GUJGASLTD
Gujarat Gas Limited
Historical option data for GUJGASLTD
20 Dec 2024 04:10 PM IST
| GUJGASLTD 26DEC2024 470 CE | ||||||||||
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Delta: 0.81
Vega: 0.18
Theta: -1.00
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 499.80 | 36 | -1.55 | 61.27 | 6 | -3 | 365 | |||
| 19 Dec | 505.85 | 37.55 | 6.15 | 35.62 | 26 | -2 | 368 | |||
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| 18 Dec | 503.10 | 31.4 | -6.50 | - | 16 | -1 | 370 | |||
| 17 Dec | 507.55 | 37.9 | -1.50 | - | 2 | 0 | 371 | |||
| 16 Dec | 519.65 | 39.4 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 13 Dec | 508.30 | 39.4 | -10.00 | 21.57 | 6 | 4 | 371 | |||
| 12 Dec | 509.00 | 49.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 518.40 | 49.4 | 6.70 | - | 1 | 0 | 367 | |||
| 10 Dec | 511.95 | 42.7 | 6.80 | - | 29 | 0 | 367 | |||
| 9 Dec | 508.15 | 35.9 | -11.10 | - | 7 | 0 | 367 | |||
| 6 Dec | 512.70 | 47 | 12.50 | 36.56 | 17 | -1 | 368 | |||
| 5 Dec | 502.15 | 34.5 | 5.65 | - | 19 | -2 | 368 | |||
| 4 Dec | 496.55 | 28.85 | -0.65 | 17.93 | 18 | -6 | 370 | |||
| 3 Dec | 497.80 | 29.5 | 9.10 | - | 319 | -6 | 376 | |||
| 2 Dec | 480.50 | 20.4 | 0.00 | 24.91 | 363 | -21 | 382 | |||
| 29 Nov | 479.75 | 20.4 | 3.50 | 23.83 | 380 | 5 | 403 | |||
| 28 Nov | 472.00 | 16.9 | -0.85 | 24.54 | 296 | 133 | 398 | |||
| 27 Nov | 472.15 | 17.75 | -1.25 | 27.34 | 134 | 5 | 265 | |||
| 26 Nov | 475.35 | 19 | 2.70 | 28.23 | 435 | 57 | 259 | |||
| 25 Nov | 466.20 | 16.3 | 2.60 | 29.44 | 214 | 158 | 202 | |||
| 22 Nov | 461.85 | 13.7 | 3.00 | 27.37 | 68 | 14 | 58 | |||
| 21 Nov | 453.60 | 10.7 | 0.85 | 27.45 | 18 | 1 | 44 | |||
| 20 Nov | 451.25 | 9.85 | 0.00 | 27.99 | 61 | 43 | 42 | |||
| 19 Nov | 451.25 | 9.85 | -53.05 | 27.99 | 61 | 42 | 42 | |||
| 18 Nov | 452.50 | 62.9 | 2.52 | 0 | 0 | 0 | ||||
For Gujarat Gas Limited - strike price 470 expiring on 26DEC2024
Delta for 470 CE is 0.81
Historical price for 470 CE is as follows
On 20 Dec GUJGASLTD was trading at 499.80. The strike last trading price was 36, which was -1.55 lower than the previous day. The implied volatity was 61.27, the open interest changed by -3 which decreased total open position to 365
On 19 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 37.55, which was 6.15 higher than the previous day. The implied volatity was 35.62, the open interest changed by -2 which decreased total open position to 368
On 18 Dec GUJGASLTD was trading at 503.10. The strike last trading price was 31.4, which was -6.50 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 370
On 17 Dec GUJGASLTD was trading at 507.55. The strike last trading price was 37.9, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 371
On 16 Dec GUJGASLTD was trading at 519.65. The strike last trading price was 39.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 13 Dec GUJGASLTD was trading at 508.30. The strike last trading price was 39.4, which was -10.00 lower than the previous day. The implied volatity was 21.57, the open interest changed by 4 which increased total open position to 371
On 12 Dec GUJGASLTD was trading at 509.00. The strike last trading price was 49.4, 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 11 Dec GUJGASLTD was trading at 518.40. The strike last trading price was 49.4, which was 6.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 367
On 10 Dec GUJGASLTD was trading at 511.95. The strike last trading price was 42.7, 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 367
On 9 Dec GUJGASLTD was trading at 508.15. The strike last trading price was 35.9, which was -11.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 367
On 6 Dec GUJGASLTD was trading at 512.70. The strike last trading price was 47, which was 12.50 higher than the previous day. The implied volatity was 36.56, the open interest changed by -1 which decreased total open position to 368
On 5 Dec GUJGASLTD was trading at 502.15. The strike last trading price was 34.5, which was 5.65 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 368
On 4 Dec GUJGASLTD was trading at 496.55. The strike last trading price was 28.85, which was -0.65 lower than the previous day. The implied volatity was 17.93, the open interest changed by -6 which decreased total open position to 370
On 3 Dec GUJGASLTD was trading at 497.80. The strike last trading price was 29.5, which was 9.10 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 376
On 2 Dec GUJGASLTD was trading at 480.50. The strike last trading price was 20.4, which was 0.00 lower than the previous day. The implied volatity was 24.91, the open interest changed by -21 which decreased total open position to 382
On 29 Nov GUJGASLTD was trading at 479.75. The strike last trading price was 20.4, which was 3.50 higher than the previous day. The implied volatity was 23.83, the open interest changed by 5 which increased total open position to 403
On 28 Nov GUJGASLTD was trading at 472.00. The strike last trading price was 16.9, which was -0.85 lower than the previous day. The implied volatity was 24.54, the open interest changed by 133 which increased total open position to 398
On 27 Nov GUJGASLTD was trading at 472.15. The strike last trading price was 17.75, which was -1.25 lower than the previous day. The implied volatity was 27.34, the open interest changed by 5 which increased total open position to 265
On 26 Nov GUJGASLTD was trading at 475.35. The strike last trading price was 19, which was 2.70 higher than the previous day. The implied volatity was 28.23, the open interest changed by 57 which increased total open position to 259
On 25 Nov GUJGASLTD was trading at 466.20. The strike last trading price was 16.3, which was 2.60 higher than the previous day. The implied volatity was 29.44, the open interest changed by 158 which increased total open position to 202
On 22 Nov GUJGASLTD was trading at 461.85. The strike last trading price was 13.7, which was 3.00 higher than the previous day. The implied volatity was 27.37, the open interest changed by 14 which increased total open position to 58
On 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 10.7, which was 0.85 higher than the previous day. The implied volatity was 27.45, the open interest changed by 1 which increased total open position to 44
On 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 9.85, which was 0.00 lower than the previous day. The implied volatity was 27.99, the open interest changed by 43 which increased total open position to 42
On 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 9.85, which was -53.05 lower than the previous day. The implied volatity was 27.99, the open interest changed by 42 which increased total open position to 42
On 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 62.9, which was lower than the previous day. The implied volatity was 2.52, the open interest changed by 0 which decreased total open position to 0
| GUJGASLTD 26DEC2024 470 PE | |||||||
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Delta: -0.06
Vega: 0.07
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 499.80 | 0.5 | 0.15 | 32.41 | 204 | 16 | 306 |
| 19 Dec | 505.85 | 0.35 | -0.25 | 31.40 | 200 | -25 | 290 |
| 18 Dec | 503.10 | 0.6 | -0.10 | 31.30 | 245 | 16 | 313 |
| 17 Dec | 507.55 | 0.7 | 0.25 | 32.66 | 122 | -13 | 297 |
| 16 Dec | 519.65 | 0.45 | -0.20 | 36.04 | 284 | -44 | 310 |
| 13 Dec | 508.30 | 0.65 | -0.25 | 27.40 | 751 | -88 | 355 |
| 12 Dec | 509.00 | 0.9 | 0.15 | 29.77 | 208 | -67 | 444 |
| 11 Dec | 518.40 | 0.75 | -0.80 | 31.47 | 345 | 29 | 510 |
| 10 Dec | 511.95 | 1.55 | -0.20 | 33.13 | 973 | 56 | 486 |
| 9 Dec | 508.15 | 1.75 | 0.30 | 31.71 | 420 | -8 | 431 |
| 6 Dec | 512.70 | 1.45 | -1.30 | 29.01 | 624 | 14 | 427 |
| 5 Dec | 502.15 | 2.75 | -0.70 | 29.86 | 482 | 33 | 409 |
| 4 Dec | 496.55 | 3.45 | 0.10 | 27.33 | 411 | 30 | 376 |
| 3 Dec | 497.80 | 3.35 | -4.10 | 29.05 | 575 | 37 | 342 |
| 2 Dec | 480.50 | 7.45 | -1.50 | 27.49 | 434 | -26 | 305 |
| 29 Nov | 479.75 | 8.95 | -2.35 | 28.94 | 518 | 136 | 324 |
| 28 Nov | 472.00 | 11.3 | -1.80 | 28.47 | 265 | 109 | 187 |
| 27 Nov | 472.15 | 13.1 | -0.85 | 30.36 | 56 | 15 | 77 |
| 26 Nov | 475.35 | 13.95 | -4.05 | 32.19 | 105 | 49 | 64 |
| 25 Nov | 466.20 | 18 | -2.25 | 33.83 | 15 | 15 | 15 |
| 22 Nov | 461.85 | 20.25 | -8.25 | 32.22 | 1 | 0 | 0 |
| 21 Nov | 453.60 | 28.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 451.25 | 28.5 | 0.00 | 34.61 | 4 | 0 | 2 |
| 19 Nov | 451.25 | 28.5 | 20.00 | 34.61 | 4 | 2 | 2 |
| 18 Nov | 452.50 | 8.5 | - | 0 | 0 | 0 | |
For Gujarat Gas Limited - strike price 470 expiring on 26DEC2024
Delta for 470 PE is -0.06
Historical price for 470 PE is as follows
On 20 Dec GUJGASLTD was trading at 499.80. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was 32.41, the open interest changed by 16 which increased total open position to 306
On 19 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 31.40, the open interest changed by -25 which decreased total open position to 290
On 18 Dec GUJGASLTD was trading at 503.10. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 31.30, the open interest changed by 16 which increased total open position to 313
On 17 Dec GUJGASLTD was trading at 507.55. The strike last trading price was 0.7, which was 0.25 higher than the previous day. The implied volatity was 32.66, the open interest changed by -13 which decreased total open position to 297
On 16 Dec GUJGASLTD was trading at 519.65. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was 36.04, the open interest changed by -44 which decreased total open position to 310
On 13 Dec GUJGASLTD was trading at 508.30. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 27.40, the open interest changed by -88 which decreased total open position to 355
On 12 Dec GUJGASLTD was trading at 509.00. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 29.77, the open interest changed by -67 which decreased total open position to 444
On 11 Dec GUJGASLTD was trading at 518.40. The strike last trading price was 0.75, which was -0.80 lower than the previous day. The implied volatity was 31.47, the open interest changed by 29 which increased total open position to 510
On 10 Dec GUJGASLTD was trading at 511.95. The strike last trading price was 1.55, which was -0.20 lower than the previous day. The implied volatity was 33.13, the open interest changed by 56 which increased total open position to 486
On 9 Dec GUJGASLTD was trading at 508.15. The strike last trading price was 1.75, which was 0.30 higher than the previous day. The implied volatity was 31.71, the open interest changed by -8 which decreased total open position to 431
On 6 Dec GUJGASLTD was trading at 512.70. The strike last trading price was 1.45, which was -1.30 lower than the previous day. The implied volatity was 29.01, the open interest changed by 14 which increased total open position to 427
On 5 Dec GUJGASLTD was trading at 502.15. The strike last trading price was 2.75, which was -0.70 lower than the previous day. The implied volatity was 29.86, the open interest changed by 33 which increased total open position to 409
On 4 Dec GUJGASLTD was trading at 496.55. The strike last trading price was 3.45, which was 0.10 higher than the previous day. The implied volatity was 27.33, the open interest changed by 30 which increased total open position to 376
On 3 Dec GUJGASLTD was trading at 497.80. The strike last trading price was 3.35, which was -4.10 lower than the previous day. The implied volatity was 29.05, the open interest changed by 37 which increased total open position to 342
On 2 Dec GUJGASLTD was trading at 480.50. The strike last trading price was 7.45, which was -1.50 lower than the previous day. The implied volatity was 27.49, the open interest changed by -26 which decreased total open position to 305
On 29 Nov GUJGASLTD was trading at 479.75. The strike last trading price was 8.95, which was -2.35 lower than the previous day. The implied volatity was 28.94, the open interest changed by 136 which increased total open position to 324
On 28 Nov GUJGASLTD was trading at 472.00. The strike last trading price was 11.3, which was -1.80 lower than the previous day. The implied volatity was 28.47, the open interest changed by 109 which increased total open position to 187
On 27 Nov GUJGASLTD was trading at 472.15. The strike last trading price was 13.1, which was -0.85 lower than the previous day. The implied volatity was 30.36, the open interest changed by 15 which increased total open position to 77
On 26 Nov GUJGASLTD was trading at 475.35. The strike last trading price was 13.95, which was -4.05 lower than the previous day. The implied volatity was 32.19, the open interest changed by 49 which increased total open position to 64
On 25 Nov GUJGASLTD was trading at 466.20. The strike last trading price was 18, which was -2.25 lower than the previous day. The implied volatity was 33.83, the open interest changed by 15 which increased total open position to 15
On 22 Nov GUJGASLTD was trading at 461.85. The strike last trading price was 20.25, which was -8.25 lower than the previous day. The implied volatity was 32.22, the open interest changed by 0 which decreased total open position to 0
On 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 28.5, 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 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 28.5, which was 0.00 lower than the previous day. The implied volatity was 34.61, the open interest changed by 0 which decreased total open position to 2
On 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 28.5, which was 20.00 higher than the previous day. The implied volatity was 34.61, the open interest changed by 2 which increased total open position to 2
On 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 8.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
