GUJGASLTD
Gujarat Gas Limited
Historical option data for GUJGASLTD
26 Dec 2024 04:10 PM IST
| GUJGASLTD 30JAN2025 470 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 509.00 | 44 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 24 Dec | 505.85 | 44 | 11.30 | 28.69 | 2 | 0 | 0 | |||
| 23 Dec | 498.70 | 32.7 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 499.80 | 32.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 19 Dec | 505.85 | 32.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 503.10 | 32.7 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 519.65 | 32.7 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 508.30 | 32.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 496.55 | 32.7 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 497.80 | 32.7 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 480.50 | 32.7 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 479.75 | 32.7 | - | 0 | 0 | 0 | ||||
For Gujarat Gas Limited - strike price 470 expiring on 30JAN2025
Delta for 470 CE is 0.00
Historical price for 470 CE is as follows
On 26 Dec GUJGASLTD was trading at 509.00. The strike last trading price was 44, which was 0.00 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 24 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 44, which was 11.30 higher than the previous day. The implied volatity was 28.69, the open interest changed by 0 which decreased total open position to 0
On 23 Dec GUJGASLTD was trading at 498.70. The strike last trading price was 32.7, 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 20 Dec GUJGASLTD was trading at 499.80. The strike last trading price was 32.7, 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 19 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 32.7, 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 18 Dec GUJGASLTD was trading at 503.10. The strike last trading price was 32.7, 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 16 Dec GUJGASLTD was trading at 519.65. The strike last trading price was 32.7, 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 13 Dec GUJGASLTD was trading at 508.30. The strike last trading price was 32.7, 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 Dec GUJGASLTD was trading at 496.55. The strike last trading price was 32.7, 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 3 Dec GUJGASLTD was trading at 497.80. The strike last trading price was 32.7, 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 2 Dec GUJGASLTD was trading at 480.50. The strike last trading price was 32.7, 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 29 Nov GUJGASLTD was trading at 479.75. The strike last trading price was 32.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| GUJGASLTD 30JAN2025 470 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.35
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 509.00 | 3.4 | -0.95 | 28.63 | 30 | 8 | 46 |
| 24 Dec | 505.85 | 4.35 | -2.75 | 28.22 | 34 | 9 | 39 |
| 23 Dec | 498.70 | 7.1 | 2.10 | 30.43 | 22 | 12 | 31 |
| 20 Dec | 499.80 | 5 | -0.55 | 27.01 | 6 | 3 | 17 |
| 19 Dec | 505.85 | 5.55 | -1.60 | 30.03 | 2 | 0 | 13 |
| 18 Dec | 503.10 | 7.15 | 1.45 | 32.08 | 15 | 7 | 13 |
| 16 Dec | 519.65 | 5.7 | -0.30 | 35.12 | 1 | 0 | 5 |
| 13 Dec | 508.30 | 6 | -18.80 | 29.92 | 3 | 2 | 4 |
| 4 Dec | 496.55 | 24.8 | 0.00 | 5.09 | 0 | 0 | 0 |
| 3 Dec | 497.80 | 24.8 | 0.00 | 5.73 | 0 | 0 | 0 |
| 2 Dec | 480.50 | 24.8 | 0.00 | 2.98 | 0 | 0 | 0 |
| 29 Nov | 479.75 | 24.8 | 2.84 | 0 | 0 | 0 | |
For Gujarat Gas Limited - strike price 470 expiring on 30JAN2025
Delta for 470 PE is -0.14
Historical price for 470 PE is as follows
On 26 Dec GUJGASLTD was trading at 509.00. The strike last trading price was 3.4, which was -0.95 lower than the previous day. The implied volatity was 28.63, the open interest changed by 8 which increased total open position to 46
On 24 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 4.35, which was -2.75 lower than the previous day. The implied volatity was 28.22, the open interest changed by 9 which increased total open position to 39
On 23 Dec GUJGASLTD was trading at 498.70. The strike last trading price was 7.1, which was 2.10 higher than the previous day. The implied volatity was 30.43, the open interest changed by 12 which increased total open position to 31
On 20 Dec GUJGASLTD was trading at 499.80. The strike last trading price was 5, which was -0.55 lower than the previous day. The implied volatity was 27.01, the open interest changed by 3 which increased total open position to 17
On 19 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 5.55, which was -1.60 lower than the previous day. The implied volatity was 30.03, the open interest changed by 0 which decreased total open position to 13
On 18 Dec GUJGASLTD was trading at 503.10. The strike last trading price was 7.15, which was 1.45 higher than the previous day. The implied volatity was 32.08, the open interest changed by 7 which increased total open position to 13
On 16 Dec GUJGASLTD was trading at 519.65. The strike last trading price was 5.7, which was -0.30 lower than the previous day. The implied volatity was 35.12, the open interest changed by 0 which decreased total open position to 5
On 13 Dec GUJGASLTD was trading at 508.30. The strike last trading price was 6, which was -18.80 lower than the previous day. The implied volatity was 29.92, the open interest changed by 2 which increased total open position to 4
On 4 Dec GUJGASLTD was trading at 496.55. The strike last trading price was 24.8, which was 0.00 lower than the previous day. The implied volatity was 5.09, the open interest changed by 0 which decreased total open position to 0
On 3 Dec GUJGASLTD was trading at 497.80. The strike last trading price was 24.8, which was 0.00 lower than the previous day. The implied volatity was 5.73, the open interest changed by 0 which decreased total open position to 0
On 2 Dec GUJGASLTD was trading at 480.50. The strike last trading price was 24.8, which was 0.00 lower than the previous day. The implied volatity was 2.98, the open interest changed by 0 which decreased total open position to 0
On 29 Nov GUJGASLTD was trading at 479.75. The strike last trading price was 24.8, which was lower than the previous day. The implied volatity was 2.84, the open interest changed by 0 which decreased total open position to 0
