PETRONET
Petronet Lng Limited
Historical option data for PETRONET
21 Sep 2025 04:11 PM IST
| PETRONET 30SEP2025 260 CE | ||||||||||||||||
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Delta: 0.93
Vega: 0.07
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 278.40 | 20.25 | -0.65 | 29.53 | 33 | 3 | 46 | |||||||||
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| 14 Sept | 277.95 | 19.1 | -2.25 | - | 18 | 1 | 39 | |||||||||
| 17 Aug | 271.90 | 49.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Petronet Lng Limited - strike price 260 expiring on 30SEP2025
Delta for 260 CE is 0.93
Historical price for 260 CE is as follows
On 21 Sept PETRONET was trading at 278.40. The strike last trading price was 20.25, which was -0.65 lower than the previous day. The implied volatity was 29.53, the open interest changed by 3 which increased total open position to 46
On 14 Sept PETRONET was trading at 277.95. The strike last trading price was 19.1, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 39
On 17 Aug PETRONET was trading at 271.90. The strike last trading price was 49.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| PETRONET 30SEP2025 260 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.07
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 278.40 | 0.45 | -0.15 | 29.26 | 53 | -23 | 309 |
| 14 Sept | 277.95 | 1 | -0.05 | 27.91 | 80 | 11 | 341 |
| 17 Aug | 271.90 | 3.85 | 0.4 | 25.24 | 6 | 0 | 10 |
For Petronet Lng Limited - strike price 260 expiring on 30SEP2025
Delta for 260 PE is -0.07
Historical price for 260 PE is as follows
On 21 Sept PETRONET was trading at 278.40. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 29.26, the open interest changed by -23 which decreased total open position to 309
On 14 Sept PETRONET was trading at 277.95. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 27.91, the open interest changed by 11 which increased total open position to 341
On 17 Aug PETRONET was trading at 271.90. The strike last trading price was 3.85, which was 0.4 higher than the previous day. The implied volatity was 25.24, the open interest changed by 0 which decreased total open position to 10
