GUJGASLTD
Gujarat Gas Limited
Historical option data for GUJGASLTD
21 Nov 2024 04:10 PM IST
| GUJGASLTD 28NOV2024 470 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.23
Vega: 0.19
Theta: -0.43
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 453.60 | 2.45 | 0.00 | 29.90 | 1,192 | -121 | 365 | |||
| 20 Nov | 451.25 | 2.45 | 0.00 | 30.54 | 1,216 | -19 | 489 | |||
| 19 Nov | 451.25 | 2.45 | -1.80 | 30.54 | 1,216 | -16 | 489 | |||
| 18 Nov | 452.50 | 4.25 | -17.25 | 33.74 | 4,135 | 511 | 523 | |||
| 14 Nov | 486.00 | 21.5 | -7.60 | 24.06 | 37 | 4 | 12 | |||
| 13 Nov | 491.70 | 29.1 | -6.65 | 34.82 | 9 | 5 | 8 | |||
| 12 Nov | 503.05 | 35.75 | -106.95 | 26.09 | 3 | 1 | 1 | |||
| 11 Nov | 517.65 | 142.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 523.55 | 142.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 540.80 | 142.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 527.85 | 142.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 512.55 | 142.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 514.05 | 142.7 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 523.35 | 142.7 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 519.15 | 142.7 | - | 0 | 0 | 0 | ||||
For Gujarat Gas Limited - strike price 470 expiring on 28NOV2024
Delta for 470 CE is 0.23
Historical price for 470 CE is as follows
On 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 2.45, which was 0.00 lower than the previous day. The implied volatity was 29.90, the open interest changed by -121 which decreased total open position to 365
On 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 2.45, which was 0.00 lower than the previous day. The implied volatity was 30.54, the open interest changed by -19 which decreased total open position to 489
On 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 2.45, which was -1.80 lower than the previous day. The implied volatity was 30.54, the open interest changed by -16 which decreased total open position to 489
On 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 4.25, which was -17.25 lower than the previous day. The implied volatity was 33.74, the open interest changed by 511 which increased total open position to 523
On 14 Nov GUJGASLTD was trading at 486.00. The strike last trading price was 21.5, which was -7.60 lower than the previous day. The implied volatity was 24.06, the open interest changed by 4 which increased total open position to 12
On 13 Nov GUJGASLTD was trading at 491.70. The strike last trading price was 29.1, which was -6.65 lower than the previous day. The implied volatity was 34.82, the open interest changed by 5 which increased total open position to 8
On 12 Nov GUJGASLTD was trading at 503.05. The strike last trading price was 35.75, which was -106.95 lower than the previous day. The implied volatity was 26.09, the open interest changed by 1 which increased total open position to 1
On 11 Nov GUJGASLTD was trading at 517.65. The strike last trading price was 142.7, 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 142.7, 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 142.7, 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 142.7, 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 142.7, 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 142.7, 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 142.7, 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 142.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GUJGASLTD 28NOV2024 470 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.69
Vega: 0.22
Theta: -0.58
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 453.60 | 19.7 | -2.70 | 42.65 | 68 | -12 | 262 |
| 20 Nov | 451.25 | 22.4 | 0.00 | 36.87 | 227 | -33 | 274 |
| 19 Nov | 451.25 | 22.4 | 0.75 | 36.87 | 227 | -33 | 274 |
| 18 Nov | 452.50 | 21.65 | 18.40 | 40.04 | 2,730 | 51 | 307 |
| 14 Nov | 486.00 | 3.25 | 0.55 | 26.83 | 454 | 148 | 261 |
| 13 Nov | 491.70 | 2.7 | 0.90 | 27.79 | 144 | -6 | 113 |
| 12 Nov | 503.05 | 1.8 | 0.75 | 29.28 | 116 | -16 | 120 |
| 11 Nov | 517.65 | 1.05 | 0.10 | 31.94 | 75 | 4 | 123 |
| 8 Nov | 523.55 | 0.95 | 0.45 | 31.06 | 163 | 22 | 121 |
| 7 Nov | 540.80 | 0.5 | -1.40 | 32.85 | 98 | -18 | 99 |
| 6 Nov | 527.85 | 1.9 | -2.90 | 37.27 | 243 | 16 | 117 |
| 5 Nov | 512.55 | 4.8 | -0.50 | 41.06 | 228 | 40 | 94 |
| 4 Nov | 514.05 | 5.3 | 0.55 | 42.42 | 94 | 30 | 55 |
| 1 Nov | 523.35 | 4.75 | 0.00 | 0.00 | 0 | 25 | 0 |
| 31 Oct | 519.15 | 4.75 | - | 31 | 26 | 26 | |
For Gujarat Gas Limited - strike price 470 expiring on 28NOV2024
Delta for 470 PE is -0.69
Historical price for 470 PE is as follows
On 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 19.7, which was -2.70 lower than the previous day. The implied volatity was 42.65, the open interest changed by -12 which decreased total open position to 262
On 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 22.4, which was 0.00 lower than the previous day. The implied volatity was 36.87, the open interest changed by -33 which decreased total open position to 274
On 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 22.4, which was 0.75 higher than the previous day. The implied volatity was 36.87, the open interest changed by -33 which decreased total open position to 274
On 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 21.65, which was 18.40 higher than the previous day. The implied volatity was 40.04, the open interest changed by 51 which increased total open position to 307
On 14 Nov GUJGASLTD was trading at 486.00. The strike last trading price was 3.25, which was 0.55 higher than the previous day. The implied volatity was 26.83, the open interest changed by 148 which increased total open position to 261
On 13 Nov GUJGASLTD was trading at 491.70. The strike last trading price was 2.7, which was 0.90 higher than the previous day. The implied volatity was 27.79, the open interest changed by -6 which decreased total open position to 113
On 12 Nov GUJGASLTD was trading at 503.05. The strike last trading price was 1.8, which was 0.75 higher than the previous day. The implied volatity was 29.28, the open interest changed by -16 which decreased total open position to 120
On 11 Nov GUJGASLTD was trading at 517.65. The strike last trading price was 1.05, which was 0.10 higher than the previous day. The implied volatity was 31.94, the open interest changed by 4 which increased total open position to 123
On 8 Nov GUJGASLTD was trading at 523.55. The strike last trading price was 0.95, which was 0.45 higher than the previous day. The implied volatity was 31.06, the open interest changed by 22 which increased total open position to 121
On 7 Nov GUJGASLTD was trading at 540.80. The strike last trading price was 0.5, which was -1.40 lower than the previous day. The implied volatity was 32.85, the open interest changed by -18 which decreased total open position to 99
On 6 Nov GUJGASLTD was trading at 527.85. The strike last trading price was 1.9, which was -2.90 lower than the previous day. The implied volatity was 37.27, the open interest changed by 16 which increased total open position to 117
On 5 Nov GUJGASLTD was trading at 512.55. The strike last trading price was 4.8, which was -0.50 lower than the previous day. The implied volatity was 41.06, the open interest changed by 40 which increased total open position to 94
On 4 Nov GUJGASLTD was trading at 514.05. The strike last trading price was 5.3, which was 0.55 higher than the previous day. The implied volatity was 42.42, the open interest changed by 30 which increased total open position to 55
On 1 Nov GUJGASLTD was trading at 523.35. The strike last trading price was 4.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 25 which increased total open position to 0
On 31 Oct GUJGASLTD was trading at 519.15. The strike last trading price was 4.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
