 23.14, the open interest changed by 102 which increased total open position to 155
On 28 Nov PETRONET was trading at 328.00. The strike last trading price was 7.35, which was 0.10 higher than the previous day. The implied volatity was 22.84, the open interest changed by 25 which increased total open position to 53
On 27 Nov PETRONET was trading at 326.95. The strike last trading price was 7.25, which was -0.75 lower than the previous day. The implied volatity was 23.52, the open interest changed by 12 which increased total open position to 28
On 26 Nov PETRONET was trading at 328.90. The strike last trading price was 8, which was -1.00 lower than the previous day. The implied volatity was 23.13, the open interest changed by 0 which decreased total open position to 15
On 25 Nov PETRONET was trading at 333.85. The strike last trading price was 9, which was 2.30 higher than the previous day. The implied volatity was 15.43, the open interest changed by 4 which increased total open position to 9
On 22 Nov PETRONET was trading at 323.60. The strike last trading price was 6.7, which was 2.70 higher than the previous day. The implied volatity was 23.52, the open interest changed by 0 which decreased total open position to 5
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 4, 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 20 Nov PETRONET was trading at 313.95. The strike last trading price was 4, which was 0.00 lower than the previous day. The implied volatity was 25.56, the open interest changed by 1 which increased total open position to 4
On 19 Nov PETRONET was trading at 313.95. The strike last trading price was 4, which was -4.50 lower than the previous day. The implied volatity was 25.56, the open interest changed by 0 which decreased total open position to 4
On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 8.5, 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 14 Nov PETRONET was trading at 313.85. The strike last trading price was 8.5, 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 8.5, 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 Nov PETRONET was trading at 322.70. The strike last trading price was 8.5, 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 11 Nov PETRONET was trading at 326.95. The strike last trading price was 8.5, which was -4.95 lower than the previous day. The implied volatity was 20.16, the open interest changed by 0 which decreased total open position to 3
On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 13.45, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| PETRONET 26DEC2024 333 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.35
Vega: 0.16
Theta: -0.27
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 336.45 | 2.3 | -0.65 | 22.64 | 568 | 20 | 181 |
| 19 Dec | 334.75 | 2.95 | -0.25 | 24.48 | 511 | -11 | 157 |
| 18 Dec | 335.05 | 3.2 | 1.05 | 24.02 | 567 | 11 | 172 |
| 17 Dec | 340.45 | 2.15 | -0.10 | 23.97 | 109 | 6 | 160 |
| 16 Dec | 337.00 | 2.25 | 0.20 | 19.93 | 241 | -13 | 154 |
| 13 Dec | 340.50 | 2.05 | -0.35 | 22.15 | 293 | 38 | 168 |
| 12 Dec | 343.00 | 2.4 | -0.55 | 24.23 | 228 | -27 | 135 |
| 11 Dec | 341.20 | 2.95 | -2.40 | 24.28 | 243 | -19 | 163 |
| 10 Dec | 335.20 | 5.35 | 0.10 | 24.86 | 288 | 31 | 184 |
| 9 Dec | 335.10 | 5.25 | 0.05 | 24.12 | 336 | 19 | 151 |
| 6 Dec | 335.85 | 5.2 | 0.00 | 22.85 | 180 | -7 | 135 |
| 5 Dec | 337.85 | 5.2 | -0.30 | 24.23 | 87 | -15 | 141 |
| 4 Dec | 336.35 | 5.5 | 1.10 | 23.78 | 253 | -11 | 158 |
| 3 Dec | 339.30 | 4.4 | -0.95 | 23.85 | 246 | 2 | 169 |
| 2 Dec | 338.55 | 5.35 | -0.95 | 23.73 | 448 | 43 | 171 |
| 29 Nov | 333.10 | 6.3 | -2.65 | 25.32 | 412 | 84 | 114 |
| 28 Nov | 328.00 | 8.95 | -2.50 | 21.72 | 54 | 17 | 30 |
| 27 Nov | 326.95 | 11.45 | 1.95 | 26.91 | 3 | 0 | 13 |
| 26 Nov | 328.90 | 9.5 | 1.20 | 22.86 | 21 | 5 | 13 |
| 25 Nov | 333.85 | 8.3 | -11.05 | 27.79 | 4 | 3 | 8 |
| 22 Nov | 323.60 | 19.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 321.85 | 19.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 313.95 | 19.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 313.95 | 19.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 311.75 | 19.35 | 0.00 | 0.00 | 0 | 4 | 0 |
| 14 Nov | 313.85 | 19.35 | 8.85 | 22.71 | 9 | 3 | 4 |
| 13 Nov | 314.85 | 10.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 322.70 | 10.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 326.95 | 10.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 8 Nov | 328.90 | 10.5 | 22.65 | 1 | 0 | 0 | |
For Petronet Lng Limited - strike price 333 expiring on 26DEC2024
Delta for 333 PE is -0.35
Historical price for 333 PE is as follows
On 20 Dec PETRONET was trading at 336.45. The strike last trading price was 2.3, which was -0.65 lower than the previous day. The implied volatity was 22.64, the open interest changed by 20 which increased total open position to 181
On 19 Dec PETRONET was trading at 334.75. The strike last trading price was 2.95, which was -0.25 lower than the previous day. The implied volatity was 24.48, the open interest changed by -11 which decreased total open position to 157
On 18 Dec PETRONET was trading at 335.05. The strike last trading price was 3.2, which was 1.05 higher than the previous day. The implied volatity was 24.02, the open interest changed by 11 which increased total open position to 172
On 17 Dec PETRONET was trading at 340.45. The strike last trading price was 2.15, which was -0.10 lower than the previous day. The implied volatity was 23.97, the open interest changed by 6 which increased total open position to 160
On 16 Dec PETRONET was trading at 337.00. The strike last trading price was 2.25, which was 0.20 higher than the previous day. The implied volatity was 19.93, the open interest changed by -13 which decreased total open position to 154
On 13 Dec PETRONET was trading at 340.50. The strike last trading price was 2.05, which was -0.35 lower than the previous day. The implied volatity was 22.15, the open interest changed by 38 which increased total open position to 168
On 12 Dec PETRONET was trading at 343.00. The strike last trading price was 2.4, which was -0.55 lower than the previous day. The implied volatity was 24.23, the open interest changed by -27 which decreased total open position to 135
On 11 Dec PETRONET was trading at 341.20. The strike last trading price was 2.95, which was -2.40 lower than the previous day. The implied volatity was 24.28, the open interest changed by -19 which decreased total open position to 163
On 10 Dec PETRONET was trading at 335.20. The strike last trading price was 5.35, which was 0.10 higher than the previous day. The implied volatity was 24.86, the open interest changed by 31 which increased total open position to 184
On 9 Dec PETRONET was trading at 335.10. The strike last trading price was 5.25, which was 0.05 higher than the previous day. The implied volatity was 24.12, the open interest changed by 19 which increased total open position to 151
On 6 Dec PETRONET was trading at 335.85. The strike last trading price was 5.2, which was 0.00 lower than the previous day. The implied volatity was 22.85, the open interest changed by -7 which decreased total open position to 135
On 5 Dec PETRONET was trading at 337.85. The strike last trading price was 5.2, which was -0.30 lower than the previous day. The implied volatity was 24.23, the open interest changed by -15 which decreased total open position to 141
On 4 Dec PETRONET was trading at 336.35. The strike last trading price was 5.5, which was 1.10 higher than the previous day. The implied volatity was 23.78, the open interest changed by -11 which decreased total open position to 158
On 3 Dec PETRONET was trading at 339.30. The strike last trading price was 4.4, which was -0.95 lower than the previous day. The implied volatity was 23.85, the open interest changed by 2 which increased total open position to 169
On 2 Dec PETRONET was trading at 338.55. The strike last trading price was 5.35, which was -0.95 lower than the previous day. The implied volatity was 23.73, the open interest changed by 43 which increased total open position to 171
On 29 Nov PETRONET was trading at 333.10. The strike last trading price was 6.3, which was -2.65 lower than the previous day. The implied volatity was 25.32, the open interest changed by 84 which increased total open position to 114
On 28 Nov PETRONET was trading at 328.00. The strike last trading price was 8.95, which was -2.50 lower than the previous day. The implied volatity was 21.72, the open interest changed by 17 which increased total open position to 30
On 27 Nov PETRONET was trading at 326.95. The strike last trading price was 11.45, which was 1.95 higher than the previous day. The implied volatity was 26.91, the open interest changed by 0 which decreased total open position to 13
On 26 Nov PETRONET was trading at 328.90. The strike last trading price was 9.5, which was 1.20 higher than the previous day. The implied volatity was 22.86, the open interest changed by 5 which increased total open position to 13
On 25 Nov PETRONET was trading at 333.85. The strike last trading price was 8.3, which was -11.05 lower than the previous day. The implied volatity was 27.79, the open interest changed by 3 which increased total open position to 8
On 22 Nov PETRONET was trading at 323.60. The strike last trading price was 19.35, 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 21 Nov PETRONET was trading at 321.85. The strike last trading price was 19.35, 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 20 Nov PETRONET was trading at 313.95. The strike last trading price was 19.35, 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 19 Nov PETRONET was trading at 313.95. The strike last trading price was 19.35, 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 18 Nov PETRONET was trading at 311.75. The strike last trading price was 19.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 19.35, which was 8.85 higher than the previous day. The implied volatity was 22.71, the open interest changed by 3 which increased total open position to 4
On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 10.5, 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 Nov PETRONET was trading at 322.70. The strike last trading price was 10.5, 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 Nov PETRONET was trading at 326.95. The strike last trading price was 10.5, 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 10.5, which was lower than the previous day. The implied volatity was 22.65, the open interest changed by 0 which decreased total open position to 0
