PETRONET PETRONET LNG LIMITED

PETRONET LNG LIMITED — on this desk since 11 May 2007.

Results meeting in 17 days Mon 2 Nov 2026, as the company announced it to NSE

implied move
3.0%
12 days to the expiry read
futures
short cover
price rose and open interest fell
basis
0.07%
the future traded 0.07% above the share
option prices
27
dearer than 27 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
short covering25.93−1,9009,5002702,71,700−1,9000.23long unwinding
————27320,90000.35—
—21.2405,7002753,09,700−5,7000.53short covering
————27820,900−1,9000.78short covering
—16.82064,600280wall9,88,000−17,1000.70long unwinding
————28336,100+11,4001.54long build-up
short covering12.81−3,8002,62,2002853,19,200+32,3002.08long build-up
————28858,900+36,1001.75short build-up
short covering7.55−1,90014,99,100wall2907,31,500+45,6002.35short build-up
long build-up5.95+19,0001,21,6002932,26,100+68,4003.15short build-up
short covering4.55−17,10010,14,600295at the money4,18,000+5,7004.20short build-up
long build-up3.45+20,9001,48,2002983,80007.02—
short build-up2.40+9,50012,33,1003001,76,700+9,5006.95short build-up
short build-up1.80+17,1001,23,5003031,900010.10—
—1.25+15,2005,51,000305————
—0.90+15,20076,000308————
short build-up0.65+30,40010,81,10031019,000015.76—
—1.15020,900313————
—0.4002,35,600315————
—0.62015,200318————
—0.2502,09,0003205,700024.65—

The options were priced for a move of about 3.0% by 27 Oct.

Open interest

as of Thu 15 Oct 15:30

Short cover: price rose and open interest fell.

For this stock, 362 of 696 times the close 5 sessions later was higher.

Across every F&O stock, 50,957 of 98,536 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.07% above the share.

Not in the F&O ban this session; open interest stood at 44% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 3.0% by 27 Oct; over the sessions the desk holds it ranged 1.3–8.0%.

Option prices were dearer than 27 of the past 252 sessions.

Puts were priced dearer than calls the same distance out.

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Implied and realised around results

as of Thu 15 Oct 15:30

No results meeting with an option chain on its eve yet.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octshort cover3.0%0.07%
Wed 14 Octshort cover3.3%0.48%
Tue 13 Octshort cover3.4%0.29%
Mon 12 Octshort build3.7%-0.22%
Fri 9 Octlong build4.0%0.05%
Thu 8 Octshort build4.4%0.17%
Wed 7 Octlong build4.1%-0.40%
Tue 6 Octlong build4.2%-0.62%
Mon 5 Octlong build4.3%-0.43%
Thu 1 Octlong unwind4.6%0.28%
Wed 30 Sepshort cover4.5%0.86%
Tue 29 Sepshort build4.6%0.71%
Mon 28 Sepshort cover4.5%-0.69%
Fri 25 Sepshort cover1.5%0.02%
Thu 24 Sepshort cover1.7%-0.09%
Wed 23 Seplong build1.7%-0.35%
Tue 22 Sepshort build2.4%0.48%
Mon 21 Seplong build2.4%0.30%
Fri 18 Seplong build3.7%-2.26%
Thu 17 Sepshort cover2.9%0.48%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
  • Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.

Before comparing across time

as of Thu 15 Oct 15:30

Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.

The lot size changed from 1,800 to 1,900 on 29 Oct 2025; contracts either side are compared in shares, not lots.