ATGL
Adani Total Gas Limited
Historical option data for ATGL
12 Dec 2024 11:44 AM IST
ATGL 26DEC2024 830 CE | ||||||||||
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Delta: 0.16
Vega: 0.35
Theta: -0.68
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 741.95 | 6 | 3.00 | 51.61 | 89 | 13 | 73 | |||
11 Dec | 717.50 | 3 | -0.20 | 49.69 | 22 | 9 | 62 | |||
10 Dec | 715.45 | 3.2 | -5.75 | 50.18 | 81 | -14 | 53 | |||
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9 Dec | 729.50 | 8.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
6 Dec | 731.05 | 8.95 | 0.00 | 0.00 | 0 | 1 | 0 | |||
5 Dec | 743.95 | 8.95 | -2.40 | 47.40 | 23 | 0 | 66 | |||
4 Dec | 746.65 | 11.35 | -7.65 | 50.16 | 82 | 7 | 65 | |||
3 Dec | 766.25 | 19 | -6.45 | 53.52 | 86 | 2 | 57 | |||
2 Dec | 772.55 | 25.45 | -16.25 | 58.31 | 118 | 10 | 53 | |||
29 Nov | 812.35 | 41.7 | 56.87 | 249 | 47 | 47 |
For Adani Total Gas Limited - strike price 830 expiring on 26DEC2024
Delta for 830 CE is 0.16
Historical price for 830 CE is as follows
On 12 Dec ATGL was trading at 741.95. The strike last trading price was 6, which was 3.00 higher than the previous day. The implied volatity was 51.61, the open interest changed by 13 which increased total open position to 73
On 11 Dec ATGL was trading at 717.50. The strike last trading price was 3, which was -0.20 lower than the previous day. The implied volatity was 49.69, the open interest changed by 9 which increased total open position to 62
On 10 Dec ATGL was trading at 715.45. The strike last trading price was 3.2, which was -5.75 lower than the previous day. The implied volatity was 50.18, the open interest changed by -14 which decreased total open position to 53
On 9 Dec ATGL was trading at 729.50. The strike last trading price was 8.95, 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 8.95, 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 5 Dec ATGL was trading at 743.95. The strike last trading price was 8.95, which was -2.40 lower than the previous day. The implied volatity was 47.40, the open interest changed by 0 which decreased total open position to 66
On 4 Dec ATGL was trading at 746.65. The strike last trading price was 11.35, which was -7.65 lower than the previous day. The implied volatity was 50.16, the open interest changed by 7 which increased total open position to 65
On 3 Dec ATGL was trading at 766.25. The strike last trading price was 19, which was -6.45 lower than the previous day. The implied volatity was 53.52, the open interest changed by 2 which increased total open position to 57
On 2 Dec ATGL was trading at 772.55. The strike last trading price was 25.45, which was -16.25 lower than the previous day. The implied volatity was 58.31, the open interest changed by 10 which increased total open position to 53
On 29 Nov ATGL was trading at 812.35. The strike last trading price was 41.7, which was lower than the previous day. The implied volatity was 56.87, the open interest changed by 47 which increased total open position to 47
ATGL 26DEC2024 830 PE | |||||||
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Delta: -0.93
Vega: 0.20
Theta: -0.05
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 741.95 | 85.5 | -30.00 | 36.33 | 2 | 1 | 23 |
11 Dec | 717.50 | 115.5 | 0.00 | 0.00 | 0 | 0 | 0 |
10 Dec | 715.45 | 115.5 | 19.70 | 57.00 | 4 | 0 | 22 |
9 Dec | 729.50 | 95.8 | 0.00 | 0.00 | 0 | 0 | 0 |
6 Dec | 731.05 | 95.8 | 0.00 | 0.00 | 0 | 0 | 0 |
5 Dec | 743.95 | 95.8 | 0.00 | 0.00 | 0 | 0 | 0 |
4 Dec | 746.65 | 95.8 | 11.50 | 60.27 | 1 | 0 | 22 |
3 Dec | 766.25 | 84.3 | 1.85 | 60.72 | 20 | -5 | 24 |
2 Dec | 772.55 | 82.45 | 21.45 | 62.89 | 20 | -5 | 30 |
29 Nov | 812.35 | 61 | 58.26 | 117 | 34 | 34 |
For Adani Total Gas Limited - strike price 830 expiring on 26DEC2024
Delta for 830 PE is -0.93
Historical price for 830 PE is as follows
On 12 Dec ATGL was trading at 741.95. The strike last trading price was 85.5, which was -30.00 lower than the previous day. The implied volatity was 36.33, the open interest changed by 1 which increased total open position to 23
On 11 Dec ATGL was trading at 717.50. The strike last trading price was 115.5, 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 10 Dec ATGL was trading at 715.45. The strike last trading price was 115.5, which was 19.70 higher than the previous day. The implied volatity was 57.00, the open interest changed by 0 which decreased total open position to 22
On 9 Dec ATGL was trading at 729.50. The strike last trading price was 95.8, 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 95.8, 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 95.8, 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 95.8, which was 11.50 higher than the previous day. The implied volatity was 60.27, the open interest changed by 0 which decreased total open position to 22
On 3 Dec ATGL was trading at 766.25. The strike last trading price was 84.3, which was 1.85 higher than the previous day. The implied volatity was 60.72, the open interest changed by -5 which decreased total open position to 24
On 2 Dec ATGL was trading at 772.55. The strike last trading price was 82.45, which was 21.45 higher than the previous day. The implied volatity was 62.89, the open interest changed by -5 which decreased total open position to 30
On 29 Nov ATGL was trading at 812.35. The strike last trading price was 61, which was lower than the previous day. The implied volatity was 58.26, the open interest changed by 34 which increased total open position to 34