PETRONET
Petronet Lng Limited
Historical option data for PETRONET
21 Nov 2024 04:11 PM IST
| PETRONET 28NOV2024 338 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 0.07
Theta: -0.12
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 321.85 | 0.4 | -0.05 | 24.12 | 303 | -38.5 | 223 | |||
| 20 Nov | 313.95 | 0.45 | 0.00 | 32.14 | 91.5 | -15.5 | 261.5 | |||
| 19 Nov | 313.95 | 0.45 | -0.05 | 32.14 | 91.5 | -15.5 | 261.5 | |||
| 18 Nov | 311.75 | 0.5 | -0.25 | 31.33 | 105 | -24.5 | 277.5 | |||
| 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 0.08
Historical price for 338 CE is as follows
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 24.12, the open interest changed by -77 which decreased total open position to 446
On 20 Nov PETRONET was trading at 313.95. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 32.14, the open interest changed by -31 which decreased total open position to 523
On 19 Nov PETRONET was trading at 313.95. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 32.14, the open interest changed by -31 which decreased total open position to 523
On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 31.33, the open interest changed by -49 which decreased total open position to 555
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: -0.81
Vega: 0.12
Theta: -0.25
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 321.85 | 17.15 | -4.85 | 37.40 | 2.5 | -0.5 | 82.5 |
| 20 Nov | 313.95 | 22 | 0.00 | - | 1 | -0.5 | 83 |
| 19 Nov | 313.95 | 22 | -3.45 | - | 1 | -0.5 | 83 |
| 18 Nov | 311.75 | 25.45 | 2.75 | 28.56 | 1 | 0 | 83.5 |
| 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 -0.81
Historical price for 338 PE is as follows
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 17.15, which was -4.85 lower than the previous day. The implied volatity was 37.40, the open interest changed by -1 which decreased total open position to 165
On 20 Nov PETRONET was trading at 313.95. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 166
On 19 Nov PETRONET was trading at 313.95. The strike last trading price was 22, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 166
On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 25.45, which was 2.75 higher than the previous day. The implied volatity was 28.56, the open interest changed by 0 which decreased total open position to 167
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
