PETRONET
Petronet Lng Limited
Historical option data for PETRONET
20 Dec 2024 04:11 PM IST
| PETRONET 26DEC2024 365 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.04
Theta: -0.12
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 336.45 | 0.25 | 0.00 | 35.68 | 207 | -41 | 79 | |||
| 19 Dec | 334.75 | 0.25 | -0.05 | 33.16 | 13 | -4 | 122 | |||
| 18 Dec | 335.05 | 0.3 | -0.05 | 32.20 | 20 | -3 | 127 | |||
| 17 Dec | 340.45 | 0.35 | -0.05 | 27.54 | 24 | -7 | 135 | |||
| 16 Dec | 337.00 | 0.4 | 0.05 | 28.87 | 19 | 2 | 141 | |||
| 13 Dec | 340.50 | 0.35 | -0.20 | 21.23 | 69 | 33 | 139 | |||
| 12 Dec | 343.00 | 0.55 | -0.10 | 21.82 | 64 | 25 | 106 | |||
| 11 Dec | 341.20 | 0.65 | 0.15 | 23.07 | 20 | 3 | 82 | |||
| 10 Dec | 335.20 | 0.5 | 0.00 | 25.32 | 1 | 0 | 79 | |||
| 9 Dec | 335.10 | 0.5 | -0.25 | 24.43 | 17 | 12 | 79 | |||
| 6 Dec | 335.85 | 0.75 | -0.10 | 24.36 | 25 | -1 | 64 | |||
| 5 Dec | 337.85 | 0.85 | -0.05 | 23.46 | 40 | -2 | 67 | |||
| 4 Dec | 336.35 | 0.9 | -0.25 | 23.75 | 103 | 9 | 66 | |||
| 3 Dec | 339.30 | 1.15 | -0.10 | 22.26 | 114 | 19 | 59 | |||
| 2 Dec | 338.55 | 1.25 | -4.75 | 24.04 | 199 | 47 | 47 | |||
| 29 Nov | 333.10 | 6 | 0.00 | 7.64 | 0 | 0 | 0 | |||
| 28 Nov | 328.00 | 6 | 0.00 | 9.78 | 0 | 0 | 0 | |||
| 27 Nov | 326.95 | 6 | 0.00 | 9.57 | 0 | 0 | 0 | |||
| 26 Nov | 328.90 | 6 | 0.00 | 9.42 | 0 | 0 | 0 | |||
| 25 Nov | 333.85 | 6 | 0.00 | 7.48 | 0 | 0 | 0 | |||
| 22 Nov | 323.60 | 6 | 0.00 | 9.73 | 0 | 0 | 0 | |||
| 21 Nov | 321.85 | 6 | 0.00 | 10.28 | 0 | 0 | 0 | |||
| 20 Nov | 313.95 | 6 | 0.00 | 12.59 | 0 | 0 | 0 | |||
| 19 Nov | 313.95 | 6 | 0.00 | 12.59 | 0 | 0 | 0 | |||
|
|
||||||||||
| 18 Nov | 311.75 | 6 | 0.00 | 12.94 | 0 | 0 | 0 | |||
| 13 Nov | 314.85 | 6 | 0.00 | 9.73 | 0 | 0 | 0 | |||
| 12 Nov | 322.70 | 6 | 0.00 | 9.11 | 0 | 0 | 0 | |||
| 11 Nov | 326.95 | 6 | -2.90 | 7.56 | 0 | 0 | 0 | |||
| 7 Nov | 346.70 | 8.9 | 3.18 | 0 | 0 | 0 | ||||
For Petronet Lng Limited - strike price 365 expiring on 26DEC2024
Delta for 365 CE is 0.04
Historical price for 365 CE is as follows
On 20 Dec PETRONET was trading at 336.45. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 35.68, the open interest changed by -41 which decreased total open position to 79
On 19 Dec PETRONET was trading at 334.75. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 33.16, the open interest changed by -4 which decreased total open position to 122
On 18 Dec PETRONET was trading at 335.05. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 32.20, the open interest changed by -3 which decreased total open position to 127
On 17 Dec PETRONET was trading at 340.45. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 27.54, the open interest changed by -7 which decreased total open position to 135
On 16 Dec PETRONET was trading at 337.00. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 28.87, the open interest changed by 2 which increased total open position to 141
On 13 Dec PETRONET was trading at 340.50. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 21.23, the open interest changed by 33 which increased total open position to 139
On 12 Dec PETRONET was trading at 343.00. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 21.82, the open interest changed by 25 which increased total open position to 106
On 11 Dec PETRONET was trading at 341.20. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 23.07, the open interest changed by 3 which increased total open position to 82
On 10 Dec PETRONET was trading at 335.20. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 25.32, the open interest changed by 0 which decreased total open position to 79
On 9 Dec PETRONET was trading at 335.10. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 24.43, the open interest changed by 12 which increased total open position to 79
On 6 Dec PETRONET was trading at 335.85. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was 24.36, the open interest changed by -1 which decreased total open position to 64
On 5 Dec PETRONET was trading at 337.85. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 23.46, the open interest changed by -2 which decreased total open position to 67
On 4 Dec PETRONET was trading at 336.35. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 23.75, the open interest changed by 9 which increased total open position to 66
On 3 Dec PETRONET was trading at 339.30. The strike last trading price was 1.15, which was -0.10 lower than the previous day. The implied volatity was 22.26, the open interest changed by 19 which increased total open position to 59
On 2 Dec PETRONET was trading at 338.55. The strike last trading price was 1.25, which was -4.75 lower than the previous day. The implied volatity was 24.04, the open interest changed by 47 which increased total open position to 47
On 29 Nov PETRONET was trading at 333.10. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was 7.64, the open interest changed by 0 which decreased total open position to 0
On 28 Nov PETRONET was trading at 328.00. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was 9.78, the open interest changed by 0 which decreased total open position to 0
On 27 Nov PETRONET was trading at 326.95. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was 9.57, the open interest changed by 0 which decreased total open position to 0
On 26 Nov PETRONET was trading at 328.90. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was 9.42, the open interest changed by 0 which decreased total open position to 0
On 25 Nov PETRONET was trading at 333.85. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was 7.48, the open interest changed by 0 which decreased total open position to 0
On 22 Nov PETRONET was trading at 323.60. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was 9.73, the open interest changed by 0 which decreased total open position to 0
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was 10.28, 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 6, which was 0.00 lower than the previous day. The implied volatity was 12.59, 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 6, which was 0.00 lower than the previous day. The implied volatity was 12.59, 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 6, which was 0.00 lower than the previous day. The implied volatity was 12.94, 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 6, which was 0.00 lower than the previous day. The implied volatity was 9.73, 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 6, which was 0.00 lower than the previous day. The implied volatity was 9.11, 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 6, which was -2.90 lower than the previous day. The implied volatity was 7.56, the open interest changed by 0 which decreased total open position to 0
On 7 Nov PETRONET was trading at 346.70. The strike last trading price was 8.9, which was lower than the previous day. The implied volatity was 3.18, the open interest changed by 0 which decreased total open position to 0
| PETRONET 26DEC2024 365 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 336.45 | 20.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 334.75 | 20.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 335.05 | 20.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 340.45 | 20.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 337.00 | 20.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 340.50 | 20.8 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Dec | 343.00 | 20.8 | 0.80 | - | 1 | 0 | 6 |
| 11 Dec | 341.20 | 20 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 335.20 | 20 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 335.10 | 20 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 335.85 | 20 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 337.85 | 20 | 0.00 | 0.00 | 0 | 4 | 0 |
| 4 Dec | 336.35 | 20 | -15.00 | - | 4 | 0 | 2 |
| 3 Dec | 339.30 | 35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 338.55 | 35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 333.10 | 35 | 0.00 | 0.00 | 0 | 0 | 2 |
| 28 Nov | 328.00 | 35 | 0.00 | 0.00 | 0 | 2 | 0 |
| 27 Nov | 326.95 | 35 | -3.75 | 28.30 | 2 | 1 | 1 |
| 26 Nov | 328.90 | 38.75 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 333.85 | 38.75 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 323.60 | 38.75 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 321.85 | 38.75 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 313.95 | 38.75 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 313.95 | 38.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 311.75 | 38.75 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 314.85 | 38.75 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 322.70 | 38.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 326.95 | 38.75 | 1.90 | - | 0 | 0 | 0 |
| 7 Nov | 346.70 | 36.85 | - | 0 | 0 | 0 | |
For Petronet Lng Limited - strike price 365 expiring on 26DEC2024
Delta for 365 PE is 0.00
Historical price for 365 PE is as follows
On 20 Dec PETRONET was trading at 336.45. The strike last trading price was 20.8, 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 Dec PETRONET was trading at 334.75. The strike last trading price was 20.8, 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 Dec PETRONET was trading at 335.05. The strike last trading price was 20.8, 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 17 Dec PETRONET was trading at 340.45. The strike last trading price was 20.8, 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 16 Dec PETRONET was trading at 337.00. The strike last trading price was 20.8, 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 Dec PETRONET was trading at 340.50. The strike last trading price was 20.8, 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 12 Dec PETRONET was trading at 343.00. The strike last trading price was 20.8, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 11 Dec PETRONET was trading at 341.20. The strike last trading price was 20, 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 10 Dec PETRONET was trading at 335.20. The strike last trading price was 20, 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 9 Dec PETRONET was trading at 335.10. The strike last trading price was 20, 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 6 Dec PETRONET was trading at 335.85. The strike last trading price was 20, 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 5 Dec PETRONET was trading at 337.85. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 4 Dec PETRONET was trading at 336.35. The strike last trading price was 20, which was -15.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Dec PETRONET was trading at 339.30. The strike last trading price was 35, 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 2 Dec PETRONET was trading at 338.55. The strike last trading price was 35, 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 29 Nov PETRONET was trading at 333.10. The strike last trading price was 35, 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 2
On 28 Nov PETRONET was trading at 328.00. The strike last trading price was 35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 27 Nov PETRONET was trading at 326.95. The strike last trading price was 35, which was -3.75 lower than the previous day. The implied volatity was 28.30, the open interest changed by 1 which increased total open position to 1
On 26 Nov PETRONET was trading at 328.90. The strike last trading price was 38.75, 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 25 Nov PETRONET was trading at 333.85. The strike last trading price was 38.75, 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 22 Nov PETRONET was trading at 323.60. The strike last trading price was 38.75, 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 21 Nov PETRONET was trading at 321.85. The strike last trading price was 38.75, 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 20 Nov PETRONET was trading at 313.95. The strike last trading price was 38.75, 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 Nov PETRONET was trading at 313.95. The strike last trading price was 38.75, 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 Nov PETRONET was trading at 311.75. The strike last trading price was 38.75, 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 Nov PETRONET was trading at 314.85. The strike last trading price was 38.75, 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 Nov PETRONET was trading at 322.70. The strike last trading price was 38.75, 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 Nov PETRONET was trading at 326.95. The strike last trading price was 38.75, which was 1.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov PETRONET was trading at 346.70. The strike last trading price was 36.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
