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[--[65.84.65.76]--]
GUJGASLTD
Gujarat Gas Limited

454.4 3.15 (0.70%)

Option Chain for GUJGASLTD

21 Nov 2024 02:20 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 1250

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 230.25 0.00 380 -0.15 0.25 - 31 -6 78 -
- 0 0 0 - 183.55 0.00 390 -0.15 0.40 58.96 15 1 43 -0.03
- 0 0 0 - 210.70 0.00 400 -0.15 0.65 55.50 255 -113 272 -0.04
- 5 2 4 - 44.35 -1.20 410 -0.25 0.95 50.91 175 21 172 -0.07
0.86 3 1 3 55.26 37.40 3.95 420 -0.35 1.50 46.75 380 -34 273 -0.10
0.00 0 -5 0 0.00 28.10 0.00 430 -0.95 2.10 40.69 500 -50 207 -0.15
0.78 42 18 325 32.20 17.50 2.25 440 -1.35 3.70 37.57 1,075 -56 484 -0.25
0.61 357 44 2,009 28.99 9.95 1.20 450 -2.15 6.65 35.45 1,486 -17 507 -0.40
0.40 492 -16 2,093 29.15 5.10 0.75 460 -2.60 11.80 35.62 592 43 619 -0.58
0.23 373 -113 1,081 30.66 2.50 0.05 470 -3.90 18.50 35.23 63 -12 262 -0.74
0.13 379 44 688 33.24 1.30 -0.05 480 -4.10 27.00 37.64 18 -9 160 -0.84
0.07 204 -14 398 36.44 0.75 -0.10 490 -3.90 36.60 43.86 9 -1 77 -0.88
0.04 301 -49 391 38.53 0.40 -0.20 500 -4.45 46.80 53.98 9 -1 158 -0.89
0.03 395 -5 92 41.61 0.25 -0.10 510 -1.50 54.10 - 9 -3 105 -
0.02 735 6 89 47.43 0.25 0.00 520 -3.55 66.80 69.79 3 -1 249 -0.91
0.01 712 -88 111 48.84 0.15 0.05 530 0.00 73.50 0.00 0 0 0 0.00
0.01 508 -103 207 52.11 0.10 -0.10 540 1.35 86.50 - 4 -3 145 -
- 1,021 -81 155 - 0.10 -0.15 550 0.00 95.25 - 1 0 207 -
- 440 -16 36 - 0.15 -0.05 560 0.00 105.50 0.00 0 -1 0 0.00
- 291 -11 12 - 0.15 -0.05 570 -3.90 116.65 - 2 0 96 -
- 190 -22 33 - 0.10 0.00 580 0.00 123.20 0.00 0 0 0 0.00
- 105 -2 3 - 0.15 0.00 590 0.00 137.00 0.00 0 0 0 0.00
- 524 -19 47 - 0.10 0.00 600 -0.55 145.00 - 4 -1 88 -
- 230 0 2 - 0.10 0.00 610 0.00 35.25 0.00 0 0 0 0.00
- 132 0 2 - 0.10 0.00 620 0.00 89.00 0.00 0 0 0 0.00
- 48 0 6 - 0.10 0.00 630 0.00 81.70 0.00 0 0 0 0.00
- 12 0 3 - 0.10 0.00 640 0.00 56.30 - 0 0 0 -
- 80 0 2 - 0.05 0.00 650 0.00 123.00 0.00 0 0 0 0.00
7,579 4,202
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.