PETRONET
Petronet Lng Limited
Historical option data for PETRONET
21 Sep 2025 04:11 PM IST
| PETRONET 30SEP2025 255 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 | 25.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 277.95 | 24.55 | -2.05 | 22.98 | 7 | 1 | 8 | |||||||||
For Petronet Lng Limited - strike price 255 expiring on 30SEP2025
Delta for 255 CE is 0.00
Historical price for 255 CE is as follows
On 21 Sept PETRONET was trading at 278.40. The strike last trading price was 25.75, 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 24.55, which was -2.05 lower than the previous day. The implied volatity was 22.98, the open interest changed by 1 which increased total open position to 8
| PETRONET 30SEP2025 255 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.05
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 278.40 | 0.3 | -0.1 | 32.90 | 9 | -3 | 152 |
| 14 Sept | 277.95 | 0.65 | -0.05 | 29.63 | 59 | -7 | 137 |
For Petronet Lng Limited - strike price 255 expiring on 30SEP2025
Delta for 255 PE is -0.04
Historical price for 255 PE is as follows
On 21 Sept PETRONET was trading at 278.40. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 32.90, the open interest changed by -3 which decreased total open position to 152
On 14 Sept PETRONET was trading at 277.95. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 29.63, the open interest changed by -7 which decreased total open position to 137
