PETRONET
Petronet Lng Limited
Historical option data for PETRONET
24 Jan 2025 04:11 PM IST
PETRONET 30JAN2025 355 CE | ||||||||||
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Delta: 0.07
Vega: 0.06
Theta: -0.24
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 322.70 | 0.65 | -0.25 | 49.42 | 181 | -31 | 478 | |||
23 Jan | 330.65 | 0.85 | 0.40 | 38.42 | 122 | -37 | 506 | |||
22 Jan | 322.70 | 0.45 | -0.35 | 39.11 | 54 | 3 | 546 | |||
21 Jan | 325.40 | 0.8 | 0.10 | 39.46 | 198 | -16 | 544 | |||
20 Jan | 321.20 | 0.7 | -0.30 | 39.46 | 412 | -18 | 557 | |||
17 Jan | 324.80 | 1 | -0.35 | 34.62 | 280 | 25 | 573 | |||
16 Jan | 329.00 | 1.35 | 0.05 | 32.07 | 47 | -8 | 547 | |||
15 Jan | 326.30 | 1.3 | -0.05 | 32.53 | 77 | 8 | 556 | |||
14 Jan | 325.50 | 1.35 | 0.35 | 33.37 | 89 | 8 | 547 | |||
13 Jan | 314.90 | 1 | -0.15 | 38.04 | 479 | -141 | 536 | |||
10 Jan | 320.35 | 1.15 | -0.40 | 32.26 | 584 | -267 | 681 | |||
9 Jan | 326.90 | 1.55 | -0.05 | 28.01 | 160 | 2 | 946 | |||
8 Jan | 331.00 | 1.6 | -0.15 | 24.95 | 438 | 22 | 944 | |||
7 Jan | 330.45 | 1.75 | 0.15 | 25.31 | 329 | 5 | 922 | |||
6 Jan | 328.40 | 1.6 | -0.10 | 26.04 | 595 | 11 | 916 | |||
3 Jan | 329.45 | 1.7 | -0.15 | 24.12 | 809 | -52 | 906 | |||
2 Jan | 327.75 | 1.85 | -3.80 | 25.39 | 3,453 | 147 | 953 | |||
1 Jan | 347.60 | 5.65 | 0.10 | 18.09 | 572 | -11 | 808 | |||
31 Dec | 346.20 | 5.55 | 1.45 | 19.60 | 725 | -5 | 819 | |||
30 Dec | 344.50 | 4.1 | 0.60 | 16.45 | 633 | 60 | 817 | |||
27 Dec | 340.65 | 3.5 | -1.40 | 18.05 | 667 | 93 | 756 | |||
26 Dec | 344.75 | 4.9 | 0.80 | 17.20 | 817 | 293 | 665 | |||
24 Dec | 340.75 | 4.1 | -0.40 | 19.67 | 484 | 130 | 372 | |||
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23 Dec | 340.00 | 4.5 | 0.55 | 19.83 | 193 | 41 | 241 | |||
20 Dec | 336.45 | 3.95 | 0.30 | 20.94 | 145 | 72 | 200 | |||
19 Dec | 334.75 | 3.65 | -1.40 | 19.98 | 12 | 1 | 129 | |||
18 Dec | 335.05 | 5.05 | 0.00 | 0.00 | 0 | -1 | 0 | |||
17 Dec | 340.45 | 5.05 | 0.50 | 20.03 | 27 | -1 | 128 | |||
16 Dec | 337.00 | 4.55 | -0.95 | 20.12 | 5 | 0 | 130 | |||
13 Dec | 340.50 | 5.5 | -1.15 | 19.22 | 18 | 4 | 129 | |||
12 Dec | 343.00 | 6.65 | 0.60 | 19.91 | 136 | 74 | 125 | |||
11 Dec | 341.20 | 6.05 | -4.95 | 19.55 | 94 | 51 | 51 | |||
10 Dec | 335.20 | 11 | 0.00 | 3.55 | 0 | 0 | 0 | |||
9 Dec | 335.10 | 11 | 0.00 | 3.41 | 0 | 0 | 0 | |||
6 Dec | 335.85 | 11 | 0.00 | 3.15 | 0 | 0 | 0 | |||
5 Dec | 337.85 | 11 | 0.00 | 2.81 | 0 | 0 | 0 | |||
4 Dec | 336.35 | 11 | 0.00 | 3.24 | 0 | 0 | 0 | |||
3 Dec | 339.30 | 11 | 0.00 | 2.25 | 0 | 0 | 0 | |||
2 Dec | 338.55 | 11 | 2.62 | 0 | 0 | 0 |
For Petronet Lng Limited - strike price 355 expiring on 30JAN2025
Delta for 355 CE is 0.07
Historical price for 355 CE is as follows
On 24 Jan PETRONET was trading at 322.70. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 49.42, the open interest changed by -31 which decreased total open position to 478
On 23 Jan PETRONET was trading at 330.65. The strike last trading price was 0.85, which was 0.40 higher than the previous day. The implied volatity was 38.42, the open interest changed by -37 which decreased total open position to 506
On 22 Jan PETRONET was trading at 322.70. The strike last trading price was 0.45, which was -0.35 lower than the previous day. The implied volatity was 39.11, the open interest changed by 3 which increased total open position to 546
On 21 Jan PETRONET was trading at 325.40. The strike last trading price was 0.8, which was 0.10 higher than the previous day. The implied volatity was 39.46, the open interest changed by -16 which decreased total open position to 544
On 20 Jan PETRONET was trading at 321.20. The strike last trading price was 0.7, which was -0.30 lower than the previous day. The implied volatity was 39.46, the open interest changed by -18 which decreased total open position to 557
On 17 Jan PETRONET was trading at 324.80. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 34.62, the open interest changed by 25 which increased total open position to 573
On 16 Jan PETRONET was trading at 329.00. The strike last trading price was 1.35, which was 0.05 higher than the previous day. The implied volatity was 32.07, the open interest changed by -8 which decreased total open position to 547
On 15 Jan PETRONET was trading at 326.30. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 32.53, the open interest changed by 8 which increased total open position to 556
On 14 Jan PETRONET was trading at 325.50. The strike last trading price was 1.35, which was 0.35 higher than the previous day. The implied volatity was 33.37, the open interest changed by 8 which increased total open position to 547
On 13 Jan PETRONET was trading at 314.90. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 38.04, the open interest changed by -141 which decreased total open position to 536
On 10 Jan PETRONET was trading at 320.35. The strike last trading price was 1.15, which was -0.40 lower than the previous day. The implied volatity was 32.26, the open interest changed by -267 which decreased total open position to 681
On 9 Jan PETRONET was trading at 326.90. The strike last trading price was 1.55, which was -0.05 lower than the previous day. The implied volatity was 28.01, the open interest changed by 2 which increased total open position to 946
On 8 Jan PETRONET was trading at 331.00. The strike last trading price was 1.6, which was -0.15 lower than the previous day. The implied volatity was 24.95, the open interest changed by 22 which increased total open position to 944
On 7 Jan PETRONET was trading at 330.45. The strike last trading price was 1.75, which was 0.15 higher than the previous day. The implied volatity was 25.31, the open interest changed by 5 which increased total open position to 922
On 6 Jan PETRONET was trading at 328.40. The strike last trading price was 1.6, which was -0.10 lower than the previous day. The implied volatity was 26.04, the open interest changed by 11 which increased total open position to 916
On 3 Jan PETRONET was trading at 329.45. The strike last trading price was 1.7, which was -0.15 lower than the previous day. The implied volatity was 24.12, the open interest changed by -52 which decreased total open position to 906
On 2 Jan PETRONET was trading at 327.75. The strike last trading price was 1.85, which was -3.80 lower than the previous day. The implied volatity was 25.39, the open interest changed by 147 which increased total open position to 953
On 1 Jan PETRONET was trading at 347.60. The strike last trading price was 5.65, which was 0.10 higher than the previous day. The implied volatity was 18.09, the open interest changed by -11 which decreased total open position to 808
On 31 Dec PETRONET was trading at 346.20. The strike last trading price was 5.55, which was 1.45 higher than the previous day. The implied volatity was 19.60, the open interest changed by -5 which decreased total open position to 819
On 30 Dec PETRONET was trading at 344.50. The strike last trading price was 4.1, which was 0.60 higher than the previous day. The implied volatity was 16.45, the open interest changed by 60 which increased total open position to 817
On 27 Dec PETRONET was trading at 340.65. The strike last trading price was 3.5, which was -1.40 lower than the previous day. The implied volatity was 18.05, the open interest changed by 93 which increased total open position to 756
On 26 Dec PETRONET was trading at 344.75. The strike last trading price was 4.9, which was 0.80 higher than the previous day. The implied volatity was 17.20, the open interest changed by 293 which increased total open position to 665
On 24 Dec PETRONET was trading at 340.75. The strike last trading price was 4.1, which was -0.40 lower than the previous day. The implied volatity was 19.67, the open interest changed by 130 which increased total open position to 372
On 23 Dec PETRONET was trading at 340.00. The strike last trading price was 4.5, which was 0.55 higher than the previous day. The implied volatity was 19.83, the open interest changed by 41 which increased total open position to 241
On 20 Dec PETRONET was trading at 336.45. The strike last trading price was 3.95, which was 0.30 higher than the previous day. The implied volatity was 20.94, the open interest changed by 72 which increased total open position to 200
On 19 Dec PETRONET was trading at 334.75. The strike last trading price was 3.65, which was -1.40 lower than the previous day. The implied volatity was 19.98, the open interest changed by 1 which increased total open position to 129
On 18 Dec PETRONET was trading at 335.05. The strike last trading price was 5.05, 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 17 Dec PETRONET was trading at 340.45. The strike last trading price was 5.05, which was 0.50 higher than the previous day. The implied volatity was 20.03, the open interest changed by -1 which decreased total open position to 128
On 16 Dec PETRONET was trading at 337.00. The strike last trading price was 4.55, which was -0.95 lower than the previous day. The implied volatity was 20.12, the open interest changed by 0 which decreased total open position to 130
On 13 Dec PETRONET was trading at 340.50. The strike last trading price was 5.5, which was -1.15 lower than the previous day. The implied volatity was 19.22, the open interest changed by 4 which increased total open position to 129
On 12 Dec PETRONET was trading at 343.00. The strike last trading price was 6.65, which was 0.60 higher than the previous day. The implied volatity was 19.91, the open interest changed by 74 which increased total open position to 125
On 11 Dec PETRONET was trading at 341.20. The strike last trading price was 6.05, which was -4.95 lower than the previous day. The implied volatity was 19.55, the open interest changed by 51 which increased total open position to 51
On 10 Dec PETRONET was trading at 335.20. The strike last trading price was 11, which was 0.00 lower than the previous day. The implied volatity was 3.55, 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 11, which was 0.00 lower than the previous day. The implied volatity was 3.41, the open interest changed by 0 which decreased total open position to 0
On 6 Dec PETRONET was trading at 335.85. The strike last trading price was 11, which was 0.00 lower than the previous day. The implied volatity was 3.15, 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 11, which was 0.00 lower than the previous day. The implied volatity was 2.81, the open interest changed by 0 which decreased total open position to 0
On 4 Dec PETRONET was trading at 336.35. The strike last trading price was 11, which was 0.00 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0
On 3 Dec PETRONET was trading at 339.30. The strike last trading price was 11, which was 0.00 lower than the previous day. The implied volatity was 2.25, the open interest changed by 0 which decreased total open position to 0
On 2 Dec PETRONET was trading at 338.55. The strike last trading price was 11, which was lower than the previous day. The implied volatity was 2.62, the open interest changed by 0 which decreased total open position to 0
PETRONET 30JAN2025 355 PE | |||||||
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Delta: -0.90
Vega: 0.07
Theta: -0.23
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 322.70 | 32.8 | 7.5 | 54.63 | 63 | -50 | 128 |
23 Jan | 330.65 | 25.3 | -4.70 | 48.39 | 4 | -2 | 180 |
22 Jan | 322.70 | 30 | 0.00 | 0.00 | 0 | -33 | 0 |
21 Jan | 325.40 | 30 | -1.75 | 40.93 | 60 | -32 | 183 |
20 Jan | 321.20 | 31.75 | 0.00 | 0.00 | 0 | -10 | 0 |
17 Jan | 324.80 | 31.75 | 4.90 | 48.02 | 11 | -9 | 216 |
16 Jan | 329.00 | 26.85 | -2.50 | 38.58 | 1 | 0 | 224 |
15 Jan | 326.30 | 29.35 | -1.75 | 41.93 | 28 | -13 | 225 |
14 Jan | 325.50 | 31.1 | -9.20 | 42.61 | 8 | -6 | 239 |
13 Jan | 314.90 | 40.3 | 17.15 | 45.18 | 6 | 0 | 243 |
10 Jan | 320.35 | 23.15 | 0.00 | 0.00 | 0 | -1 | 0 |
9 Jan | 326.90 | 23.15 | -0.15 | - | 5 | 1 | 245 |
8 Jan | 331.00 | 23.3 | 0.00 | 0.00 | 0 | 0 | 0 |
7 Jan | 330.45 | 23.3 | -2.00 | 22.60 | 1 | 0 | 244 |
6 Jan | 328.40 | 25.3 | 0.00 | 0.00 | 0 | 1 | 0 |
3 Jan | 329.45 | 25.3 | -2.40 | 25.11 | 2 | 0 | 243 |
2 Jan | 327.75 | 27.7 | 16.00 | 29.86 | 493 | 217 | 244 |
1 Jan | 347.60 | 11.7 | -0.65 | 25.43 | 8 | 0 | 28 |
31 Dec | 346.20 | 12.35 | -2.95 | 22.49 | 27 | -2 | 29 |
30 Dec | 344.50 | 15.3 | -0.55 | 29.74 | 1 | 0 | 31 |
27 Dec | 340.65 | 15.85 | 3.35 | 23.10 | 16 | 15 | 31 |
26 Dec | 344.75 | 12.5 | -3.30 | 21.75 | 15 | 7 | 15 |
24 Dec | 340.75 | 15.8 | -1.20 | 20.40 | 7 | 5 | 7 |
23 Dec | 340.00 | 17 | -16.55 | 24.34 | 5 | 2 | 2 |
20 Dec | 336.45 | 33.55 | 0.00 | - | 0 | 0 | 0 |
19 Dec | 334.75 | 33.55 | 0.00 | - | 0 | 0 | 0 |
18 Dec | 335.05 | 33.55 | 0.00 | - | 0 | 0 | 0 |
17 Dec | 340.45 | 33.55 | 0.00 | - | 0 | 0 | 0 |
16 Dec | 337.00 | 33.55 | 0.00 | - | 0 | 0 | 0 |
13 Dec | 340.50 | 33.55 | 0.00 | - | 0 | 0 | 0 |
12 Dec | 343.00 | 33.55 | 0.00 | - | 0 | 0 | 0 |
11 Dec | 341.20 | 33.55 | 0.00 | - | 0 | 0 | 0 |
10 Dec | 335.20 | 33.55 | 0.00 | - | 0 | 0 | 0 |
9 Dec | 335.10 | 33.55 | 0.00 | - | 0 | 0 | 0 |
6 Dec | 335.85 | 33.55 | 0.00 | - | 0 | 0 | 0 |
5 Dec | 337.85 | 33.55 | 0.00 | - | 0 | 0 | 0 |
4 Dec | 336.35 | 33.55 | 0.00 | - | 0 | 0 | 0 |
3 Dec | 339.30 | 33.55 | 0.00 | - | 0 | 0 | 0 |
2 Dec | 338.55 | 33.55 | - | 0 | 0 | 0 |
For Petronet Lng Limited - strike price 355 expiring on 30JAN2025
Delta for 355 PE is -0.90
Historical price for 355 PE is as follows
On 24 Jan PETRONET was trading at 322.70. The strike last trading price was 32.8, which was 7.5 higher than the previous day. The implied volatity was 54.63, the open interest changed by -50 which decreased total open position to 128
On 23 Jan PETRONET was trading at 330.65. The strike last trading price was 25.3, which was -4.70 lower than the previous day. The implied volatity was 48.39, the open interest changed by -2 which decreased total open position to 180
On 22 Jan PETRONET was trading at 322.70. The strike last trading price was 30, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -33 which decreased total open position to 0
On 21 Jan PETRONET was trading at 325.40. The strike last trading price was 30, which was -1.75 lower than the previous day. The implied volatity was 40.93, the open interest changed by -32 which decreased total open position to 183
On 20 Jan PETRONET was trading at 321.20. The strike last trading price was 31.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -10 which decreased total open position to 0
On 17 Jan PETRONET was trading at 324.80. The strike last trading price was 31.75, which was 4.90 higher than the previous day. The implied volatity was 48.02, the open interest changed by -9 which decreased total open position to 216
On 16 Jan PETRONET was trading at 329.00. The strike last trading price was 26.85, which was -2.50 lower than the previous day. The implied volatity was 38.58, the open interest changed by 0 which decreased total open position to 224
On 15 Jan PETRONET was trading at 326.30. The strike last trading price was 29.35, which was -1.75 lower than the previous day. The implied volatity was 41.93, the open interest changed by -13 which decreased total open position to 225
On 14 Jan PETRONET was trading at 325.50. The strike last trading price was 31.1, which was -9.20 lower than the previous day. The implied volatity was 42.61, the open interest changed by -6 which decreased total open position to 239
On 13 Jan PETRONET was trading at 314.90. The strike last trading price was 40.3, which was 17.15 higher than the previous day. The implied volatity was 45.18, the open interest changed by 0 which decreased total open position to 243
On 10 Jan PETRONET was trading at 320.35. The strike last trading price was 23.15, 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 Jan PETRONET was trading at 326.90. The strike last trading price was 23.15, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 245
On 8 Jan PETRONET was trading at 331.00. The strike last trading price was 23.3, 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 7 Jan PETRONET was trading at 330.45. The strike last trading price was 23.3, which was -2.00 lower than the previous day. The implied volatity was 22.60, the open interest changed by 0 which decreased total open position to 244
On 6 Jan PETRONET was trading at 328.40. The strike last trading price was 25.3, 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 3 Jan PETRONET was trading at 329.45. The strike last trading price was 25.3, which was -2.40 lower than the previous day. The implied volatity was 25.11, the open interest changed by 0 which decreased total open position to 243
On 2 Jan PETRONET was trading at 327.75. The strike last trading price was 27.7, which was 16.00 higher than the previous day. The implied volatity was 29.86, the open interest changed by 217 which increased total open position to 244
On 1 Jan PETRONET was trading at 347.60. The strike last trading price was 11.7, which was -0.65 lower than the previous day. The implied volatity was 25.43, the open interest changed by 0 which decreased total open position to 28
On 31 Dec PETRONET was trading at 346.20. The strike last trading price was 12.35, which was -2.95 lower than the previous day. The implied volatity was 22.49, the open interest changed by -2 which decreased total open position to 29
On 30 Dec PETRONET was trading at 344.50. The strike last trading price was 15.3, which was -0.55 lower than the previous day. The implied volatity was 29.74, the open interest changed by 0 which decreased total open position to 31
On 27 Dec PETRONET was trading at 340.65. The strike last trading price was 15.85, which was 3.35 higher than the previous day. The implied volatity was 23.10, the open interest changed by 15 which increased total open position to 31
On 26 Dec PETRONET was trading at 344.75. The strike last trading price was 12.5, which was -3.30 lower than the previous day. The implied volatity was 21.75, the open interest changed by 7 which increased total open position to 15
On 24 Dec PETRONET was trading at 340.75. The strike last trading price was 15.8, which was -1.20 lower than the previous day. The implied volatity was 20.40, the open interest changed by 5 which increased total open position to 7
On 23 Dec PETRONET was trading at 340.00. The strike last trading price was 17, which was -16.55 lower than the previous day. The implied volatity was 24.34, the open interest changed by 2 which increased total open position to 2
On 20 Dec PETRONET was trading at 336.45. The strike last trading price was 33.55, 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 Dec PETRONET was trading at 334.75. The strike last trading price was 33.55, 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 Dec PETRONET was trading at 335.05. The strike last trading price was 33.55, 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 17 Dec PETRONET was trading at 340.45. The strike last trading price was 33.55, 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 16 Dec PETRONET was trading at 337.00. The strike last trading price was 33.55, 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 Dec PETRONET was trading at 340.50. The strike last trading price was 33.55, 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 Dec PETRONET was trading at 343.00. The strike last trading price was 33.55, 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 Dec PETRONET was trading at 341.20. The strike last trading price was 33.55, 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 10 Dec PETRONET was trading at 335.20. The strike last trading price was 33.55, 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 9 Dec PETRONET was trading at 335.10. The strike last trading price was 33.55, 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 Dec PETRONET was trading at 335.85. The strike last trading price was 33.55, 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 Dec PETRONET was trading at 337.85. The strike last trading price was 33.55, 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 4 Dec PETRONET was trading at 336.35. The strike last trading price was 33.55, 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 3 Dec PETRONET was trading at 339.30. The strike last trading price was 33.55, 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 2 Dec PETRONET was trading at 338.55. The strike last trading price was 33.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0