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

734.7 17.20 (2.40%)

Back to Option Chain


Historical option data for ATGL

12 Dec 2024 11:54 AM IST
ATGL 26DEC2024 750 CE
Delta: 0.46
Vega: 0.58
Theta: -0.94
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 738.00 20.3 6.45 41.68 3,719 159 629
11 Dec 717.50 13.85 0.35 42.50 842 140 470
10 Dec 715.45 13.5 -6.25 42.63 246 38 329
9 Dec 729.50 19.75 -2.85 44.19 348 77 290
6 Dec 731.05 22.6 -8.40 44.02 268 70 211
5 Dec 743.95 31 -3.30 44.30 208 61 140
4 Dec 746.65 34.3 -15.90 46.31 145 76 77
3 Dec 766.25 50.2 -41.15 52.81 1 0 0
2 Dec 772.55 91.35 0.00 - 0 0 0
29 Nov 812.35 91.35 - 0 0 0


For Adani Total Gas Limited - strike price 750 expiring on 26DEC2024

Delta for 750 CE is 0.46

Historical price for 750 CE is as follows

On 12 Dec ATGL was trading at 738.00. The strike last trading price was 20.3, which was 6.45 higher than the previous day. The implied volatity was 41.68, the open interest changed by 159 which increased total open position to 629


On 11 Dec ATGL was trading at 717.50. The strike last trading price was 13.85, which was 0.35 higher than the previous day. The implied volatity was 42.50, the open interest changed by 140 which increased total open position to 470


On 10 Dec ATGL was trading at 715.45. The strike last trading price was 13.5, which was -6.25 lower than the previous day. The implied volatity was 42.63, the open interest changed by 38 which increased total open position to 329


On 9 Dec ATGL was trading at 729.50. The strike last trading price was 19.75, which was -2.85 lower than the previous day. The implied volatity was 44.19, the open interest changed by 77 which increased total open position to 290


On 6 Dec ATGL was trading at 731.05. The strike last trading price was 22.6, which was -8.40 lower than the previous day. The implied volatity was 44.02, the open interest changed by 70 which increased total open position to 211


On 5 Dec ATGL was trading at 743.95. The strike last trading price was 31, which was -3.30 lower than the previous day. The implied volatity was 44.30, the open interest changed by 61 which increased total open position to 140


On 4 Dec ATGL was trading at 746.65. The strike last trading price was 34.3, which was -15.90 lower than the previous day. The implied volatity was 46.31, the open interest changed by 76 which increased total open position to 77


On 3 Dec ATGL was trading at 766.25. The strike last trading price was 50.2, which was -41.15 lower than the previous day. The implied volatity was 52.81, 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 91.35, 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 91.35, 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 750 PE
Delta: -0.52
Vega: 0.58
Theta: -0.99
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 738.00 36.2 -6.65 53.98 249 -11 132
11 Dec 717.50 42.85 -5.30 45.58 19 -6 143
10 Dec 715.45 48.15 6.50 49.71 61 15 150
9 Dec 729.50 41.65 -3.85 49.70 8 2 137
6 Dec 731.05 45.5 12.05 52.93 43 -8 137
5 Dec 743.95 33.45 -7.25 46.43 39 -4 144
4 Dec 746.65 40.7 2.60 56.40 233 36 148
3 Dec 766.25 38.1 -0.70 62.32 211 43 97
2 Dec 772.55 38.8 5.40 65.45 145 53 53
29 Nov 812.35 33.4 8.27 0 0 0


For Adani Total Gas Limited - strike price 750 expiring on 26DEC2024

Delta for 750 PE is -0.52

Historical price for 750 PE is as follows

On 12 Dec ATGL was trading at 738.00. The strike last trading price was 36.2, which was -6.65 lower than the previous day. The implied volatity was 53.98, the open interest changed by -11 which decreased total open position to 132


On 11 Dec ATGL was trading at 717.50. The strike last trading price was 42.85, which was -5.30 lower than the previous day. The implied volatity was 45.58, the open interest changed by -6 which decreased total open position to 143


On 10 Dec ATGL was trading at 715.45. The strike last trading price was 48.15, which was 6.50 higher than the previous day. The implied volatity was 49.71, the open interest changed by 15 which increased total open position to 150


On 9 Dec ATGL was trading at 729.50. The strike last trading price was 41.65, which was -3.85 lower than the previous day. The implied volatity was 49.70, the open interest changed by 2 which increased total open position to 137


On 6 Dec ATGL was trading at 731.05. The strike last trading price was 45.5, which was 12.05 higher than the previous day. The implied volatity was 52.93, the open interest changed by -8 which decreased total open position to 137


On 5 Dec ATGL was trading at 743.95. The strike last trading price was 33.45, which was -7.25 lower than the previous day. The implied volatity was 46.43, the open interest changed by -4 which decreased total open position to 144


On 4 Dec ATGL was trading at 746.65. The strike last trading price was 40.7, which was 2.60 higher than the previous day. The implied volatity was 56.40, the open interest changed by 36 which increased total open position to 148


On 3 Dec ATGL was trading at 766.25. The strike last trading price was 38.1, which was -0.70 lower than the previous day. The implied volatity was 62.32, the open interest changed by 43 which increased total open position to 97


On 2 Dec ATGL was trading at 772.55. The strike last trading price was 38.8, which was 5.40 higher than the previous day. The implied volatity was 65.45, the open interest changed by 53 which increased total open position to 53


On 29 Nov ATGL was trading at 812.35. The strike last trading price was 33.4, which was lower than the previous day. The implied volatity was 8.27, the open interest changed by 0 which decreased total open position to 0