PETRONET
Petronet Lng Limited
Historical option data for PETRONET
20 Dec 2024 04:11 PM IST
| PETRONET 26DEC2024 343 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.27
Vega: 0.14
Theta: -0.29
Gamma: 0.03
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 20 Dec | 336.45 | 1.55 | -0.05 | 22.57 | 2,612 | 27 | 454 | |||
| 19 Dec | 334.75 | 1.6 | -0.10 | 21.42 | 440 | -2 | 437 | |||
| 18 Dec | 335.05 | 1.7 | -1.75 | 20.82 | 439 | -44 | 440 | |||
| 17 Dec | 340.45 | 3.45 | 0.50 | 21.41 | 840 | -2 | 482 | |||
| 16 Dec | 337.00 | 2.95 | -1.00 | 22.00 | 411 | -16 | 484 | |||
| 13 Dec | 340.50 | 3.95 | -1.90 | 15.90 | 716 | 24 | 499 | |||
| 12 Dec | 343.00 | 5.85 | 0.50 | 20.43 | 905 | 39 | 476 | |||
| 11 Dec | 341.20 | 5.35 | 1.90 | 20.44 | 611 | 14 | 441 | |||
| 10 Dec | 335.20 | 3.45 | -0.35 | 21.88 | 297 | 7 | 426 | |||
| 9 Dec | 335.10 | 3.8 | -1.40 | 22.22 | 497 | -10 | 418 | |||
| 6 Dec | 335.85 | 5.2 | -0.20 | 24.47 | 459 | 36 | 428 | |||
| 5 Dec | 337.85 | 5.4 | 0.30 | 22.51 | 345 | 5 | 394 | |||
| 4 Dec | 336.35 | 5.1 | -1.15 | 21.98 | 429 | -2 | 387 | |||
| 3 Dec | 339.30 | 6.25 | -0.20 | 20.12 | 244 | 5 | 389 | |||
| 2 Dec | 338.55 | 6.45 | -0.50 | 23.50 | 512 | 5 | 385 | |||
| 29 Nov | 333.10 | 6.95 | 3.20 | 23.33 | 463 | 10 | 380 | |||
| 28 Nov | 328.00 | 3.75 | -0.15 | 22.74 | 166 | 29 | 368 | |||
| 27 Nov | 326.95 | 3.9 | -0.55 | 23.80 | 27 | 0 | 338 | |||
| 26 Nov | 328.90 | 4.45 | -1.80 | 23.83 | 88 | -4 | 343 | |||
| 25 Nov | 333.85 | 6.25 | 2.65 | 21.26 | 319 | 171 | 315 | |||
| 22 Nov | 323.60 | 3.6 | 0.00 | 23.48 | 189 | 83 | 227 | |||
| 21 Nov | 321.85 | 3.6 | 1.60 | 24.83 | 139 | 7 | 141 | |||
| 20 Nov | 313.95 | 2 | 0.00 | 24.19 | 6 | -2 | 133 | |||
| 19 Nov | 313.95 | 2 | 0.35 | 24.19 | 6 | -3 | 133 | |||
| 18 Nov | 311.75 | 1.65 | -0.35 | 23.71 | 14 | -2 | 137 | |||
| 14 Nov | 313.85 | 2 | -0.25 | 22.38 | 22 | -2 | 139 | |||
| 13 Nov | 314.85 | 2.25 | -1.55 | 22.17 | 20 | 0 | 141 | |||
| 12 Nov | 322.70 | 3.8 | -0.70 | 21.80 | 30 | 12 | 141 | |||
| 11 Nov | 326.95 | 4.5 | -1.00 | 19.51 | 29 | 22 | 129 | |||
| 8 Nov | 328.90 | 5.5 | 19.54 | 36 | 19 | 106 | ||||
For Petronet Lng Limited - strike price 343 expiring on 26DEC2024
Delta for 343 CE is 0.27
Historical price for 343 CE is as follows
On 20 Dec PETRONET was trading at 336.45. The strike last trading price was 1.55, which was -0.05 lower than the previous day. The implied volatity was 22.57, the open interest changed by 27 which increased total open position to 454
On 19 Dec PETRONET was trading at 334.75. The strike last trading price was 1.6, which was -0.10 lower than the previous day. The implied volatity was 21.42, the open interest changed by -2 which decreased total open position to 437
On 18 Dec PETRONET was trading at 335.05. The strike last trading price was 1.7, which was -1.75 lower than the previous day. The implied volatity was 20.82, the open interest changed by -44 which decreased total open position to 440
On 17 Dec PETRONET was trading at 340.45. The strike last trading price was 3.45, which was 0.50 higher than the previous day. The implied volatity was 21.41, the open interest changed by -2 which decreased total open position to 482
On 16 Dec PETRONET was trading at 337.00. The strike last trading price was 2.95, which was -1.00 lower than the previous day. The implied volatity was 22.00, the open interest changed by -16 which decreased total open position to 484
On 13 Dec PETRONET was trading at 340.50. The strike last trading price was 3.95, which was -1.90 lower than the previous day. The implied volatity was 15.90, the open interest changed by 24 which increased total open position to 499
On 12 Dec PETRONET was trading at 343.00. The strike last trading price was 5.85, which was 0.50 higher than the previous day. The implied volatity was 20.43, the open interest changed by 39 which increased total open position to 476
On 11 Dec PETRONET was trading at 341.20. The strike last trading price was 5.35, which was 1.90 higher than the previous day. The implied volatity was 20.44, the open interest changed by 14 which increased total open position to 441
On 10 Dec PETRONET was trading at 335.20. The strike last trading price was 3.45, which was -0.35 lower than the previous day. The implied volatity was 21.88, the open interest changed by 7 which increased total open position to 426
On 9 Dec PETRONET was trading at 335.10. The strike last trading price was 3.8, which was -1.40 lower than the previous day. The implied volatity was 22.22, the open interest changed by -10 which decreased total open position to 418
On 6 Dec PETRONET was trading at 335.85. The strike last trading price was 5.2, which was -0.20 lower than the previous day. The implied volatity was 24.47, the open interest changed by 36 which increased total open position to 428
On 5 Dec PETRONET was trading at 337.85. The strike last trading price was 5.4, which was 0.30 higher than the previous day. The implied volatity was 22.51, the open interest changed by 5 which increased total open position to 394
On 4 Dec PETRONET was trading at 336.35. The strike last trading price was 5.1, which was -1.15 lower than the previous day. The implied volatity was 21.98, the open interest changed by -2 which decreased total open position to 387
On 3 Dec PETRONET was trading at 339.30. The strike last trading price was 6.25, which was -0.20 lower than the previous day. The implied volatity was 20.12, the open interest changed by 5 which increased total open position to 389
On 2 Dec PETRONET was trading at 338.55. The strike last trading price was 6.45, which was -0.50 lower than the previous day. The implied volatity was 23.50, the open interest changed by 5 which increased total open position to 385
On 29 Nov PETRONET was trading at 333.10. The strike last trading price was 6.95, which was 3.20 higher than the previous day. The implied volatity was 23.33, the open interest changed by 10 which increased total open position to 380
On 28 Nov PETRONET was trading at 328.00. The strike last trading price was 3.75, which was -0.15 lower than the previous day. The implied volatity was 22.74, the open interest changed by 29 which increased total open position to 368
On 27 Nov PETRONET was trading at 326.95. The strike last trading price was 3.9, which was -0.55 lower than the previous day. The implied volatity was 23.80, the open interest changed by 0 which decreased total open position to 338
On 26 Nov PETRONET was trading at 328.90. The strike last trading price was 4.45, which was -1.80 lower than the previous day. The implied volatity was 23.83, the open interest changed by -4 which decreased total open position to 343
On 25 Nov PETRONET was trading at 333.85. The strike last trading price was 6.25, which was 2.65 higher than the previous day. The implied volatity was 21.26, the open interest changed by 171 which increased total open position to 315
On 22 Nov PETRONET was trading at 323.60. The strike last trading price was 3.6, which was 0.00 lower than the previous day. The implied volatity was 23.48, the open interest changed by 83 which increased total open position to 227
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 3.6, which was 1.60 higher than the previous day. The implied volatity was 24.83, the open interest changed by 7 which increased total open position to 141
On 20 Nov PETRONET was trading at 313.95. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 24.19, the open interest changed by -2 which decreased total open position to 133
On 19 Nov PETRONET was trading at 313.95. The strike last trading price was 2, which was 0.35 higher than the previous day. The implied volatity was 24.19, the open interest changed by -3 which decreased total open position to 133
On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 23.71, the open interest changed by -2 which decreased total open position to 137
On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 2, which was -0.25 lower than the previous day. The implied volatity was 22.38, the open interest changed by -2 which decreased total open position to 139
On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 2.25, which was -1.55 lower than the previous day. The implied volatity was 22.17, the open interest changed by 0 which decreased total open position to 141
On 12 Nov PETRONET was trading at 322.70. The strike last trading price was 3.8, which was -0.70 lower than the previous day. The implied volatity was 21.80, the open interest changed by 12 which increased total open position to 141
On 11 Nov PETRONET was trading at 326.95. The strike last trading price was 4.5, which was -1.00 lower than the previous day. The implied volatity was 19.51, the open interest changed by 22 which increased total open position to 129
On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 5.5, which was lower than the previous day. The implied volatity was 19.54, the open interest changed by 19 which increased total open position to 106
| PETRONET 26DEC2024 343 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.72
Vega: 0.15
Theta: -0.23
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 336.45 | 8.1 | -0.95 | 24.40 | 407 | 31 | 130 |
| 19 Dec | 334.75 | 9.05 | 0.20 | 28.00 | 9 | -1 | 99 |
| 18 Dec | 335.05 | 8.85 | 2.65 | 24.65 | 28 | 0 | 97 |
| 17 Dec | 340.45 | 6.2 | -0.65 | 22.82 | 187 | -25 | 95 |
| 16 Dec | 337.00 | 6.85 | 1.15 | 18.30 | 51 | -33 | 119 |
| 13 Dec | 340.50 | 5.7 | -0.05 | 21.61 | 210 | 27 | 151 |
| 12 Dec | 343.00 | 5.75 | -0.95 | 22.92 | 387 | 71 | 122 |
| 11 Dec | 341.20 | 6.7 | -4.45 | 23.19 | 23 | -1 | 51 |
| 10 Dec | 335.20 | 11.15 | 0.25 | 26.27 | 3 | 1 | 53 |
| 9 Dec | 335.10 | 10.9 | 0.55 | 25.13 | 10 | -2 | 52 |
| 6 Dec | 335.85 | 10.35 | 0.50 | 22.56 | 10 | 3 | 54 |
| 5 Dec | 337.85 | 9.85 | -0.40 | 23.36 | 6 | -2 | 52 |
| 4 Dec | 336.35 | 10.25 | 1.50 | 22.79 | 48 | 6 | 56 |
| 3 Dec | 339.30 | 8.75 | -0.65 | 23.81 | 110 | 33 | 52 |
| 2 Dec | 338.55 | 9.4 | -7.60 | 21.44 | 28 | 12 | 18 |
| 29 Nov | 333.10 | 17 | 0.00 | 0.00 | 0 | 2 | 0 |
| 28 Nov | 328.00 | 17 | 1.10 | 26.84 | 2 | 0 | 4 |
| 27 Nov | 326.95 | 15.9 | 0.00 | 0.00 | 0 | 4 | 0 |
| 26 Nov | 328.90 | 15.9 | -13.10 | 23.77 | 4 | 2 | 2 |
| 25 Nov | 333.85 | 29 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 323.60 | 29 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 321.85 | 29 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 313.95 | 29 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 313.95 | 29 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 311.75 | 29 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 313.85 | 29 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 314.85 | 29 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 322.70 | 29 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 326.95 | 29 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 328.90 | 29 | - | 0 | 0 | 0 | |
For Petronet Lng Limited - strike price 343 expiring on 26DEC2024
Delta for 343 PE is -0.72
Historical price for 343 PE is as follows
On 20 Dec PETRONET was trading at 336.45. The strike last trading price was 8.1, which was -0.95 lower than the previous day. The implied volatity was 24.40, the open interest changed by 31 which increased total open position to 130
On 19 Dec PETRONET was trading at 334.75. The strike last trading price was 9.05, which was 0.20 higher than the previous day. The implied volatity was 28.00, the open interest changed by -1 which decreased total open position to 99
On 18 Dec PETRONET was trading at 335.05. The strike last trading price was 8.85, which was 2.65 higher than the previous day. The implied volatity was 24.65, the open interest changed by 0 which decreased total open position to 97
On 17 Dec PETRONET was trading at 340.45. The strike last trading price was 6.2, which was -0.65 lower than the previous day. The implied volatity was 22.82, the open interest changed by -25 which decreased total open position to 95
On 16 Dec PETRONET was trading at 337.00. The strike last trading price was 6.85, which was 1.15 higher than the previous day. The implied volatity was 18.30, the open interest changed by -33 which decreased total open position to 119
On 13 Dec PETRONET was trading at 340.50. The strike last trading price was 5.7, which was -0.05 lower than the previous day. The implied volatity was 21.61, the open interest changed by 27 which increased total open position to 151
On 12 Dec PETRONET was trading at 343.00. The strike last trading price was 5.75, which was -0.95 lower than the previous day. The implied volatity was 22.92, the open interest changed by 71 which increased total open position to 122
On 11 Dec PETRONET was trading at 341.20. The strike last trading price was 6.7, which was -4.45 lower than the previous day. The implied volatity was 23.19, the open interest changed by -1 which decreased total open position to 51
On 10 Dec PETRONET was trading at 335.20. The strike last trading price was 11.15, which was 0.25 higher than the previous day. The implied volatity was 26.27, the open interest changed by 1 which increased total open position to 53
On 9 Dec PETRONET was trading at 335.10. The strike last trading price was 10.9, which was 0.55 higher than the previous day. The implied volatity was 25.13, the open interest changed by -2 which decreased total open position to 52
On 6 Dec PETRONET was trading at 335.85. The strike last trading price was 10.35, which was 0.50 higher than the previous day. The implied volatity was 22.56, the open interest changed by 3 which increased total open position to 54
On 5 Dec PETRONET was trading at 337.85. The strike last trading price was 9.85, which was -0.40 lower than the previous day. The implied volatity was 23.36, the open interest changed by -2 which decreased total open position to 52
On 4 Dec PETRONET was trading at 336.35. The strike last trading price was 10.25, which was 1.50 higher than the previous day. The implied volatity was 22.79, the open interest changed by 6 which increased total open position to 56
On 3 Dec PETRONET was trading at 339.30. The strike last trading price was 8.75, which was -0.65 lower than the previous day. The implied volatity was 23.81, the open interest changed by 33 which increased total open position to 52
On 2 Dec PETRONET was trading at 338.55. The strike last trading price was 9.4, which was -7.60 lower than the previous day. The implied volatity was 21.44, the open interest changed by 12 which increased total open position to 18
On 29 Nov PETRONET was trading at 333.10. The strike last trading price was 17, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 28 Nov PETRONET was trading at 328.00. The strike last trading price was 17, which was 1.10 higher than the previous day. The implied volatity was 26.84, the open interest changed by 0 which decreased total open position to 4
On 27 Nov PETRONET was trading at 326.95. The strike last trading price was 15.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 26 Nov PETRONET was trading at 328.90. The strike last trading price was 15.9, which was -13.10 lower than the previous day. The implied volatity was 23.77, the open interest changed by 2 which increased total open position to 2
On 25 Nov PETRONET was trading at 333.85. The strike last trading price was 29, 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 29, 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 29, 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 29, 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 29, 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 29, 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 29, 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 29, 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 29, 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 29, 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 29, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
