PETRONET
Petronet Lng Limited
Historical option data for PETRONET
21 Sep 2025 04:11 PM IST
| PETRONET 30SEP2025 300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.07
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 278.40 | 0.5 | -0.1 | 28.27 | 215 | 24 | 1,251 | |||||||||
| 14 Sept | 277.95 | 0.8 | -0.45 | 25.31 | 868 | -131 | 1,301 | |||||||||
| 17 Aug | 271.90 | 2.1 | -0.65 | 24.28 | 3 | 3 | 10 | |||||||||
For Petronet Lng Limited - strike price 300 expiring on 30SEP2025
Delta for 300 CE is 0.08
Historical price for 300 CE is as follows
On 21 Sept PETRONET was trading at 278.40. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 28.27, the open interest changed by 24 which increased total open position to 1251
On 14 Sept PETRONET was trading at 277.95. The strike last trading price was 0.8, which was -0.45 lower than the previous day. The implied volatity was 25.31, the open interest changed by -131 which decreased total open position to 1301
On 17 Aug PETRONET was trading at 271.90. The strike last trading price was 2.1, which was -0.65 lower than the previous day. The implied volatity was 24.28, the open interest changed by 3 which increased total open position to 10
| PETRONET 30SEP2025 300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 0.07
Theta: -0.01
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 278.40 | 20.55 | 0.5 | 27.61 | 36 | -10 | 496 |
| 14 Sept | 277.95 | 22.2 | 1.05 | 32.40 | 15 | -3 | 508 |
| 17 Aug | 271.90 | 27.9 | 6.9 | 29.23 | 2 | 2 | 2 |
For Petronet Lng Limited - strike price 300 expiring on 30SEP2025
Delta for 300 PE is -0.92
Historical price for 300 PE is as follows
On 21 Sept PETRONET was trading at 278.40. The strike last trading price was 20.55, which was 0.5 higher than the previous day. The implied volatity was 27.61, the open interest changed by -10 which decreased total open position to 496
On 14 Sept PETRONET was trading at 277.95. The strike last trading price was 22.2, which was 1.05 higher than the previous day. The implied volatity was 32.40, the open interest changed by -3 which decreased total open position to 508
On 17 Aug PETRONET was trading at 271.90. The strike last trading price was 27.9, which was 6.9 higher than the previous day. The implied volatity was 29.23, the open interest changed by 2 which increased total open position to 2
