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

313.85 -1.00 (-0.32%)

Back to Option Chain


Historical option data for PETRONET

14 Nov 2024 04:11 PM IST
PETRONET 28NOV2024 363 CE
Delta: 0.03
Vega: 0.04
Theta: -0.06
Gamma: 0.00
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
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
Delta: -0.95
Vega: 0.06
Theta: -0.00
Gamma: 0.00
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