GUJGASLTD
Gujarat Gas Limited
Historical option data for GUJGASLTD
03 Dec 2024 04:10 PM IST
| GUJGASLTD 26DEC2024 480 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0.10
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 497.80 | 23 | 8.60 | 10.39 | 1,115 | -37 | 744 | |||
| 2 Dec | 480.50 | 14.4 | -0.40 | 24.94 | 675 | 5 | 781 | |||
| 29 Nov | 479.75 | 14.8 | 1.80 | 24.54 | 1,582 | 380 | 771 | |||
| 28 Nov | 472.00 | 13 | -0.10 | 26.93 | 449 | 113 | 391 | |||
| 27 Nov | 472.15 | 13.1 | -0.75 | 27.90 | 143 | 17 | 277 | |||
| 26 Nov | 475.35 | 13.85 | 1.90 | 28.00 | 208 | 20 | 266 | |||
| 25 Nov | 466.20 | 11.95 | 1.95 | 29.49 | 299 | 210 | 246 | |||
| 22 Nov | 461.85 | 10 | 1.60 | 28.05 | 15 | 3 | 39 | |||
| 21 Nov | 453.60 | 8.4 | 0.10 | 29.32 | 39 | 9 | 35 | |||
| 20 Nov | 451.25 | 8.3 | 0.00 | 30.80 | 19 | 0 | 25 | |||
| 19 Nov | 451.25 | 8.3 | -1.00 | 30.80 | 19 | -1 | 25 | |||
| 18 Nov | 452.50 | 9.3 | -128.70 | 30.58 | 39 | 25 | 25 | |||
| 14 Nov | 486.00 | 138 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 523.55 | 138 | 138.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 523.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 519.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 527.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 529.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 527.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 526.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 24 Oct | 536.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 542.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 535.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 546.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 563.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 570.25 | 0 | - | 0 | 0 | 0 | ||||
For Gujarat Gas Limited - strike price 480 expiring on 26DEC2024
Delta for 480 CE is 0.96
Historical price for 480 CE is as follows
On 3 Dec GUJGASLTD was trading at 497.80. The strike last trading price was 23, which was 8.60 higher than the previous day. The implied volatity was 10.39, the open interest changed by -37 which decreased total open position to 744
On 2 Dec GUJGASLTD was trading at 480.50. The strike last trading price was 14.4, which was -0.40 lower than the previous day. The implied volatity was 24.94, the open interest changed by 5 which increased total open position to 781
On 29 Nov GUJGASLTD was trading at 479.75. The strike last trading price was 14.8, which was 1.80 higher than the previous day. The implied volatity was 24.54, the open interest changed by 380 which increased total open position to 771
On 28 Nov GUJGASLTD was trading at 472.00. The strike last trading price was 13, which was -0.10 lower than the previous day. The implied volatity was 26.93, the open interest changed by 113 which increased total open position to 391
On 27 Nov GUJGASLTD was trading at 472.15. The strike last trading price was 13.1, which was -0.75 lower than the previous day. The implied volatity was 27.90, the open interest changed by 17 which increased total open position to 277
On 26 Nov GUJGASLTD was trading at 475.35. The strike last trading price was 13.85, which was 1.90 higher than the previous day. The implied volatity was 28.00, the open interest changed by 20 which increased total open position to 266
On 25 Nov GUJGASLTD was trading at 466.20. The strike last trading price was 11.95, which was 1.95 higher than the previous day. The implied volatity was 29.49, the open interest changed by 210 which increased total open position to 246
On 22 Nov GUJGASLTD was trading at 461.85. The strike last trading price was 10, which was 1.60 higher than the previous day. The implied volatity was 28.05, the open interest changed by 3 which increased total open position to 39
On 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 8.4, which was 0.10 higher than the previous day. The implied volatity was 29.32, the open interest changed by 9 which increased total open position to 35
On 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 8.3, which was 0.00 lower than the previous day. The implied volatity was 30.80, the open interest changed by 0 which decreased total open position to 25
On 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 8.3, which was -1.00 lower than the previous day. The implied volatity was 30.80, the open interest changed by -1 which decreased total open position to 25
On 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 9.3, which was -128.70 lower than the previous day. The implied volatity was 30.58, the open interest changed by 25 which increased total open position to 25
On 14 Nov GUJGASLTD was trading at 486.00. The strike last trading price was 138, 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 138, which was 138.00 higher 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 0, 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 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct GUJGASLTD was trading at 527.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct GUJGASLTD was trading at 529.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct GUJGASLTD was trading at 527.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct GUJGASLTD was trading at 526.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct GUJGASLTD was trading at 536.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct GUJGASLTD was trading at 542.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct GUJGASLTD was trading at 535.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct GUJGASLTD was trading at 546.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct GUJGASLTD was trading at 563.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct GUJGASLTD was trading at 570.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GUJGASLTD 26DEC2024 480 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 0.40
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 497.80 | 5.55 | -6.00 | 28.88 | 711 | 48 | 195 |
| 2 Dec | 480.50 | 11.55 | -1.30 | 27.61 | 293 | 18 | 147 |
| 29 Nov | 479.75 | 12.85 | -3.20 | 28.39 | 387 | 74 | 129 |
| 28 Nov | 472.00 | 16.05 | -2.15 | 28.30 | 71 | 17 | 49 |
| 27 Nov | 472.15 | 18.2 | -1.80 | 30.53 | 17 | 4 | 31 |
| 26 Nov | 475.35 | 20 | -6.70 | 34.24 | 33 | 15 | 27 |
| 25 Nov | 466.20 | 26.7 | 0.70 | 39.75 | 2 | 1 | 12 |
| 22 Nov | 461.85 | 26 | -13.75 | 31.94 | 1 | 0 | 11 |
| 21 Nov | 453.60 | 39.75 | 7.75 | 48.90 | 2 | 0 | 11 |
| 20 Nov | 451.25 | 32 | 0.00 | 28.38 | 2 | 0 | 11 |
| 19 Nov | 451.25 | 32 | -4.00 | 28.38 | 2 | 0 | 11 |
| 18 Nov | 452.50 | 36 | 23.00 | 39.07 | 15 | 3 | 11 |
| 14 Nov | 486.00 | 13 | 8.00 | 28.69 | 4 | 3 | 7 |
| 8 Nov | 523.55 | 5 | 1.10 | 29.30 | 6 | 3 | 3 |
| 1 Nov | 523.35 | 3.9 | 0.00 | 7.70 | 0 | 0 | 0 |
| 31 Oct | 519.15 | 3.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 527.25 | 3.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 529.90 | 3.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 527.65 | 3.9 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 526.30 | 3.9 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 536.00 | 3.9 | 3.90 | - | 0 | 0 | 0 |
| 23 Oct | 542.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 535.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 546.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 563.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 570.25 | 0 | - | 0 | 0 | 0 | |
For Gujarat Gas Limited - strike price 480 expiring on 26DEC2024
Delta for 480 PE is -0.25
Historical price for 480 PE is as follows
On 3 Dec GUJGASLTD was trading at 497.80. The strike last trading price was 5.55, which was -6.00 lower than the previous day. The implied volatity was 28.88, the open interest changed by 48 which increased total open position to 195
On 2 Dec GUJGASLTD was trading at 480.50. The strike last trading price was 11.55, which was -1.30 lower than the previous day. The implied volatity was 27.61, the open interest changed by 18 which increased total open position to 147
On 29 Nov GUJGASLTD was trading at 479.75. The strike last trading price was 12.85, which was -3.20 lower than the previous day. The implied volatity was 28.39, the open interest changed by 74 which increased total open position to 129
On 28 Nov GUJGASLTD was trading at 472.00. The strike last trading price was 16.05, which was -2.15 lower than the previous day. The implied volatity was 28.30, the open interest changed by 17 which increased total open position to 49
On 27 Nov GUJGASLTD was trading at 472.15. The strike last trading price was 18.2, which was -1.80 lower than the previous day. The implied volatity was 30.53, the open interest changed by 4 which increased total open position to 31
On 26 Nov GUJGASLTD was trading at 475.35. The strike last trading price was 20, which was -6.70 lower than the previous day. The implied volatity was 34.24, the open interest changed by 15 which increased total open position to 27
On 25 Nov GUJGASLTD was trading at 466.20. The strike last trading price was 26.7, which was 0.70 higher than the previous day. The implied volatity was 39.75, the open interest changed by 1 which increased total open position to 12
On 22 Nov GUJGASLTD was trading at 461.85. The strike last trading price was 26, which was -13.75 lower than the previous day. The implied volatity was 31.94, the open interest changed by 0 which decreased total open position to 11
On 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 39.75, which was 7.75 higher than the previous day. The implied volatity was 48.90, the open interest changed by 0 which decreased total open position to 11
On 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 32, which was 0.00 lower than the previous day. The implied volatity was 28.38, the open interest changed by 0 which decreased total open position to 11
On 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 32, which was -4.00 lower than the previous day. The implied volatity was 28.38, the open interest changed by 0 which decreased total open position to 11
On 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 36, which was 23.00 higher than the previous day. The implied volatity was 39.07, the open interest changed by 3 which increased total open position to 11
On 14 Nov GUJGASLTD was trading at 486.00. The strike last trading price was 13, which was 8.00 higher than the previous day. The implied volatity was 28.69, the open interest changed by 3 which increased total open position to 7
On 8 Nov GUJGASLTD was trading at 523.55. The strike last trading price was 5, which was 1.10 higher than the previous day. The implied volatity was 29.30, the open interest changed by 3 which increased total open position to 3
On 1 Nov GUJGASLTD was trading at 523.35. The strike last trading price was 3.9, which was 0.00 lower than the previous day. The implied volatity was 7.70, 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 3.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct GUJGASLTD was trading at 527.25. The strike last trading price was 3.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct GUJGASLTD was trading at 529.90. The strike last trading price was 3.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct GUJGASLTD was trading at 527.65. The strike last trading price was 3.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct GUJGASLTD was trading at 526.30. The strike last trading price was 3.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct GUJGASLTD was trading at 536.00. The strike last trading price was 3.9, which was 3.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct GUJGASLTD was trading at 542.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct GUJGASLTD was trading at 535.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct GUJGASLTD was trading at 546.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct GUJGASLTD was trading at 563.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct GUJGASLTD was trading at 570.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
