PETRONET
Petronet Lng Limited
Historical option data for PETRONET
20 Dec 2024 04:11 PM IST
| PETRONET 26DEC2024 345 CE | ||||||||||
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Delta: 0.21
Vega: 0.12
Theta: -0.26
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 336.45 | 1.15 | -0.20 | 22.98 | 4,365 | 131 | 756 | |||
| 19 Dec | 334.75 | 1.35 | 0.00 | 22.92 | 969 | -207 | 638 | |||
| 18 Dec | 335.05 | 1.35 | -1.45 | 21.60 | 1,535 | -17 | 846 | |||
| 17 Dec | 340.45 | 2.8 | 0.50 | 21.91 | 1,011 | 1 | 854 | |||
| 16 Dec | 337.00 | 2.3 | -0.80 | 21.91 | 875 | 16 | 854 | |||
| 13 Dec | 340.50 | 3.1 | -1.70 | 16.04 | 1,646 | 16 | 835 | |||
| 12 Dec | 343.00 | 4.8 | 0.30 | 20.12 | 2,856 | 160 | 820 | |||
| 11 Dec | 341.20 | 4.5 | 1.65 | 20.59 | 1,040 | 76 | 670 | |||
| 10 Dec | 335.20 | 2.85 | -0.30 | 21.91 | 472 | 48 | 589 | |||
| 9 Dec | 335.10 | 3.15 | -1.35 | 22.15 | 628 | 86 | 542 | |||
| 6 Dec | 335.85 | 4.5 | -0.10 | 24.48 | 771 | 15 | 455 | |||
| 5 Dec | 337.85 | 4.6 | 0.25 | 22.36 | 400 | -11 | 440 | |||
| 4 Dec | 336.35 | 4.35 | -0.95 | 21.89 | 1,297 | 46 | 449 | |||
| 3 Dec | 339.30 | 5.3 | -0.35 | 19.89 | 611 | 168 | 404 | |||
| 2 Dec | 338.55 | 5.65 | -0.40 | 23.47 | 893 | 66 | 235 | |||
| 29 Nov | 333.10 | 6.05 | 2.75 | 23.07 | 580 | 127 | 169 | |||
| 28 Nov | 328.00 | 3.3 | 0.00 | 22.96 | 47 | -4 | 42 | |||
| 27 Nov | 326.95 | 3.3 | -2.30 | 23.49 | 50 | 19 | 44 | |||
| 26 Nov | 328.90 | 5.6 | 2.40 | 28.97 | 17 | 0 | 24 | |||
| 25 Nov | 333.85 | 3.2 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 22 Nov | 323.60 | 3.2 | 0.20 | 23.77 | 28 | 15 | 19 | |||
| 21 Nov | 321.85 | 3 | -8.55 | 24.19 | 4 | 0 | 0 | |||
| 20 Nov | 313.95 | 11.55 | 0.00 | 7.71 | 0 | 0 | 0 | |||
| 19 Nov | 313.95 | 11.55 | 0.00 | 7.71 | 0 | 0 | 0 | |||
| 18 Nov | 311.75 | 11.55 | 0.00 | 8.06 | 0 | 0 | 0 | |||
| 13 Nov | 314.85 | 11.55 | 0.00 | 6.97 | 0 | 0 | 0 | |||
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| 12 Nov | 322.70 | 11.55 | 0.00 | 4.82 | 0 | 0 | 0 | |||
| 11 Nov | 326.95 | 11.55 | -3.90 | 3.56 | 0 | 0 | 0 | |||
| 7 Nov | 346.70 | 15.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 344.65 | 15.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 334.60 | 15.45 | 1.66 | 0 | 0 | 0 | ||||
For Petronet Lng Limited - strike price 345 expiring on 26DEC2024
Delta for 345 CE is 0.21
Historical price for 345 CE is as follows
On 20 Dec PETRONET was trading at 336.45. The strike last trading price was 1.15, which was -0.20 lower than the previous day. The implied volatity was 22.98, the open interest changed by 131 which increased total open position to 756
On 19 Dec PETRONET was trading at 334.75. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 22.92, the open interest changed by -207 which decreased total open position to 638
On 18 Dec PETRONET was trading at 335.05. The strike last trading price was 1.35, which was -1.45 lower than the previous day. The implied volatity was 21.60, the open interest changed by -17 which decreased total open position to 846
On 17 Dec PETRONET was trading at 340.45. The strike last trading price was 2.8, which was 0.50 higher than the previous day. The implied volatity was 21.91, the open interest changed by 1 which increased total open position to 854
On 16 Dec PETRONET was trading at 337.00. The strike last trading price was 2.3, which was -0.80 lower than the previous day. The implied volatity was 21.91, the open interest changed by 16 which increased total open position to 854
On 13 Dec PETRONET was trading at 340.50. The strike last trading price was 3.1, which was -1.70 lower than the previous day. The implied volatity was 16.04, the open interest changed by 16 which increased total open position to 835
On 12 Dec PETRONET was trading at 343.00. The strike last trading price was 4.8, which was 0.30 higher than the previous day. The implied volatity was 20.12, the open interest changed by 160 which increased total open position to 820
On 11 Dec PETRONET was trading at 341.20. The strike last trading price was 4.5, which was 1.65 higher than the previous day. The implied volatity was 20.59, the open interest changed by 76 which increased total open position to 670
On 10 Dec PETRONET was trading at 335.20. The strike last trading price was 2.85, which was -0.30 lower than the previous day. The implied volatity was 21.91, the open interest changed by 48 which increased total open position to 589
On 9 Dec PETRONET was trading at 335.10. The strike last trading price was 3.15, which was -1.35 lower than the previous day. The implied volatity was 22.15, the open interest changed by 86 which increased total open position to 542
On 6 Dec PETRONET was trading at 335.85. The strike last trading price was 4.5, which was -0.10 lower than the previous day. The implied volatity was 24.48, the open interest changed by 15 which increased total open position to 455
On 5 Dec PETRONET was trading at 337.85. The strike last trading price was 4.6, which was 0.25 higher than the previous day. The implied volatity was 22.36, the open interest changed by -11 which decreased total open position to 440
On 4 Dec PETRONET was trading at 336.35. The strike last trading price was 4.35, which was -0.95 lower than the previous day. The implied volatity was 21.89, the open interest changed by 46 which increased total open position to 449
On 3 Dec PETRONET was trading at 339.30. The strike last trading price was 5.3, which was -0.35 lower than the previous day. The implied volatity was 19.89, the open interest changed by 168 which increased total open position to 404
On 2 Dec PETRONET was trading at 338.55. The strike last trading price was 5.65, which was -0.40 lower than the previous day. The implied volatity was 23.47, the open interest changed by 66 which increased total open position to 235
On 29 Nov PETRONET was trading at 333.10. The strike last trading price was 6.05, which was 2.75 higher than the previous day. The implied volatity was 23.07, the open interest changed by 127 which increased total open position to 169
On 28 Nov PETRONET was trading at 328.00. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was 22.96, the open interest changed by -4 which decreased total open position to 42
On 27 Nov PETRONET was trading at 326.95. The strike last trading price was 3.3, which was -2.30 lower than the previous day. The implied volatity was 23.49, the open interest changed by 19 which increased total open position to 44
On 26 Nov PETRONET was trading at 328.90. The strike last trading price was 5.6, which was 2.40 higher than the previous day. The implied volatity was 28.97, the open interest changed by 0 which decreased total open position to 24
On 25 Nov PETRONET was trading at 333.85. The strike last trading price was 3.2, 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 22 Nov PETRONET was trading at 323.60. The strike last trading price was 3.2, which was 0.20 higher than the previous day. The implied volatity was 23.77, the open interest changed by 15 which increased total open position to 19
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 3, which was -8.55 lower than the previous day. The implied volatity was 24.19, 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 11.55, which was 0.00 lower than the previous day. The implied volatity was 7.71, 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 11.55, which was 0.00 lower than the previous day. The implied volatity was 7.71, 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 11.55, which was 0.00 lower than the previous day. The implied volatity was 8.06, 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 11.55, which was 0.00 lower than the previous day. The implied volatity was 6.97, 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 11.55, which was 0.00 lower than the previous day. The implied volatity was 4.82, 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 11.55, which was -3.90 lower than the previous day. The implied volatity was 3.56, 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 15.45, 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 6 Nov PETRONET was trading at 344.65. The strike last trading price was 15.45, 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 5 Nov PETRONET was trading at 334.60. The strike last trading price was 15.45, which was lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0
| PETRONET 26DEC2024 345 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 0.13
Theta: -0.19
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 336.45 | 9.65 | -1.05 | 24.69 | 1,131 | -58 | 130 |
| 19 Dec | 334.75 | 10.7 | 0.45 | 29.39 | 22 | -8 | 188 |
| 18 Dec | 335.05 | 10.25 | 2.85 | 24.25 | 19 | 0 | 195 |
| 17 Dec | 340.45 | 7.4 | -0.85 | 22.66 | 92 | -1 | 196 |
| 16 Dec | 337.00 | 8.25 | 1.40 | 18.18 | 50 | -11 | 200 |
| 13 Dec | 340.50 | 6.85 | 0.00 | 21.87 | 362 | -114 | 211 |
| 12 Dec | 343.00 | 6.85 | -1.15 | 23.20 | 919 | 257 | 324 |
| 11 Dec | 341.20 | 8 | -0.80 | 23.94 | 12 | 2 | 66 |
| 10 Dec | 335.20 | 8.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 335.10 | 8.8 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Dec | 335.85 | 8.8 | -2.55 | 11.82 | 3 | 0 | 63 |
| 5 Dec | 337.85 | 11.35 | 0.00 | 24.24 | 1 | 0 | 64 |
| 4 Dec | 336.35 | 11.35 | 1.50 | 22.29 | 92 | 28 | 65 |
| 3 Dec | 339.30 | 9.85 | -1.15 | 23.80 | 53 | 13 | 35 |
| 2 Dec | 338.55 | 11 | -8.10 | 22.61 | 48 | 22 | 23 |
| 29 Nov | 333.10 | 19.1 | -5.40 | 44.04 | 1 | 0 | 0 |
| 28 Nov | 328.00 | 24.5 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 326.95 | 24.5 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 328.90 | 24.5 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 333.85 | 24.5 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 323.60 | 24.5 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 321.85 | 24.5 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 313.95 | 24.5 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 313.95 | 24.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 311.75 | 24.5 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 314.85 | 24.5 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 322.70 | 24.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 326.95 | 24.5 | 0.85 | - | 0 | 0 | 0 |
| 7 Nov | 346.70 | 23.65 | 0.00 | 1.68 | 0 | 0 | 0 |
| 6 Nov | 344.65 | 23.65 | 0.00 | 1.36 | 0 | 0 | 0 |
| 5 Nov | 334.60 | 23.65 | - | 0 | 0 | 0 | |
For Petronet Lng Limited - strike price 345 expiring on 26DEC2024
Delta for 345 PE is -0.77
Historical price for 345 PE is as follows
On 20 Dec PETRONET was trading at 336.45. The strike last trading price was 9.65, which was -1.05 lower than the previous day. The implied volatity was 24.69, the open interest changed by -58 which decreased total open position to 130
On 19 Dec PETRONET was trading at 334.75. The strike last trading price was 10.7, which was 0.45 higher than the previous day. The implied volatity was 29.39, the open interest changed by -8 which decreased total open position to 188
On 18 Dec PETRONET was trading at 335.05. The strike last trading price was 10.25, which was 2.85 higher than the previous day. The implied volatity was 24.25, the open interest changed by 0 which decreased total open position to 195
On 17 Dec PETRONET was trading at 340.45. The strike last trading price was 7.4, which was -0.85 lower than the previous day. The implied volatity was 22.66, the open interest changed by -1 which decreased total open position to 196
On 16 Dec PETRONET was trading at 337.00. The strike last trading price was 8.25, which was 1.40 higher than the previous day. The implied volatity was 18.18, the open interest changed by -11 which decreased total open position to 200
On 13 Dec PETRONET was trading at 340.50. The strike last trading price was 6.85, which was 0.00 lower than the previous day. The implied volatity was 21.87, the open interest changed by -114 which decreased total open position to 211
On 12 Dec PETRONET was trading at 343.00. The strike last trading price was 6.85, which was -1.15 lower than the previous day. The implied volatity was 23.20, the open interest changed by 257 which increased total open position to 324
On 11 Dec PETRONET was trading at 341.20. The strike last trading price was 8, which was -0.80 lower than the previous day. The implied volatity was 23.94, the open interest changed by 2 which increased total open position to 66
On 10 Dec PETRONET was trading at 335.20. The strike last trading price was 8.8, 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 9 Dec PETRONET was trading at 335.10. The strike last trading price was 8.8, 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 6 Dec PETRONET was trading at 335.85. The strike last trading price was 8.8, which was -2.55 lower than the previous day. The implied volatity was 11.82, the open interest changed by 0 which decreased total open position to 63
On 5 Dec PETRONET was trading at 337.85. The strike last trading price was 11.35, which was 0.00 lower than the previous day. The implied volatity was 24.24, the open interest changed by 0 which decreased total open position to 64
On 4 Dec PETRONET was trading at 336.35. The strike last trading price was 11.35, which was 1.50 higher than the previous day. The implied volatity was 22.29, the open interest changed by 28 which increased total open position to 65
On 3 Dec PETRONET was trading at 339.30. The strike last trading price was 9.85, which was -1.15 lower than the previous day. The implied volatity was 23.80, the open interest changed by 13 which increased total open position to 35
On 2 Dec PETRONET was trading at 338.55. The strike last trading price was 11, which was -8.10 lower than the previous day. The implied volatity was 22.61, the open interest changed by 22 which increased total open position to 23
On 29 Nov PETRONET was trading at 333.10. The strike last trading price was 19.1, which was -5.40 lower than the previous day. The implied volatity was 44.04, the open interest changed by 0 which decreased total open position to 0
On 28 Nov PETRONET was trading at 328.00. The strike last trading price was 24.5, 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 27 Nov PETRONET was trading at 326.95. The strike last trading price was 24.5, 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 26 Nov PETRONET was trading at 328.90. The strike last trading price was 24.5, 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 25 Nov PETRONET was trading at 333.85. The strike last trading price was 24.5, 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 24.5, 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 24.5, 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 24.5, 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 24.5, 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 24.5, 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 24.5, 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 24.5, 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 24.5, which was 0.85 higher 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 23.65, which was 0.00 lower than the previous day. The implied volatity was 1.68, 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 23.65, which was 0.00 lower than the previous day. The implied volatity was 1.36, 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 23.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
