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[--[65.84.65.76]--]
ATGL
Adani Total Gas Limited

716.55 -0.95 (-0.13%)

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Historical option data for ATGL

12 Dec 2024 10:24 AM IST
ATGL 26DEC2024 700 CE
Delta: 0.65
Vega: 0.52
Theta: -0.76
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 715.65 29 -6.85 34.70 5 0 110
11 Dec 717.50 35.85 2.15 39.95 59 7 109
10 Dec 715.45 33.7 -10.20 38.85 25 1 99
9 Dec 729.50 43.9 -3.10 41.20 29 7 99
6 Dec 731.05 47 -12.25 41.40 35 8 92
5 Dec 743.95 59.25 -3.95 40.97 18 1 84
4 Dec 746.65 63.2 -16.80 44.82 6 1 83
3 Dec 766.25 80 -14.60 48.53 77 47 75
2 Dec 772.55 94.6 -30.90 63.59 30 27 27
29 Nov 812.35 125.5 - 0 0 0


For Adani Total Gas Limited - strike price 700 expiring on 26DEC2024

Delta for 700 CE is 0.65

Historical price for 700 CE is as follows

On 12 Dec ATGL was trading at 715.65. The strike last trading price was 29, which was -6.85 lower than the previous day. The implied volatity was 34.70, the open interest changed by 0 which decreased total open position to 110


On 11 Dec ATGL was trading at 717.50. The strike last trading price was 35.85, which was 2.15 higher than the previous day. The implied volatity was 39.95, the open interest changed by 7 which increased total open position to 109


On 10 Dec ATGL was trading at 715.45. The strike last trading price was 33.7, which was -10.20 lower than the previous day. The implied volatity was 38.85, the open interest changed by 1 which increased total open position to 99


On 9 Dec ATGL was trading at 729.50. The strike last trading price was 43.9, which was -3.10 lower than the previous day. The implied volatity was 41.20, the open interest changed by 7 which increased total open position to 99


On 6 Dec ATGL was trading at 731.05. The strike last trading price was 47, which was -12.25 lower than the previous day. The implied volatity was 41.40, the open interest changed by 8 which increased total open position to 92


On 5 Dec ATGL was trading at 743.95. The strike last trading price was 59.25, which was -3.95 lower than the previous day. The implied volatity was 40.97, the open interest changed by 1 which increased total open position to 84


On 4 Dec ATGL was trading at 746.65. The strike last trading price was 63.2, which was -16.80 lower than the previous day. The implied volatity was 44.82, the open interest changed by 1 which increased total open position to 83


On 3 Dec ATGL was trading at 766.25. The strike last trading price was 80, which was -14.60 lower than the previous day. The implied volatity was 48.53, the open interest changed by 47 which increased total open position to 75


On 2 Dec ATGL was trading at 772.55. The strike last trading price was 94.6, which was -30.90 lower than the previous day. The implied volatity was 63.59, the open interest changed by 27 which increased total open position to 27


On 29 Nov ATGL was trading at 812.35. The strike last trading price was 125.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


ATGL 26DEC2024 700 PE
Delta: -0.37
Vega: 0.53
Theta: -0.72
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 715.65 16.2 1.65 42.79 55 -3 397
11 Dec 717.50 14.55 -3.85 42.15 497 54 400
10 Dec 715.45 18.4 2.00 45.54 233 11 346
9 Dec 729.50 16.4 -3.75 48.00 59 -9 334
6 Dec 731.05 20.15 6.10 51.25 168 10 343
5 Dec 743.95 14.05 -5.40 47.78 188 -22 332
4 Dec 746.65 19.45 -0.50 56.35 401 -17 352
3 Dec 766.25 19.95 -3.85 63.70 782 198 364
2 Dec 772.55 23.8 4.70 71.18 457 87 166
29 Nov 812.35 19.1 72.25 189 74 74


For Adani Total Gas Limited - strike price 700 expiring on 26DEC2024

Delta for 700 PE is -0.37

Historical price for 700 PE is as follows

On 12 Dec ATGL was trading at 715.65. The strike last trading price was 16.2, which was 1.65 higher than the previous day. The implied volatity was 42.79, the open interest changed by -3 which decreased total open position to 397


On 11 Dec ATGL was trading at 717.50. The strike last trading price was 14.55, which was -3.85 lower than the previous day. The implied volatity was 42.15, the open interest changed by 54 which increased total open position to 400


On 10 Dec ATGL was trading at 715.45. The strike last trading price was 18.4, which was 2.00 higher than the previous day. The implied volatity was 45.54, the open interest changed by 11 which increased total open position to 346


On 9 Dec ATGL was trading at 729.50. The strike last trading price was 16.4, which was -3.75 lower than the previous day. The implied volatity was 48.00, the open interest changed by -9 which decreased total open position to 334


On 6 Dec ATGL was trading at 731.05. The strike last trading price was 20.15, which was 6.10 higher than the previous day. The implied volatity was 51.25, the open interest changed by 10 which increased total open position to 343


On 5 Dec ATGL was trading at 743.95. The strike last trading price was 14.05, which was -5.40 lower than the previous day. The implied volatity was 47.78, the open interest changed by -22 which decreased total open position to 332


On 4 Dec ATGL was trading at 746.65. The strike last trading price was 19.45, which was -0.50 lower than the previous day. The implied volatity was 56.35, the open interest changed by -17 which decreased total open position to 352


On 3 Dec ATGL was trading at 766.25. The strike last trading price was 19.95, which was -3.85 lower than the previous day. The implied volatity was 63.70, the open interest changed by 198 which increased total open position to 364


On 2 Dec ATGL was trading at 772.55. The strike last trading price was 23.8, which was 4.70 higher than the previous day. The implied volatity was 71.18, the open interest changed by 87 which increased total open position to 166


On 29 Nov ATGL was trading at 812.35. The strike last trading price was 19.1, which was lower than the previous day. The implied volatity was 72.25, the open interest changed by 74 which increased total open position to 74