GUJGASLTD
Gujarat Gas Limited
Historical option data for GUJGASLTD
21 Nov 2024 04:10 PM IST
| GUJGASLTD 28NOV2024 460 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.40
Vega: 0.24
Theta: -0.53
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 453.60 | 4.95 | 0.60 | 27.81 | 2,359 | -24 | 484 | |||
| 20 Nov | 451.25 | 4.35 | 0.00 | 27.83 | 2,820 | 120 | 510 | |||
| 19 Nov | 451.25 | 4.35 | -2.90 | 27.83 | 2,820 | 122 | 510 | |||
| 18 Nov | 452.50 | 7.25 | -22.65 | 32.82 | 4,488 | 386 | 392 | |||
| 14 Nov | 486.00 | 29.9 | -5.95 | 23.59 | 15 | 4 | 5 | |||
| 13 Nov | 491.70 | 35.85 | -117.55 | 28.97 | 5 | 3 | 3 | |||
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| 12 Nov | 503.05 | 153.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 517.65 | 153.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 523.55 | 153.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 540.80 | 153.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 527.85 | 153.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 512.55 | 153.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 514.05 | 153.4 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 523.35 | 153.4 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 519.15 | 153.4 | - | 0 | 0 | 0 | ||||
For Gujarat Gas Limited - strike price 460 expiring on 28NOV2024
Delta for 460 CE is 0.40
Historical price for 460 CE is as follows
On 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 4.95, which was 0.60 higher than the previous day. The implied volatity was 27.81, the open interest changed by -24 which decreased total open position to 484
On 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 4.35, which was 0.00 lower than the previous day. The implied volatity was 27.83, the open interest changed by 120 which increased total open position to 510
On 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 4.35, which was -2.90 lower than the previous day. The implied volatity was 27.83, the open interest changed by 122 which increased total open position to 510
On 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 7.25, which was -22.65 lower than the previous day. The implied volatity was 32.82, the open interest changed by 386 which increased total open position to 392
On 14 Nov GUJGASLTD was trading at 486.00. The strike last trading price was 29.9, which was -5.95 lower than the previous day. The implied volatity was 23.59, the open interest changed by 4 which increased total open position to 5
On 13 Nov GUJGASLTD was trading at 491.70. The strike last trading price was 35.85, which was -117.55 lower than the previous day. The implied volatity was 28.97, the open interest changed by 3 which increased total open position to 3
On 12 Nov GUJGASLTD was trading at 503.05. The strike last trading price was 153.4, 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 153.4, 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 153.4, 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 153.4, 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 153.4, 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 153.4, 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 153.4, 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 1 Nov GUJGASLTD was trading at 523.35. The strike last trading price was 153.4, 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 31 Oct GUJGASLTD was trading at 519.15. The strike last trading price was 153.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GUJGASLTD 28NOV2024 460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.58
Vega: 0.25
Theta: -0.52
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 453.60 | 11 | -3.40 | 33.65 | 767 | -18 | 558 |
| 20 Nov | 451.25 | 14.4 | 0.00 | 33.28 | 871 | 10 | 577 |
| 19 Nov | 451.25 | 14.4 | -0.10 | 33.28 | 871 | 11 | 577 |
| 18 Nov | 452.50 | 14.5 | 12.95 | 37.78 | 6,644 | 48 | 566 |
| 14 Nov | 486.00 | 1.55 | -0.05 | 27.14 | 619 | 459 | 518 |
| 13 Nov | 491.70 | 1.6 | 0.55 | 29.72 | 113 | -33 | 59 |
| 12 Nov | 503.05 | 1.05 | 0.70 | 30.86 | 49 | -1 | 90 |
| 11 Nov | 517.65 | 0.35 | -0.25 | 30.06 | 7 | 0 | 91 |
| 8 Nov | 523.55 | 0.6 | 0.15 | 32.63 | 67 | -7 | 91 |
| 7 Nov | 540.80 | 0.45 | -0.80 | 36.24 | 121 | -17 | 99 |
| 6 Nov | 527.85 | 1.25 | -2.00 | 38.30 | 200 | -10 | 114 |
| 5 Nov | 512.55 | 3.25 | -0.60 | 41.35 | 260 | 71 | 124 |
| 4 Nov | 514.05 | 3.85 | 0.90 | 43.42 | 121 | 31 | 55 |
| 1 Nov | 523.35 | 2.95 | -0.30 | 41.82 | 5 | 3 | 23 |
| 31 Oct | 519.15 | 3.25 | - | 21 | 13 | 13 | |
For Gujarat Gas Limited - strike price 460 expiring on 28NOV2024
Delta for 460 PE is -0.58
Historical price for 460 PE is as follows
On 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 11, which was -3.40 lower than the previous day. The implied volatity was 33.65, the open interest changed by -18 which decreased total open position to 558
On 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 14.4, which was 0.00 lower than the previous day. The implied volatity was 33.28, the open interest changed by 10 which increased total open position to 577
On 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 14.4, which was -0.10 lower than the previous day. The implied volatity was 33.28, the open interest changed by 11 which increased total open position to 577
On 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 14.5, which was 12.95 higher than the previous day. The implied volatity was 37.78, the open interest changed by 48 which increased total open position to 566
On 14 Nov GUJGASLTD was trading at 486.00. The strike last trading price was 1.55, which was -0.05 lower than the previous day. The implied volatity was 27.14, the open interest changed by 459 which increased total open position to 518
On 13 Nov GUJGASLTD was trading at 491.70. The strike last trading price was 1.6, which was 0.55 higher than the previous day. The implied volatity was 29.72, the open interest changed by -33 which decreased total open position to 59
On 12 Nov GUJGASLTD was trading at 503.05. The strike last trading price was 1.05, which was 0.70 higher than the previous day. The implied volatity was 30.86, the open interest changed by -1 which decreased total open position to 90
On 11 Nov GUJGASLTD was trading at 517.65. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 30.06, the open interest changed by 0 which decreased total open position to 91
On 8 Nov GUJGASLTD was trading at 523.55. The strike last trading price was 0.6, which was 0.15 higher than the previous day. The implied volatity was 32.63, the open interest changed by -7 which decreased total open position to 91
On 7 Nov GUJGASLTD was trading at 540.80. The strike last trading price was 0.45, which was -0.80 lower than the previous day. The implied volatity was 36.24, the open interest changed by -17 which decreased total open position to 99
On 6 Nov GUJGASLTD was trading at 527.85. The strike last trading price was 1.25, which was -2.00 lower than the previous day. The implied volatity was 38.30, the open interest changed by -10 which decreased total open position to 114
On 5 Nov GUJGASLTD was trading at 512.55. The strike last trading price was 3.25, which was -0.60 lower than the previous day. The implied volatity was 41.35, the open interest changed by 71 which increased total open position to 124
On 4 Nov GUJGASLTD was trading at 514.05. The strike last trading price was 3.85, which was 0.90 higher than the previous day. The implied volatity was 43.42, the open interest changed by 31 which increased total open position to 55
On 1 Nov GUJGASLTD was trading at 523.35. The strike last trading price was 2.95, which was -0.30 lower than the previous day. The implied volatity was 41.82, the open interest changed by 3 which increased total open position to 23
On 31 Oct GUJGASLTD was trading at 519.15. The strike last trading price was 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
