PETRONET
Petronet Lng Limited
Historical option data for PETRONET
14 Nov 2024 04:11 PM IST
| PETRONET 28NOV2024 343 CE | ||||||||||
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Delta: 0.08
Vega: 0.09
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 14 Nov | 313.85 | 0.65 | -0.10 | 30.11 | 361.5 | -25.5 | 628 | |||
| 13 Nov | 314.85 | 0.75 | -0.35 | 28.92 | 387.5 | -29.5 | 648.5 | |||
| 12 Nov | 322.70 | 1.1 | -0.60 | 24.48 | 422.5 | -78.5 | 680.5 | |||
| 11 Nov | 326.95 | 1.7 | -0.80 | 23.38 | 343 | -37 | 756 | |||
| 8 Nov | 328.90 | 2.5 | 21.53 | 1,315 | 38 | 793.5 | ||||
For Petronet Lng Limited - strike price 343 expiring on 28NOV2024
Delta for 343 CE is 0.08
Historical price for 343 CE is as follows
On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 30.11, the open interest changed by -51 which decreased total open position to 1256
On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 28.92, the open interest changed by -59 which decreased total open position to 1297
On 12 Nov PETRONET was trading at 322.70. The strike last trading price was 1.1, which was -0.60 lower than the previous day. The implied volatity was 24.48, the open interest changed by -157 which decreased total open position to 1361
On 11 Nov PETRONET was trading at 326.95. The strike last trading price was 1.7, which was -0.80 lower than the previous day. The implied volatity was 23.38, the open interest changed by -74 which decreased total open position to 1512
On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was 21.53, the open interest changed by 76 which increased total open position to 1587
| PETRONET 28NOV2024 343 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 313.85 | 26.2 | -1.20 | - | 10 | -5 | 91 |
| 13 Nov | 314.85 | 27.4 | 6.40 | 31.23 | 1 | -0.5 | 96 |
| 12 Nov | 322.70 | 21 | 4.60 | 28.81 | 4 | -1 | 96.5 |
| 11 Nov | 326.95 | 16.4 | 1.90 | 21.17 | 3.5 | -1.5 | 97.5 |
| 8 Nov | 328.90 | 14.5 | 22.29 | 124.5 | -2.5 | 99 | |
For Petronet Lng Limited - strike price 343 expiring on 28NOV2024
Delta for 343 PE is -
Historical price for 343 PE is as follows
On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 26.2, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 182
On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 27.4, which was 6.40 higher than the previous day. The implied volatity was 31.23, the open interest changed by -1 which decreased total open position to 192
On 12 Nov PETRONET was trading at 322.70. The strike last trading price was 21, which was 4.60 higher than the previous day. The implied volatity was 28.81, the open interest changed by -2 which decreased total open position to 193
On 11 Nov PETRONET was trading at 326.95. The strike last trading price was 16.4, which was 1.90 higher than the previous day. The implied volatity was 21.17, the open interest changed by -3 which decreased total open position to 195
On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 14.5, which was lower than the previous day. The implied volatity was 22.29, the open interest changed by -5 which decreased total open position to 198
