PETRONET
Petronet Lng Limited
Historical option data for PETRONET
14 Nov 2024 09:32 AM IST
| PETRONET 28NOV2024 333 CE | ||||||||||
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Delta: 0.18
Vega: 0.16
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 317.05 | 1.4 | 0.05 | 24.22 | 10.5 | 4 | 302.5 | |||
| 13 Nov | 314.85 | 1.35 | -1.05 | 24.96 | 293.5 | -9.5 | 299.5 | |||
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| 12 Nov | 322.70 | 2.4 | -1.60 | 21.63 | 262 | -15.5 | 308 | |||
| 11 Nov | 326.95 | 4 | -1.60 | 22.04 | 237.5 | 9 | 323.5 | |||
| 8 Nov | 328.90 | 5.6 | 21.22 | 865.5 | 60.5 | 319.5 | ||||
For Petronet Lng Limited - strike price 333 expiring on 28NOV2024
Delta for 333 CE is 0.18
Historical price for 333 CE is as follows
On 14 Nov PETRONET was trading at 317.05. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was 24.22, the open interest changed by 8 which increased total open position to 605
On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 1.35, which was -1.05 lower than the previous day. The implied volatity was 24.96, the open interest changed by -19 which decreased total open position to 599
On 12 Nov PETRONET was trading at 322.70. The strike last trading price was 2.4, which was -1.60 lower than the previous day. The implied volatity was 21.63, the open interest changed by -31 which decreased total open position to 616
On 11 Nov PETRONET was trading at 326.95. The strike last trading price was 4, which was -1.60 lower than the previous day. The implied volatity was 22.04, the open interest changed by 18 which increased total open position to 647
On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 5.6, which was lower than the previous day. The implied volatity was 21.22, the open interest changed by 121 which increased total open position to 639
| PETRONET 28NOV2024 333 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 0.16
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 317.05 | 16.2 | -1.25 | 23.89 | 8.5 | -1 | 458 |
| 13 Nov | 314.85 | 17.45 | 5.10 | 22.73 | 46.5 | -28 | 459.5 |
| 12 Nov | 322.70 | 12.35 | 3.45 | 24.70 | 33.5 | -11.5 | 487.5 |
| 11 Nov | 326.95 | 8.9 | 1.20 | 21.10 | 57.5 | -19 | 499 |
| 8 Nov | 328.90 | 7.7 | 21.61 | 826.5 | 3 | 522 | |
For Petronet Lng Limited - strike price 333 expiring on 28NOV2024
Delta for 333 PE is -0.83
Historical price for 333 PE is as follows
On 14 Nov PETRONET was trading at 317.05. The strike last trading price was 16.2, which was -1.25 lower than the previous day. The implied volatity was 23.89, the open interest changed by -2 which decreased total open position to 916
On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 17.45, which was 5.10 higher than the previous day. The implied volatity was 22.73, the open interest changed by -56 which decreased total open position to 919
On 12 Nov PETRONET was trading at 322.70. The strike last trading price was 12.35, which was 3.45 higher than the previous day. The implied volatity was 24.70, the open interest changed by -23 which decreased total open position to 975
On 11 Nov PETRONET was trading at 326.95. The strike last trading price was 8.9, which was 1.20 higher than the previous day. The implied volatity was 21.10, the open interest changed by -38 which decreased total open position to 998
On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 7.7, which was lower than the previous day. The implied volatity was 21.61, the open interest changed by 6 which increased total open position to 1044
