PETRONET
Petronet Lng Limited
Historical option data for PETRONET
20 Dec 2024 04:11 PM IST
| PETRONET 26DEC2024 355 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.06
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 336.45 | 0.45 | -0.05 | 29.05 | 463 | -48 | 200 | |||
| 19 Dec | 334.75 | 0.5 | -0.10 | 27.72 | 118 | -22 | 251 | |||
| 18 Dec | 335.05 | 0.6 | -0.35 | 27.29 | 135 | -6 | 280 | |||
| 17 Dec | 340.45 | 0.95 | 0.25 | 24.50 | 82 | 15 | 286 | |||
| 16 Dec | 337.00 | 0.7 | -0.20 | 23.51 | 222 | -29 | 270 | |||
| 13 Dec | 340.50 | 0.9 | -0.80 | 17.89 | 482 | 54 | 299 | |||
| 12 Dec | 343.00 | 1.7 | 0.00 | 20.62 | 641 | 36 | 248 | |||
| 11 Dec | 341.20 | 1.7 | 0.65 | 21.36 | 341 | 21 | 211 | |||
| 10 Dec | 335.20 | 1.05 | -0.15 | 22.67 | 136 | 6 | 199 | |||
| 9 Dec | 335.10 | 1.2 | -0.70 | 22.72 | 116 | 9 | 192 | |||
| 6 Dec | 335.85 | 1.9 | -0.10 | 24.03 | 190 | 6 | 185 | |||
| 5 Dec | 337.85 | 2 | 0.10 | 22.55 | 71 | -2 | 178 | |||
| 4 Dec | 336.35 | 1.9 | -0.50 | 22.21 | 298 | 50 | 180 | |||
| 3 Dec | 339.30 | 2.4 | -0.25 | 20.58 | 278 | 66 | 130 | |||
| 2 Dec | 338.55 | 2.65 | -0.55 | 23.21 | 213 | 54 | 61 | |||
| 29 Nov | 333.10 | 3.2 | 1.65 | 23.66 | 5 | 2 | 5 | |||
| 28 Nov | 328.00 | 1.55 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 27 Nov | 326.95 | 1.55 | -1.35 | 23.63 | 5 | 2 | 3 | |||
| 26 Nov | 328.90 | 2.9 | -5.50 | 27.87 | 2 | 1 | 1 | |||
| 25 Nov | 333.85 | 8.4 | 0.00 | 5.01 | 0 | 0 | 0 | |||
| 22 Nov | 323.60 | 8.4 | 0.00 | 7.81 | 0 | 0 | 0 | |||
| 21 Nov | 321.85 | 8.4 | 0.00 | 7.99 | 0 | 0 | 0 | |||
| 20 Nov | 313.95 | 8.4 | 0.00 | 9.75 | 0 | 0 | 0 | |||
| 19 Nov | 313.95 | 8.4 | 0.00 | 9.75 | 0 | 0 | 0 | |||
| 18 Nov | 311.75 | 8.4 | 0.00 | 10.19 | 0 | 0 | 0 | |||
| 13 Nov | 314.85 | 8.4 | 0.00 | 8.63 | 0 | 0 | 0 | |||
| 12 Nov | 322.70 | 8.4 | 0.00 | 7.16 | 0 | 0 | 0 | |||
| 11 Nov | 326.95 | 8.4 | -3.45 | 5.82 | 0 | 0 | 0 | |||
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| 7 Nov | 346.70 | 11.85 | 0.00 | 0.98 | 0 | 0 | 0 | |||
| 6 Nov | 344.65 | 11.85 | 1.46 | 0 | 0 | 0 | ||||
For Petronet Lng Limited - strike price 355 expiring on 26DEC2024
Delta for 355 CE is 0.08
Historical price for 355 CE is as follows
On 20 Dec PETRONET was trading at 336.45. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 29.05, the open interest changed by -48 which decreased total open position to 200
On 19 Dec PETRONET was trading at 334.75. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 27.72, the open interest changed by -22 which decreased total open position to 251
On 18 Dec PETRONET was trading at 335.05. The strike last trading price was 0.6, which was -0.35 lower than the previous day. The implied volatity was 27.29, the open interest changed by -6 which decreased total open position to 280
On 17 Dec PETRONET was trading at 340.45. The strike last trading price was 0.95, which was 0.25 higher than the previous day. The implied volatity was 24.50, the open interest changed by 15 which increased total open position to 286
On 16 Dec PETRONET was trading at 337.00. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 23.51, the open interest changed by -29 which decreased total open position to 270
On 13 Dec PETRONET was trading at 340.50. The strike last trading price was 0.9, which was -0.80 lower than the previous day. The implied volatity was 17.89, the open interest changed by 54 which increased total open position to 299
On 12 Dec PETRONET was trading at 343.00. The strike last trading price was 1.7, which was 0.00 lower than the previous day. The implied volatity was 20.62, the open interest changed by 36 which increased total open position to 248
On 11 Dec PETRONET was trading at 341.20. The strike last trading price was 1.7, which was 0.65 higher than the previous day. The implied volatity was 21.36, the open interest changed by 21 which increased total open position to 211
On 10 Dec PETRONET was trading at 335.20. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 22.67, the open interest changed by 6 which increased total open position to 199
On 9 Dec PETRONET was trading at 335.10. The strike last trading price was 1.2, which was -0.70 lower than the previous day. The implied volatity was 22.72, the open interest changed by 9 which increased total open position to 192
On 6 Dec PETRONET was trading at 335.85. The strike last trading price was 1.9, which was -0.10 lower than the previous day. The implied volatity was 24.03, the open interest changed by 6 which increased total open position to 185
On 5 Dec PETRONET was trading at 337.85. The strike last trading price was 2, which was 0.10 higher than the previous day. The implied volatity was 22.55, the open interest changed by -2 which decreased total open position to 178
On 4 Dec PETRONET was trading at 336.35. The strike last trading price was 1.9, which was -0.50 lower than the previous day. The implied volatity was 22.21, the open interest changed by 50 which increased total open position to 180
On 3 Dec PETRONET was trading at 339.30. The strike last trading price was 2.4, which was -0.25 lower than the previous day. The implied volatity was 20.58, the open interest changed by 66 which increased total open position to 130
On 2 Dec PETRONET was trading at 338.55. The strike last trading price was 2.65, which was -0.55 lower than the previous day. The implied volatity was 23.21, the open interest changed by 54 which increased total open position to 61
On 29 Nov PETRONET was trading at 333.10. The strike last trading price was 3.2, which was 1.65 higher than the previous day. The implied volatity was 23.66, the open interest changed by 2 which increased total open position to 5
On 28 Nov PETRONET was trading at 328.00. The strike last trading price was 1.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 27 Nov PETRONET was trading at 326.95. The strike last trading price was 1.55, which was -1.35 lower than the previous day. The implied volatity was 23.63, the open interest changed by 2 which increased total open position to 3
On 26 Nov PETRONET was trading at 328.90. The strike last trading price was 2.9, which was -5.50 lower than the previous day. The implied volatity was 27.87, the open interest changed by 1 which increased total open position to 1
On 25 Nov PETRONET was trading at 333.85. The strike last trading price was 8.4, which was 0.00 lower than the previous day. The implied volatity was 5.01, 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 8.4, which was 0.00 lower than the previous day. The implied volatity was 7.81, 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 8.4, which was 0.00 lower than the previous day. The implied volatity was 7.99, 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 8.4, which was 0.00 lower than the previous day. The implied volatity was 9.75, 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 8.4, which was 0.00 lower than the previous day. The implied volatity was 9.75, 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 8.4, which was 0.00 lower than the previous day. The implied volatity was 10.19, 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 8.4, which was 0.00 lower than the previous day. The implied volatity was 8.63, 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 8.4, which was 0.00 lower than the previous day. The implied volatity was 7.16, 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 8.4, which was -3.45 lower than the previous day. The implied volatity was 5.82, 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 11.85, which was 0.00 lower than the previous day. The implied volatity was 0.98, 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 11.85, which was lower than the previous day. The implied volatity was 1.46, the open interest changed by 0 which decreased total open position to 0
| PETRONET 26DEC2024 355 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 |
| 20 Dec | 336.45 | 20.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 334.75 | 20.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 335.05 | 20.9 | 3.55 | 42.83 | 1 | 0 | 27 |
| 17 Dec | 340.45 | 17.35 | 0.00 | 0.00 | 0 | 2 | 0 |
| 16 Dec | 337.00 | 17.35 | 4.95 | 23.71 | 2 | 1 | 26 |
| 13 Dec | 340.50 | 12.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 343.00 | 12.4 | -7.15 | 18.02 | 2 | 0 | 25 |
| 11 Dec | 341.20 | 19.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 335.20 | 19.55 | 0.00 | 0.00 | 0 | -1 | 0 |
| 9 Dec | 335.10 | 19.55 | 0.00 | 23.31 | 3 | 1 | 27 |
| 6 Dec | 335.85 | 19.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 337.85 | 19.55 | 0.00 | 0.00 | 0 | 6 | 0 |
| 4 Dec | 336.35 | 19.55 | 1.50 | 25.70 | 11 | 6 | 26 |
| 3 Dec | 339.30 | 18.05 | 0.00 | 0.00 | 0 | 20 | 0 |
| 2 Dec | 338.55 | 18.05 | -13.20 | 22.55 | 25 | 22 | 22 |
| 29 Nov | 333.10 | 31.25 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 328.00 | 31.25 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 326.95 | 31.25 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 328.90 | 31.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 333.85 | 31.25 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 323.60 | 31.25 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 321.85 | 31.25 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 313.95 | 31.25 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 313.95 | 31.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 311.75 | 31.25 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 314.85 | 31.25 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 322.70 | 31.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 326.95 | 31.25 | 1.35 | - | 0 | 0 | 0 |
| 7 Nov | 346.70 | 29.9 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 344.65 | 29.9 | - | 0 | 0 | 0 | |
For Petronet Lng Limited - strike price 355 expiring on 26DEC2024
Delta for 355 PE is 0.00
Historical price for 355 PE is as follows
On 20 Dec PETRONET was trading at 336.45. The strike last trading price was 20.9, 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 Dec PETRONET was trading at 334.75. The strike last trading price was 20.9, 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 Dec PETRONET was trading at 335.05. The strike last trading price was 20.9, which was 3.55 higher than the previous day. The implied volatity was 42.83, the open interest changed by 0 which decreased total open position to 27
On 17 Dec PETRONET was trading at 340.45. The strike last trading price was 17.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 16 Dec PETRONET was trading at 337.00. The strike last trading price was 17.35, which was 4.95 higher than the previous day. The implied volatity was 23.71, the open interest changed by 1 which increased total open position to 26
On 13 Dec PETRONET was trading at 340.50. The strike last trading price was 12.4, 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 Dec PETRONET was trading at 343.00. The strike last trading price was 12.4, which was -7.15 lower than the previous day. The implied volatity was 18.02, the open interest changed by 0 which decreased total open position to 25
On 11 Dec PETRONET was trading at 341.20. The strike last trading price was 19.55, 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 10 Dec PETRONET was trading at 335.20. The strike last trading price was 19.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 9 Dec PETRONET was trading at 335.10. The strike last trading price was 19.55, which was 0.00 lower than the previous day. The implied volatity was 23.31, the open interest changed by 1 which increased total open position to 27
On 6 Dec PETRONET was trading at 335.85. The strike last trading price was 19.55, 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 5 Dec PETRONET was trading at 337.85. The strike last trading price was 19.55, 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 4 Dec PETRONET was trading at 336.35. The strike last trading price was 19.55, which was 1.50 higher than the previous day. The implied volatity was 25.70, the open interest changed by 6 which increased total open position to 26
On 3 Dec PETRONET was trading at 339.30. The strike last trading price was 18.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0
On 2 Dec PETRONET was trading at 338.55. The strike last trading price was 18.05, which was -13.20 lower than the previous day. The implied volatity was 22.55, the open interest changed by 22 which increased total open position to 22
On 29 Nov PETRONET was trading at 333.10. The strike last trading price was 31.25, 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 28 Nov PETRONET was trading at 328.00. The strike last trading price was 31.25, 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 31.25, 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 31.25, 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 31.25, 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 31.25, 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 31.25, 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 31.25, 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 31.25, 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 31.25, 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 31.25, 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 31.25, 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 31.25, which was 1.35 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 29.9, 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 29.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
