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

460.8 -9.50 (-2.02%)

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Historical option data for GUJGASLTD

07 Feb 2025 04:10 PM IST
GUJGASLTD 27FEB2025 445 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Feb 460.80 28.85 0 0.00 0 0 0
6 Feb 470.30 28.85 0 0.00 0 0 0
5 Feb 478.20 28.85 0 0.00 0 2 0
4 Feb 467.55 28.85 -46.95 28.27 6 1 1
3 Feb 461.40 75.8 0 - 0 0 0
1 Feb 459.50 75.8 0 - 0 0 0
31 Jan 486.00 75.8 0 - 0 0 0
30 Jan 478.80 75.8 0 - 0 0 0
29 Jan 469.70 75.8 0 - 0 0 0
28 Jan 466.60 75.8 0 - 0 0 0
27 Jan 483.95 75.8 0 - 0 0 0
22 Jan 495.05 75.8 75.80 - 0 0 0
10 Jan 486.05 0 0.00 0.00 0 0 0
31 Dec 498.70 0 0.00 0 0 0


For Gujarat Gas Limited - strike price 445 expiring on 27FEB2025

Delta for 445 CE is 0.00

Historical price for 445 CE is as follows

On 7 Feb GUJGASLTD was trading at 460.80. The strike last trading price was 28.85, which was 0 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 Feb GUJGASLTD was trading at 470.30. The strike last trading price was 28.85, which was 0 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 Feb GUJGASLTD was trading at 478.20. The strike last trading price was 28.85, which was 0 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 4 Feb GUJGASLTD was trading at 467.55. The strike last trading price was 28.85, which was -46.95 lower than the previous day. The implied volatity was 28.27, the open interest changed by 1 which increased total open position to 1


On 3 Feb GUJGASLTD was trading at 461.40. The strike last trading price was 75.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Feb GUJGASLTD was trading at 459.50. The strike last trading price was 75.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Jan GUJGASLTD was trading at 486.00. The strike last trading price was 75.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Jan GUJGASLTD was trading at 478.80. The strike last trading price was 75.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Jan GUJGASLTD was trading at 469.70. The strike last trading price was 75.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Jan GUJGASLTD was trading at 466.60. The strike last trading price was 75.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Jan GUJGASLTD was trading at 483.95. The strike last trading price was 75.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Jan GUJGASLTD was trading at 495.05. The strike last trading price was 75.8, which was 75.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Jan GUJGASLTD was trading at 486.05. 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 31 Dec GUJGASLTD was trading at 498.70. 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 27FEB2025 445 PE
Delta: -0.27
Vega: 0.36
Theta: -0.24
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
7 Feb 460.80 5.7 1.3 30.82 171 -10 40
6 Feb 470.30 4.3 -1.35 32.15 136 28 51
5 Feb 478.20 5.65 -3.7 39.87 41 10 24
4 Feb 467.55 9.35 -5.15 42.30 13 5 14
3 Feb 461.40 14.5 9.75 49.62 16 1 9
1 Feb 459.50 4.75 -0.4 21.77 6 -2 8
31 Jan 486.00 5.15 -1.05 39.67 28 10 10
30 Jan 478.80 6.2 0 8.42 0 0 0
29 Jan 469.70 6.2 0 6.48 0 0 0
28 Jan 466.60 6.2 0 5.62 0 0 0
27 Jan 483.95 6.2 0 8.65 0 0 0
22 Jan 495.05 6.2 6.20 10.09 0 0 0
10 Jan 486.05 0 0.00 0.00 0 0 0
31 Dec 498.70 0 0.00 0 0 0


For Gujarat Gas Limited - strike price 445 expiring on 27FEB2025

Delta for 445 PE is -0.27

Historical price for 445 PE is as follows

On 7 Feb GUJGASLTD was trading at 460.80. The strike last trading price was 5.7, which was 1.3 higher than the previous day. The implied volatity was 30.82, the open interest changed by -10 which decreased total open position to 40


On 6 Feb GUJGASLTD was trading at 470.30. The strike last trading price was 4.3, which was -1.35 lower than the previous day. The implied volatity was 32.15, the open interest changed by 28 which increased total open position to 51


On 5 Feb GUJGASLTD was trading at 478.20. The strike last trading price was 5.65, which was -3.7 lower than the previous day. The implied volatity was 39.87, the open interest changed by 10 which increased total open position to 24


On 4 Feb GUJGASLTD was trading at 467.55. The strike last trading price was 9.35, which was -5.15 lower than the previous day. The implied volatity was 42.30, the open interest changed by 5 which increased total open position to 14


On 3 Feb GUJGASLTD was trading at 461.40. The strike last trading price was 14.5, which was 9.75 higher than the previous day. The implied volatity was 49.62, the open interest changed by 1 which increased total open position to 9


On 1 Feb GUJGASLTD was trading at 459.50. The strike last trading price was 4.75, which was -0.4 lower than the previous day. The implied volatity was 21.77, the open interest changed by -2 which decreased total open position to 8


On 31 Jan GUJGASLTD was trading at 486.00. The strike last trading price was 5.15, which was -1.05 lower than the previous day. The implied volatity was 39.67, the open interest changed by 10 which increased total open position to 10


On 30 Jan GUJGASLTD was trading at 478.80. The strike last trading price was 6.2, which was 0 lower than the previous day. The implied volatity was 8.42, the open interest changed by 0 which decreased total open position to 0


On 29 Jan GUJGASLTD was trading at 469.70. The strike last trading price was 6.2, which was 0 lower than the previous day. The implied volatity was 6.48, the open interest changed by 0 which decreased total open position to 0


On 28 Jan GUJGASLTD was trading at 466.60. The strike last trading price was 6.2, which was 0 lower than the previous day. The implied volatity was 5.62, the open interest changed by 0 which decreased total open position to 0


On 27 Jan GUJGASLTD was trading at 483.95. The strike last trading price was 6.2, which was 0 lower than the previous day. The implied volatity was 8.65, the open interest changed by 0 which decreased total open position to 0


On 22 Jan GUJGASLTD was trading at 495.05. The strike last trading price was 6.2, which was 6.20 higher than the previous day. The implied volatity was 10.09, the open interest changed by 0 which decreased total open position to 0


On 10 Jan GUJGASLTD was trading at 486.05. 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 31 Dec GUJGASLTD was trading at 498.70. 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