ATGL
Adani Total Gas Limited
Historical option data for ATGL
12 Dec 2024 11:54 AM IST
ATGL 26DEC2024 820 CE | ||||||||||
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Delta: 0.16
Vega: 0.36
Theta: -0.66
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 738.00 | 5.95 | 2.35 | 49.84 | 787 | 24 | 189 | |||
11 Dec | 717.50 | 3.6 | -0.40 | 48.77 | 74 | -9 | 161 | |||
10 Dec | 715.45 | 4 | -2.40 | 49.95 | 89 | -1 | 170 | |||
9 Dec | 729.50 | 6.4 | -1.15 | 50.60 | 97 | 38 | 170 | |||
6 Dec | 731.05 | 7.55 | -2.85 | 48.71 | 97 | 30 | 131 | |||
5 Dec | 743.95 | 10.4 | -2.60 | 46.71 | 64 | 18 | 103 | |||
4 Dec | 746.65 | 13 | -8.40 | 49.51 | 116 | 13 | 86 | |||
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3 Dec | 766.25 | 21.4 | -8.10 | 52.99 | 171 | 0 | 73 | |||
2 Dec | 772.55 | 29.5 | -15.50 | 59.53 | 120 | 35 | 72 | |||
29 Nov | 812.35 | 45 | 55.78 | 118 | 39 | 39 |
For Adani Total Gas Limited - strike price 820 expiring on 26DEC2024
Delta for 820 CE is 0.16
Historical price for 820 CE is as follows
On 12 Dec ATGL was trading at 738.00. The strike last trading price was 5.95, which was 2.35 higher than the previous day. The implied volatity was 49.84, the open interest changed by 24 which increased total open position to 189
On 11 Dec ATGL was trading at 717.50. The strike last trading price was 3.6, which was -0.40 lower than the previous day. The implied volatity was 48.77, the open interest changed by -9 which decreased total open position to 161
On 10 Dec ATGL was trading at 715.45. The strike last trading price was 4, which was -2.40 lower than the previous day. The implied volatity was 49.95, the open interest changed by -1 which decreased total open position to 170
On 9 Dec ATGL was trading at 729.50. The strike last trading price was 6.4, which was -1.15 lower than the previous day. The implied volatity was 50.60, the open interest changed by 38 which increased total open position to 170
On 6 Dec ATGL was trading at 731.05. The strike last trading price was 7.55, which was -2.85 lower than the previous day. The implied volatity was 48.71, the open interest changed by 30 which increased total open position to 131
On 5 Dec ATGL was trading at 743.95. The strike last trading price was 10.4, which was -2.60 lower than the previous day. The implied volatity was 46.71, the open interest changed by 18 which increased total open position to 103
On 4 Dec ATGL was trading at 746.65. The strike last trading price was 13, which was -8.40 lower than the previous day. The implied volatity was 49.51, the open interest changed by 13 which increased total open position to 86
On 3 Dec ATGL was trading at 766.25. The strike last trading price was 21.4, which was -8.10 lower than the previous day. The implied volatity was 52.99, the open interest changed by 0 which decreased total open position to 73
On 2 Dec ATGL was trading at 772.55. The strike last trading price was 29.5, which was -15.50 lower than the previous day. The implied volatity was 59.53, the open interest changed by 35 which increased total open position to 72
On 29 Nov ATGL was trading at 812.35. The strike last trading price was 45, which was lower than the previous day. The implied volatity was 55.78, the open interest changed by 39 which increased total open position to 39
ATGL 26DEC2024 820 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 738.00 | 77 | -7.65 | - | 4 | 1 | 9 |
11 Dec | 717.50 | 84.65 | 0.00 | 0.00 | 0 | 0 | 0 |
10 Dec | 715.45 | 84.65 | 0.00 | 0.00 | 0 | 0 | 0 |
9 Dec | 729.50 | 84.65 | 0.00 | 0.00 | 0 | 1 | 0 |
6 Dec | 731.05 | 84.65 | -3.10 | - | 1 | 0 | 7 |
5 Dec | 743.95 | 87.75 | 0.00 | 0.00 | 0 | 0 | 0 |
4 Dec | 746.65 | 87.75 | 19.05 | 59.50 | 3 | 1 | 8 |
3 Dec | 766.25 | 68.7 | -6.35 | 48.54 | 3 | -1 | 7 |
2 Dec | 772.55 | 75.05 | 20.05 | 62.00 | 11 | -4 | 8 |
29 Nov | 812.35 | 55 | 57.89 | 31 | 12 | 12 |
For Adani Total Gas Limited - strike price 820 expiring on 26DEC2024
Delta for 820 PE is -
Historical price for 820 PE is as follows
On 12 Dec ATGL was trading at 738.00. The strike last trading price was 77, which was -7.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 9
On 11 Dec ATGL was trading at 717.50. The strike last trading price was 84.65, 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 84.65, 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 9 Dec ATGL was trading at 729.50. The strike last trading price was 84.65, 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 6 Dec ATGL was trading at 731.05. The strike last trading price was 84.65, which was -3.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 5 Dec ATGL was trading at 743.95. The strike last trading price was 87.75, 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 4 Dec ATGL was trading at 746.65. The strike last trading price was 87.75, which was 19.05 higher than the previous day. The implied volatity was 59.50, the open interest changed by 1 which increased total open position to 8
On 3 Dec ATGL was trading at 766.25. The strike last trading price was 68.7, which was -6.35 lower than the previous day. The implied volatity was 48.54, the open interest changed by -1 which decreased total open position to 7
On 2 Dec ATGL was trading at 772.55. The strike last trading price was 75.05, which was 20.05 higher than the previous day. The implied volatity was 62.00, the open interest changed by -4 which decreased total open position to 8
On 29 Nov ATGL was trading at 812.35. The strike last trading price was 55, which was lower than the previous day. The implied volatity was 57.89, the open interest changed by 12 which increased total open position to 12