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[--[65.84.65.76]--]
PETRONET
Petronet Lng Limited

322.7 -7.95 (-2.40%)

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Historical option data for PETRONET

24 Jan 2025 04:11 PM IST
PETRONET 30JAN2025 355 CE
Delta: 0.07
Vega: 0.06
Theta: -0.24
Gamma: 0.01
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
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
Delta: -0.90
Vega: 0.07
Theta: -0.23
Gamma: 0.01
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