PETRONET
Petronet Lng Limited
Historical option data for PETRONET
14 Nov 2024 04:11 PM IST
| PETRONET 28NOV2024 345 CE | ||||||||||
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Delta: 0.07
Vega: 0.08
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 313.85 | 0.55 | -0.10 | 30.48 | 36 | 16.5 | 77 | |||
| 13 Nov | 314.85 | 0.65 | -0.25 | 29.42 | 47 | 20.5 | 61 | |||
| 12 Nov | 322.70 | 0.9 | -0.60 | 25.11 | 27.5 | 16 | 41 | |||
| 11 Nov | 326.95 | 1.5 | -7.25 | 24.10 | 46.5 | 26 | 26 | |||
| 7 Nov | 346.70 | 8.75 | 1.05 | 20.65 | 231.5 | -6 | 106 | |||
| 6 Nov | 344.65 | 7.7 | 3.15 | 19.04 | 333.5 | -0.5 | 112 | |||
| 5 Nov | 334.60 | 4.55 | -0.60 | 24.04 | 176.5 | -9.5 | 112.5 | |||
| 4 Nov | 333.15 | 5.15 | 0.05 | 26.33 | 311.5 | 19 | 122 | |||
| 1 Nov | 335.90 | 5.1 | 0.25 | 21.02 | 11 | 1.5 | 103.5 | |||
| 31 Oct | 333.00 | 4.85 | -0.40 | - | 131 | 29 | 84 | |||
| 30 Oct | 330.95 | 5.25 | -0.30 | - | 69 | 6 | 56 | |||
| 29 Oct | 334.35 | 5.55 | 0.25 | - | 23 | 6 | 51 | |||
| 28 Oct | 331.45 | 5.3 | -3.35 | - | 34 | 22 | 43 | |||
| 25 Oct | 337.55 | 8.65 | -2.85 | - | 27 | 14 | 21 | |||
| 24 Oct | 338.55 | 11.5 | -7.20 | - | 17 | 4 | 4 | |||
| 23 Oct | 345.05 | 18.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 345.85 | 18.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 346.90 | 18.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 349.45 | 18.7 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 350.90 | 18.7 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 355.00 | 18.7 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 356.25 | 18.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 354.55 | 18.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 355.15 | 18.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 351.95 | 18.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 352.00 | 18.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 353.40 | 18.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 346.50 | 18.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 357.85 | 18.7 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 364.45 | 18.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 30 Sept | 341.55 | 18.7 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 339.35 | 18.7 | - | 0 | 0 | 0 | ||||
For Petronet Lng Limited - strike price 345 expiring on 28NOV2024
Delta for 345 CE is 0.07
Historical price for 345 CE is as follows
On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 30.48, the open interest changed by 33 which increased total open position to 154
On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 29.42, the open interest changed by 41 which increased total open position to 122
On 12 Nov PETRONET was trading at 322.70. The strike last trading price was 0.9, which was -0.60 lower than the previous day. The implied volatity was 25.11, the open interest changed by 32 which increased total open position to 82
On 11 Nov PETRONET was trading at 326.95. The strike last trading price was 1.5, which was -7.25 lower than the previous day. The implied volatity was 24.10, the open interest changed by 52 which increased total open position to 52
On 7 Nov PETRONET was trading at 346.70. The strike last trading price was 8.75, which was 1.05 higher than the previous day. The implied volatity was 20.65, the open interest changed by -12 which decreased total open position to 212
On 6 Nov PETRONET was trading at 344.65. The strike last trading price was 7.7, which was 3.15 higher than the previous day. The implied volatity was 19.04, the open interest changed by -1 which decreased total open position to 224
On 5 Nov PETRONET was trading at 334.60. The strike last trading price was 4.55, which was -0.60 lower than the previous day. The implied volatity was 24.04, the open interest changed by -19 which decreased total open position to 225
On 4 Nov PETRONET was trading at 333.15. The strike last trading price was 5.15, which was 0.05 higher than the previous day. The implied volatity was 26.33, the open interest changed by 38 which increased total open position to 244
On 1 Nov PETRONET was trading at 335.90. The strike last trading price was 5.1, which was 0.25 higher than the previous day. The implied volatity was 21.02, the open interest changed by 3 which increased total open position to 207
On 31 Oct PETRONET was trading at 333.00. The strike last trading price was 4.85, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct PETRONET was trading at 330.95. The strike last trading price was 5.25, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct PETRONET was trading at 334.35. The strike last trading price was 5.55, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct PETRONET was trading at 331.45. The strike last trading price was 5.3, which was -3.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct PETRONET was trading at 337.55. The strike last trading price was 8.65, which was -2.85 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 11.5, which was -7.20 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 18.7, 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 18.7, 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 18.7, 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 18.7, 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 18.7, 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 18.7, 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 18.7, 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 14 Oct PETRONET was trading at 354.55. The strike last trading price was 18.7, 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 11 Oct PETRONET was trading at 355.15. The strike last trading price was 18.7, 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 18.7, 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 9 Oct PETRONET was trading at 352.00. The strike last trading price was 18.7, 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 8 Oct PETRONET was trading at 353.40. The strike last trading price was 18.7, 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 18.7, 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 18.7, 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 18.7, 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 18.7, 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 27 Sept PETRONET was trading at 339.35. The strike last trading price was 18.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| PETRONET 28NOV2024 345 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 | 28.2 | 5.75 | - | 0.5 | 0 | 0.5 |
| 13 Nov | 314.85 | 22.45 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 12 Nov | 322.70 | 22.45 | 2.55 | 27.24 | 0.5 | 0 | 0 |
| 11 Nov | 326.95 | 19.9 | 14.05 | - | 0 | 0 | 0 |
| 7 Nov | 346.70 | 5.85 | -1.30 | 22.75 | 107 | 19 | 53 |
| 6 Nov | 344.65 | 7.15 | -7.05 | 24.64 | 70.5 | 14.5 | 34.5 |
| 5 Nov | 334.60 | 14.2 | -1.05 | 27.29 | 5 | 1.5 | 22 |
| 4 Nov | 333.15 | 15.25 | 1.30 | 28.40 | 62.5 | 6.5 | 20.5 |
| 1 Nov | 335.90 | 13.95 | 0.00 | 0.00 | 0 | 3 | 0 |
| 31 Oct | 333.00 | 13.95 | -1.25 | - | 12 | 4 | 15 |
| 30 Oct | 330.95 | 15.2 | 0.00 | - | 1 | 0 | 10 |
| 29 Oct | 334.35 | 15.2 | -0.95 | - | 7 | 2 | 10 |
| 28 Oct | 331.45 | 16.15 | 2.90 | - | 9 | 4 | 8 |
| 25 Oct | 337.55 | 13.25 | -1.10 | - | 3 | 0 | 4 |
| 24 Oct | 338.55 | 14.35 | -8.75 | - | 4 | 3 | 3 |
| 23 Oct | 345.05 | 23.1 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 345.85 | 23.1 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 346.90 | 23.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 349.45 | 23.1 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 350.90 | 23.1 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 355.00 | 23.1 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 356.25 | 23.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 354.55 | 23.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 355.15 | 23.1 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 351.95 | 23.1 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 352.00 | 23.1 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 353.40 | 23.1 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 346.50 | 23.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 357.85 | 23.1 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 364.45 | 23.1 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 341.55 | 23.1 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 339.35 | 23.1 | - | 0 | 0 | 0 | |
For Petronet Lng Limited - strike price 345 expiring on 28NOV2024
Delta for 345 PE is -
Historical price for 345 PE is as follows
On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 28.2, which was 5.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 22.45, 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 12 Nov PETRONET was trading at 322.70. The strike last trading price was 22.45, which was 2.55 higher than the previous day. The implied volatity was 27.24, 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 19.9, which was 14.05 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 5.85, which was -1.30 lower than the previous day. The implied volatity was 22.75, the open interest changed by 38 which increased total open position to 106
On 6 Nov PETRONET was trading at 344.65. The strike last trading price was 7.15, which was -7.05 lower than the previous day. The implied volatity was 24.64, the open interest changed by 29 which increased total open position to 69
On 5 Nov PETRONET was trading at 334.60. The strike last trading price was 14.2, which was -1.05 lower than the previous day. The implied volatity was 27.29, the open interest changed by 3 which increased total open position to 44
On 4 Nov PETRONET was trading at 333.15. The strike last trading price was 15.25, which was 1.30 higher than the previous day. The implied volatity was 28.40, the open interest changed by 13 which increased total open position to 41
On 1 Nov PETRONET was trading at 335.90. The strike last trading price was 13.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 31 Oct PETRONET was trading at 333.00. The strike last trading price was 13.95, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct PETRONET was trading at 330.95. The strike last trading price was 15.2, 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 29 Oct PETRONET was trading at 334.35. The strike last trading price was 15.2, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct PETRONET was trading at 331.45. The strike last trading price was 16.15, which was 2.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct PETRONET was trading at 337.55. The strike last trading price was 13.25, which was -1.10 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 14.35, which was -8.75 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 14 Oct PETRONET was trading at 354.55. The strike last trading price was 23.1, 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 11 Oct PETRONET was trading at 355.15. The strike last trading price was 23.1, 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 23.1, 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 9 Oct PETRONET was trading at 352.00. The strike last trading price was 23.1, 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 8 Oct PETRONET was trading at 353.40. The strike last trading price was 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 27 Sept PETRONET was trading at 339.35. The strike last trading price was 23.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
