GUJGASLTD
Gujarat Gas Limited
Historical option data for GUJGASLTD
21 Nov 2024 04:10 PM IST
GUJGASLTD 28NOV2024 430 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 | 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 | |||
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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 | |||||||
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Delta: -0.14
Vega: 0.14
Theta: -0.38
Gamma: 0.01
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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