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

497.8 17.30 (3.60%)

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Historical option data for GUJGASLTD

03 Dec 2024 04:10 PM IST
GUJGASLTD 26DEC2024 440 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 497.80 45.5 0.00 0.00 0 3 0
2 Dec 480.50 45.5 1.20 29.10 3 2 7
29 Nov 479.75 44.3 8.80 22.06 9 1 4
28 Nov 472.00 35.5 0.00 0.00 0 1 0
27 Nov 472.15 35.5 6.80 - 1 0 2
26 Nov 475.35 28.7 0.00 0.00 0 0 0
25 Nov 466.20 28.7 0.00 0.00 0 2 0
22 Nov 461.85 28.7 0.00 0.00 0 2 0
21 Nov 453.60 28.7 -145.90 32.41 2 1 1
20 Nov 451.25 174.6 0.00 - 0 0 0
19 Nov 451.25 174.6 0.00 - 0 0 0
18 Nov 452.50 174.6 174.60 - 0 0 0
31 Oct 519.15 0 0.00 - 0 0 0
30 Oct 527.25 0 0.00 - 0 0 0
29 Oct 529.90 0 0.00 - 0 0 0
28 Oct 527.65 0 0.00 - 0 0 0
25 Oct 526.30 0 0.00 - 0 0 0
24 Oct 536.00 0 0.00 - 0 0 0
22 Oct 535.70 0 - 0 0 0


For Gujarat Gas Limited - strike price 440 expiring on 26DEC2024

Delta for 440 CE is 0.00

Historical price for 440 CE is as follows

On 3 Dec GUJGASLTD was trading at 497.80. The strike last trading price was 45.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 2 Dec GUJGASLTD was trading at 480.50. The strike last trading price was 45.5, which was 1.20 higher than the previous day. The implied volatity was 29.10, the open interest changed by 2 which increased total open position to 7


On 29 Nov GUJGASLTD was trading at 479.75. The strike last trading price was 44.3, which was 8.80 higher than the previous day. The implied volatity was 22.06, the open interest changed by 1 which increased total open position to 4


On 28 Nov GUJGASLTD was trading at 472.00. The strike last trading price was 35.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 27 Nov GUJGASLTD was trading at 472.15. The strike last trading price was 35.5, which was 6.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 26 Nov GUJGASLTD was trading at 475.35. The strike last trading price was 28.7, 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 25 Nov GUJGASLTD was trading at 466.20. The strike last trading price was 28.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 22 Nov GUJGASLTD was trading at 461.85. The strike last trading price was 28.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 28.7, which was -145.90 lower than the previous day. The implied volatity was 32.41, the open interest changed by 1 which increased total open position to 1


On 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 174.6, 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 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 174.6, 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 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 174.6, which was 174.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct GUJGASLTD was trading at 519.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct GUJGASLTD was trading at 527.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct GUJGASLTD was trading at 529.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct GUJGASLTD was trading at 527.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct GUJGASLTD was trading at 526.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct GUJGASLTD was trading at 536.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct GUJGASLTD was trading at 535.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


GUJGASLTD 26DEC2024 440 PE
Delta: -0.05
Vega: 0.13
Theta: -0.09
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 497.80 0.95 -1.15 33.62 199 45 154
2 Dec 480.50 2.1 -0.75 31.31 156 -4 108
29 Nov 479.75 2.85 -1.55 32.31 183 36 111
28 Nov 472.00 4.4 -0.30 33.63 93 9 75
27 Nov 472.15 4.7 0.20 33.20 36 -10 66
26 Nov 475.35 4.5 -3.25 32.56 105 15 75
25 Nov 466.20 7.75 0.40 36.72 18 6 59
22 Nov 461.85 7.35 -3.85 31.58 34 5 58
21 Nov 453.60 11.2 -2.30 34.78 23 -6 53
20 Nov 451.25 13.5 0.00 35.56 47 31 55
19 Nov 451.25 13.5 1.00 35.56 47 27 55
18 Nov 452.50 12.5 11.25 35.09 203 27 28
31 Oct 519.15 1.25 0.00 - 0 0 0
30 Oct 527.25 1.25 0.00 - 0 0 0
29 Oct 529.90 1.25 0.00 - 0 0 0
28 Oct 527.65 1.25 0.00 - 0 0 0
25 Oct 526.30 1.25 0.00 - 0 0 0
24 Oct 536.00 1.25 1.25 - 0 0 0
22 Oct 535.70 0 - 0 0 0


For Gujarat Gas Limited - strike price 440 expiring on 26DEC2024

Delta for 440 PE is -0.05

Historical price for 440 PE is as follows

On 3 Dec GUJGASLTD was trading at 497.80. The strike last trading price was 0.95, which was -1.15 lower than the previous day. The implied volatity was 33.62, the open interest changed by 45 which increased total open position to 154


On 2 Dec GUJGASLTD was trading at 480.50. The strike last trading price was 2.1, which was -0.75 lower than the previous day. The implied volatity was 31.31, the open interest changed by -4 which decreased total open position to 108


On 29 Nov GUJGASLTD was trading at 479.75. The strike last trading price was 2.85, which was -1.55 lower than the previous day. The implied volatity was 32.31, the open interest changed by 36 which increased total open position to 111


On 28 Nov GUJGASLTD was trading at 472.00. The strike last trading price was 4.4, which was -0.30 lower than the previous day. The implied volatity was 33.63, the open interest changed by 9 which increased total open position to 75


On 27 Nov GUJGASLTD was trading at 472.15. The strike last trading price was 4.7, which was 0.20 higher than the previous day. The implied volatity was 33.20, the open interest changed by -10 which decreased total open position to 66


On 26 Nov GUJGASLTD was trading at 475.35. The strike last trading price was 4.5, which was -3.25 lower than the previous day. The implied volatity was 32.56, the open interest changed by 15 which increased total open position to 75


On 25 Nov GUJGASLTD was trading at 466.20. The strike last trading price was 7.75, which was 0.40 higher than the previous day. The implied volatity was 36.72, the open interest changed by 6 which increased total open position to 59


On 22 Nov GUJGASLTD was trading at 461.85. The strike last trading price was 7.35, which was -3.85 lower than the previous day. The implied volatity was 31.58, the open interest changed by 5 which increased total open position to 58


On 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 11.2, which was -2.30 lower than the previous day. The implied volatity was 34.78, the open interest changed by -6 which decreased total open position to 53


On 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 13.5, which was 0.00 lower than the previous day. The implied volatity was 35.56, the open interest changed by 31 which increased total open position to 55


On 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 13.5, which was 1.00 higher than the previous day. The implied volatity was 35.56, the open interest changed by 27 which increased total open position to 55


On 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 12.5, which was 11.25 higher than the previous day. The implied volatity was 35.09, the open interest changed by 27 which increased total open position to 28


On 31 Oct GUJGASLTD was trading at 519.15. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct GUJGASLTD was trading at 527.25. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct GUJGASLTD was trading at 529.90. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct GUJGASLTD was trading at 527.65. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct GUJGASLTD was trading at 526.30. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct GUJGASLTD was trading at 536.00. The strike last trading price was 1.25, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct GUJGASLTD was trading at 535.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to