ATGL
Adani Total Gas Limited
Historical option data for ATGL
12 Dec 2024 11:54 AM IST
ATGL 26DEC2024 710 CE | ||||||||||
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Delta: 0.72
Vega: 0.49
Theta: -0.84
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 738.00 | 41.6 | 11.35 | 40.53 | 317 | 6 | 28 | |||
11 Dec | 717.50 | 30.25 | -87.90 | 40.69 | 128 | 23 | 23 | |||
10 Dec | 715.45 | 118.15 | 0.00 | - | 0 | 0 | 0 | |||
9 Dec | 729.50 | 118.15 | 0.00 | - | 0 | 0 | 0 | |||
6 Dec | 731.05 | 118.15 | 0.00 | - | 0 | 0 | 0 | |||
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5 Dec | 743.95 | 118.15 | 0.00 | - | 0 | 0 | 0 | |||
4 Dec | 746.65 | 118.15 | 0.00 | - | 0 | 0 | 0 | |||
3 Dec | 766.25 | 118.15 | 0.00 | - | 0 | 0 | 0 | |||
2 Dec | 772.55 | 118.15 | 118.15 | - | 0 | 0 | 0 | |||
29 Nov | 812.35 | 0 | 0.00 | 0 | 0 | 0 |
For Adani Total Gas Limited - strike price 710 expiring on 26DEC2024
Delta for 710 CE is 0.72
Historical price for 710 CE is as follows
On 12 Dec ATGL was trading at 738.00. The strike last trading price was 41.6, which was 11.35 higher than the previous day. The implied volatity was 40.53, the open interest changed by 6 which increased total open position to 28
On 11 Dec ATGL was trading at 717.50. The strike last trading price was 30.25, which was -87.90 lower than the previous day. The implied volatity was 40.69, the open interest changed by 23 which increased total open position to 23
On 10 Dec ATGL was trading at 715.45. The strike last trading price was 118.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec ATGL was trading at 729.50. The strike last trading price was 118.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec ATGL was trading at 731.05. The strike last trading price was 118.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec ATGL was trading at 743.95. The strike last trading price was 118.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec ATGL was trading at 746.65. The strike last trading price was 118.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec ATGL was trading at 766.25. The strike last trading price was 118.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec ATGL was trading at 772.55. The strike last trading price was 118.15, which was 118.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov ATGL was trading at 812.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
ATGL 26DEC2024 710 PE | |||||||
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Delta: -0.31
Vega: 0.52
Theta: -0.85
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 738.00 | 15.65 | -3.90 | 50.46 | 320 | 103 | 145 |
11 Dec | 717.50 | 19.55 | -0.55 | 43.90 | 151 | 36 | 43 |
10 Dec | 715.45 | 20.1 | 0.00 | 0.00 | 0 | 1 | 0 |
9 Dec | 729.50 | 20.1 | 1.40 | 47.85 | 14 | 0 | 6 |
6 Dec | 731.05 | 18.7 | 0.00 | 0.00 | 0 | 2 | 0 |
5 Dec | 743.95 | 18.7 | -3.80 | 49.96 | 25 | 7 | 11 |
4 Dec | 746.65 | 22.5 | 2.05 | 55.70 | 13 | 4 | 4 |
3 Dec | 766.25 | 20.45 | 0.00 | 8.97 | 0 | 0 | 0 |
2 Dec | 772.55 | 20.45 | 20.45 | 9.64 | 0 | 0 | 0 |
29 Nov | 812.35 | 0 | 0.00 | 0 | 0 | 0 |
For Adani Total Gas Limited - strike price 710 expiring on 26DEC2024
Delta for 710 PE is -0.31
Historical price for 710 PE is as follows
On 12 Dec ATGL was trading at 738.00. The strike last trading price was 15.65, which was -3.90 lower than the previous day. The implied volatity was 50.46, the open interest changed by 103 which increased total open position to 145
On 11 Dec ATGL was trading at 717.50. The strike last trading price was 19.55, which was -0.55 lower than the previous day. The implied volatity was 43.90, the open interest changed by 36 which increased total open position to 43
On 10 Dec ATGL was trading at 715.45. The strike last trading price was 20.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 9 Dec ATGL was trading at 729.50. The strike last trading price was 20.1, which was 1.40 higher than the previous day. The implied volatity was 47.85, the open interest changed by 0 which decreased total open position to 6
On 6 Dec ATGL was trading at 731.05. The strike last trading price was 18.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Dec ATGL was trading at 743.95. The strike last trading price was 18.7, which was -3.80 lower than the previous day. The implied volatity was 49.96, the open interest changed by 7 which increased total open position to 11
On 4 Dec ATGL was trading at 746.65. The strike last trading price was 22.5, which was 2.05 higher than the previous day. The implied volatity was 55.70, the open interest changed by 4 which increased total open position to 4
On 3 Dec ATGL was trading at 766.25. The strike last trading price was 20.45, which was 0.00 lower than the previous day. The implied volatity was 8.97, the open interest changed by 0 which decreased total open position to 0
On 2 Dec ATGL was trading at 772.55. The strike last trading price was 20.45, which was 20.45 higher than the previous day. The implied volatity was 9.64, the open interest changed by 0 which decreased total open position to 0
On 29 Nov ATGL was trading at 812.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0