PETRONET
Petronet Lng Limited
Historical option data for PETRONET
14 Nov 2024 04:11 PM IST
| PETRONET 28NOV2024 348 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.07
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 14 Nov | 313.85 | 0.5 | -0.05 | 32.02 | 63 | -8 | 172 | |||
| 13 Nov | 314.85 | 0.55 | -0.25 | 30.47 | 70.5 | -18.5 | 180.5 | |||
| 12 Nov | 322.70 | 0.8 | -0.40 | 26.19 | 110.5 | 14 | 200 | |||
| 11 Nov | 326.95 | 1.2 | -0.50 | 23.89 | 151.5 | -29.5 | 185 | |||
| 8 Nov | 328.90 | 1.7 | 22.87 | 551 | 8 | 214.5 | ||||
For Petronet Lng Limited - strike price 348 expiring on 28NOV2024
Delta for 348 CE is 0.06
Historical price for 348 CE is as follows
On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 32.02, the open interest changed by -16 which decreased total open position to 344
On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 30.47, the open interest changed by -37 which decreased total open position to 361
On 12 Nov PETRONET was trading at 322.70. The strike last trading price was 0.8, which was -0.40 lower than the previous day. The implied volatity was 26.19, the open interest changed by 28 which increased total open position to 400
On 11 Nov PETRONET was trading at 326.95. The strike last trading price was 1.2, which was -0.50 lower than the previous day. The implied volatity was 23.89, the open interest changed by -59 which decreased total open position to 370
On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 1.7, which was lower than the previous day. The implied volatity was 22.87, the open interest changed by 16 which increased total open position to 429
| PETRONET 28NOV2024 348 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 313.85 | 20.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 314.85 | 20.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 322.70 | 20.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 326.95 | 20.3 | 0.00 | 0.00 | 0 | 8.5 | 0 |
| 8 Nov | 328.90 | 20.3 | 30.36 | 25 | 4 | 10.5 | |
For Petronet Lng Limited - strike price 348 expiring on 28NOV2024
Delta for 348 PE is 0.00
Historical price for 348 PE is as follows
On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 20.3, 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 13 Nov PETRONET was trading at 314.85. The strike last trading price was 20.3, 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 12 Nov PETRONET was trading at 322.70. The strike last trading price was 20.3, 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 11 Nov PETRONET was trading at 326.95. The strike last trading price was 20.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 17 which increased total open position to 0
On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 20.3, which was lower than the previous day. The implied volatity was 30.36, the open interest changed by 8 which increased total open position to 21
