PETRONET
Petronet Lng Limited
Historical option data for PETRONET
20 Dec 2024 04:11 PM IST
| PETRONET 26DEC2024 335 CE | ||||||||||
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Delta: 0.58
Vega: 0.17
Theta: -0.36
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 336.45 | 4.7 | -0.20 | 22.10 | 1,132 | -121 | 207 | |||
| 19 Dec | 334.75 | 4.9 | 0.45 | 21.90 | 1,082 | -28 | 327 | |||
| 18 Dec | 335.05 | 4.45 | -3.45 | 18.50 | 1,236 | 147 | 354 | |||
| 17 Dec | 340.45 | 7.9 | 0.85 | 21.90 | 510 | -25 | 206 | |||
| 16 Dec | 337.00 | 7.05 | -1.80 | 23.57 | 690 | 56 | 237 | |||
| 13 Dec | 340.50 | 8.85 | -2.15 | 15.11 | 294 | -19 | 182 | |||
| 12 Dec | 343.00 | 11 | 1.00 | 21.13 | 284 | -78 | 202 | |||
| 11 Dec | 341.20 | 10 | 3.05 | 20.35 | 634 | -101 | 281 | |||
| 10 Dec | 335.20 | 6.95 | -0.30 | 22.27 | 802 | 51 | 384 | |||
| 9 Dec | 335.10 | 7.25 | -1.95 | 22.20 | 1,019 | -44 | 333 | |||
| 6 Dec | 335.85 | 9.2 | -0.30 | 25.75 | 462 | 93 | 381 | |||
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| 5 Dec | 337.85 | 9.5 | 0.50 | 23.29 | 263 | -8 | 286 | |||
| 4 Dec | 336.35 | 9 | -1.45 | 22.49 | 428 | -56 | 290 | |||
| 3 Dec | 339.30 | 10.45 | -0.15 | 19.48 | 292 | 3 | 345 | |||
| 2 Dec | 338.55 | 10.6 | -0.45 | 24.16 | 907 | 48 | 442 | |||
| 29 Nov | 333.10 | 11.05 | 4.30 | 23.77 | 1,122 | 35 | 383 | |||
| 28 Nov | 328.00 | 6.75 | 0.30 | 23.55 | 563 | 59 | 346 | |||
| 27 Nov | 326.95 | 6.45 | -0.90 | 23.58 | 146 | 57 | 286 | |||
| 26 Nov | 328.90 | 7.35 | -2.35 | 23.56 | 295 | 210 | 228 | |||
| 25 Nov | 333.85 | 9.7 | 3.95 | 20.49 | 28 | 9 | 19 | |||
| 22 Nov | 323.60 | 5.75 | 1.75 | 23.15 | 5 | 2 | 12 | |||
| 21 Nov | 321.85 | 4 | 0.00 | 0.00 | 0 | 10 | 0 | |||
| 20 Nov | 313.95 | 4 | 0.00 | 26.27 | 11 | 10 | 10 | |||
| 19 Nov | 313.95 | 4 | -11.55 | 26.27 | 11 | 10 | 10 | |||
| 18 Nov | 311.75 | 15.55 | 0.00 | 5.58 | 0 | 0 | 0 | |||
| 14 Nov | 313.85 | 15.55 | 0.00 | 4.71 | 0 | 0 | 0 | |||
| 13 Nov | 314.85 | 15.55 | 0.00 | 4.13 | 0 | 0 | 0 | |||
| 12 Nov | 322.70 | 15.55 | 0.00 | 2.45 | 0 | 0 | 0 | |||
| 11 Nov | 326.95 | 15.55 | -4.30 | 1.07 | 0 | 0 | 0 | |||
| 7 Nov | 346.70 | 19.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 344.65 | 19.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 334.60 | 19.85 | - | 0 | 0 | 0 | ||||
For Petronet Lng Limited - strike price 335 expiring on 26DEC2024
Delta for 335 CE is 0.58
Historical price for 335 CE is as follows
On 20 Dec PETRONET was trading at 336.45. The strike last trading price was 4.7, which was -0.20 lower than the previous day. The implied volatity was 22.10, the open interest changed by -121 which decreased total open position to 207
On 19 Dec PETRONET was trading at 334.75. The strike last trading price was 4.9, which was 0.45 higher than the previous day. The implied volatity was 21.90, the open interest changed by -28 which decreased total open position to 327
On 18 Dec PETRONET was trading at 335.05. The strike last trading price was 4.45, which was -3.45 lower than the previous day. The implied volatity was 18.50, the open interest changed by 147 which increased total open position to 354
On 17 Dec PETRONET was trading at 340.45. The strike last trading price was 7.9, which was 0.85 higher than the previous day. The implied volatity was 21.90, the open interest changed by -25 which decreased total open position to 206
On 16 Dec PETRONET was trading at 337.00. The strike last trading price was 7.05, which was -1.80 lower than the previous day. The implied volatity was 23.57, the open interest changed by 56 which increased total open position to 237
On 13 Dec PETRONET was trading at 340.50. The strike last trading price was 8.85, which was -2.15 lower than the previous day. The implied volatity was 15.11, the open interest changed by -19 which decreased total open position to 182
On 12 Dec PETRONET was trading at 343.00. The strike last trading price was 11, which was 1.00 higher than the previous day. The implied volatity was 21.13, the open interest changed by -78 which decreased total open position to 202
On 11 Dec PETRONET was trading at 341.20. The strike last trading price was 10, which was 3.05 higher than the previous day. The implied volatity was 20.35, the open interest changed by -101 which decreased total open position to 281
On 10 Dec PETRONET was trading at 335.20. The strike last trading price was 6.95, which was -0.30 lower than the previous day. The implied volatity was 22.27, the open interest changed by 51 which increased total open position to 384
On 9 Dec PETRONET was trading at 335.10. The strike last trading price was 7.25, which was -1.95 lower than the previous day. The implied volatity was 22.20, the open interest changed by -44 which decreased total open position to 333
On 6 Dec PETRONET was trading at 335.85. The strike last trading price was 9.2, which was -0.30 lower than the previous day. The implied volatity was 25.75, the open interest changed by 93 which increased total open position to 381
On 5 Dec PETRONET was trading at 337.85. The strike last trading price was 9.5, which was 0.50 higher than the previous day. The implied volatity was 23.29, the open interest changed by -8 which decreased total open position to 286
On 4 Dec PETRONET was trading at 336.35. The strike last trading price was 9, which was -1.45 lower than the previous day. The implied volatity was 22.49, the open interest changed by -56 which decreased total open position to 290
On 3 Dec PETRONET was trading at 339.30. The strike last trading price was 10.45, which was -0.15 lower than the previous day. The implied volatity was 19.48, the open interest changed by 3 which increased total open position to 345
On 2 Dec PETRONET was trading at 338.55. The strike last trading price was 10.6, which was -0.45 lower than the previous day. The implied volatity was 24.16, the open interest changed by 48 which increased total open position to 442
On 29 Nov PETRONET was trading at 333.10. The strike last trading price was 11.05, which was 4.30 higher than the previous day. The implied volatity was 23.77, the open interest changed by 35 which increased total open position to 383
On 28 Nov PETRONET was trading at 328.00. The strike last trading price was 6.75, which was 0.30 higher than the previous day. The implied volatity was 23.55, the open interest changed by 59 which increased total open position to 346
On 27 Nov PETRONET was trading at 326.95. The strike last trading price was 6.45, which was -0.90 lower than the previous day. The implied volatity was 23.58, the open interest changed by 57 which increased total open position to 286
On 26 Nov PETRONET was trading at 328.90. The strike last trading price was 7.35, which was -2.35 lower than the previous day. The implied volatity was 23.56, the open interest changed by 210 which increased total open position to 228
On 25 Nov PETRONET was trading at 333.85. The strike last trading price was 9.7, which was 3.95 higher than the previous day. The implied volatity was 20.49, the open interest changed by 9 which increased total open position to 19
On 22 Nov PETRONET was trading at 323.60. The strike last trading price was 5.75, which was 1.75 higher than the previous day. The implied volatity was 23.15, the open interest changed by 2 which increased total open position to 12
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 10 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 26.27, the open interest changed by 10 which increased total open position to 10
On 19 Nov PETRONET was trading at 313.95. The strike last trading price was 4, which was -11.55 lower than the previous day. The implied volatity was 26.27, the open interest changed by 10 which increased total open position to 10
On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 15.55, which was 0.00 lower than the previous day. The implied volatity was 5.58, 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 15.55, which was 0.00 lower than the previous day. The implied volatity was 4.71, 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 15.55, which was 0.00 lower than the previous day. The implied volatity was 4.13, 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 15.55, which was 0.00 lower than the previous day. The implied volatity was 2.45, 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 15.55, which was -4.30 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0
On 7 Nov PETRONET was trading at 346.70. The strike last trading price was 19.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov PETRONET was trading at 344.65. The strike last trading price was 19.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov PETRONET was trading at 334.60. The strike last trading price was 19.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| PETRONET 26DEC2024 335 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.43
Vega: 0.17
Theta: -0.28
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 336.45 | 3.1 | -0.65 | 22.69 | 1,524 | -132 | 377 |
| 19 Dec | 334.75 | 3.75 | -0.35 | 24.31 | 1,073 | 100 | 512 |
| 18 Dec | 335.05 | 4.1 | 1.45 | 24.29 | 1,059 | 64 | 412 |
| 17 Dec | 340.45 | 2.65 | -0.20 | 23.35 | 594 | -20 | 352 |
| 16 Dec | 337.00 | 2.85 | 0.35 | 19.43 | 850 | -5 | 379 |
| 13 Dec | 340.50 | 2.5 | -0.45 | 21.69 | 747 | 55 | 384 |
| 12 Dec | 343.00 | 2.95 | -0.70 | 24.19 | 525 | -32 | 330 |
| 11 Dec | 341.20 | 3.65 | -2.60 | 24.57 | 448 | 36 | 376 |
| 10 Dec | 335.20 | 6.25 | 0.10 | 24.84 | 508 | 37 | 346 |
| 9 Dec | 335.10 | 6.15 | -0.10 | 24.14 | 588 | 41 | 308 |
| 6 Dec | 335.85 | 6.25 | 0.25 | 23.42 | 434 | 4 | 267 |
| 5 Dec | 337.85 | 6 | -0.30 | 24.15 | 270 | 13 | 263 |
| 4 Dec | 336.35 | 6.3 | 1.15 | 23.61 | 580 | 56 | 248 |
| 3 Dec | 339.30 | 5.15 | -1.10 | 23.95 | 402 | 24 | 192 |
| 2 Dec | 338.55 | 6.25 | -0.75 | 23.99 | 625 | 86 | 171 |
| 29 Nov | 333.10 | 7 | -3.65 | 24.95 | 205 | 43 | 80 |
| 28 Nov | 328.00 | 10.65 | -1.15 | 23.30 | 30 | 6 | 38 |
| 27 Nov | 326.95 | 11.8 | 2.45 | 24.41 | 24 | 21 | 32 |
| 26 Nov | 328.90 | 9.35 | 0.35 | 19.45 | 22 | 8 | 14 |
| 25 Nov | 333.85 | 9 | -9.55 | 27.28 | 10 | 4 | 4 |
| 22 Nov | 323.60 | 18.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 321.85 | 18.55 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 313.95 | 18.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 313.95 | 18.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 311.75 | 18.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 313.85 | 18.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 314.85 | 18.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 322.70 | 18.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 326.95 | 18.55 | 0.40 | - | 0 | 0 | 0 |
| 7 Nov | 346.70 | 18.15 | 0.00 | 3.91 | 0 | 0 | 0 |
| 6 Nov | 344.65 | 18.15 | 0.00 | 3.61 | 0 | 0 | 0 |
| 5 Nov | 334.60 | 18.15 | 1.02 | 0 | 0 | 0 | |
For Petronet Lng Limited - strike price 335 expiring on 26DEC2024
Delta for 335 PE is -0.43
Historical price for 335 PE is as follows
On 20 Dec PETRONET was trading at 336.45. The strike last trading price was 3.1, which was -0.65 lower than the previous day. The implied volatity was 22.69, the open interest changed by -132 which decreased total open position to 377
On 19 Dec PETRONET was trading at 334.75. The strike last trading price was 3.75, which was -0.35 lower than the previous day. The implied volatity was 24.31, the open interest changed by 100 which increased total open position to 512
On 18 Dec PETRONET was trading at 335.05. The strike last trading price was 4.1, which was 1.45 higher than the previous day. The implied volatity was 24.29, the open interest changed by 64 which increased total open position to 412
On 17 Dec PETRONET was trading at 340.45. The strike last trading price was 2.65, which was -0.20 lower than the previous day. The implied volatity was 23.35, the open interest changed by -20 which decreased total open position to 352
On 16 Dec PETRONET was trading at 337.00. The strike last trading price was 2.85, which was 0.35 higher than the previous day. The implied volatity was 19.43, the open interest changed by -5 which decreased total open position to 379
On 13 Dec PETRONET was trading at 340.50. The strike last trading price was 2.5, which was -0.45 lower than the previous day. The implied volatity was 21.69, the open interest changed by 55 which increased total open position to 384
On 12 Dec PETRONET was trading at 343.00. The strike last trading price was 2.95, which was -0.70 lower than the previous day. The implied volatity was 24.19, the open interest changed by -32 which decreased total open position to 330
On 11 Dec PETRONET was trading at 341.20. The strike last trading price was 3.65, which was -2.60 lower than the previous day. The implied volatity was 24.57, the open interest changed by 36 which increased total open position to 376
On 10 Dec PETRONET was trading at 335.20. The strike last trading price was 6.25, which was 0.10 higher than the previous day. The implied volatity was 24.84, the open interest changed by 37 which increased total open position to 346
On 9 Dec PETRONET was trading at 335.10. The strike last trading price was 6.15, which was -0.10 lower than the previous day. The implied volatity was 24.14, the open interest changed by 41 which increased total open position to 308
On 6 Dec PETRONET was trading at 335.85. The strike last trading price was 6.25, which was 0.25 higher than the previous day. The implied volatity was 23.42, the open interest changed by 4 which increased total open position to 267
On 5 Dec PETRONET was trading at 337.85. The strike last trading price was 6, which was -0.30 lower than the previous day. The implied volatity was 24.15, the open interest changed by 13 which increased total open position to 263
On 4 Dec PETRONET was trading at 336.35. The strike last trading price was 6.3, which was 1.15 higher than the previous day. The implied volatity was 23.61, the open interest changed by 56 which increased total open position to 248
On 3 Dec PETRONET was trading at 339.30. The strike last trading price was 5.15, which was -1.10 lower than the previous day. The implied volatity was 23.95, the open interest changed by 24 which increased total open position to 192
On 2 Dec PETRONET was trading at 338.55. The strike last trading price was 6.25, which was -0.75 lower than the previous day. The implied volatity was 23.99, the open interest changed by 86 which increased total open position to 171
On 29 Nov PETRONET was trading at 333.10. The strike last trading price was 7, which was -3.65 lower than the previous day. The implied volatity was 24.95, the open interest changed by 43 which increased total open position to 80
On 28 Nov PETRONET was trading at 328.00. The strike last trading price was 10.65, which was -1.15 lower than the previous day. The implied volatity was 23.30, the open interest changed by 6 which increased total open position to 38
On 27 Nov PETRONET was trading at 326.95. The strike last trading price was 11.8, which was 2.45 higher than the previous day. The implied volatity was 24.41, the open interest changed by 21 which increased total open position to 32
On 26 Nov PETRONET was trading at 328.90. The strike last trading price was 9.35, which was 0.35 higher than the previous day. The implied volatity was 19.45, the open interest changed by 8 which increased total open position to 14
On 25 Nov PETRONET was trading at 333.85. The strike last trading price was 9, which was -9.55 lower than the previous day. The implied volatity was 27.28, the open interest changed by 4 which increased total open position to 4
On 22 Nov PETRONET was trading at 323.60. The strike last trading price was 18.55, which was 0.00 lower than the previous day. The implied volatity was -, 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 18.55, which was 0.00 lower than the previous day. The implied volatity was -, 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 18.55, which was 0.00 lower than the previous day. The implied volatity was -, 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 18.55, which was 0.00 lower than the previous day. The implied volatity was -, 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 18.55, which was 0.00 lower than the previous day. The implied volatity was -, 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 18.55, which was 0.00 lower than the previous day. The implied volatity was -, 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 18.55, which was 0.00 lower than the previous day. The implied volatity was -, 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 18.55, which was 0.00 lower than the previous day. The implied volatity was -, 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 18.55, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov PETRONET was trading at 346.70. The strike last trading price was 18.15, which was 0.00 lower than the previous day. The implied volatity was 3.91, the open interest changed by 0 which decreased total open position to 0
On 6 Nov PETRONET was trading at 344.65. The strike last trading price was 18.15, which was 0.00 lower than the previous day. The implied volatity was 3.61, the open interest changed by 0 which decreased total open position to 0
On 5 Nov PETRONET was trading at 334.60. The strike last trading price was 18.15, which was lower than the previous day. The implied volatity was 1.02, the open interest changed by 0 which decreased total open position to 0
