ATGL
Adani Total Gas Limited
Historical option data for ATGL
12 Dec 2024 12:04 PM IST
ATGL 26DEC2024 740 CE | ||||||||||
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Delta: 0.49
Vega: 0.58
Theta: -0.92
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 733.80 | 21.75 | 6.60 | 40.49 | 1,751 | 91 | 298 | |||
11 Dec | 717.50 | 15.15 | -1.85 | 38.70 | 281 | 63 | 209 | |||
10 Dec | 715.45 | 17 | -6.50 | 43.00 | 153 | 20 | 147 | |||
9 Dec | 729.50 | 23.5 | -3.45 | 43.75 | 68 | 8 | 127 | |||
6 Dec | 731.05 | 26.95 | -9.00 | 44.32 | 254 | 17 | 118 | |||
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5 Dec | 743.95 | 35.95 | -3.10 | 43.93 | 199 | 64 | 100 | |||
4 Dec | 746.65 | 39.05 | -17.75 | 45.93 | 45 | 31 | 36 | |||
3 Dec | 766.25 | 56.8 | -18.20 | 54.11 | 7 | 0 | 2 | |||
2 Dec | 772.55 | 75 | -22.65 | 71.85 | 2 | 0 | 0 | |||
29 Nov | 812.35 | 97.65 | - | 0 | 0 | 0 |
For Adani Total Gas Limited - strike price 740 expiring on 26DEC2024
Delta for 740 CE is 0.49
Historical price for 740 CE is as follows
On 12 Dec ATGL was trading at 733.80. The strike last trading price was 21.75, which was 6.60 higher than the previous day. The implied volatity was 40.49, the open interest changed by 91 which increased total open position to 298
On 11 Dec ATGL was trading at 717.50. The strike last trading price was 15.15, which was -1.85 lower than the previous day. The implied volatity was 38.70, the open interest changed by 63 which increased total open position to 209
On 10 Dec ATGL was trading at 715.45. The strike last trading price was 17, which was -6.50 lower than the previous day. The implied volatity was 43.00, the open interest changed by 20 which increased total open position to 147
On 9 Dec ATGL was trading at 729.50. The strike last trading price was 23.5, which was -3.45 lower than the previous day. The implied volatity was 43.75, the open interest changed by 8 which increased total open position to 127
On 6 Dec ATGL was trading at 731.05. The strike last trading price was 26.95, which was -9.00 lower than the previous day. The implied volatity was 44.32, the open interest changed by 17 which increased total open position to 118
On 5 Dec ATGL was trading at 743.95. The strike last trading price was 35.95, which was -3.10 lower than the previous day. The implied volatity was 43.93, the open interest changed by 64 which increased total open position to 100
On 4 Dec ATGL was trading at 746.65. The strike last trading price was 39.05, which was -17.75 lower than the previous day. The implied volatity was 45.93, the open interest changed by 31 which increased total open position to 36
On 3 Dec ATGL was trading at 766.25. The strike last trading price was 56.8, which was -18.20 lower than the previous day. The implied volatity was 54.11, the open interest changed by 0 which decreased total open position to 2
On 2 Dec ATGL was trading at 772.55. The strike last trading price was 75, which was -22.65 lower than the previous day. The implied volatity was 71.85, 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 97.65, 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 740 PE | |||||||
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Delta: -0.50
Vega: 0.58
Theta: -0.92
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 733.80 | 30.55 | -5.30 | 50.23 | 200 | 23 | 81 |
11 Dec | 717.50 | 35.85 | -5.90 | 44.60 | 6 | -2 | 58 |
10 Dec | 715.45 | 41.75 | 5.40 | 49.87 | 13 | -3 | 60 |
9 Dec | 729.50 | 36.35 | -0.80 | 50.60 | 21 | 0 | 62 |
6 Dec | 731.05 | 37.15 | 8.25 | 49.09 | 70 | 6 | 62 |
5 Dec | 743.95 | 28.9 | -6.85 | 47.05 | 48 | 7 | 55 |
4 Dec | 746.65 | 35.75 | 5.35 | 56.49 | 65 | 12 | 48 |
3 Dec | 766.25 | 30.4 | -4.60 | 57.86 | 76 | 5 | 37 |
2 Dec | 772.55 | 35 | 5.25 | 66.18 | 100 | 29 | 29 |
29 Nov | 812.35 | 29.75 | 9.48 | 0 | 0 | 0 |
For Adani Total Gas Limited - strike price 740 expiring on 26DEC2024
Delta for 740 PE is -0.50
Historical price for 740 PE is as follows
On 12 Dec ATGL was trading at 733.80. The strike last trading price was 30.55, which was -5.30 lower than the previous day. The implied volatity was 50.23, the open interest changed by 23 which increased total open position to 81
On 11 Dec ATGL was trading at 717.50. The strike last trading price was 35.85, which was -5.90 lower than the previous day. The implied volatity was 44.60, the open interest changed by -2 which decreased total open position to 58
On 10 Dec ATGL was trading at 715.45. The strike last trading price was 41.75, which was 5.40 higher than the previous day. The implied volatity was 49.87, the open interest changed by -3 which decreased total open position to 60
On 9 Dec ATGL was trading at 729.50. The strike last trading price was 36.35, which was -0.80 lower than the previous day. The implied volatity was 50.60, the open interest changed by 0 which decreased total open position to 62
On 6 Dec ATGL was trading at 731.05. The strike last trading price was 37.15, which was 8.25 higher than the previous day. The implied volatity was 49.09, the open interest changed by 6 which increased total open position to 62
On 5 Dec ATGL was trading at 743.95. The strike last trading price was 28.9, which was -6.85 lower than the previous day. The implied volatity was 47.05, the open interest changed by 7 which increased total open position to 55
On 4 Dec ATGL was trading at 746.65. The strike last trading price was 35.75, which was 5.35 higher than the previous day. The implied volatity was 56.49, the open interest changed by 12 which increased total open position to 48
On 3 Dec ATGL was trading at 766.25. The strike last trading price was 30.4, which was -4.60 lower than the previous day. The implied volatity was 57.86, the open interest changed by 5 which increased total open position to 37
On 2 Dec ATGL was trading at 772.55. The strike last trading price was 35, which was 5.25 higher than the previous day. The implied volatity was 66.18, the open interest changed by 29 which increased total open position to 29
On 29 Nov ATGL was trading at 812.35. The strike last trading price was 29.75, which was lower than the previous day. The implied volatity was 9.48, the open interest changed by 0 which decreased total open position to 0