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

715.6 -1.90 (-0.26%)

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Historical option data for ATGL

12 Dec 2024 10:04 AM IST
ATGL 26DEC2024 720 CE
Delta: 0.50
Vega: 0.56
Theta: -0.86
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 715.65 21 -4.40 38.94 98 40 119
11 Dec 717.50 25.4 0.50 41.50 332 60 83
10 Dec 715.45 24.9 -6.15 42.33 86 11 23
9 Dec 729.50 31.05 -14.30 40.16 12 3 13
6 Dec 731.05 45.35 0.00 0.00 0 -1 0
5 Dec 743.95 45.35 -4.15 41.19 3 0 11
4 Dec 746.65 49.5 -61.55 44.40 13 10 10
3 Dec 766.25 111.05 0.00 - 0 0 0
2 Dec 772.55 111.05 0.00 - 0 0 0
29 Nov 812.35 111.05 - 0 0 0


For Adani Total Gas Limited - strike price 720 expiring on 26DEC2024

Delta for 720 CE is 0.50

Historical price for 720 CE is as follows

On 12 Dec ATGL was trading at 715.65. The strike last trading price was 21, which was -4.40 lower than the previous day. The implied volatity was 38.94, the open interest changed by 40 which increased total open position to 119


On 11 Dec ATGL was trading at 717.50. The strike last trading price was 25.4, which was 0.50 higher than the previous day. The implied volatity was 41.50, the open interest changed by 60 which increased total open position to 83


On 10 Dec ATGL was trading at 715.45. The strike last trading price was 24.9, which was -6.15 lower than the previous day. The implied volatity was 42.33, the open interest changed by 11 which increased total open position to 23


On 9 Dec ATGL was trading at 729.50. The strike last trading price was 31.05, which was -14.30 lower than the previous day. The implied volatity was 40.16, the open interest changed by 3 which increased total open position to 13


On 6 Dec ATGL was trading at 731.05. The strike last trading price was 45.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 5 Dec ATGL was trading at 743.95. The strike last trading price was 45.35, which was -4.15 lower than the previous day. The implied volatity was 41.19, the open interest changed by 0 which decreased total open position to 11


On 4 Dec ATGL was trading at 746.65. The strike last trading price was 49.5, which was -61.55 lower than the previous day. The implied volatity was 44.40, the open interest changed by 10 which increased total open position to 10


On 3 Dec ATGL was trading at 766.25. The strike last trading price was 111.05, 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 111.05, 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 29 Nov ATGL was trading at 812.35. The strike last trading price was 111.05, 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 720 PE
Delta: -0.49
Vega: 0.56
Theta: -0.79
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 715.65 26.45 3.55 45.16 33 7 158
11 Dec 717.50 22.9 -5.10 41.59 867 125 160
10 Dec 715.45 28 3.65 46.09 77 20 34
9 Dec 729.50 24.35 -4.80 47.74 17 6 14
6 Dec 731.05 29.15 5.75 52.26 6 3 7
5 Dec 743.95 23.4 -3.65 51.70 23 0 6
4 Dec 746.65 27.05 3.75 56.75 16 6 6
3 Dec 766.25 23.3 0.00 7.58 0 0 0
2 Dec 772.55 23.3 0.00 8.30 0 0 0
29 Nov 812.35 23.3 11.67 0 0 0


For Adani Total Gas Limited - strike price 720 expiring on 26DEC2024

Delta for 720 PE is -0.49

Historical price for 720 PE is as follows

On 12 Dec ATGL was trading at 715.65. The strike last trading price was 26.45, which was 3.55 higher than the previous day. The implied volatity was 45.16, the open interest changed by 7 which increased total open position to 158


On 11 Dec ATGL was trading at 717.50. The strike last trading price was 22.9, which was -5.10 lower than the previous day. The implied volatity was 41.59, the open interest changed by 125 which increased total open position to 160


On 10 Dec ATGL was trading at 715.45. The strike last trading price was 28, which was 3.65 higher than the previous day. The implied volatity was 46.09, the open interest changed by 20 which increased total open position to 34


On 9 Dec ATGL was trading at 729.50. The strike last trading price was 24.35, which was -4.80 lower than the previous day. The implied volatity was 47.74, the open interest changed by 6 which increased total open position to 14


On 6 Dec ATGL was trading at 731.05. The strike last trading price was 29.15, which was 5.75 higher than the previous day. The implied volatity was 52.26, the open interest changed by 3 which increased total open position to 7


On 5 Dec ATGL was trading at 743.95. The strike last trading price was 23.4, which was -3.65 lower than the previous day. The implied volatity was 51.70, the open interest changed by 0 which decreased total open position to 6


On 4 Dec ATGL was trading at 746.65. The strike last trading price was 27.05, which was 3.75 higher than the previous day. The implied volatity was 56.75, the open interest changed by 6 which increased total open position to 6


On 3 Dec ATGL was trading at 766.25. The strike last trading price was 23.3, which was 0.00 lower than the previous day. The implied volatity was 7.58, 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 23.3, which was 0.00 lower than the previous day. The implied volatity was 8.30, 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 23.3, which was lower than the previous day. The implied volatity was 11.67, the open interest changed by 0 which decreased total open position to 0