PETRONET
Petronet Lng Limited
Historical option data for PETRONET
20 Dec 2024 04:11 PM IST
| PETRONET 26DEC2024 338 CE | ||||||||||
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Delta: 0.45
Vega: 0.17
Theta: -0.35
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 336.45 | 3.1 | -0.25 | 21.55 | 1,384 | -16 | 116 | |||
| 19 Dec | 334.75 | 3.35 | 0.25 | 21.57 | 621 | -44 | 135 | |||
| 18 Dec | 335.05 | 3.1 | -2.85 | 19.16 | 940 | -9 | 179 | |||
| 17 Dec | 340.45 | 5.95 | 0.65 | 21.57 | 642 | -104 | 188 | |||
| 16 Dec | 337.00 | 5.3 | -1.45 | 23.06 | 668 | 25 | 298 | |||
| 13 Dec | 340.50 | 6.75 | -1.95 | 15.52 | 517 | 46 | 274 | |||
| 12 Dec | 343.00 | 8.7 | 0.55 | 20.14 | 336 | -37 | 228 | |||
| 11 Dec | 341.20 | 8.15 | 2.70 | 20.77 | 559 | -38 | 270 | |||
| 10 Dec | 335.20 | 5.45 | -0.40 | 22.13 | 348 | 49 | 309 | |||
| 9 Dec | 335.10 | 5.85 | -1.50 | 22.46 | 510 | 102 | 250 | |||
| 6 Dec | 335.85 | 7.35 | -0.30 | 24.63 | 181 | -16 | 148 | |||
| 5 Dec | 337.85 | 7.65 | 0.35 | 22.52 | 143 | 5 | 166 | |||
| 4 Dec | 336.35 | 7.3 | -1.40 | 22.06 | 217 | -1 | 160 | |||
| 3 Dec | 339.30 | 8.7 | -0.15 | 19.73 | 167 | -10 | 160 | |||
| 2 Dec | 338.55 | 8.85 | -0.50 | 23.76 | 697 | 71 | 164 | |||
| 29 Nov | 333.10 | 9.35 | 3.60 | 23.53 | 255 | 65 | 94 | |||
| 28 Nov | 328.00 | 5.75 | -0.90 | 23.99 | 34 | 13 | 29 | |||
| 27 Nov | 326.95 | 6.65 | 0.00 | 0.00 | 0 | 11 | 0 | |||
| 26 Nov | 328.90 | 6.65 | 0.20 | 25.58 | 24 | 12 | 17 | |||
| 25 Nov | 333.85 | 6.45 | -9.00 | 16.35 | 10 | 5 | 5 | |||
| 22 Nov | 323.60 | 15.45 | 0.00 | 3.29 | 0 | 0 | 0 | |||
| 21 Nov | 321.85 | 15.45 | 0.00 | 3.83 | 0 | 0 | 0 | |||
| 20 Nov | 313.95 | 15.45 | 0.00 | 6.05 | 0 | 0 | 0 | |||
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| 19 Nov | 313.95 | 15.45 | 0.00 | 6.05 | 0 | 0 | 0 | |||
| 18 Nov | 311.75 | 15.45 | 0.00 | 6.33 | 0 | 0 | 0 | |||
| 14 Nov | 313.85 | 15.45 | 0.00 | 5.44 | 0 | 0 | 0 | |||
| 13 Nov | 314.85 | 15.45 | 0.00 | 5.04 | 0 | 0 | 0 | |||
| 12 Nov | 322.70 | 15.45 | 0.00 | 3.12 | 0 | 0 | 0 | |||
| 11 Nov | 326.95 | 15.45 | 0.00 | 1.80 | 0 | 0 | 0 | |||
| 8 Nov | 328.90 | 15.45 | 1.19 | 0 | 0 | 0 | ||||
For Petronet Lng Limited - strike price 338 expiring on 26DEC2024
Delta for 338 CE is 0.45
Historical price for 338 CE is as follows
On 20 Dec PETRONET was trading at 336.45. The strike last trading price was 3.1, which was -0.25 lower than the previous day. The implied volatity was 21.55, the open interest changed by -16 which decreased total open position to 116
On 19 Dec PETRONET was trading at 334.75. The strike last trading price was 3.35, which was 0.25 higher than the previous day. The implied volatity was 21.57, the open interest changed by -44 which decreased total open position to 135
On 18 Dec PETRONET was trading at 335.05. The strike last trading price was 3.1, which was -2.85 lower than the previous day. The implied volatity was 19.16, the open interest changed by -9 which decreased total open position to 179
On 17 Dec PETRONET was trading at 340.45. The strike last trading price was 5.95, which was 0.65 higher than the previous day. The implied volatity was 21.57, the open interest changed by -104 which decreased total open position to 188
On 16 Dec PETRONET was trading at 337.00. The strike last trading price was 5.3, which was -1.45 lower than the previous day. The implied volatity was 23.06, the open interest changed by 25 which increased total open position to 298
On 13 Dec PETRONET was trading at 340.50. The strike last trading price was 6.75, which was -1.95 lower than the previous day. The implied volatity was 15.52, the open interest changed by 46 which increased total open position to 274
On 12 Dec PETRONET was trading at 343.00. The strike last trading price was 8.7, which was 0.55 higher than the previous day. The implied volatity was 20.14, the open interest changed by -37 which decreased total open position to 228
On 11 Dec PETRONET was trading at 341.20. The strike last trading price was 8.15, which was 2.70 higher than the previous day. The implied volatity was 20.77, the open interest changed by -38 which decreased total open position to 270
On 10 Dec PETRONET was trading at 335.20. The strike last trading price was 5.45, which was -0.40 lower than the previous day. The implied volatity was 22.13, the open interest changed by 49 which increased total open position to 309
On 9 Dec PETRONET was trading at 335.10. The strike last trading price was 5.85, which was -1.50 lower than the previous day. The implied volatity was 22.46, the open interest changed by 102 which increased total open position to 250
On 6 Dec PETRONET was trading at 335.85. The strike last trading price was 7.35, which was -0.30 lower than the previous day. The implied volatity was 24.63, the open interest changed by -16 which decreased total open position to 148
On 5 Dec PETRONET was trading at 337.85. The strike last trading price was 7.65, which was 0.35 higher than the previous day. The implied volatity was 22.52, the open interest changed by 5 which increased total open position to 166
On 4 Dec PETRONET was trading at 336.35. The strike last trading price was 7.3, which was -1.40 lower than the previous day. The implied volatity was 22.06, the open interest changed by -1 which decreased total open position to 160
On 3 Dec PETRONET was trading at 339.30. The strike last trading price was 8.7, which was -0.15 lower than the previous day. The implied volatity was 19.73, the open interest changed by -10 which decreased total open position to 160
On 2 Dec PETRONET was trading at 338.55. The strike last trading price was 8.85, which was -0.50 lower than the previous day. The implied volatity was 23.76, the open interest changed by 71 which increased total open position to 164
On 29 Nov PETRONET was trading at 333.10. The strike last trading price was 9.35, which was 3.60 higher than the previous day. The implied volatity was 23.53, the open interest changed by 65 which increased total open position to 94
On 28 Nov PETRONET was trading at 328.00. The strike last trading price was 5.75, which was -0.90 lower than the previous day. The implied volatity was 23.99, the open interest changed by 13 which increased total open position to 29
On 27 Nov PETRONET was trading at 326.95. The strike last trading price was 6.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 26 Nov PETRONET was trading at 328.90. The strike last trading price was 6.65, which was 0.20 higher than the previous day. The implied volatity was 25.58, the open interest changed by 12 which increased total open position to 17
On 25 Nov PETRONET was trading at 333.85. The strike last trading price was 6.45, which was -9.00 lower than the previous day. The implied volatity was 16.35, the open interest changed by 5 which increased total open position to 5
On 22 Nov PETRONET was trading at 323.60. The strike last trading price was 15.45, which was 0.00 lower than the previous day. The implied volatity was 3.29, 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 15.45, which was 0.00 lower than the previous day. The implied volatity was 3.83, 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 15.45, which was 0.00 lower than the previous day. The implied volatity was 6.05, 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 15.45, which was 0.00 lower than the previous day. The implied volatity was 6.05, 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 15.45, which was 0.00 lower than the previous day. The implied volatity was 6.33, 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 15.45, which was 0.00 lower than the previous day. The implied volatity was 5.44, 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 15.45, which was 0.00 lower than the previous day. The implied volatity was 5.04, 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 15.45, which was 0.00 lower than the previous day. The implied volatity was 3.12, 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 15.45, which was 0.00 lower than the previous day. The implied volatity was 1.80, the open interest changed by 0 which decreased total open position to 0
On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 15.45, which was lower than the previous day. The implied volatity was 1.19, the open interest changed by 0 which decreased total open position to 0
| PETRONET 26DEC2024 338 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 0.17
Theta: -0.26
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 336.45 | 4.5 | -0.80 | 22.16 | 1,118 | 12 | 253 |
| 19 Dec | 334.75 | 5.3 | -0.45 | 24.54 | 489 | -11 | 240 |
| 18 Dec | 335.05 | 5.75 | 2.05 | 24.96 | 931 | 23 | 251 |
| 17 Dec | 340.45 | 3.7 | -0.35 | 22.93 | 492 | 3 | 225 |
| 16 Dec | 337.00 | 4.05 | 0.60 | 18.91 | 586 | 19 | 229 |
| 13 Dec | 340.50 | 3.45 | -0.35 | 21.48 | 712 | 24 | 209 |
| 12 Dec | 343.00 | 3.8 | -0.75 | 23.59 | 383 | -10 | 191 |
| 11 Dec | 341.20 | 4.55 | -3.15 | 23.76 | 283 | 11 | 202 |
| 10 Dec | 335.20 | 7.7 | 0.20 | 24.56 | 45 | 12 | 190 |
| 9 Dec | 335.10 | 7.5 | -0.10 | 23.58 | 198 | 53 | 187 |
| 6 Dec | 335.85 | 7.6 | 0.30 | 23.02 | 99 | 17 | 129 |
| 5 Dec | 337.85 | 7.3 | -0.45 | 23.88 | 83 | 0 | 113 |
| 4 Dec | 336.35 | 7.75 | 1.45 | 23.67 | 199 | -7 | 111 |
| 3 Dec | 339.30 | 6.3 | -1.00 | 23.73 | 131 | 38 | 122 |
| 2 Dec | 338.55 | 7.3 | -3.45 | 23.08 | 239 | 68 | 84 |
| 29 Nov | 333.10 | 10.75 | -1.70 | 31.48 | 2 | 1 | 16 |
| 28 Nov | 328.00 | 12.45 | 3.00 | 23.23 | 19 | 15 | 16 |
| 27 Nov | 326.95 | 9.45 | 0.00 | 0.00 | 0 | 1 | 0 |
| 26 Nov | 328.90 | 9.45 | -14.20 | 14.01 | 1 | 0 | 0 |
| 25 Nov | 333.85 | 23.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 323.60 | 23.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 321.85 | 23.65 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 313.95 | 23.65 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 313.95 | 23.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 311.75 | 23.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 313.85 | 23.65 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 314.85 | 23.65 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 322.70 | 23.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 326.95 | 23.65 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 328.90 | 23.65 | - | 0 | 0 | 0 | |
For Petronet Lng Limited - strike price 338 expiring on 26DEC2024
Delta for 338 PE is -0.55
Historical price for 338 PE is as follows
On 20 Dec PETRONET was trading at 336.45. The strike last trading price was 4.5, which was -0.80 lower than the previous day. The implied volatity was 22.16, the open interest changed by 12 which increased total open position to 253
On 19 Dec PETRONET was trading at 334.75. The strike last trading price was 5.3, which was -0.45 lower than the previous day. The implied volatity was 24.54, the open interest changed by -11 which decreased total open position to 240
On 18 Dec PETRONET was trading at 335.05. The strike last trading price was 5.75, which was 2.05 higher than the previous day. The implied volatity was 24.96, the open interest changed by 23 which increased total open position to 251
On 17 Dec PETRONET was trading at 340.45. The strike last trading price was 3.7, which was -0.35 lower than the previous day. The implied volatity was 22.93, the open interest changed by 3 which increased total open position to 225
On 16 Dec PETRONET was trading at 337.00. The strike last trading price was 4.05, which was 0.60 higher than the previous day. The implied volatity was 18.91, the open interest changed by 19 which increased total open position to 229
On 13 Dec PETRONET was trading at 340.50. The strike last trading price was 3.45, which was -0.35 lower than the previous day. The implied volatity was 21.48, the open interest changed by 24 which increased total open position to 209
On 12 Dec PETRONET was trading at 343.00. The strike last trading price was 3.8, which was -0.75 lower than the previous day. The implied volatity was 23.59, the open interest changed by -10 which decreased total open position to 191
On 11 Dec PETRONET was trading at 341.20. The strike last trading price was 4.55, which was -3.15 lower than the previous day. The implied volatity was 23.76, the open interest changed by 11 which increased total open position to 202
On 10 Dec PETRONET was trading at 335.20. The strike last trading price was 7.7, which was 0.20 higher than the previous day. The implied volatity was 24.56, the open interest changed by 12 which increased total open position to 190
On 9 Dec PETRONET was trading at 335.10. The strike last trading price was 7.5, which was -0.10 lower than the previous day. The implied volatity was 23.58, the open interest changed by 53 which increased total open position to 187
On 6 Dec PETRONET was trading at 335.85. The strike last trading price was 7.6, which was 0.30 higher than the previous day. The implied volatity was 23.02, the open interest changed by 17 which increased total open position to 129
On 5 Dec PETRONET was trading at 337.85. The strike last trading price was 7.3, which was -0.45 lower than the previous day. The implied volatity was 23.88, the open interest changed by 0 which decreased total open position to 113
On 4 Dec PETRONET was trading at 336.35. The strike last trading price was 7.75, which was 1.45 higher than the previous day. The implied volatity was 23.67, the open interest changed by -7 which decreased total open position to 111
On 3 Dec PETRONET was trading at 339.30. The strike last trading price was 6.3, which was -1.00 lower than the previous day. The implied volatity was 23.73, the open interest changed by 38 which increased total open position to 122
On 2 Dec PETRONET was trading at 338.55. The strike last trading price was 7.3, which was -3.45 lower than the previous day. The implied volatity was 23.08, the open interest changed by 68 which increased total open position to 84
On 29 Nov PETRONET was trading at 333.10. The strike last trading price was 10.75, which was -1.70 lower than the previous day. The implied volatity was 31.48, the open interest changed by 1 which increased total open position to 16
On 28 Nov PETRONET was trading at 328.00. The strike last trading price was 12.45, which was 3.00 higher than the previous day. The implied volatity was 23.23, the open interest changed by 15 which increased total open position to 16
On 27 Nov PETRONET was trading at 326.95. The strike last trading price was 9.45, 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 26 Nov PETRONET was trading at 328.90. The strike last trading price was 9.45, which was -14.20 lower than the previous day. The implied volatity was 14.01, the open interest changed by 0 which decreased total open position to 0
On 25 Nov PETRONET was trading at 333.85. The strike last trading price was 23.65, 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 22 Nov PETRONET was trading at 323.60. The strike last trading price was 23.65, 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 23.65, 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 23.65, 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 23.65, 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 23.65, 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 23.65, 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 23.65, 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 23.65, 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 23.65, 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 8 Nov PETRONET was trading at 328.90. The strike last trading price was 23.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
