PETRONET
Petronet Lng Limited
Historical option data for PETRONET
21 Sep 2025 04:11 PM IST
| PETRONET 30SEP2025 310 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.04
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 278.40 | 0.2 | 0 | 31.75 | 145 | 72 | 1,039 | |||||||||
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| 14 Sept | 277.95 | 0.3 | -0.15 | 27.02 | 87 | -28 | 988 | |||||||||
| 17 Aug | 271.90 | 1.35 | -0.1 | 26.33 | 9 | 1 | 23 | |||||||||
For Petronet Lng Limited - strike price 310 expiring on 30SEP2025
Delta for 310 CE is 0.03
Historical price for 310 CE is as follows
On 21 Sept PETRONET was trading at 278.40. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 31.75, the open interest changed by 72 which increased total open position to 1039
On 14 Sept PETRONET was trading at 277.95. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 27.02, the open interest changed by -28 which decreased total open position to 988
On 17 Aug PETRONET was trading at 271.90. The strike last trading price was 1.35, which was -0.1 lower than the previous day. The implied volatity was 26.33, the open interest changed by 1 which increased total open position to 23
| PETRONET 30SEP2025 310 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.96
Vega: 0.04
Theta: 0.01
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 278.40 | 30.35 | -1.15 | 33.81 | 7 | -6 | 1,621 |
| 14 Sept | 277.95 | 28.8 | -1 | - | 5 | 0 | 1,629 |
| 17 Aug | 271.90 | 31.6 | 0 | 0.00 | 0 | 0 | 0 |
For Petronet Lng Limited - strike price 310 expiring on 30SEP2025
Delta for 310 PE is -0.96
Historical price for 310 PE is as follows
On 21 Sept PETRONET was trading at 278.40. The strike last trading price was 30.35, which was -1.15 lower than the previous day. The implied volatity was 33.81, the open interest changed by -6 which decreased total open position to 1621
On 14 Sept PETRONET was trading at 277.95. The strike last trading price was 28.8, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1629
On 17 Aug PETRONET was trading at 271.90. The strike last trading price was 31.6, 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
