PETRONET
Petronet Lng Limited
Historical option data for PETRONET
21 Sep 2025 04:11 PM IST
| PETRONET 28OCT2025 280 CE | ||||||||||||||||
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Delta: 0.55
Vega: 0.36
Theta: -0.14
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 278.40 | 9.2 | -0.55 | 22.55 | 64 | 28 | 254 | |||||||||
| 14 Sept | 277.95 | 9.5 | -0.95 | 22.09 | 73 | 41 | 103 | |||||||||
| 17 Aug | 271.90 | 25.8 | 0 | 0.40 | 0 | 0 | 0 | |||||||||
For Petronet Lng Limited - strike price 280 expiring on 28OCT2025
Delta for 280 CE is 0.55
Historical price for 280 CE is as follows
On 21 Sept PETRONET was trading at 278.40. The strike last trading price was 9.2, which was -0.55 lower than the previous day. The implied volatity was 22.55, the open interest changed by 28 which increased total open position to 254
On 14 Sept PETRONET was trading at 277.95. The strike last trading price was 9.5, which was -0.95 lower than the previous day. The implied volatity was 22.09, the open interest changed by 41 which increased total open position to 103
On 17 Aug PETRONET was trading at 271.90. The strike last trading price was 25.8, which was 0 lower than the previous day. The implied volatity was 0.40, the open interest changed by 0 which decreased total open position to 0
| PETRONET 28OCT2025 280 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.45
Vega: 0.36
Theta: -0.08
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 278.40 | 8 | 0.25 | 24.70 | 28 | 17 | 144 |
| 14 Sept | 277.95 | 9.35 | 0.75 | 25.81 | 29 | 13 | 46 |
| 17 Aug | 271.90 | 0 | 0 | - | 0 | 0 | 0 |
For Petronet Lng Limited - strike price 280 expiring on 28OCT2025
Delta for 280 PE is -0.45
Historical price for 280 PE is as follows
On 21 Sept PETRONET was trading at 278.40. The strike last trading price was 8, which was 0.25 higher than the previous day. The implied volatity was 24.70, the open interest changed by 17 which increased total open position to 144
On 14 Sept PETRONET was trading at 277.95. The strike last trading price was 9.35, which was 0.75 higher than the previous day. The implied volatity was 25.81, the open interest changed by 13 which increased total open position to 46
On 17 Aug PETRONET was trading at 271.90. The strike last trading price was 0, 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
