ATGL
Adani Total Gas Limited
Historical option data for ATGL
12 Dec 2024 11:54 AM IST
ATGL 26DEC2024 790 CE | ||||||||||
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Delta: 0.25
Vega: 0.46
Theta: -0.80
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 738.00 | 9.55 | 3.55 | 45.63 | 449 | 4 | 134 | |||
11 Dec | 717.50 | 6 | -0.55 | 45.11 | 217 | 27 | 134 | |||
10 Dec | 715.45 | 6.55 | -3.35 | 46.64 | 61 | 5 | 107 | |||
9 Dec | 729.50 | 9.9 | -2.20 | 47.02 | 18 | 2 | 101 | |||
6 Dec | 731.05 | 12.1 | -4.60 | 46.67 | 20 | 0 | 99 | |||
5 Dec | 743.95 | 16.7 | -2.75 | 45.19 | 66 | -7 | 99 | |||
4 Dec | 746.65 | 19.45 | -10.55 | 47.41 | 84 | 11 | 107 | |||
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3 Dec | 766.25 | 30 | -9.15 | 50.87 | 155 | 41 | 92 | |||
2 Dec | 772.55 | 39.15 | -29.70 | 57.55 | 129 | 51 | 51 | |||
29 Nov | 812.35 | 68.85 | - | 0 | 0 | 0 |
For Adani Total Gas Limited - strike price 790 expiring on 26DEC2024
Delta for 790 CE is 0.25
Historical price for 790 CE is as follows
On 12 Dec ATGL was trading at 738.00. The strike last trading price was 9.55, which was 3.55 higher than the previous day. The implied volatity was 45.63, the open interest changed by 4 which increased total open position to 134
On 11 Dec ATGL was trading at 717.50. The strike last trading price was 6, which was -0.55 lower than the previous day. The implied volatity was 45.11, the open interest changed by 27 which increased total open position to 134
On 10 Dec ATGL was trading at 715.45. The strike last trading price was 6.55, which was -3.35 lower than the previous day. The implied volatity was 46.64, the open interest changed by 5 which increased total open position to 107
On 9 Dec ATGL was trading at 729.50. The strike last trading price was 9.9, which was -2.20 lower than the previous day. The implied volatity was 47.02, the open interest changed by 2 which increased total open position to 101
On 6 Dec ATGL was trading at 731.05. The strike last trading price was 12.1, which was -4.60 lower than the previous day. The implied volatity was 46.67, the open interest changed by 0 which decreased total open position to 99
On 5 Dec ATGL was trading at 743.95. The strike last trading price was 16.7, which was -2.75 lower than the previous day. The implied volatity was 45.19, the open interest changed by -7 which decreased total open position to 99
On 4 Dec ATGL was trading at 746.65. The strike last trading price was 19.45, which was -10.55 lower than the previous day. The implied volatity was 47.41, the open interest changed by 11 which increased total open position to 107
On 3 Dec ATGL was trading at 766.25. The strike last trading price was 30, which was -9.15 lower than the previous day. The implied volatity was 50.87, the open interest changed by 41 which increased total open position to 92
On 2 Dec ATGL was trading at 772.55. The strike last trading price was 39.15, which was -29.70 lower than the previous day. The implied volatity was 57.55, the open interest changed by 51 which increased total open position to 51
On 29 Nov ATGL was trading at 812.35. The strike last trading price was 68.85, 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 790 PE | |||||||
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Delta: -0.72
Vega: 0.49
Theta: -0.72
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 738.00 | 61 | -21.10 | 51.00 | 9 | -2 | 18 |
11 Dec | 717.50 | 82.1 | 3.65 | 65.49 | 2 | -1 | 20 |
10 Dec | 715.45 | 78.45 | 14.95 | 49.97 | 3 | 0 | 19 |
9 Dec | 729.50 | 63.5 | 0.00 | 0.00 | 0 | 0 | 0 |
6 Dec | 731.05 | 63.5 | 0.00 | 0.00 | 0 | 0 | 0 |
5 Dec | 743.95 | 63.5 | 0.00 | 0.00 | 0 | 1 | 0 |
4 Dec | 746.65 | 63.5 | 12.50 | 55.01 | 3 | 0 | 18 |
3 Dec | 766.25 | 51 | -5.50 | 51.42 | 20 | 8 | 18 |
2 Dec | 772.55 | 56.5 | 19.20 | 61.96 | 46 | 10 | 11 |
29 Nov | 812.35 | 37.3 | 54.92 | 4 | 1 | 1 |
For Adani Total Gas Limited - strike price 790 expiring on 26DEC2024
Delta for 790 PE is -0.72
Historical price for 790 PE is as follows
On 12 Dec ATGL was trading at 738.00. The strike last trading price was 61, which was -21.10 lower than the previous day. The implied volatity was 51.00, the open interest changed by -2 which decreased total open position to 18
On 11 Dec ATGL was trading at 717.50. The strike last trading price was 82.1, which was 3.65 higher than the previous day. The implied volatity was 65.49, the open interest changed by -1 which decreased total open position to 20
On 10 Dec ATGL was trading at 715.45. The strike last trading price was 78.45, which was 14.95 higher than the previous day. The implied volatity was 49.97, the open interest changed by 0 which decreased total open position to 19
On 9 Dec ATGL was trading at 729.50. The strike last trading price was 63.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Dec ATGL was trading at 731.05. The strike last trading price was 63.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Dec ATGL was trading at 743.95. The strike last trading price was 63.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Dec ATGL was trading at 746.65. The strike last trading price was 63.5, which was 12.50 higher than the previous day. The implied volatity was 55.01, the open interest changed by 0 which decreased total open position to 18
On 3 Dec ATGL was trading at 766.25. The strike last trading price was 51, which was -5.50 lower than the previous day. The implied volatity was 51.42, the open interest changed by 8 which increased total open position to 18
On 2 Dec ATGL was trading at 772.55. The strike last trading price was 56.5, which was 19.20 higher than the previous day. The implied volatity was 61.96, the open interest changed by 10 which increased total open position to 11
On 29 Nov ATGL was trading at 812.35. The strike last trading price was 37.3, which was lower than the previous day. The implied volatity was 54.92, the open interest changed by 1 which increased total open position to 1