PETRONET
Petronet Lng Limited
Historical option data for PETRONET
21 Sep 2025 04:11 PM IST
| PETRONET 30SEP2025 330 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.01
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 278.40 | 0.05 | 0 | 38.63 | 1 | -1 | 27 | |||||||||
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| 14 Sept | 277.95 | 0.15 | 0 | 35.50 | 5 | 3 | 21 | |||||||||
For Petronet Lng Limited - strike price 330 expiring on 30SEP2025
Delta for 330 CE is 0.01
Historical price for 330 CE is as follows
On 21 Sept PETRONET was trading at 278.40. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 38.63, the open interest changed by -1 which decreased total open position to 27
On 14 Sept PETRONET was trading at 277.95. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 35.50, the open interest changed by 3 which increased total open position to 21
| PETRONET 30SEP2025 330 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.95
Vega: 0.05
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 278.40 | 50.3 | -4.7 | 55.74 | 4 | -4 | 13 |
| 14 Sept | 277.95 | 55 | 0 | 0.00 | 0 | 0 | 0 |
For Petronet Lng Limited - strike price 330 expiring on 30SEP2025
Delta for 330 PE is -0.95
Historical price for 330 PE is as follows
On 21 Sept PETRONET was trading at 278.40. The strike last trading price was 50.3, which was -4.7 lower than the previous day. The implied volatity was 55.74, the open interest changed by -4 which decreased total open position to 13
On 14 Sept PETRONET was trading at 277.95. The strike last trading price was 55, 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
