PETRONET
Petronet Lng Limited
Historical option data for PETRONET
14 Nov 2024 04:11 PM IST
| PETRONET 28NOV2024 363 CE | ||||||||||
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Delta: 0.03
Vega: 0.04
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 313.85 | 0.25 | -0.05 | 37.38 | 13.5 | 1.5 | 156.5 | |||
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| 13 Nov | 314.85 | 0.3 | -0.05 | 36.27 | 71.5 | -42 | 155 | |||
| 12 Nov | 322.70 | 0.35 | -0.15 | 31.08 | 52.5 | 7 | 197 | |||
| 11 Nov | 326.95 | 0.5 | -0.20 | 29.42 | 66 | 7 | 187 | |||
| 8 Nov | 328.90 | 0.7 | 27.01 | 262.5 | 9.5 | 179.5 | ||||
For Petronet Lng Limited - strike price 363 expiring on 28NOV2024
Delta for 363 CE is 0.03
Historical price for 363 CE is as follows
On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 37.38, the open interest changed by 3 which increased total open position to 313
On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 36.27, the open interest changed by -84 which decreased total open position to 310
On 12 Nov PETRONET was trading at 322.70. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 31.08, the open interest changed by 14 which increased total open position to 394
On 11 Nov PETRONET was trading at 326.95. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 29.42, the open interest changed by 14 which increased total open position to 374
On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 0.7, which was lower than the previous day. The implied volatity was 27.01, the open interest changed by 19 which increased total open position to 359
| PETRONET 28NOV2024 363 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.95
Vega: 0.06
Theta: -0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 313.85 | 48.25 | 12.25 | 42.94 | 3 | 0 | 31 |
| 13 Nov | 314.85 | 36 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 322.70 | 36 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 326.95 | 36 | 0.00 | 0.00 | 0 | 31 | 0 |
| 8 Nov | 328.90 | 36 | 0.00 | 0 | 0 | 0 | |
For Petronet Lng Limited - strike price 363 expiring on 28NOV2024
Delta for 363 PE is -0.95
Historical price for 363 PE is as follows
On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 48.25, which was 12.25 higher than the previous day. The implied volatity was 42.94, the open interest changed by 0 which decreased total open position to 62
On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 36, 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 36, 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 36, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 62 which increased total open position to 0
On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 36, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
