`
Related Pages for GUJGASLTD
[--[65.84.65.76]--]
GUJGASLTD
Gujarat Gas Limited
453.6 2.35 (0.52%)

Back to Option Chain

Historical option data for GUJGASLTD

21 Nov 2024 04:10 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
GUJGASLTD 28NOV2024 420 CE
Delta: 0.88
Vega: 0.13
Theta: -0.58
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 453.60 37.4 3.95 52.27 3 1 3
20 Nov 451.25 33.45 0.00 43.11 3 1 3
19 Nov 451.25 33.45 -8.20 43.11 3 2 3
18 Nov 452.50 41.65 -149.65 70.19 1 0 0
12 Nov 503.05 191.3 0.00 - 0 0 0
8 Nov 523.55 191.3 0.00 - 0 0 0
7 Nov 540.80 191.3 0.00 - 0 0 0
6 Nov 527.85 191.3 0.00 - 0 0 0
5 Nov 512.55 191.3 0.00 - 0 0 0
4 Nov 514.05 191.3 - 0 0 0

For Gujarat Gas Limited - strike price 420 expiring on 28NOV2024

Delta for 420 CE is 0.88

Historical price for 420 CE is as follows

On 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 37.4, which was 3.95 higher than the previous day. The implied volatity was 52.27, the open interest changed by 1 which increased total open position to 3


On 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 33.45, which was 0.00 lower than the previous day. The implied volatity was 43.11, the open interest changed by 1 which increased total open position to 3


On 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 33.45, which was -8.20 lower than the previous day. The implied volatity was 43.11, the open interest changed by 2 which increased total open position to 3


On 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 41.65, which was -149.65 lower than the previous day. The implied volatity was 70.19, the open interest changed by 0 which decreased total open position to 0


On 12 Nov GUJGASLTD was trading at 503.05. The strike last trading price was 191.3, 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 8 Nov GUJGASLTD was trading at 523.55. The strike last trading price was 191.3, 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 7 Nov GUJGASLTD was trading at 540.80. The strike last trading price was 191.3, 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 6 Nov GUJGASLTD was trading at 527.85. The strike last trading price was 191.3, 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 5 Nov GUJGASLTD was trading at 512.55. The strike last trading price was 191.3, 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 4 Nov GUJGASLTD was trading at 514.05. The strike last trading price was 191.3, 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 420 PE
Delta: -0.09
Vega: 0.11
Theta: -0.33
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 453.60 1.3 -0.55 45.53 424 -35 272
20 Nov 451.25 1.85 0.00 41.01 503 8 306
19 Nov 451.25 1.85 -0.85 41.01 503 7 306
18 Nov 452.50 2.7 2.55 46.49 3,157 277 300
12 Nov 503.05 0.15 -0.10 38.72 2 0 23
8 Nov 523.55 0.25 0.05 44.10 2 0 23
7 Nov 540.80 0.2 -0.10 46.94 24 -1 23
6 Nov 527.85 0.3 -0.30 44.79 26 -8 24
5 Nov 512.55 0.6 -0.65 44.18 93 31 33
4 Nov 514.05 1.25 49.46 1 0 1

For Gujarat Gas Limited - strike price 420 expiring on 28NOV2024

Delta for 420 PE is -0.09

Historical price for 420 PE is as follows

On 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 1.3, which was -0.55 lower than the previous day. The implied volatity was 45.53, the open interest changed by -35 which decreased total open position to 272


On 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 1.85, which was 0.00 lower than the previous day. The implied volatity was 41.01, the open interest changed by 8 which increased total open position to 306


On 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 1.85, which was -0.85 lower than the previous day. The implied volatity was 41.01, the open interest changed by 7 which increased total open position to 306


On 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 2.7, which was 2.55 higher than the previous day. The implied volatity was 46.49, the open interest changed by 277 which increased total open position to 300


On 12 Nov GUJGASLTD was trading at 503.05. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 38.72, the open interest changed by 0 which decreased total open position to 23


On 8 Nov GUJGASLTD was trading at 523.55. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 44.10, the open interest changed by 0 which decreased total open position to 23


On 7 Nov GUJGASLTD was trading at 540.80. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 46.94, the open interest changed by -1 which decreased total open position to 23


On 6 Nov GUJGASLTD was trading at 527.85. The strike last trading price was 0.3, which was -0.30 lower than the previous day. The implied volatity was 44.79, the open interest changed by -8 which decreased total open position to 24


On 5 Nov GUJGASLTD was trading at 512.55. The strike last trading price was 0.6, which was -0.65 lower than the previous day. The implied volatity was 44.18, the open interest changed by 31 which increased total open position to 33


On 4 Nov GUJGASLTD was trading at 514.05. The strike last trading price was 1.25, which was lower than the previous day. The implied volatity was 49.46, the open interest changed by 0 which decreased total open position to 1