GUJGASLTD
Gujarat Gas Limited
Historical option data for GUJGASLTD
21 Nov 2024 04:10 PM IST
| GUJGASLTD 28NOV2024 450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 0.24
Theta: -0.54
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 453.60 | 9.8 | 1.05 | 27.18 | 2,386 | 27 | 340 | |||
| 20 Nov | 451.25 | 8.75 | 0.00 | 28.60 | 1,346 | -3 | 309 | |||
| 19 Nov | 451.25 | 8.75 | -3.25 | 28.60 | 1,346 | -7 | 309 | |||
| 18 Nov | 452.50 | 12 | -149.75 | 32.81 | 3,161 | 388 | 388 | |||
| 14 Nov | 486.00 | 161.75 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 491.70 | 161.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 12 Nov | 503.05 | 161.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 517.65 | 161.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 523.55 | 161.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 540.80 | 161.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 527.85 | 161.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 512.55 | 161.75 | 161.75 | - | 0 | 0 | 0 | |||
| 4 Nov | 514.05 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Gujarat Gas Limited - strike price 450 expiring on 28NOV2024
Delta for 450 CE is 0.63
Historical price for 450 CE is as follows
On 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 9.8, which was 1.05 higher than the previous day. The implied volatity was 27.18, the open interest changed by 27 which increased total open position to 340
On 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 8.75, which was 0.00 lower than the previous day. The implied volatity was 28.60, the open interest changed by -3 which decreased total open position to 309
On 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 8.75, which was -3.25 lower than the previous day. The implied volatity was 28.60, the open interest changed by -7 which decreased total open position to 309
On 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 12, which was -149.75 lower than the previous day. The implied volatity was 32.81, the open interest changed by 388 which increased total open position to 388
On 14 Nov GUJGASLTD was trading at 486.00. The strike last trading price was 161.75, 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 161.75, 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 161.75, 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 11 Nov GUJGASLTD was trading at 517.65. The strike last trading price was 161.75, 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 161.75, 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 161.75, 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 161.75, 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 161.75, which was 161.75 higher 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 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 450 PE | |||||||
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Delta: -0.39
Vega: 0.24
Theta: -0.54
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 453.60 | 6.1 | -2.70 | 34.11 | 1,783 | -58 | 466 |
| 20 Nov | 451.25 | 8.8 | 0.00 | 33.61 | 1,753 | -131 | 521 |
| 19 Nov | 451.25 | 8.8 | -0.60 | 33.61 | 1,753 | -134 | 521 |
| 18 Nov | 452.50 | 9.4 | 8.60 | 38.19 | 10,034 | 511 | 661 |
| 14 Nov | 486.00 | 0.8 | -0.15 | 28.68 | 142 | 20 | 148 |
| 13 Nov | 491.70 | 0.95 | 0.35 | 31.70 | 91 | 0 | 127 |
| 12 Nov | 503.05 | 0.6 | 0.20 | 32.39 | 83 | 32 | 124 |
| 11 Nov | 517.65 | 0.4 | 0.00 | 35.22 | 1 | 0 | 93 |
| 8 Nov | 523.55 | 0.4 | 0.05 | 34.50 | 124 | -37 | 94 |
| 7 Nov | 540.80 | 0.35 | -0.55 | 38.70 | 100 | -5 | 132 |
| 6 Nov | 527.85 | 0.9 | -1.50 | 40.11 | 200 | 25 | 137 |
| 5 Nov | 512.55 | 2.4 | 2.40 | 42.99 | 335 | 131 | 131 |
| 4 Nov | 514.05 | 0 | 0.00 | 0 | 0 | 0 | |
For Gujarat Gas Limited - strike price 450 expiring on 28NOV2024
Delta for 450 PE is -0.39
Historical price for 450 PE is as follows
On 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 6.1, which was -2.70 lower than the previous day. The implied volatity was 34.11, the open interest changed by -58 which decreased total open position to 466
On 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 8.8, which was 0.00 lower than the previous day. The implied volatity was 33.61, the open interest changed by -131 which decreased total open position to 521
On 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 8.8, which was -0.60 lower than the previous day. The implied volatity was 33.61, the open interest changed by -134 which decreased total open position to 521
On 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 9.4, which was 8.60 higher than the previous day. The implied volatity was 38.19, the open interest changed by 511 which increased total open position to 661
On 14 Nov GUJGASLTD was trading at 486.00. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 28.68, the open interest changed by 20 which increased total open position to 148
On 13 Nov GUJGASLTD was trading at 491.70. The strike last trading price was 0.95, which was 0.35 higher than the previous day. The implied volatity was 31.70, the open interest changed by 0 which decreased total open position to 127
On 12 Nov GUJGASLTD was trading at 503.05. The strike last trading price was 0.6, which was 0.20 higher than the previous day. The implied volatity was 32.39, the open interest changed by 32 which increased total open position to 124
On 11 Nov GUJGASLTD was trading at 517.65. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 35.22, the open interest changed by 0 which decreased total open position to 93
On 8 Nov GUJGASLTD was trading at 523.55. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 34.50, the open interest changed by -37 which decreased total open position to 94
On 7 Nov GUJGASLTD was trading at 540.80. The strike last trading price was 0.35, which was -0.55 lower than the previous day. The implied volatity was 38.70, the open interest changed by -5 which decreased total open position to 132
On 6 Nov GUJGASLTD was trading at 527.85. The strike last trading price was 0.9, which was -1.50 lower than the previous day. The implied volatity was 40.11, the open interest changed by 25 which increased total open position to 137
On 5 Nov GUJGASLTD was trading at 512.55. The strike last trading price was 2.4, which was 2.40 higher than the previous day. The implied volatity was 42.99, the open interest changed by 131 which increased total open position to 131
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
