PETRONET
Petronet Lng Limited
Historical option data for PETRONET
21 Sep 2025 04:11 PM IST
| PETRONET 30SEP2025 270 CE | ||||||||||||||||
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Delta: 0.81
Vega: 0.13
Theta: -0.21
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 278.40 | 11.1 | -0.95 | 24.40 | 19 | 4 | 398 | |||||||||
| 14 Sept | 277.95 | 11.55 | -1.5 | 23.22 | 152 | -30 | 422 | |||||||||
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| 17 Aug | 271.90 | 41.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Petronet Lng Limited - strike price 270 expiring on 30SEP2025
Delta for 270 CE is 0.81
Historical price for 270 CE is as follows
On 21 Sept PETRONET was trading at 278.40. The strike last trading price was 11.1, which was -0.95 lower than the previous day. The implied volatity was 24.40, the open interest changed by 4 which increased total open position to 398
On 14 Sept PETRONET was trading at 277.95. The strike last trading price was 11.55, which was -1.5 lower than the previous day. The implied volatity was 23.22, the open interest changed by -30 which decreased total open position to 422
On 17 Aug PETRONET was trading at 271.90. The strike last trading price was 41.85, 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 270 PE | |||||||
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Delta: -0.20
Vega: 0.14
Theta: -0.14
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 278.40 | 1.45 | -0.1 | 25.61 | 60 | -11 | 858 |
| 14 Sept | 277.95 | 2.6 | 0.05 | 25.64 | 173 | 6 | 730 |
| 17 Aug | 271.90 | 7.5 | 1 | 25.61 | 1 | 0 | 12 |
For Petronet Lng Limited - strike price 270 expiring on 30SEP2025
Delta for 270 PE is -0.20
Historical price for 270 PE is as follows
On 21 Sept PETRONET was trading at 278.40. The strike last trading price was 1.45, which was -0.1 lower than the previous day. The implied volatity was 25.61, the open interest changed by -11 which decreased total open position to 858
On 14 Sept PETRONET was trading at 277.95. The strike last trading price was 2.6, which was 0.05 higher than the previous day. The implied volatity was 25.64, the open interest changed by 6 which increased total open position to 730
On 17 Aug PETRONET was trading at 271.90. The strike last trading price was 7.5, which was 1 higher than the previous day. The implied volatity was 25.61, the open interest changed by 0 which decreased total open position to 12
