ATGL
Adani Total Gas Limited
Historical option data for ATGL
12 Dec 2024 10:34 AM IST
ATGL 26DEC2024 700 CE | ||||||||||
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Delta: 0.77
Vega: 0.44
Theta: -0.56
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 725.30 | 32.5 | -3.35 | 27.37 | 7 | -2 | 108 | |||
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 | |||
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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 0.77
Historical price for 700 CE is as follows
On 12 Dec ATGL was trading at 725.30. The strike last trading price was 32.5, which was -3.35 lower than the previous day. The implied volatity was 27.37, the open interest changed by -2 which decreased total open position to 108
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 | |||||||
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Delta: -0.31
Vega: 0.51
Theta: -0.70
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 725.30 | 13 | -1.55 | 42.99 | 85 | 5 | 405 |
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 -0.31
Historical price for 700 PE is as follows
On 12 Dec ATGL was trading at 725.30. The strike last trading price was 13, which was -1.55 lower than the previous day. The implied volatity was 42.99, the open interest changed by 5 which increased total open position to 405
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