PETRONET
Petronet Lng Limited
Historical option data for PETRONET
21 Sep 2025 04:11 PM IST
| PETRONET 30SEP2025 240 CE | ||||||||||||||||
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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 | |||||||||
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| 21 Sept | 278.40 | 32.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 277.95 | 32.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Petronet Lng Limited - strike price 240 expiring on 30SEP2025
Delta for 240 CE is 0.00
Historical price for 240 CE is as follows
On 21 Sept PETRONET was trading at 278.40. The strike last trading price was 32.65, which was 0 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 Sept PETRONET was trading at 277.95. The strike last trading price was 32.65, which was 0 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 30SEP2025 240 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.04
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 278.40 | 0.35 | 0.2 | 50.12 | 6 | -5 | 200 |
| 14 Sept | 277.95 | 0.25 | 0 | 36.67 | 30 | -3 | 222 |
For Petronet Lng Limited - strike price 240 expiring on 30SEP2025
Delta for 240 PE is -0.04
Historical price for 240 PE is as follows
On 21 Sept PETRONET was trading at 278.40. The strike last trading price was 0.35, which was 0.2 higher than the previous day. The implied volatity was 50.12, the open interest changed by -5 which decreased total open position to 200
On 14 Sept PETRONET was trading at 277.95. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 36.67, the open interest changed by -3 which decreased total open position to 222
