PETRONET
Petronet Lng Limited
Historical option data for PETRONET
21 Sep 2025 04:11 PM IST
| PETRONET 30SEP2025 250 CE | ||||||||||||||||
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Delta: 0.96
Vega: 0.04
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 278.40 | 30.7 | -1.9 | 38.31 | 6 | 0 | 20 | |||||||||
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| 14 Sept | 277.95 | 30.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Petronet Lng Limited - strike price 250 expiring on 30SEP2025
Delta for 250 CE is 0.96
Historical price for 250 CE is as follows
On 21 Sept PETRONET was trading at 278.40. The strike last trading price was 30.7, which was -1.9 lower than the previous day. The implied volatity was 38.31, the open interest changed by 0 which decreased total open position to 20
On 14 Sept PETRONET was trading at 277.95. The strike last trading price was 30.1, 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 250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.03
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 278.40 | 0.15 | -0.1 | 33.39 | 13 | -7 | 441 |
| 14 Sept | 277.95 | 0.4 | -0.05 | 30.96 | 74 | -3 | 475 |
For Petronet Lng Limited - strike price 250 expiring on 30SEP2025
Delta for 250 PE is -0.02
Historical price for 250 PE is as follows
On 21 Sept PETRONET was trading at 278.40. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 33.39, the open interest changed by -7 which decreased total open position to 441
On 14 Sept PETRONET was trading at 277.95. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 30.96, the open interest changed by -3 which decreased total open position to 475
