PETRONET
Petronet Lng Limited
Historical option data for PETRONET
21 Sep 2025 04:11 PM IST
| PETRONET 30SEP2025 285 CE | ||||||||||||||||
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Delta: 0.34
Vega: 0.18
Theta: -0.23
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 278.40 | 2.7 | -0.45 | 24.84 | 889 | -107 | 852 | |||||||||
| 14 Sept | 277.95 | 3.5 | -1 | 23.48 | 2,093 | 142 | 797 | |||||||||
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| 17 Aug | 271.90 | 19.15 | 0 | 2.97 | 0 | 0 | 0 | |||||||||
For Petronet Lng Limited - strike price 285 expiring on 30SEP2025
Delta for 285 CE is 0.34
Historical price for 285 CE is as follows
On 21 Sept PETRONET was trading at 278.40. The strike last trading price was 2.7, which was -0.45 lower than the previous day. The implied volatity was 24.84, the open interest changed by -107 which decreased total open position to 852
On 14 Sept PETRONET was trading at 277.95. The strike last trading price was 3.5, which was -1 lower than the previous day. The implied volatity was 23.48, the open interest changed by 142 which increased total open position to 797
On 17 Aug PETRONET was trading at 271.90. The strike last trading price was 19.15, which was 0 lower than the previous day. The implied volatity was 2.97, the open interest changed by 0 which decreased total open position to 0
| PETRONET 30SEP2025 285 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.66
Vega: 0.18
Theta: -0.15
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 278.40 | 7.85 | 0.15 | 24.88 | 263 | -30 | 695 |
| 14 Sept | 277.95 | 9.45 | 0.35 | 25.42 | 77 | 22 | 397 |
| 17 Aug | 271.90 | 13.05 | 0 | - | 0 | 0 | 0 |
For Petronet Lng Limited - strike price 285 expiring on 30SEP2025
Delta for 285 PE is -0.66
Historical price for 285 PE is as follows
On 21 Sept PETRONET was trading at 278.40. The strike last trading price was 7.85, which was 0.15 higher than the previous day. The implied volatity was 24.88, the open interest changed by -30 which decreased total open position to 695
On 14 Sept PETRONET was trading at 277.95. The strike last trading price was 9.45, which was 0.35 higher than the previous day. The implied volatity was 25.42, the open interest changed by 22 which increased total open position to 397
On 17 Aug PETRONET was trading at 271.90. The strike last trading price was 13.05, 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
