PETRONET
Petronet Lng Limited
Historical option data for PETRONET
21 Sep 2025 04:11 PM IST
| PETRONET 30SEP2025 280 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.50
Vega: 0.19
Theta: -0.25
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 278.40 | 4.6 | -0.75 | 24.21 | 1,162 | 22 | 1,966 | |||||||||
| 14 Sept | 277.95 | 5.6 | -1.05 | 23.76 | 2,980 | -86 | 1,787 | |||||||||
| 17 Aug | 271.90 | 6.4 | -2.85 | 21.81 | 47 | 44 | 48 | |||||||||
For Petronet Lng Limited - strike price 280 expiring on 30SEP2025
Delta for 280 CE is 0.50
Historical price for 280 CE is as follows
On 21 Sept PETRONET was trading at 278.40. The strike last trading price was 4.6, which was -0.75 lower than the previous day. The implied volatity was 24.21, the open interest changed by 22 which increased total open position to 1966
On 14 Sept PETRONET was trading at 277.95. The strike last trading price was 5.6, which was -1.05 lower than the previous day. The implied volatity was 23.76, the open interest changed by -86 which decreased total open position to 1787
On 17 Aug PETRONET was trading at 271.90. The strike last trading price was 6.4, which was -2.85 lower than the previous day. The implied volatity was 21.81, the open interest changed by 44 which increased total open position to 48
| PETRONET 30SEP2025 280 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.50
Vega: 0.19
Theta: -0.18
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 278.40 | 4.85 | -0.1 | 24.69 | 534 | 16 | 2,794 |
| 14 Sept | 277.95 | 6.45 | 0.25 | 25.08 | 522 | 49 | 2,186 |
| 17 Aug | 271.90 | 12.5 | 1.9 | 25.41 | 3 | 1 | 6 |
For Petronet Lng Limited - strike price 280 expiring on 30SEP2025
Delta for 280 PE is -0.50
Historical price for 280 PE is as follows
On 21 Sept PETRONET was trading at 278.40. The strike last trading price was 4.85, which was -0.1 lower than the previous day. The implied volatity was 24.69, the open interest changed by 16 which increased total open position to 2794
On 14 Sept PETRONET was trading at 277.95. The strike last trading price was 6.45, which was 0.25 higher than the previous day. The implied volatity was 25.08, the open interest changed by 49 which increased total open position to 2186
On 17 Aug PETRONET was trading at 271.90. The strike last trading price was 12.5, which was 1.9 higher than the previous day. The implied volatity was 25.41, the open interest changed by 1 which increased total open position to 6
