ATGL
Adani Total Gas Limited
Historical option data for ATGL
12 Dec 2024 12:04 PM IST
ATGL 26DEC2024 840 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.11
Vega: 0.28
Theta: -0.55
Gamma: 0.00
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 733.80 | 4.1 | 1.50 | 53.23 | 687 | -25 | 245 | |||
11 Dec | 717.50 | 2.6 | -0.30 | 51.04 | 383 | 57 | 270 | |||
|
||||||||||
10 Dec | 715.45 | 2.9 | -1.65 | 51.96 | 191 | -63 | 214 | |||
9 Dec | 729.50 | 4.55 | -1.45 | 51.92 | 237 | 101 | 278 | |||
6 Dec | 731.05 | 6 | -1.40 | 51.31 | 45 | 14 | 175 | |||
5 Dec | 743.95 | 7.4 | -2.60 | 47.58 | 37 | 6 | 164 | |||
4 Dec | 746.65 | 10 | -7.10 | 50.98 | 191 | 37 | 157 | |||
3 Dec | 766.25 | 17.1 | -5.80 | 54.41 | 456 | -62 | 116 | |||
2 Dec | 772.55 | 22.9 | -14.75 | 58.72 | 239 | 6 | 174 | |||
29 Nov | 812.35 | 37.65 | 56.75 | 781 | 169 | 169 |
For Adani Total Gas Limited - strike price 840 expiring on 26DEC2024
Delta for 840 CE is 0.11
Historical price for 840 CE is as follows
On 12 Dec ATGL was trading at 733.80. The strike last trading price was 4.1, which was 1.50 higher than the previous day. The implied volatity was 53.23, the open interest changed by -25 which decreased total open position to 245
On 11 Dec ATGL was trading at 717.50. The strike last trading price was 2.6, which was -0.30 lower than the previous day. The implied volatity was 51.04, the open interest changed by 57 which increased total open position to 270
On 10 Dec ATGL was trading at 715.45. The strike last trading price was 2.9, which was -1.65 lower than the previous day. The implied volatity was 51.96, the open interest changed by -63 which decreased total open position to 214
On 9 Dec ATGL was trading at 729.50. The strike last trading price was 4.55, which was -1.45 lower than the previous day. The implied volatity was 51.92, the open interest changed by 101 which increased total open position to 278
On 6 Dec ATGL was trading at 731.05. The strike last trading price was 6, which was -1.40 lower than the previous day. The implied volatity was 51.31, the open interest changed by 14 which increased total open position to 175
On 5 Dec ATGL was trading at 743.95. The strike last trading price was 7.4, which was -2.60 lower than the previous day. The implied volatity was 47.58, the open interest changed by 6 which increased total open position to 164
On 4 Dec ATGL was trading at 746.65. The strike last trading price was 10, which was -7.10 lower than the previous day. The implied volatity was 50.98, the open interest changed by 37 which increased total open position to 157
On 3 Dec ATGL was trading at 766.25. The strike last trading price was 17.1, which was -5.80 lower than the previous day. The implied volatity was 54.41, the open interest changed by -62 which decreased total open position to 116
On 2 Dec ATGL was trading at 772.55. The strike last trading price was 22.9, which was -14.75 lower than the previous day. The implied volatity was 58.72, the open interest changed by 6 which increased total open position to 174
On 29 Nov ATGL was trading at 812.35. The strike last trading price was 37.65, which was lower than the previous day. The implied volatity was 56.75, the open interest changed by 169 which increased total open position to 169
ATGL 26DEC2024 840 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 733.80 | 95.3 | -28.75 | - | 3 | 0 | 28 |
11 Dec | 717.50 | 124.05 | -0.95 | 67.00 | 5 | 0 | 33 |
10 Dec | 715.45 | 125 | 20.70 | 58.73 | 4 | -2 | 33 |
9 Dec | 729.50 | 104.3 | 0.00 | 0.00 | 0 | 0 | 0 |
6 Dec | 731.05 | 104.3 | 0.00 | 0.00 | 0 | 0 | 0 |
5 Dec | 743.95 | 104.3 | 0.00 | 0.00 | 0 | 3 | 0 |
4 Dec | 746.65 | 104.3 | 13.30 | 61.46 | 5 | 2 | 34 |
3 Dec | 766.25 | 91 | -1.00 | 59.89 | 19 | 2 | 32 |
2 Dec | 772.55 | 92 | 32.75 | 66.40 | 28 | -5 | 32 |
29 Nov | 812.35 | 59.25 | 49.31 | 61 | 36 | 36 |
For Adani Total Gas Limited - strike price 840 expiring on 26DEC2024
Delta for 840 PE is -
Historical price for 840 PE is as follows
On 12 Dec ATGL was trading at 733.80. The strike last trading price was 95.3, which was -28.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 11 Dec ATGL was trading at 717.50. The strike last trading price was 124.05, which was -0.95 lower than the previous day. The implied volatity was 67.00, the open interest changed by 0 which decreased total open position to 33
On 10 Dec ATGL was trading at 715.45. The strike last trading price was 125, which was 20.70 higher than the previous day. The implied volatity was 58.73, the open interest changed by -2 which decreased total open position to 33
On 9 Dec ATGL was trading at 729.50. The strike last trading price was 104.3, 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 104.3, 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 104.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 4 Dec ATGL was trading at 746.65. The strike last trading price was 104.3, which was 13.30 higher than the previous day. The implied volatity was 61.46, the open interest changed by 2 which increased total open position to 34
On 3 Dec ATGL was trading at 766.25. The strike last trading price was 91, which was -1.00 lower than the previous day. The implied volatity was 59.89, the open interest changed by 2 which increased total open position to 32
On 2 Dec ATGL was trading at 772.55. The strike last trading price was 92, which was 32.75 higher than the previous day. The implied volatity was 66.40, the open interest changed by -5 which decreased total open position to 32
On 29 Nov ATGL was trading at 812.35. The strike last trading price was 59.25, which was lower than the previous day. The implied volatity was 49.31, the open interest changed by 36 which increased total open position to 36