ATGL
Adani Total Gas Limited
Historical option data for ATGL
12 Dec 2024 11:54 AM IST
ATGL 26DEC2024 810 CE | ||||||||||
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Delta: 0.19
Vega: 0.39
Theta: -0.70
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 738.00 | 6.85 | 2.70 | 48.24 | 287 | 55 | 127 | |||
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11 Dec | 717.50 | 4.15 | -0.30 | 47.24 | 31 | 3 | 72 | |||
10 Dec | 715.45 | 4.45 | -2.75 | 48.08 | 67 | 14 | 70 | |||
9 Dec | 729.50 | 7.2 | -1.45 | 49.00 | 16 | -3 | 55 | |||
6 Dec | 731.05 | 8.65 | -3.50 | 47.66 | 7 | 0 | 57 | |||
5 Dec | 743.95 | 12.15 | -1.20 | 46.13 | 27 | 5 | 56 | |||
4 Dec | 746.65 | 13.35 | -11.80 | 46.34 | 29 | 11 | 50 | |||
3 Dec | 766.25 | 25.15 | -6.85 | 53.93 | 46 | 16 | 40 | |||
2 Dec | 772.55 | 32 | -24.00 | 58.32 | 43 | 15 | 23 | |||
29 Nov | 812.35 | 56 | 63.21 | 19 | 7 | 7 |
For Adani Total Gas Limited - strike price 810 expiring on 26DEC2024
Delta for 810 CE is 0.19
Historical price for 810 CE is as follows
On 12 Dec ATGL was trading at 738.00. The strike last trading price was 6.85, which was 2.70 higher than the previous day. The implied volatity was 48.24, the open interest changed by 55 which increased total open position to 127
On 11 Dec ATGL was trading at 717.50. The strike last trading price was 4.15, which was -0.30 lower than the previous day. The implied volatity was 47.24, the open interest changed by 3 which increased total open position to 72
On 10 Dec ATGL was trading at 715.45. The strike last trading price was 4.45, which was -2.75 lower than the previous day. The implied volatity was 48.08, the open interest changed by 14 which increased total open position to 70
On 9 Dec ATGL was trading at 729.50. The strike last trading price was 7.2, which was -1.45 lower than the previous day. The implied volatity was 49.00, the open interest changed by -3 which decreased total open position to 55
On 6 Dec ATGL was trading at 731.05. The strike last trading price was 8.65, which was -3.50 lower than the previous day. The implied volatity was 47.66, the open interest changed by 0 which decreased total open position to 57
On 5 Dec ATGL was trading at 743.95. The strike last trading price was 12.15, which was -1.20 lower than the previous day. The implied volatity was 46.13, the open interest changed by 5 which increased total open position to 56
On 4 Dec ATGL was trading at 746.65. The strike last trading price was 13.35, which was -11.80 lower than the previous day. The implied volatity was 46.34, the open interest changed by 11 which increased total open position to 50
On 3 Dec ATGL was trading at 766.25. The strike last trading price was 25.15, which was -6.85 lower than the previous day. The implied volatity was 53.93, the open interest changed by 16 which increased total open position to 40
On 2 Dec ATGL was trading at 772.55. The strike last trading price was 32, which was -24.00 lower than the previous day. The implied volatity was 58.32, the open interest changed by 15 which increased total open position to 23
On 29 Nov ATGL was trading at 812.35. The strike last trading price was 56, which was lower than the previous day. The implied volatity was 63.21, the open interest changed by 7 which increased total open position to 7
ATGL 26DEC2024 810 PE | |||||||
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Delta: -0.78
Vega: 0.43
Theta: -0.64
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 738.00 | 78.15 | -17.45 | 54.30 | 4 | -3 | 14 |
11 Dec | 717.50 | 95.6 | 0.00 | 0.00 | 0 | 0 | 0 |
10 Dec | 715.45 | 95.6 | 6.60 | 50.21 | 3 | 1 | 18 |
9 Dec | 729.50 | 89 | 13.15 | 57.06 | 2 | 0 | 17 |
6 Dec | 731.05 | 75.85 | 0.00 | 0.00 | 0 | 0 | 0 |
5 Dec | 743.95 | 75.85 | -5.10 | 51.77 | 1 | 0 | 17 |
4 Dec | 746.65 | 80.95 | 14.25 | 60.29 | 2 | 0 | 17 |
3 Dec | 766.25 | 66.7 | 0.00 | 0.00 | 0 | -3 | 0 |
2 Dec | 772.55 | 66.7 | 15.70 | 59.57 | 11 | 0 | 20 |
29 Nov | 812.35 | 51 | 59.47 | 56 | 7 | 7 |
For Adani Total Gas Limited - strike price 810 expiring on 26DEC2024
Delta for 810 PE is -0.78
Historical price for 810 PE is as follows
On 12 Dec ATGL was trading at 738.00. The strike last trading price was 78.15, which was -17.45 lower than the previous day. The implied volatity was 54.30, the open interest changed by -3 which decreased total open position to 14
On 11 Dec ATGL was trading at 717.50. The strike last trading price was 95.6, 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 10 Dec ATGL was trading at 715.45. The strike last trading price was 95.6, which was 6.60 higher than the previous day. The implied volatity was 50.21, the open interest changed by 1 which increased total open position to 18
On 9 Dec ATGL was trading at 729.50. The strike last trading price was 89, which was 13.15 higher than the previous day. The implied volatity was 57.06, the open interest changed by 0 which decreased total open position to 17
On 6 Dec ATGL was trading at 731.05. The strike last trading price was 75.85, 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 75.85, which was -5.10 lower than the previous day. The implied volatity was 51.77, the open interest changed by 0 which decreased total open position to 17
On 4 Dec ATGL was trading at 746.65. The strike last trading price was 80.95, which was 14.25 higher than the previous day. The implied volatity was 60.29, the open interest changed by 0 which decreased total open position to 17
On 3 Dec ATGL was trading at 766.25. The strike last trading price was 66.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 2 Dec ATGL was trading at 772.55. The strike last trading price was 66.7, which was 15.70 higher than the previous day. The implied volatity was 59.57, the open interest changed by 0 which decreased total open position to 20
On 29 Nov ATGL was trading at 812.35. The strike last trading price was 51, which was lower than the previous day. The implied volatity was 59.47, the open interest changed by 7 which increased total open position to 7