PETRONET
Petronet Lng Limited
Historical option data for PETRONET
21 Sep 2025 04:11 PM IST
| PETRONET 30SEP2025 295 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 0.10
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 278.40 | 0.8 | -0.25 | 26.27 | 35 | -5 | 243 | |||||||||
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| 14 Sept | 277.95 | 1.3 | -0.6 | 24.43 | 173 | 59 | 209 | |||||||||
| 17 Aug | 271.90 | 14.4 | 0 | 5.71 | 0 | 0 | 0 | |||||||||
For Petronet Lng Limited - strike price 295 expiring on 30SEP2025
Delta for 295 CE is 0.13
Historical price for 295 CE is as follows
On 21 Sept PETRONET was trading at 278.40. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 26.27, the open interest changed by -5 which decreased total open position to 243
On 14 Sept PETRONET was trading at 277.95. The strike last trading price was 1.3, which was -0.6 lower than the previous day. The implied volatity was 24.43, the open interest changed by 59 which increased total open position to 209
On 17 Aug PETRONET was trading at 271.90. The strike last trading price was 14.4, which was 0 lower than the previous day. The implied volatity was 5.71, the open interest changed by 0 which decreased total open position to 0
| PETRONET 30SEP2025 295 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 278.40 | 15.75 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 277.95 | 17.2 | 0.65 | 27.22 | 14 | 8 | 51 |
| 17 Aug | 271.90 | 18.2 | 0 | - | 0 | 0 | 0 |
For Petronet Lng Limited - strike price 295 expiring on 30SEP2025
Delta for 295 PE is 0.00
Historical price for 295 PE is as follows
On 21 Sept PETRONET was trading at 278.40. The strike last trading price was 15.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept PETRONET was trading at 277.95. The strike last trading price was 17.2, which was 0.65 higher than the previous day. The implied volatity was 27.22, the open interest changed by 8 which increased total open position to 51
On 17 Aug PETRONET was trading at 271.90. The strike last trading price was 18.2, 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
