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

725.55 8.05 (1.12%)

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Historical option data for ATGL

12 Dec 2024 10:34 AM IST
ATGL 26DEC2024 800 CE
Delta: 0.15
Vega: 0.33
Theta: -0.53
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 725.30 4.45 -0.40 43.35 442 113 1,061
11 Dec 717.50 4.85 -0.45 45.79 961 17 948
10 Dec 715.45 5.3 -2.80 47.08 854 101 934
9 Dec 729.50 8.1 -1.85 47.27 627 230 832
6 Dec 731.05 9.95 -4.10 46.61 507 63 594
5 Dec 743.95 14.05 -3.10 45.32 448 110 528
4 Dec 746.65 17.15 -9.85 48.33 713 83 416
3 Dec 766.25 27 -8.00 51.84 778 108 329
2 Dec 772.55 35 -27.00 57.40 842 194 222
29 Nov 812.35 62 64.55 91 27 27


For Adani Total Gas Limited - strike price 800 expiring on 26DEC2024

Delta for 800 CE is 0.15

Historical price for 800 CE is as follows

On 12 Dec ATGL was trading at 725.30. The strike last trading price was 4.45, which was -0.40 lower than the previous day. The implied volatity was 43.35, the open interest changed by 113 which increased total open position to 1061


On 11 Dec ATGL was trading at 717.50. The strike last trading price was 4.85, which was -0.45 lower than the previous day. The implied volatity was 45.79, the open interest changed by 17 which increased total open position to 948


On 10 Dec ATGL was trading at 715.45. The strike last trading price was 5.3, which was -2.80 lower than the previous day. The implied volatity was 47.08, the open interest changed by 101 which increased total open position to 934


On 9 Dec ATGL was trading at 729.50. The strike last trading price was 8.1, which was -1.85 lower than the previous day. The implied volatity was 47.27, the open interest changed by 230 which increased total open position to 832


On 6 Dec ATGL was trading at 731.05. The strike last trading price was 9.95, which was -4.10 lower than the previous day. The implied volatity was 46.61, the open interest changed by 63 which increased total open position to 594


On 5 Dec ATGL was trading at 743.95. The strike last trading price was 14.05, which was -3.10 lower than the previous day. The implied volatity was 45.32, the open interest changed by 110 which increased total open position to 528


On 4 Dec ATGL was trading at 746.65. The strike last trading price was 17.15, which was -9.85 lower than the previous day. The implied volatity was 48.33, the open interest changed by 83 which increased total open position to 416


On 3 Dec ATGL was trading at 766.25. The strike last trading price was 27, which was -8.00 lower than the previous day. The implied volatity was 51.84, the open interest changed by 108 which increased total open position to 329


On 2 Dec ATGL was trading at 772.55. The strike last trading price was 35, which was -27.00 lower than the previous day. The implied volatity was 57.40, the open interest changed by 194 which increased total open position to 222


On 29 Nov ATGL was trading at 812.35. The strike last trading price was 62, which was lower than the previous day. The implied volatity was 64.55, the open interest changed by 27 which increased total open position to 27


ATGL 26DEC2024 800 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 725.30 83 0.00 0.00 0 2 0
11 Dec 717.50 83 -7.35 48.75 3 0 77
10 Dec 715.45 90.35 9.25 58.61 19 2 76
9 Dec 729.50 81.1 -0.90 57.18 5 -1 75
6 Dec 731.05 82 12.75 56.56 18 -2 78
5 Dec 743.95 69.25 -3.60 52.45 7 1 80
4 Dec 746.65 72.85 11.90 58.72 22 -7 79
3 Dec 766.25 60.95 -4.05 56.42 40 -7 85
2 Dec 772.55 65 17.00 65.31 242 40 91
29 Nov 812.35 48 61.88 208 50 50


For Adani Total Gas Limited - strike price 800 expiring on 26DEC2024

Delta for 800 PE is 0.00

Historical price for 800 PE is as follows

On 12 Dec ATGL was trading at 725.30. The strike last trading price was 83, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 11 Dec ATGL was trading at 717.50. The strike last trading price was 83, which was -7.35 lower than the previous day. The implied volatity was 48.75, the open interest changed by 0 which decreased total open position to 77


On 10 Dec ATGL was trading at 715.45. The strike last trading price was 90.35, which was 9.25 higher than the previous day. The implied volatity was 58.61, the open interest changed by 2 which increased total open position to 76


On 9 Dec ATGL was trading at 729.50. The strike last trading price was 81.1, which was -0.90 lower than the previous day. The implied volatity was 57.18, the open interest changed by -1 which decreased total open position to 75


On 6 Dec ATGL was trading at 731.05. The strike last trading price was 82, which was 12.75 higher than the previous day. The implied volatity was 56.56, the open interest changed by -2 which decreased total open position to 78


On 5 Dec ATGL was trading at 743.95. The strike last trading price was 69.25, which was -3.60 lower than the previous day. The implied volatity was 52.45, the open interest changed by 1 which increased total open position to 80


On 4 Dec ATGL was trading at 746.65. The strike last trading price was 72.85, which was 11.90 higher than the previous day. The implied volatity was 58.72, the open interest changed by -7 which decreased total open position to 79


On 3 Dec ATGL was trading at 766.25. The strike last trading price was 60.95, which was -4.05 lower than the previous day. The implied volatity was 56.42, the open interest changed by -7 which decreased total open position to 85


On 2 Dec ATGL was trading at 772.55. The strike last trading price was 65, which was 17.00 higher than the previous day. The implied volatity was 65.31, the open interest changed by 40 which increased total open position to 91


On 29 Nov ATGL was trading at 812.35. The strike last trading price was 48, which was lower than the previous day. The implied volatity was 61.88, the open interest changed by 50 which increased total open position to 50