GUJGASLTD
Gujarat Gas Limited
Historical option data for GUJGASLTD
21 Nov 2024 04:10 PM IST
| GUJGASLTD 28NOV2024 410 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 | 44.35 | -1.20 | - | 4 | 2 | 5 | |||
| 20 Nov | 451.25 | 45.55 | 0.00 | 66.27 | 4 | 3 | 1 | |||
| 19 Nov | 451.25 | 45.55 | -137.45 | 66.27 | 4 | 1 | 1 | |||
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| 18 Nov | 452.50 | 183 | - | 0 | 0 | 0 | ||||
For Gujarat Gas Limited - strike price 410 expiring on 28NOV2024
Delta for 410 CE is -
Historical price for 410 CE is as follows
On 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 44.35, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 5
On 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 45.55, which was 0.00 lower than the previous day. The implied volatity was 66.27, the open interest changed by 3 which increased total open position to 1
On 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 45.55, which was -137.45 lower than the previous day. The implied volatity was 66.27, the open interest changed by 1 which increased total open position to 1
On 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 183, 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 410 PE | |||||||
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Delta: -0.06
Vega: 0.08
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 453.60 | 0.85 | -0.35 | 50.08 | 200 | 9 | 160 |
| 20 Nov | 451.25 | 1.2 | 0.00 | 44.88 | 391 | 8 | 152 |
| 19 Nov | 451.25 | 1.2 | -0.80 | 44.88 | 391 | 9 | 152 |
| 18 Nov | 452.50 | 2 | 51.11 | 634 | 137 | 137 | |
For Gujarat Gas Limited - strike price 410 expiring on 28NOV2024
Delta for 410 PE is -0.06
Historical price for 410 PE is as follows
On 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 50.08, the open interest changed by 9 which increased total open position to 160
On 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 44.88, the open interest changed by 8 which increased total open position to 152
On 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 1.2, which was -0.80 lower than the previous day. The implied volatity was 44.88, the open interest changed by 9 which increased total open position to 152
On 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 2, which was lower than the previous day. The implied volatity was 51.11, the open interest changed by 137 which increased total open position to 137
