PETRONET
Petronet Lng Limited
Historical option data for PETRONET
21 Sep 2025 04:11 PM IST
| PETRONET 30SEP2025 305 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.05
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 278.40 | 0.3 | 0 | 29.14 | 15 | -2 | 196 | |||||||||
| 14 Sept | 277.95 | 0.5 | -0.25 | 26.29 | 61 | 22 | 176 | |||||||||
| 17 Aug | 271.90 | 10.55 | 0 | 8.15 | 0 | 0 | 0 | |||||||||
For Petronet Lng Limited - strike price 305 expiring on 30SEP2025
Delta for 305 CE is 0.05
Historical price for 305 CE is as follows
On 21 Sept PETRONET was trading at 278.40. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 29.14, the open interest changed by -2 which decreased total open position to 196
On 14 Sept PETRONET was trading at 277.95. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 26.29, the open interest changed by 22 which increased total open position to 176
On 17 Aug PETRONET was trading at 271.90. The strike last trading price was 10.55, which was 0 lower than the previous day. The implied volatity was 8.15, the open interest changed by 0 which decreased total open position to 0
| PETRONET 30SEP2025 305 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 24.65 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 277.95 | 24.5 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 271.90 | 24.25 | 0 | - | 0 | 0 | 0 |
For Petronet Lng Limited - strike price 305 expiring on 30SEP2025
Delta for 305 PE is 0.00
Historical price for 305 PE is as follows
On 21 Sept PETRONET was trading at 278.40. The strike last trading price was 24.65, 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 24.5, 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 17 Aug PETRONET was trading at 271.90. The strike last trading price was 24.25, 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
