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[--[65.84.65.76]--]
PETRONET
Petronet Lng Limited

313.85 -1.00 (-0.32%)

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Historical option data for PETRONET

14 Nov 2024 04:11 PM IST
PETRONET 28NOV2024 338 CE
Delta: 0.10
Vega: 0.11
Theta: -0.11
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 313.85 0.75 -0.20 27.10 130 4.5 303
13 Nov 314.85 0.95 -0.65 26.62 357 49 298.5
12 Nov 322.70 1.6 -1.00 22.99 371 -18 250.5
11 Nov 326.95 2.6 -1.20 21.33 241.5 18.5 268.5
8 Nov 328.90 3.8 21.61 662.5 144 249.5


For Petronet Lng Limited - strike price 338 expiring on 28NOV2024

Delta for 338 CE is 0.10

Historical price for 338 CE is as follows

On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 0.75, which was -0.20 lower than the previous day. The implied volatity was 27.10, the open interest changed by 9 which increased total open position to 606


On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 0.95, which was -0.65 lower than the previous day. The implied volatity was 26.62, the open interest changed by 98 which increased total open position to 597


On 12 Nov PETRONET was trading at 322.70. The strike last trading price was 1.6, which was -1.00 lower than the previous day. The implied volatity was 22.99, the open interest changed by -36 which decreased total open position to 501


On 11 Nov PETRONET was trading at 326.95. The strike last trading price was 2.6, which was -1.20 lower than the previous day. The implied volatity was 21.33, the open interest changed by 37 which increased total open position to 537


On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 3.8, which was lower than the previous day. The implied volatity was 21.61, the open interest changed by 288 which increased total open position to 499


PETRONET 28NOV2024 338 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
14 Nov 313.85 22.7 -0.10 - 0.5 0 84
13 Nov 314.85 22.8 6.75 29.83 11.5 -0.5 84
12 Nov 322.70 16.05 4.20 24.21 11 0 84.5
11 Nov 326.95 11.85 1.10 18.65 7.5 0 84.5
8 Nov 328.90 10.75 21.60 393 30.5 85


For Petronet Lng Limited - strike price 338 expiring on 28NOV2024

Delta for 338 PE is -

Historical price for 338 PE is as follows

On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 22.7, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 168


On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 22.8, which was 6.75 higher than the previous day. The implied volatity was 29.83, the open interest changed by -1 which decreased total open position to 168


On 12 Nov PETRONET was trading at 322.70. The strike last trading price was 16.05, which was 4.20 higher than the previous day. The implied volatity was 24.21, the open interest changed by 0 which decreased total open position to 169


On 11 Nov PETRONET was trading at 326.95. The strike last trading price was 11.85, which was 1.10 higher than the previous day. The implied volatity was 18.65, the open interest changed by 0 which decreased total open position to 169


On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 10.75, which was lower than the previous day. The implied volatity was 21.60, the open interest changed by 61 which increased total open position to 170