PETRONET
Petronet Lng Limited
Historical option data for PETRONET
21 Sep 2025 04:11 PM IST
| PETRONET 30SEP2025 320 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.02
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 278.40 | 0.1 | -0.1 | 35.74 | 6 | 0 | 317 | |||||||||
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| 14 Sept | 277.95 | 0.2 | 0 | 31.26 | 6 | 3 | 265 | |||||||||
For Petronet Lng Limited - strike price 320 expiring on 30SEP2025
Delta for 320 CE is 0.02
Historical price for 320 CE is as follows
On 21 Sept PETRONET was trading at 278.40. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 35.74, the open interest changed by 0 which decreased total open position to 317
On 14 Sept PETRONET was trading at 277.95. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 31.26, the open interest changed by 3 which increased total open position to 265
| PETRONET 30SEP2025 320 PE | |||||||
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Delta: -0.93
Vega: 0.06
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 278.40 | 40.45 | 0.85 | 49.39 | 9 | -6 | 62 |
| 14 Sept | 277.95 | 39.6 | 0 | 0.00 | 0 | 0 | 0 |
For Petronet Lng Limited - strike price 320 expiring on 30SEP2025
Delta for 320 PE is -0.93
Historical price for 320 PE is as follows
On 21 Sept PETRONET was trading at 278.40. The strike last trading price was 40.45, which was 0.85 higher than the previous day. The implied volatity was 49.39, the open interest changed by -6 which decreased total open position to 62
On 14 Sept PETRONET was trading at 277.95. The strike last trading price was 39.6, 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
