PETRONET
Petronet Lng Limited
Historical option data for PETRONET
21 Nov 2024 04:11 PM IST
| PETRONET 28NOV2024 353 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.04
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 321.85 | 0.25 | 0.00 | 35.85 | 11 | -6 | 137.5 | |||
| 20 Nov | 313.95 | 0.25 | 0.00 | 40.09 | 12.5 | -3.5 | 144 | |||
| 19 Nov | 313.95 | 0.25 | 0.00 | 40.09 | 12.5 | -3 | 144 | |||
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| 18 Nov | 311.75 | 0.25 | -0.15 | 38.90 | 11.5 | -7 | 149.5 | |||
| 14 Nov | 313.85 | 0.4 | -0.05 | 34.01 | 37.5 | -7.5 | 161 | |||
| 13 Nov | 314.85 | 0.45 | -0.15 | 32.58 | 65 | -25 | 172.5 | |||
| 12 Nov | 322.70 | 0.6 | -0.20 | 27.91 | 88.5 | -20 | 196.5 | |||
| 11 Nov | 326.95 | 0.8 | -0.40 | 25.75 | 92 | -7.5 | 219.5 | |||
| 8 Nov | 328.90 | 1.2 | 23.65 | 557 | -1.5 | 226.5 | ||||
For Petronet Lng Limited - strike price 353 expiring on 28NOV2024
Delta for 353 CE is 0.04
Historical price for 353 CE is as follows
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 35.85, the open interest changed by -12 which decreased total open position to 275
On 20 Nov PETRONET was trading at 313.95. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 40.09, the open interest changed by -7 which decreased total open position to 288
On 19 Nov PETRONET was trading at 313.95. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 40.09, the open interest changed by -6 which decreased total open position to 288
On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 38.90, the open interest changed by -14 which decreased total open position to 299
On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 34.01, the open interest changed by -15 which decreased total open position to 322
On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 32.58, the open interest changed by -50 which decreased total open position to 345
On 12 Nov PETRONET was trading at 322.70. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 27.91, the open interest changed by -40 which decreased total open position to 393
On 11 Nov PETRONET was trading at 326.95. The strike last trading price was 0.8, which was -0.40 lower than the previous day. The implied volatity was 25.75, the open interest changed by -15 which decreased total open position to 439
On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 1.2, which was lower than the previous day. The implied volatity was 23.65, the open interest changed by -3 which decreased total open position to 453
| PETRONET 28NOV2024 353 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 0.11
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 321.85 | 32.5 | 9.50 | 61.03 | 3 | 0 | 26 |
| 20 Nov | 313.95 | 23 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 313.95 | 23 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 311.75 | 23 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 313.85 | 23 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 314.85 | 23 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 322.70 | 23 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 326.95 | 23 | 0.00 | 0.00 | 0 | 26 | 0 |
| 8 Nov | 328.90 | 23 | 23.58 | 12.5 | -2 | 26 | |
For Petronet Lng Limited - strike price 353 expiring on 28NOV2024
Delta for 353 PE is -0.85
Historical price for 353 PE is as follows
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 32.5, which was 9.50 higher than the previous day. The implied volatity was 61.03, the open interest changed by 0 which decreased total open position to 52
On 20 Nov PETRONET was trading at 313.95. The strike last trading price was 23, 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 23, 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 23, 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 14 Nov PETRONET was trading at 313.85. The strike last trading price was 23, 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 23, 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 23, 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 23, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 52 which increased total open position to 0
On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 23, which was lower than the previous day. The implied volatity was 23.58, the open interest changed by -4 which decreased total open position to 52
