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

453.6 2.35 (0.52%)

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Historical option data for GUJGASLTD

21 Nov 2024 04:10 PM IST
GUJGASLTD 28NOV2024 430 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 453.60 24 -4.10 - 2 0 16
20 Nov 451.25 28.1 0.00 54.92 12 -5 17
19 Nov 451.25 28.1 1.95 54.92 12 -4 17
18 Nov 452.50 26.15 26.15 33.15 53 8 8
12 Nov 503.05 0 0.00 0.00 0 0 0
8 Nov 523.55 0 0.00 0.00 0 0 0
7 Nov 540.80 0 0.00 0.00 0 0 0
6 Nov 527.85 0 0.00 0.00 0 0 0
5 Nov 512.55 0 0.00 0.00 0 0 0
4 Nov 514.05 0 0.00 0 0 0


For Gujarat Gas Limited - strike price 430 expiring on 28NOV2024

Delta for 430 CE is -

Historical price for 430 CE is as follows

On 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 24, which was -4.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16


On 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 28.1, which was 0.00 lower than the previous day. The implied volatity was 54.92, the open interest changed by -5 which decreased total open position to 17


On 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 28.1, which was 1.95 higher than the previous day. The implied volatity was 54.92, the open interest changed by -4 which decreased total open position to 17


On 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 26.15, which was 26.15 higher than the previous day. The implied volatity was 33.15, the open interest changed by 8 which increased total open position to 8


On 12 Nov GUJGASLTD was trading at 503.05. The strike last trading price was 0, 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 8 Nov GUJGASLTD was trading at 523.55. The strike last trading price was 0, 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 7 Nov GUJGASLTD was trading at 540.80. The strike last trading price was 0, 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 Nov GUJGASLTD was trading at 527.85. The strike last trading price was 0, 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 Nov GUJGASLTD was trading at 512.55. The strike last trading price was 0, 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 4 Nov GUJGASLTD was trading at 514.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


GUJGASLTD 28NOV2024 430 PE
Delta: -0.14
Vega: 0.14
Theta: -0.38
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 453.60 1.85 -1.20 39.61 630 -52 205
20 Nov 451.25 3.05 0.00 37.84 413 -56 257
19 Nov 451.25 3.05 -0.95 37.84 413 -56 257
18 Nov 452.50 4 4.00 43.10 2,773 314 314
12 Nov 503.05 0 0.00 0.00 0 0 0
8 Nov 523.55 0 0.00 0.00 0 0 0
7 Nov 540.80 0 0.00 0.00 0 0 0
6 Nov 527.85 0 0.00 0.00 0 0 0
5 Nov 512.55 0 0.00 0.00 0 0 0
4 Nov 514.05 0 0.00 0 0 0


For Gujarat Gas Limited - strike price 430 expiring on 28NOV2024

Delta for 430 PE is -0.14

Historical price for 430 PE is as follows

On 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 1.85, which was -1.20 lower than the previous day. The implied volatity was 39.61, the open interest changed by -52 which decreased total open position to 205


On 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 3.05, which was 0.00 lower than the previous day. The implied volatity was 37.84, the open interest changed by -56 which decreased total open position to 257


On 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 3.05, which was -0.95 lower than the previous day. The implied volatity was 37.84, the open interest changed by -56 which decreased total open position to 257


On 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 4, which was 4.00 higher than the previous day. The implied volatity was 43.10, the open interest changed by 314 which increased total open position to 314


On 12 Nov GUJGASLTD was trading at 503.05. The strike last trading price was 0, 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 8 Nov GUJGASLTD was trading at 523.55. The strike last trading price was 0, 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 7 Nov GUJGASLTD was trading at 540.80. The strike last trading price was 0, 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 Nov GUJGASLTD was trading at 527.85. The strike last trading price was 0, 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 Nov GUJGASLTD was trading at 512.55. The strike last trading price was 0, 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 4 Nov GUJGASLTD was trading at 514.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0