PETRONET
Petronet Lng Limited
Historical option data for PETRONET
21 Nov 2024 04:11 PM IST
| PETRONET 28NOV2024 368 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.02
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 321.85 | 0.15 | -0.05 | 45.33 | 8 | -6.5 | 21.5 | |||
| 20 Nov | 313.95 | 0.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 313.95 | 0.2 | 0.00 | 0.00 | 0 | -1 | 0 | |||
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| 18 Nov | 311.75 | 0.2 | -0.05 | 48.40 | 1.5 | 0 | 29 | |||
| 14 Nov | 313.85 | 0.25 | 0.05 | 40.33 | 6 | -1 | 29.5 | |||
| 13 Nov | 314.85 | 0.2 | -0.15 | 36.70 | 3.5 | 2 | 32.5 | |||
| 12 Nov | 322.70 | 0.35 | 0.00 | 0.00 | 0 | -1.5 | 0 | |||
| 11 Nov | 326.95 | 0.35 | -0.15 | 29.62 | 5.5 | -1.5 | 30.5 | |||
| 8 Nov | 328.90 | 0.5 | 27.90 | 19.5 | -0.5 | 29.5 | ||||
For Petronet Lng Limited - strike price 368 expiring on 28NOV2024
Delta for 368 CE is 0.02
Historical price for 368 CE is as follows
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 45.33, the open interest changed by -13 which decreased total open position to 43
On 20 Nov PETRONET was trading at 313.95. The strike last trading price was 0.2, 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 0.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 48.40, the open interest changed by 0 which decreased total open position to 58
On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 40.33, the open interest changed by -2 which decreased total open position to 59
On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 36.70, the open interest changed by 4 which increased total open position to 65
On 12 Nov PETRONET was trading at 322.70. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 11 Nov PETRONET was trading at 326.95. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 29.62, the open interest changed by -3 which decreased total open position to 61
On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 0.5, which was lower than the previous day. The implied volatity was 27.90, the open interest changed by -1 which decreased total open position to 59
| PETRONET 28NOV2024 368 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 321.85 | 42.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 313.95 | 42.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 313.95 | 42.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 311.75 | 42.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 313.85 | 42.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 314.85 | 42.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 322.70 | 42.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 326.95 | 42.3 | 0.00 | 0.00 | 0 | 1 | 0 |
| 8 Nov | 328.90 | 42.3 | 0.00 | 0 | 0 | 0 | |
For Petronet Lng Limited - strike price 368 expiring on 28NOV2024
Delta for 368 PE is 0.00
Historical price for 368 PE is as follows
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 42.3, 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 42.3, 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 42.3, 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 42.3, 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 42.3, 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 42.3, 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 42.3, 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 42.3, 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 8 Nov PETRONET was trading at 328.90. The strike last trading price was 42.3, 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
