PETRONET
Petronet Lng Limited
Historical option data for PETRONET
03 Dec 2024 04:11 PM IST
| PETRONET 26DEC2024 340 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.55
Vega: 0.34
Theta: -0.19
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 339.30 | 7.6 | -0.20 | 19.74 | 998 | 93 | 949 | |||
| 2 Dec | 338.55 | 7.8 | -0.50 | 23.56 | 3,619 | -68 | 909 | |||
| 29 Nov | 333.10 | 8.3 | 3.60 | 23.35 | 2,374 | 534 | 959 | |||
| 28 Nov | 328.00 | 4.7 | 0.15 | 22.92 | 579 | 190 | 420 | |||
| 27 Nov | 326.95 | 4.55 | -0.95 | 23.15 | 369 | 52 | 234 | |||
| 26 Nov | 328.90 | 5.5 | -2.10 | 24.15 | 381 | 62 | 180 | |||
| 25 Nov | 333.85 | 7.6 | 3.10 | 21.45 | 112 | 74 | 114 | |||
| 22 Nov | 323.60 | 4.5 | 0.40 | 23.83 | 20 | 4 | 44 | |||
| 21 Nov | 321.85 | 4.1 | 1.15 | 24.06 | 58 | 25 | 39 | |||
| 20 Nov | 313.95 | 2.95 | 0.00 | 26.31 | 27 | 11 | 14 | |||
| 19 Nov | 313.95 | 2.95 | 0.95 | 26.31 | 27 | 11 | 14 | |||
| 18 Nov | 311.75 | 2 | -11.45 | 23.29 | 50 | 5 | 5 | |||
| 14 Nov | 313.85 | 13.45 | 0.00 | 5.92 | 0 | 0 | 0 | |||
| 13 Nov | 314.85 | 13.45 | 0.00 | 5.34 | 0 | 0 | 0 | |||
| 12 Nov | 322.70 | 13.45 | 0.00 | 3.74 | 0 | 0 | 0 | |||
| 11 Nov | 326.95 | 13.45 | 0.00 | 2.33 | 0 | 0 | 0 | |||
| 7 Nov | 346.70 | 13.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 344.65 | 13.45 | 0.95 | 14.77 | 3 | -1 | 2 | |||
|
|
||||||||||
| 5 Nov | 334.60 | 12.5 | -1.05 | 26.32 | 2 | 0 | 3 | |||
| 31 Oct | 333.00 | 13.55 | -12.45 | - | 0 | 0 | 0 | |||
| 24 Oct | 338.55 | 26 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 345.05 | 26 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 345.85 | 26 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 346.90 | 26 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 349.45 | 26 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 350.90 | 26 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 355.00 | 26 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 356.25 | 26 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 351.95 | 26 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 346.50 | 26 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 357.85 | 26 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 364.45 | 26 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 344.10 | 26 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 341.55 | 26 | - | 0 | 0 | 0 | ||||
For Petronet Lng Limited - strike price 340 expiring on 26DEC2024
Delta for 340 CE is 0.55
Historical price for 340 CE is as follows
On 3 Dec PETRONET was trading at 339.30. The strike last trading price was 7.6, which was -0.20 lower than the previous day. The implied volatity was 19.74, the open interest changed by 93 which increased total open position to 949
On 2 Dec PETRONET was trading at 338.55. The strike last trading price was 7.8, which was -0.50 lower than the previous day. The implied volatity was 23.56, the open interest changed by -68 which decreased total open position to 909
On 29 Nov PETRONET was trading at 333.10. The strike last trading price was 8.3, which was 3.60 higher than the previous day. The implied volatity was 23.35, the open interest changed by 534 which increased total open position to 959
On 28 Nov PETRONET was trading at 328.00. The strike last trading price was 4.7, which was 0.15 higher than the previous day. The implied volatity was 22.92, the open interest changed by 190 which increased total open position to 420
On 27 Nov PETRONET was trading at 326.95. The strike last trading price was 4.55, which was -0.95 lower than the previous day. The implied volatity was 23.15, the open interest changed by 52 which increased total open position to 234
On 26 Nov PETRONET was trading at 328.90. The strike last trading price was 5.5, which was -2.10 lower than the previous day. The implied volatity was 24.15, the open interest changed by 62 which increased total open position to 180
On 25 Nov PETRONET was trading at 333.85. The strike last trading price was 7.6, which was 3.10 higher than the previous day. The implied volatity was 21.45, the open interest changed by 74 which increased total open position to 114
On 22 Nov PETRONET was trading at 323.60. The strike last trading price was 4.5, which was 0.40 higher than the previous day. The implied volatity was 23.83, the open interest changed by 4 which increased total open position to 44
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 4.1, which was 1.15 higher than the previous day. The implied volatity was 24.06, the open interest changed by 25 which increased total open position to 39
On 20 Nov PETRONET was trading at 313.95. The strike last trading price was 2.95, which was 0.00 lower than the previous day. The implied volatity was 26.31, the open interest changed by 11 which increased total open position to 14
On 19 Nov PETRONET was trading at 313.95. The strike last trading price was 2.95, which was 0.95 higher than the previous day. The implied volatity was 26.31, the open interest changed by 11 which increased total open position to 14
On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 2, which was -11.45 lower than the previous day. The implied volatity was 23.29, the open interest changed by 5 which increased total open position to 5
On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 13.45, which was 0.00 lower than the previous day. The implied volatity was 5.92, 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 13.45, which was 0.00 lower than the previous day. The implied volatity was 5.34, 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 13.45, which was 0.00 lower than the previous day. The implied volatity was 3.74, 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 13.45, which was 0.00 lower than the previous day. The implied volatity was 2.33, 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 13.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 13.45, which was 0.95 higher than the previous day. The implied volatity was 14.77, the open interest changed by -1 which decreased total open position to 2
On 5 Nov PETRONET was trading at 334.60. The strike last trading price was 12.5, which was -1.05 lower than the previous day. The implied volatity was 26.32, the open interest changed by 0 which decreased total open position to 3
On 31 Oct PETRONET was trading at 333.00. The strike last trading price was 13.55, which was -12.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct PETRONET was trading at 338.55. The strike last trading price was 26, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct PETRONET was trading at 345.05. The strike last trading price was 26, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct PETRONET was trading at 345.85. The strike last trading price was 26, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct PETRONET was trading at 346.90. The strike last trading price was 26, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct PETRONET was trading at 349.45. The strike last trading price was 26, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct PETRONET was trading at 350.90. The strike last trading price was 26, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct PETRONET was trading at 355.00. The strike last trading price was 26, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct PETRONET was trading at 356.25. The strike last trading price was 26, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct PETRONET was trading at 351.95. The strike last trading price was 26, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct PETRONET was trading at 346.50. The strike last trading price was 26, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct PETRONET was trading at 357.85. The strike last trading price was 26, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct PETRONET was trading at 364.45. The strike last trading price was 26, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct PETRONET was trading at 344.10. The strike last trading price was 26, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept PETRONET was trading at 341.55. The strike last trading price was 26, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| PETRONET 26DEC2024 340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.34
Theta: -0.13
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 339.30 | 7.2 | -1.05 | 23.70 | 296 | 72 | 287 |
| 2 Dec | 338.55 | 8.25 | -0.80 | 22.92 | 793 | 116 | 203 |
| 29 Nov | 333.10 | 9.05 | -4.15 | 24.05 | 73 | 20 | 89 |
| 28 Nov | 328.00 | 13.2 | -2.40 | 21.57 | 89 | 44 | 67 |
| 27 Nov | 326.95 | 15.6 | 5.15 | 26.21 | 4 | 3 | 22 |
| 26 Nov | 328.90 | 10.45 | -1.50 | 13.02 | 16 | 13 | 18 |
| 25 Nov | 333.85 | 11.95 | -9.05 | 28.44 | 4 | 2 | 3 |
| 22 Nov | 323.60 | 21 | 0.00 | 0.00 | 0 | 1 | 0 |
| 21 Nov | 321.85 | 21 | -0.40 | 29.89 | 1 | 0 | 0 |
| 20 Nov | 313.95 | 21.4 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 313.95 | 21.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 311.75 | 21.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 313.85 | 21.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 314.85 | 21.4 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 322.70 | 21.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 326.95 | 21.4 | -2.20 | - | 0 | 0 | 0 |
| 7 Nov | 346.70 | 23.6 | 0.00 | 2.75 | 0 | 0 | 0 |
| 6 Nov | 344.65 | 23.6 | 0.00 | 2.43 | 0 | 0 | 0 |
| 5 Nov | 334.60 | 23.6 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 333.00 | 23.6 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 338.55 | 23.6 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 345.05 | 23.6 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 345.85 | 23.6 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 346.90 | 23.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 349.45 | 23.6 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 350.90 | 23.6 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 355.00 | 23.6 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 356.25 | 23.6 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 351.95 | 23.6 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 346.50 | 23.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 357.85 | 23.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 364.45 | 23.6 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 344.10 | 23.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 341.55 | 23.6 | - | 0 | 0 | 0 | |
For Petronet Lng Limited - strike price 340 expiring on 26DEC2024
Delta for 340 PE is -0.45
Historical price for 340 PE is as follows
On 3 Dec PETRONET was trading at 339.30. The strike last trading price was 7.2, which was -1.05 lower than the previous day. The implied volatity was 23.70, the open interest changed by 72 which increased total open position to 287
On 2 Dec PETRONET was trading at 338.55. The strike last trading price was 8.25, which was -0.80 lower than the previous day. The implied volatity was 22.92, the open interest changed by 116 which increased total open position to 203
On 29 Nov PETRONET was trading at 333.10. The strike last trading price was 9.05, which was -4.15 lower than the previous day. The implied volatity was 24.05, the open interest changed by 20 which increased total open position to 89
On 28 Nov PETRONET was trading at 328.00. The strike last trading price was 13.2, which was -2.40 lower than the previous day. The implied volatity was 21.57, the open interest changed by 44 which increased total open position to 67
On 27 Nov PETRONET was trading at 326.95. The strike last trading price was 15.6, which was 5.15 higher than the previous day. The implied volatity was 26.21, the open interest changed by 3 which increased total open position to 22
On 26 Nov PETRONET was trading at 328.90. The strike last trading price was 10.45, which was -1.50 lower than the previous day. The implied volatity was 13.02, the open interest changed by 13 which increased total open position to 18
On 25 Nov PETRONET was trading at 333.85. The strike last trading price was 11.95, which was -9.05 lower than the previous day. The implied volatity was 28.44, the open interest changed by 2 which increased total open position to 3
On 22 Nov PETRONET was trading at 323.60. The strike last trading price was 21, 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 21 Nov PETRONET was trading at 321.85. The strike last trading price was 21, which was -0.40 lower than the previous day. The implied volatity was 29.89, 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 21.4, 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 21.4, 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 21.4, 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 21.4, 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 21.4, 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 21.4, 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 21.4, which was -2.20 lower 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 23.6, which was 0.00 lower than the previous day. The implied volatity was 2.75, 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 23.6, which was 0.00 lower than the previous day. The implied volatity was 2.43, 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 23.6, 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 31 Oct PETRONET was trading at 333.00. The strike last trading price was 23.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct PETRONET was trading at 338.55. The strike last trading price was 23.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct PETRONET was trading at 345.05. The strike last trading price was 23.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct PETRONET was trading at 345.85. The strike last trading price was 23.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct PETRONET was trading at 346.90. The strike last trading price was 23.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct PETRONET was trading at 349.45. The strike last trading price was 23.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct PETRONET was trading at 350.90. The strike last trading price was 23.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct PETRONET was trading at 355.00. The strike last trading price was 23.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct PETRONET was trading at 356.25. The strike last trading price was 23.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct PETRONET was trading at 351.95. The strike last trading price was 23.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct PETRONET was trading at 346.50. The strike last trading price was 23.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct PETRONET was trading at 357.85. The strike last trading price was 23.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct PETRONET was trading at 364.45. The strike last trading price was 23.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct PETRONET was trading at 344.10. The strike last trading price was 23.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept PETRONET was trading at 341.55. The strike last trading price was 23.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
