Historical option data for PETRONET
23 Jun 2026 12:14 PM IST
| PETRONET 28-Jul-2026 (35d) 285 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.57
Vega: 0
Theta: -0.15
Gamma: 0.016
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 286.40 | 11.5 | -1.5 (-11.54%) | 27.42 | 1 | 0 | 133 | |||||||||
| 22 Jun | 286.50 | 12.9 | -0.1 (-0.77%) | 24.07 | 1 | 0 | 133 | |||||||||
| 19 Jun | 288.70 | 12.9 | 0.9 (7.50%) | 24.07 | 1 | 0 | 133 | |||||||||
| 18 Jun | 288.25 | 12.45 | -2.55 (-17.00%) | 25.64 | 3 | 0 | 133 | |||||||||
| 17 Jun | 292.00 | 14.5 | 0.5 (3.57%) | 24.78 | 10 | 1 | 133 | |||||||||
| 16 Jun | 290.55 | 14.5 | 0.5 (3.57%) | 26.79 | 10 | 0 | 132 | |||||||||
| 15 Jun | 285.90 | 14.15 | 7.15 (102.14%) | 28.24 | 10 | -4 | 132 | |||||||||
| 12 Jun | 274.75 | 7.15 | 3.15 (78.75%) | 26.95 | 137 | 105 | 136 | |||||||||
| 11 Jun | 263.05 | 4.05 | -0.95 (-19.00%) | 26.68 | 1 | 1 | 31 | |||||||||
| 10 Jun | 268.30 | 4.8 | -15.2 (-76.00%) | 26.27 | 35 | 30 | 30 | |||||||||
For Petronet Lng Limited - strike price 285 expiring on 28JUL2026
Delta for 285 CE is 0.57
Historical price for 285 CE is as follows
On 23 Jun PETRONET was trading at 286.40. The strike last trading price was 11.5, which was -1.5 lower than the previous day. The implied volatity was 27.42, the open interest changed by 0 which decreased total open position to 133
On 22 Jun PETRONET was trading at 286.50. The strike last trading price was 12.9, which was -0.1 lower than the previous day. The implied volatity was 24.07, the open interest changed by 0 which decreased total open position to 133
On 19 Jun PETRONET was trading at 288.70. The strike last trading price was 12.9, which was 0.9 higher than the previous day. The implied volatity was 24.07, the open interest changed by 0 which decreased total open position to 133
On 18 Jun PETRONET was trading at 288.25. The strike last trading price was 12.45, which was -2.55 lower than the previous day. The implied volatity was 25.64, the open interest changed by 0 which decreased total open position to 133
On 17 Jun PETRONET was trading at 292.00. The strike last trading price was 14.5, which was 0.5 higher than the previous day. The implied volatity was 24.78, the open interest changed by 1 which increased total open position to 133
On 16 Jun PETRONET was trading at 290.55. The strike last trading price was 14.5, which was 0.5 higher than the previous day. The implied volatity was 26.79, the open interest changed by 0 which decreased total open position to 132
On 15 Jun PETRONET was trading at 285.90. The strike last trading price was 14.15, which was 7.15 higher than the previous day. The implied volatity was 28.24, the open interest changed by -4 which decreased total open position to 132
On 12 Jun PETRONET was trading at 274.75. The strike last trading price was 7.15, which was 3.15 higher than the previous day. The implied volatity was 26.95, the open interest changed by 105 which increased total open position to 136
On 11 Jun PETRONET was trading at 263.05. The strike last trading price was 4.05, which was -0.95 lower than the previous day. The implied volatity was 26.68, the open interest changed by 1 which increased total open position to 31
On 10 Jun PETRONET was trading at 268.30. The strike last trading price was 4.8, which was -15.2 lower than the previous day. The implied volatity was 26.27, the open interest changed by 30 which increased total open position to 30
| PETRONET 28-Jul-2026 (35d) 285 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0
Theta: -0.09
Gamma: 0.01828
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 286.40 | 5.95 | -1.65 (-21.71%) | 23.26 | 10 | 9 | 78 |
| 22 Jun | 286.50 | 7.6 | 0.8 (11.76%) | 24.17 | 6 | 4 | 69 |
| 19 Jun | 288.70 | 6.8 | 6.8 (4.62%) | 23.79 | 1 | 0 | 65 |
| 18 Jun | 288.25 | 6.8 | 0.3 (4.62%) | 23.79 | 1 | 0 | 65 |
| 17 Jun | 292.00 | 6.4 | 6.4 (1.56%) | 24.85 | 37 | 10 | 65 |
| 16 Jun | 290.55 | 6.4 | -2.5 (-28.09%) | 25.02 | 37 | 18 | 40 |
| 15 Jun | 285.90 | 8.9 | -14.19 (-61.46%) | 27.36 | 24 | 22 | 22 |
| 12 Jun | 274.75 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 263.05 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 268.30 | 0 | 0 | - | 0 | 0 | 0 |
For Petronet Lng Limited - strike price 285 expiring on 28JUL2026
Delta for 285 PE is -0.39
Historical price for 285 PE is as follows
On 23 Jun PETRONET was trading at 286.40. The strike last trading price was 5.95, which was -1.65 lower than the previous day. The implied volatity was 23.26, the open interest changed by 9 which increased total open position to 78
On 22 Jun PETRONET was trading at 286.50. The strike last trading price was 7.6, which was 0.8 higher than the previous day. The implied volatity was 24.17, the open interest changed by 4 which increased total open position to 69
On 19 Jun PETRONET was trading at 288.70. The strike last trading price was 6.8, which was 6.8 higher than the previous day. The implied volatity was 23.79, the open interest changed by 0 which decreased total open position to 65
On 18 Jun PETRONET was trading at 288.25. The strike last trading price was 6.8, which was 0.3 higher than the previous day. The implied volatity was 23.79, the open interest changed by 0 which decreased total open position to 65
On 17 Jun PETRONET was trading at 292.00. The strike last trading price was 6.4, which was 6.4 higher than the previous day. The implied volatity was 24.85, the open interest changed by 10 which increased total open position to 65
On 16 Jun PETRONET was trading at 290.55. The strike last trading price was 6.4, which was -2.5 lower than the previous day. The implied volatity was 25.02, the open interest changed by 18 which increased total open position to 40
On 15 Jun PETRONET was trading at 285.90. The strike last trading price was 8.9, which was -14.19 lower than the previous day. The implied volatity was 27.36, the open interest changed by 22 which increased total open position to 22
On 12 Jun PETRONET was trading at 274.75. The strike last trading price was 0, 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
On 11 Jun PETRONET was trading at 263.05. The strike last trading price was 0, 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
On 10 Jun PETRONET was trading at 268.30. The strike last trading price was 0, 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
