PETRONET
Petronet Lng Limited
Historical option data for PETRONET
21 Nov 2024 04:11 PM IST
| PETRONET 28NOV2024 373 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 | 0.00 | 49.77 | 15 | -10 | 81.5 | |||
| 20 Nov | 313.95 | 0.15 | 0.00 | 50.83 | 4 | -2 | 91.5 | |||
| 19 Nov | 313.95 | 0.15 | 0.00 | 50.83 | 4 | -2 | 91.5 | |||
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| 18 Nov | 311.75 | 0.15 | 0.00 | 49.14 | 7.5 | 0 | 95.5 | |||
| 14 Nov | 313.85 | 0.15 | 0.05 | 40.03 | 40.5 | -16 | 99.5 | |||
| 13 Nov | 314.85 | 0.1 | -0.05 | 35.75 | 22.5 | -2.5 | 115.5 | |||
| 12 Nov | 322.70 | 0.15 | -0.10 | 32.75 | 37.5 | 0 | 118 | |||
| 11 Nov | 326.95 | 0.25 | -0.10 | 31.25 | 63 | -24 | 118 | |||
| 8 Nov | 328.90 | 0.35 | 28.37 | 153.5 | -20.5 | 142.5 | ||||
For Petronet Lng Limited - strike price 373 expiring on 28NOV2024
Delta for 373 CE is 0.02
Historical price for 373 CE is as follows
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 49.77, the open interest changed by -20 which decreased total open position to 163
On 20 Nov PETRONET was trading at 313.95. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 50.83, the open interest changed by -4 which decreased total open position to 183
On 19 Nov PETRONET was trading at 313.95. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 50.83, the open interest changed by -4 which decreased total open position to 183
On 18 Nov PETRONET was trading at 311.75. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 49.14, the open interest changed by 0 which decreased total open position to 191
On 14 Nov PETRONET was trading at 313.85. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 40.03, the open interest changed by -32 which decreased total open position to 199
On 13 Nov PETRONET was trading at 314.85. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 35.75, the open interest changed by -5 which decreased total open position to 231
On 12 Nov PETRONET was trading at 322.70. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 32.75, the open interest changed by 0 which decreased total open position to 236
On 11 Nov PETRONET was trading at 326.95. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 31.25, the open interest changed by -48 which decreased total open position to 236
On 8 Nov PETRONET was trading at 328.90. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was 28.37, the open interest changed by -41 which decreased total open position to 285
| PETRONET 28NOV2024 373 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 | 45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 313.95 | 45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 313.95 | 45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 311.75 | 45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 313.85 | 45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 314.85 | 45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 322.70 | 45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 326.95 | 45 | 0.00 | 0.00 | 0 | 1 | 0 |
| 8 Nov | 328.90 | 45 | 0.00 | 0 | 0 | 0 | |
For Petronet Lng Limited - strike price 373 expiring on 28NOV2024
Delta for 373 PE is 0.00
Historical price for 373 PE is as follows
On 21 Nov PETRONET was trading at 321.85. The strike last trading price was 45, 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 45, 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 45, 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 45, 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 45, 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 45, 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 45, 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 45, 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 45, 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
