ATGL
Adani Total Gas Limited
Historical option data for ATGL
12 Dec 2024 12:04 PM IST
| ATGL 26DEC2024 780 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 0.48
Theta: -0.83
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 733.80 | 10.65 | 3.50 | 45.39 | 932 | 164 | 575 | |||
| 11 Dec | 717.50 | 7.15 | -0.35 | 43.81 | 531 | 1 | 408 | |||
| 10 Dec | 715.45 | 7.5 | -4.10 | 44.88 | 477 | 59 | 408 | |||
| 9 Dec | 729.50 | 11.6 | -1.80 | 45.95 | 92 | 33 | 349 | |||
| 6 Dec | 731.05 | 13.4 | -6.00 | 44.71 | 153 | -8 | 315 | |||
| 5 Dec | 743.95 | 19.4 | -2.95 | 44.56 | 175 | 2 | 323 | |||
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| 4 Dec | 746.65 | 22.35 | -11.15 | 46.86 | 468 | 22 | 321 | |||
| 3 Dec | 766.25 | 33.5 | -9.90 | 50.10 | 714 | 157 | 296 | |||
| 2 Dec | 772.55 | 43.4 | -33.15 | 57.40 | 315 | 133 | 136 | |||
| 29 Nov | 812.35 | 76.55 | 69.46 | 4 | 2 | 2 | ||||
For Adani Total Gas Limited - strike price 780 expiring on 26DEC2024
Delta for 780 CE is 0.28
Historical price for 780 CE is as follows
On 12 Dec ATGL was trading at 733.80. The strike last trading price was 10.65, which was 3.50 higher than the previous day. The implied volatity was 45.39, the open interest changed by 164 which increased total open position to 575
On 11 Dec ATGL was trading at 717.50. The strike last trading price was 7.15, which was -0.35 lower than the previous day. The implied volatity was 43.81, the open interest changed by 1 which increased total open position to 408
On 10 Dec ATGL was trading at 715.45. The strike last trading price was 7.5, which was -4.10 lower than the previous day. The implied volatity was 44.88, the open interest changed by 59 which increased total open position to 408
On 9 Dec ATGL was trading at 729.50. The strike last trading price was 11.6, which was -1.80 lower than the previous day. The implied volatity was 45.95, the open interest changed by 33 which increased total open position to 349
On 6 Dec ATGL was trading at 731.05. The strike last trading price was 13.4, which was -6.00 lower than the previous day. The implied volatity was 44.71, the open interest changed by -8 which decreased total open position to 315
On 5 Dec ATGL was trading at 743.95. The strike last trading price was 19.4, which was -2.95 lower than the previous day. The implied volatity was 44.56, the open interest changed by 2 which increased total open position to 323
On 4 Dec ATGL was trading at 746.65. The strike last trading price was 22.35, which was -11.15 lower than the previous day. The implied volatity was 46.86, the open interest changed by 22 which increased total open position to 321
On 3 Dec ATGL was trading at 766.25. The strike last trading price was 33.5, which was -9.90 lower than the previous day. The implied volatity was 50.10, the open interest changed by 157 which increased total open position to 296
On 2 Dec ATGL was trading at 772.55. The strike last trading price was 43.4, which was -33.15 lower than the previous day. The implied volatity was 57.40, the open interest changed by 133 which increased total open position to 136
On 29 Nov ATGL was trading at 812.35. The strike last trading price was 76.55, which was lower than the previous day. The implied volatity was 69.46, the open interest changed by 2 which increased total open position to 2
| ATGL 26DEC2024 780 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.70
Vega: 0.50
Theta: -0.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 733.80 | 56 | -19.90 | 50.22 | 29 | -5 | 151 |
| 11 Dec | 717.50 | 75.9 | 4.90 | 68.05 | 13 | -5 | 161 |
| 10 Dec | 715.45 | 71 | 6.50 | 51.36 | 26 | -12 | 168 |
| 9 Dec | 729.50 | 64.5 | -3.80 | 54.31 | 13 | -5 | 182 |
| 6 Dec | 731.05 | 68.3 | 16.35 | 58.04 | 3 | -1 | 187 |
| 5 Dec | 743.95 | 51.95 | -6.55 | 47.14 | 2 | 0 | 189 |
| 4 Dec | 746.65 | 58.5 | 3.60 | 57.11 | 72 | -17 | 191 |
| 3 Dec | 766.25 | 54.9 | 2.40 | 64.14 | 398 | 58 | 208 |
| 2 Dec | 772.55 | 52.5 | 10.60 | 63.95 | 555 | 101 | 155 |
| 29 Nov | 812.35 | 41.9 | 65.74 | 129 | 52 | 52 | |
For Adani Total Gas Limited - strike price 780 expiring on 26DEC2024
Delta for 780 PE is -0.70
Historical price for 780 PE is as follows
On 12 Dec ATGL was trading at 733.80. The strike last trading price was 56, which was -19.90 lower than the previous day. The implied volatity was 50.22, the open interest changed by -5 which decreased total open position to 151
On 11 Dec ATGL was trading at 717.50. The strike last trading price was 75.9, which was 4.90 higher than the previous day. The implied volatity was 68.05, the open interest changed by -5 which decreased total open position to 161
On 10 Dec ATGL was trading at 715.45. The strike last trading price was 71, which was 6.50 higher than the previous day. The implied volatity was 51.36, the open interest changed by -12 which decreased total open position to 168
On 9 Dec ATGL was trading at 729.50. The strike last trading price was 64.5, which was -3.80 lower than the previous day. The implied volatity was 54.31, the open interest changed by -5 which decreased total open position to 182
On 6 Dec ATGL was trading at 731.05. The strike last trading price was 68.3, which was 16.35 higher than the previous day. The implied volatity was 58.04, the open interest changed by -1 which decreased total open position to 187
On 5 Dec ATGL was trading at 743.95. The strike last trading price was 51.95, which was -6.55 lower than the previous day. The implied volatity was 47.14, the open interest changed by 0 which decreased total open position to 189
On 4 Dec ATGL was trading at 746.65. The strike last trading price was 58.5, which was 3.60 higher than the previous day. The implied volatity was 57.11, the open interest changed by -17 which decreased total open position to 191
On 3 Dec ATGL was trading at 766.25. The strike last trading price was 54.9, which was 2.40 higher than the previous day. The implied volatity was 64.14, the open interest changed by 58 which increased total open position to 208
On 2 Dec ATGL was trading at 772.55. The strike last trading price was 52.5, which was 10.60 higher than the previous day. The implied volatity was 63.95, the open interest changed by 101 which increased total open position to 155
On 29 Nov ATGL was trading at 812.35. The strike last trading price was 41.9, which was lower than the previous day. The implied volatity was 65.74, the open interest changed by 52 which increased total open position to 52
