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

321.85 7.90 (2.52%)

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Historical option data for PETRONET

21 Nov 2024 04:11 PM IST
PETRONET 28NOV2024 343 CE
Delta: 0.07
Vega: 0.06
Theta: -0.13
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 321.85 0.4 0.00 29.66 242.5 -100.5 495
20 Nov 313.95 0.4 0.00 34.78 174.5 -23 601.5
19 Nov 313.95 0.4 0.00 34.78 174.5 -17 601.5
18 Nov 311.75 0.4 -0.25 34.16 193 -1.5 624.5
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 0.07

Historical price for 343 CE is as follows

On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 29.66, the open interest changed by -201 which decreased total open position to 990


On 20 Nov PETRONET was trading at 313.95. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 34.78, the open interest changed by -46 which decreased total open position to 1203


On 19 Nov PETRONET was trading at 313.95. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 34.78, the open interest changed by -34 which decreased total open position to 1203


On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 34.16, the open interest changed by -3 which decreased total open position to 1249


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
Delta: -0.71
Vega: 0.15
Theta: -0.72
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 321.85 26 -4.55 72.89 1 0 87.5
20 Nov 313.95 30.55 0.00 0.00 0 0 0
19 Nov 313.95 30.55 0.00 0.00 0 0 0
18 Nov 311.75 30.55 4.35 - 0.5 0 87.5
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 -0.71

Historical price for 343 PE is as follows

On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 26, which was -4.55 lower than the previous day. The implied volatity was 72.89, the open interest changed by 0 which decreased total open position to 175


On 20 Nov PETRONET was trading at 313.95. The strike last trading price was 30.55, 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 19 Nov PETRONET was trading at 313.95. The strike last trading price was 30.55, 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 18 Nov PETRONET was trading at 311.75. The strike last trading price was 30.55, which was 4.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 175


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