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Related Pages for ATGL
[--[65.84.65.76]--]
ATGL
Adani Total Gas Limited
736 18.50 (2.58%)

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Historical option data for ATGL

12 Dec 2024 11:54 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
ATGL 26DEC2024 770 CE
Delta: 0.34
Vega: 0.53
Theta: -0.89
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 738.00 13.8 4.85 43.55 687 125 292
11 Dec 717.50 8.95 -0.05 43.34 254 18 166
10 Dec 715.45 9 -4.85 43.84 50 9 151
9 Dec 729.50 13.85 -2.60 45.29 33 11 142
6 Dec 731.05 16.45 -5.10 45.14 27 4 131
5 Dec 743.95 21.55 -4.15 42.84 47 15 127
4 Dec 746.65 25.7 -12.75 46.40 134 65 112
3 Dec 766.25 38.45 -9.55 50.70 110 43 46
2 Dec 772.55 48 -31.55 57.25 6 2 2
29 Nov 812.35 79.55 - 0 0 0

For Adani Total Gas Limited - strike price 770 expiring on 26DEC2024

Delta for 770 CE is 0.34

Historical price for 770 CE is as follows

On 12 Dec ATGL was trading at 738.00. The strike last trading price was 13.8, which was 4.85 higher than the previous day. The implied volatity was 43.55, the open interest changed by 125 which increased total open position to 292


On 11 Dec ATGL was trading at 717.50. The strike last trading price was 8.95, which was -0.05 lower than the previous day. The implied volatity was 43.34, the open interest changed by 18 which increased total open position to 166


On 10 Dec ATGL was trading at 715.45. The strike last trading price was 9, which was -4.85 lower than the previous day. The implied volatity was 43.84, the open interest changed by 9 which increased total open position to 151


On 9 Dec ATGL was trading at 729.50. The strike last trading price was 13.85, which was -2.60 lower than the previous day. The implied volatity was 45.29, the open interest changed by 11 which increased total open position to 142


On 6 Dec ATGL was trading at 731.05. The strike last trading price was 16.45, which was -5.10 lower than the previous day. The implied volatity was 45.14, the open interest changed by 4 which increased total open position to 131


On 5 Dec ATGL was trading at 743.95. The strike last trading price was 21.55, which was -4.15 lower than the previous day. The implied volatity was 42.84, the open interest changed by 15 which increased total open position to 127


On 4 Dec ATGL was trading at 746.65. The strike last trading price was 25.7, which was -12.75 lower than the previous day. The implied volatity was 46.40, the open interest changed by 65 which increased total open position to 112


On 3 Dec ATGL was trading at 766.25. The strike last trading price was 38.45, which was -9.55 lower than the previous day. The implied volatity was 50.70, the open interest changed by 43 which increased total open position to 46


On 2 Dec ATGL was trading at 772.55. The strike last trading price was 48, which was -31.55 lower than the previous day. The implied volatity was 57.25, the open interest changed by 2 which increased total open position to 2


On 29 Nov ATGL was trading at 812.35. The strike last trading price was 79.55, 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 770 PE
Delta: -0.62
Vega: 0.55
Theta: -0.90
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 738.00 48 -18.65 53.17 23 0 31
11 Dec 717.50 66.65 2.35 64.13 17 -10 32
10 Dec 715.45 64.3 6.25 53.32 1 0 43
9 Dec 729.50 58.05 0.00 0.00 0 -5 0
6 Dec 731.05 58.05 12.35 52.71 9 -4 44
5 Dec 743.95 45.7 -6.90 47.67 4 -2 48
4 Dec 746.65 52.6 9.70 57.41 16 0 51
3 Dec 766.25 42.9 -12.00 55.59 58 9 51
2 Dec 772.55 54.9 13.40 73.75 51 27 27
29 Nov 812.35 41.5 5.33 0 0 0

For Adani Total Gas Limited - strike price 770 expiring on 26DEC2024

Delta for 770 PE is -0.62

Historical price for 770 PE is as follows

On 12 Dec ATGL was trading at 738.00. The strike last trading price was 48, which was -18.65 lower than the previous day. The implied volatity was 53.17, the open interest changed by 0 which decreased total open position to 31


On 11 Dec ATGL was trading at 717.50. The strike last trading price was 66.65, which was 2.35 higher than the previous day. The implied volatity was 64.13, the open interest changed by -10 which decreased total open position to 32


On 10 Dec ATGL was trading at 715.45. The strike last trading price was 64.3, which was 6.25 higher than the previous day. The implied volatity was 53.32, the open interest changed by 0 which decreased total open position to 43


On 9 Dec ATGL was trading at 729.50. The strike last trading price was 58.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0


On 6 Dec ATGL was trading at 731.05. The strike last trading price was 58.05, which was 12.35 higher than the previous day. The implied volatity was 52.71, the open interest changed by -4 which decreased total open position to 44


On 5 Dec ATGL was trading at 743.95. The strike last trading price was 45.7, which was -6.90 lower than the previous day. The implied volatity was 47.67, the open interest changed by -2 which decreased total open position to 48


On 4 Dec ATGL was trading at 746.65. The strike last trading price was 52.6, which was 9.70 higher than the previous day. The implied volatity was 57.41, the open interest changed by 0 which decreased total open position to 51


On 3 Dec ATGL was trading at 766.25. The strike last trading price was 42.9, which was -12.00 lower than the previous day. The implied volatity was 55.59, the open interest changed by 9 which increased total open position to 51


On 2 Dec ATGL was trading at 772.55. The strike last trading price was 54.9, which was 13.40 higher than the previous day. The implied volatity was 73.75, the open interest changed by 27 which increased total open position to 27


On 29 Nov ATGL was trading at 812.35. The strike last trading price was 41.5, which was lower than the previous day. The implied volatity was 5.33, the open interest changed by 0 which decreased total open position to 0