PETRONET
Petronet Lng Limited
Historical option data for PETRONET
17 Aug 2025 12:56 AM IST
| PETRONET 30SEP2025 280 CE | ||||||||||||||||
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Delta: 0.43
Vega: 0.38
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 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 0.43
Historical price for 280 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 0.38
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.56
Historical price for 280 PE is as follows
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
