GUJGASLTD
Gujarat Gas Limited
Historical option data for GUJGASLTD
21 Nov 2024 04:10 PM IST
| GUJGASLTD 28NOV2024 440 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.82
Vega: 0.17
Theta: -0.43
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 453.60 | 17.1 | 1.85 | 27.83 | 347 | 11 | 35 | |||
| 20 Nov | 451.25 | 15.25 | 0.00 | 30.14 | 48 | -6 | 23 | |||
| 19 Nov | 451.25 | 15.25 | -3.90 | 30.14 | 48 | -7 | 23 | |||
| 18 Nov | 452.50 | 19.15 | -153.00 | 36.03 | 93 | 29 | 29 | |||
|
|
||||||||||
| 14 Nov | 486.00 | 172.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 491.70 | 172.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 503.05 | 172.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 523.55 | 172.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 540.80 | 172.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 527.85 | 172.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 512.55 | 172.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 514.05 | 172.15 | - | 0 | 0 | 0 | ||||
For Gujarat Gas Limited - strike price 440 expiring on 28NOV2024
Delta for 440 CE is 0.82
Historical price for 440 CE is as follows
On 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 17.1, which was 1.85 higher than the previous day. The implied volatity was 27.83, the open interest changed by 11 which increased total open position to 35
On 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 15.25, which was 0.00 lower than the previous day. The implied volatity was 30.14, the open interest changed by -6 which decreased total open position to 23
On 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 15.25, which was -3.90 lower than the previous day. The implied volatity was 30.14, the open interest changed by -7 which decreased total open position to 23
On 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 19.15, which was -153.00 lower than the previous day. The implied volatity was 36.03, the open interest changed by 29 which increased total open position to 29
On 14 Nov GUJGASLTD was trading at 486.00. The strike last trading price was 172.15, 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 13 Nov GUJGASLTD was trading at 491.70. The strike last trading price was 172.15, 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 12 Nov GUJGASLTD was trading at 503.05. The strike last trading price was 172.15, 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 172.15, 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 172.15, 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 172.15, 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 172.15, 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 172.15, 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 440 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 0.20
Theta: -0.48
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 453.60 | 3.3 | -1.75 | 36.30 | 1,180 | -91 | 449 |
| 20 Nov | 451.25 | 5.05 | 0.00 | 34.76 | 1,110 | -54 | 541 |
| 19 Nov | 451.25 | 5.05 | -0.95 | 34.76 | 1,110 | -53 | 541 |
| 18 Nov | 452.50 | 6 | 5.50 | 39.90 | 6,741 | 506 | 592 |
| 14 Nov | 486.00 | 0.5 | -0.05 | 31.46 | 54 | 0 | 81 |
| 13 Nov | 491.70 | 0.55 | 0.30 | 33.51 | 72 | 2 | 81 |
| 12 Nov | 503.05 | 0.25 | 0.05 | 32.33 | 11 | 0 | 79 |
| 8 Nov | 523.55 | 0.2 | -0.15 | 34.90 | 44 | 0 | 79 |
| 7 Nov | 540.80 | 0.35 | -0.20 | 42.48 | 29 | -7 | 79 |
| 6 Nov | 527.85 | 0.55 | -1.00 | 40.75 | 74 | 21 | 86 |
| 5 Nov | 512.55 | 1.55 | -0.35 | 43.30 | 124 | 36 | 65 |
| 4 Nov | 514.05 | 1.9 | 45.08 | 83 | 29 | 29 | |
For Gujarat Gas Limited - strike price 440 expiring on 28NOV2024
Delta for 440 PE is -0.24
Historical price for 440 PE is as follows
On 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 3.3, which was -1.75 lower than the previous day. The implied volatity was 36.30, the open interest changed by -91 which decreased total open position to 449
On 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 5.05, which was 0.00 lower than the previous day. The implied volatity was 34.76, the open interest changed by -54 which decreased total open position to 541
On 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 5.05, which was -0.95 lower than the previous day. The implied volatity was 34.76, the open interest changed by -53 which decreased total open position to 541
On 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 6, which was 5.50 higher than the previous day. The implied volatity was 39.90, the open interest changed by 506 which increased total open position to 592
On 14 Nov GUJGASLTD was trading at 486.00. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 31.46, the open interest changed by 0 which decreased total open position to 81
On 13 Nov GUJGASLTD was trading at 491.70. The strike last trading price was 0.55, which was 0.30 higher than the previous day. The implied volatity was 33.51, the open interest changed by 2 which increased total open position to 81
On 12 Nov GUJGASLTD was trading at 503.05. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 32.33, the open interest changed by 0 which decreased total open position to 79
On 8 Nov GUJGASLTD was trading at 523.55. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 34.90, the open interest changed by 0 which decreased total open position to 79
On 7 Nov GUJGASLTD was trading at 540.80. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 42.48, the open interest changed by -7 which decreased total open position to 79
On 6 Nov GUJGASLTD was trading at 527.85. The strike last trading price was 0.55, which was -1.00 lower than the previous day. The implied volatity was 40.75, the open interest changed by 21 which increased total open position to 86
On 5 Nov GUJGASLTD was trading at 512.55. The strike last trading price was 1.55, which was -0.35 lower than the previous day. The implied volatity was 43.30, the open interest changed by 36 which increased total open position to 65
On 4 Nov GUJGASLTD was trading at 514.05. The strike last trading price was 1.9, which was lower than the previous day. The implied volatity was 45.08, the open interest changed by 29 which increased total open position to 29
