GUJGASLTD
Gujarat Gas Limited
Historical option data for GUJGASLTD
21 Nov 2024 04:10 PM IST
| GUJGASLTD 28NOV2024 400 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 453.60 | 210.7 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 451.25 | 210.7 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 451.25 | 210.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Nov | 452.50 | 210.7 | - | 0 | 0 | 0 | ||||
For Gujarat Gas Limited - strike price 400 expiring on 28NOV2024
Delta for 400 CE is -
Historical price for 400 CE is as follows
On 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 210.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 210.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 210.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 210.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| GUJGASLTD 28NOV2024 400 PE | |||||||
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Delta: -0.04
Vega: 0.06
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 453.60 | 0.6 | -0.20 | 55.18 | 378 | -141 | 244 |
| 20 Nov | 451.25 | 0.8 | 0.00 | 48.84 | 508 | -112 | 400 |
| 19 Nov | 451.25 | 0.8 | -0.50 | 48.84 | 508 | -97 | 400 |
| 18 Nov | 452.50 | 1.3 | 53.73 | 3,361 | 497 | 497 | |
For Gujarat Gas Limited - strike price 400 expiring on 28NOV2024
Delta for 400 PE is -0.04
Historical price for 400 PE is as follows
On 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 55.18, the open interest changed by -141 which decreased total open position to 244
On 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 48.84, the open interest changed by -112 which decreased total open position to 400
On 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 0.8, which was -0.50 lower than the previous day. The implied volatity was 48.84, the open interest changed by -97 which decreased total open position to 400
On 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 1.3, which was lower than the previous day. The implied volatity was 53.73, the open interest changed by 497 which increased total open position to 497
