ATGL
Adani Total Gas Limited
Historical option data for ATGL
12 Dec 2024 10:14 AM IST
ATGL 26DEC2024 720 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.49
Vega: 0.56
Theta: -0.86
Gamma: 0.01
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
||||||||||
12 Dec | 713.20 | 20.2 | -5.20 | 38.98 | 120 | 45 | 124 | |||
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 0.49
Historical price for 720 CE is as follows
On 12 Dec ATGL was trading at 713.20. The strike last trading price was 20.2, which was -5.20 lower than the previous day. The implied volatity was 38.98, the open interest changed by 45 which increased total open position to 124
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: -0.51
Vega: 0.56
Theta: -0.73
Gamma: 0.01
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 713.20 | 25.65 | 2.75 | 42.27 | 35 | 6 | 157 |
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 -0.51
Historical price for 720 PE is as follows
On 12 Dec ATGL was trading at 713.20. The strike last trading price was 25.65, which was 2.75 higher than the previous day. The implied volatity was 42.27, the open interest changed by 6 which increased total open position to 157
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