PETRONET
Petronet Lng Limited
Historical option data for PETRONET
21 Sep 2025 04:11 PM IST
| PETRONET 30SEP2025 265 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.09
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 278.40 | 15.5 | -0.8 | 26.28 | 3 | 0 | 36 | |||||||||
| 14 Sept | 277.95 | 15.2 | -1.6 | 20.98 | 20 | -3 | 111 | |||||||||
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| 17 Aug | 271.90 | 31.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Petronet Lng Limited - strike price 265 expiring on 30SEP2025
Delta for 265 CE is 0.89
Historical price for 265 CE is as follows
On 21 Sept PETRONET was trading at 278.40. The strike last trading price was 15.5, which was -0.8 lower than the previous day. The implied volatity was 26.28, the open interest changed by 0 which decreased total open position to 36
On 14 Sept PETRONET was trading at 277.95. The strike last trading price was 15.2, which was -1.6 lower than the previous day. The implied volatity was 20.98, the open interest changed by -3 which decreased total open position to 111
On 17 Aug PETRONET was trading at 271.90. The strike last trading price was 31.7, 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 265 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.09
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 278.40 | 0.7 | -0.2 | 27.04 | 149 | 67 | 333 |
| 14 Sept | 277.95 | 1.65 | 0 | 26.88 | 77 | 4 | 174 |
| 17 Aug | 271.90 | 5.8 | 0 | 3.21 | 0 | 0 | 0 |
For Petronet Lng Limited - strike price 265 expiring on 30SEP2025
Delta for 265 PE is -0.11
Historical price for 265 PE is as follows
On 21 Sept PETRONET was trading at 278.40. The strike last trading price was 0.7, which was -0.2 lower than the previous day. The implied volatity was 27.04, the open interest changed by 67 which increased total open position to 333
On 14 Sept PETRONET was trading at 277.95. The strike last trading price was 1.65, which was 0 lower than the previous day. The implied volatity was 26.88, the open interest changed by 4 which increased total open position to 174
On 17 Aug PETRONET was trading at 271.90. The strike last trading price was 5.8, which was 0 lower than the previous day. The implied volatity was 3.21, the open interest changed by 0 which decreased total open position to 0
