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

731 13.50 (1.88%)

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Historical option data for ATGL

12 Dec 2024 12:04 PM IST
ATGL 26DEC2024 740 CE
Delta: 0.49
Vega: 0.58
Theta: -0.92
Gamma: 0.01
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
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
Delta: -0.50
Vega: 0.58
Theta: -0.92
Gamma: 0.01
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