PETRONET
Petronet Lng Limited
Historical option data for PETRONET
20 Dec 2024 04:11 PM IST
PETRONET 26DEC2024 393 CE | ||||||||||
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Delta: 0.01
Vega: 0.01
Theta: -0.06
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 336.45 | 0.1 | 0.05 | 53.21 | 1 | 0 | 23 | |||
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18 Dec | 335.05 | 0.05 | 0.00 | 43.20 | 1 | 0 | 23 | |||
17 Dec | 340.45 | 0.05 | -0.05 | 37.26 | 19 | -18 | 23 | |||
10 Dec | 335.20 | 0.1 | -0.05 | 32.83 | 35 | 7 | 43 | |||
9 Dec | 335.10 | 0.15 | -0.10 | 33.40 | 4 | -2 | 36 | |||
6 Dec | 335.85 | 0.25 | -0.05 | 32.66 | 1 | 0 | 38 | |||
4 Dec | 336.35 | 0.3 | 0.05 | 31.52 | 35 | 32 | 35 | |||
3 Dec | 339.30 | 0.25 | -0.30 | 28.70 | 2 | 0 | 1 | |||
28 Nov | 328.00 | 0.55 | -0.45 | 34.99 | 1 | 0 | 1 | |||
27 Nov | 326.95 | 1 | 0.00 | 0 | 0 | 0 |
For Petronet Lng Limited - strike price 393 expiring on 26DEC2024
Delta for 393 CE is 0.01
Historical price for 393 CE is as follows
On 20 Dec PETRONET was trading at 336.45. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 53.21, the open interest changed by 0 which decreased total open position to 23
On 18 Dec PETRONET was trading at 335.05. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 43.20, the open interest changed by 0 which decreased total open position to 23
On 17 Dec PETRONET was trading at 340.45. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 37.26, the open interest changed by -18 which decreased total open position to 23
On 10 Dec PETRONET was trading at 335.20. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 32.83, the open interest changed by 7 which increased total open position to 43
On 9 Dec PETRONET was trading at 335.10. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 33.40, the open interest changed by -2 which decreased total open position to 36
On 6 Dec PETRONET was trading at 335.85. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 32.66, the open interest changed by 0 which decreased total open position to 38
On 4 Dec PETRONET was trading at 336.35. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 31.52, the open interest changed by 32 which increased total open position to 35
On 3 Dec PETRONET was trading at 339.30. The strike last trading price was 0.25, which was -0.30 lower than the previous day. The implied volatity was 28.70, the open interest changed by 0 which decreased total open position to 1
On 28 Nov PETRONET was trading at 328.00. The strike last trading price was 0.55, which was -0.45 lower than the previous day. The implied volatity was 34.99, the open interest changed by 0 which decreased total open position to 1
On 27 Nov PETRONET was trading at 326.95. The strike last trading price was 1, 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
PETRONET 26DEC2024 393 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 |
20 Dec | 336.45 | 64.5 | 0.00 | 0.00 | 0 | 0 | 0 |
18 Dec | 335.05 | 64.5 | 0.00 | 0.00 | 0 | 0 | 0 |
17 Dec | 340.45 | 64.5 | 0.00 | 0.00 | 0 | 0 | 0 |
10 Dec | 335.20 | 64.5 | 0.00 | 0.00 | 0 | 0 | 0 |
9 Dec | 335.10 | 64.5 | 0.00 | 0.00 | 0 | 0 | 0 |
6 Dec | 335.85 | 64.5 | 0.00 | 0.00 | 0 | 0 | 0 |
4 Dec | 336.35 | 64.5 | 0.00 | 0.00 | 0 | 0 | 0 |
3 Dec | 339.30 | 64.5 | 0.00 | 0.00 | 0 | 0 | 0 |
28 Nov | 328.00 | 64.5 | 0.00 | 0.00 | 0 | 2 | 0 |
27 Nov | 326.95 | 64.5 | 50.81 | 2 | 1 | 1 |
For Petronet Lng Limited - strike price 393 expiring on 26DEC2024
Delta for 393 PE is 0.00
Historical price for 393 PE is as follows
On 20 Dec PETRONET was trading at 336.45. The strike last trading price was 64.5, 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 64.5, 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 64.5, 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 64.5, 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 64.5, 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 64.5, 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 4 Dec PETRONET was trading at 336.35. The strike last trading price was 64.5, 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 3 Dec PETRONET was trading at 339.30. The strike last trading price was 64.5, 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 28 Nov PETRONET was trading at 328.00. The strike last trading price was 64.5, 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 64.5, which was lower than the previous day. The implied volatity was 50.81, the open interest changed by 1 which increased total open position to 1