PETRONET
Petronet Lng Limited
Historical option data for PETRONET
21 Nov 2024 04:11 PM IST
| PETRONET 28NOV2024 358 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.03
Theta: -0.07
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 321.85 | 0.15 | -0.10 | 37.68 | 22 | -12 | 59 | |||
| 20 Nov | 313.95 | 0.25 | 0.00 | 43.83 | 10 | -2.5 | 71 | |||
| 19 Nov | 313.95 | 0.25 | 0.00 | 43.83 | 10 | -2.5 | 71 | |||
| 18 Nov | 311.75 | 0.25 | -0.10 | 42.84 | 32.5 | -15 | 74 | |||
| 14 Nov | 313.85 | 0.35 | 0.00 | 36.43 | 3.5 | -1.5 | 90 | |||
| 13 Nov | 314.85 | 0.35 | -0.10 | 34.18 | 14 | -11 | 91.5 | |||
| 12 Nov | 322.70 | 0.45 | -0.20 | 29.47 | 33 | -11.5 | 103 | |||
| 11 Nov | 326.95 | 0.65 | -0.20 | 27.06 | 71 | 32.5 | 116.5 | |||
|
|
||||||||||
| 8 Nov | 328.90 | 0.85 | 25.09 | 254.5 | 3 | 83.5 | ||||
For Petronet Lng Limited - strike price 358 expiring on 28NOV2024
Delta for 358 CE is 0.02
Historical price for 358 CE is as follows
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 37.68, the open interest changed by -24 which decreased total open position to 118
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 43.83, the open interest changed by -5 which decreased total open position to 142
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 43.83, the open interest changed by -5 which decreased total open position to 142
On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 42.84, the open interest changed by -30 which decreased total open position to 148
On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 36.43, the open interest changed by -3 which decreased total open position to 180
On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 34.18, the open interest changed by -22 which decreased total open position to 183
On 12 Nov PETRONET was trading at 322.70. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was 29.47, the open interest changed by -23 which decreased total open position to 206
On 11 Nov PETRONET was trading at 326.95. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 27.06, the open interest changed by 65 which increased total open position to 233
On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was 25.09, the open interest changed by 6 which increased total open position to 167
| PETRONET 28NOV2024 358 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 321.85 | 24.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 313.95 | 24.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 313.95 | 24.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 311.75 | 24.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 313.85 | 24.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 314.85 | 24.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 322.70 | 24.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 326.95 | 24.3 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 8 Nov | 328.90 | 24.3 | - | 0.5 | 0 | 0.5 | |
For Petronet Lng Limited - strike price 358 expiring on 28NOV2024
Delta for 358 PE is 0.00
Historical price for 358 PE is as follows
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 24.3, 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 20 Nov PETRONET was trading at 313.95. The strike last trading price was 24.3, 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 19 Nov PETRONET was trading at 313.95. The strike last trading price was 24.3, 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 18 Nov PETRONET was trading at 311.75. The strike last trading price was 24.3, 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 14 Nov PETRONET was trading at 313.85. The strike last trading price was 24.3, 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 24.3, 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 24.3, 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 24.3, 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 8 Nov PETRONET was trading at 328.90. The strike last trading price was 24.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
