PETRONET
Petronet Lng Limited
Historical option data for PETRONET
21 Nov 2024 04:11 PM IST
| PETRONET 28NOV2024 333 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.16
Vega: 0.11
Theta: -0.19
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 321.85 | 0.85 | 0.30 | 22.91 | 174 | 4 | 357 | |||
| 20 Nov | 313.95 | 0.55 | 0.00 | 27.39 | 201 | -6 | 356 | |||
| 19 Nov | 313.95 | 0.55 | -0.05 | 27.39 | 201 | -3 | 356 | |||
| 18 Nov | 311.75 | 0.6 | -0.45 | 27.88 | 113.5 | 14.5 | 355 | |||
|
|
||||||||||
| 14 Nov | 313.85 | 1.05 | -0.30 | 25.19 | 171.5 | 42.5 | 341 | |||
| 13 Nov | 314.85 | 1.35 | -1.05 | 24.96 | 293.5 | -9.5 | 299.5 | |||
| 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 0.16
Historical price for 333 CE is as follows
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 0.85, which was 0.30 higher than the previous day. The implied volatity was 22.91, the open interest changed by 8 which increased total open position to 714
On 20 Nov PETRONET was trading at 313.95. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 27.39, the open interest changed by -12 which decreased total open position to 712
On 19 Nov PETRONET was trading at 313.95. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 27.39, the open interest changed by -6 which decreased total open position to 712
On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 0.6, which was -0.45 lower than the previous day. The implied volatity was 27.88, the open interest changed by 29 which increased total open position to 710
On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 1.05, which was -0.30 lower than the previous day. The implied volatity was 25.19, the open interest changed by 85 which increased total open position to 682
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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 0.14
Theta: -0.23
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 321.85 | 12.3 | -3.50 | 30.86 | 16 | -12 | 418 |
| 20 Nov | 313.95 | 15.8 | 0.00 | - | 20 | -4.5 | 430 |
| 19 Nov | 313.95 | 15.8 | -3.05 | - | 20 | -4.5 | 430 |
| 18 Nov | 311.75 | 18.85 | -0.15 | - | 14.5 | -12.5 | 435 |
| 14 Nov | 313.85 | 19 | 1.55 | 26.09 | 25.5 | -11 | 448 |
| 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 -0.77
Historical price for 333 PE is as follows
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 12.3, which was -3.50 lower than the previous day. The implied volatity was 30.86, the open interest changed by -24 which decreased total open position to 836
On 20 Nov PETRONET was trading at 313.95. The strike last trading price was 15.8, 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 860
On 19 Nov PETRONET was trading at 313.95. The strike last trading price was 15.8, which was -3.05 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 860
On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 18.85, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 870
On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 19, which was 1.55 higher than the previous day. The implied volatity was 26.09, the open interest changed by -22 which decreased total open position to 896
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
