GUJGASLTD
Gujarat Gas Limited
Historical option data for GUJGASLTD
21 Nov 2024 04:10 PM IST
| GUJGASLTD 28NOV2024 480 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.13
Vega: 0.13
Theta: -0.33
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 453.60 | 1.35 | 0.00 | 33.25 | 785 | 32 | 367 | |||
| 20 Nov | 451.25 | 1.35 | 0.00 | 32.75 | 633 | 30 | 339 | |||
| 19 Nov | 451.25 | 1.35 | -1.10 | 32.75 | 633 | 34 | 339 | |||
| 18 Nov | 452.50 | 2.45 | -12.55 | 35.00 | 2,825 | 279 | 307 | |||
| 14 Nov | 486.00 | 15 | -3.00 | 26.06 | 65 | 12 | 27 | |||
| 13 Nov | 491.70 | 18 | -9.40 | 22.86 | 12 | 1 | 12 | |||
|
|
||||||||||
| 12 Nov | 503.05 | 27.4 | -14.65 | 26.84 | 14 | 5 | 9 | |||
| 11 Nov | 517.65 | 42.05 | -3.00 | 31.36 | 2 | 0 | 4 | |||
| 8 Nov | 523.55 | 45.05 | -8.10 | - | 4 | 2 | 5 | |||
| 7 Nov | 540.80 | 53.15 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 6 Nov | 527.85 | 53.15 | 15.85 | 33.15 | 1 | 0 | 2 | |||
| 5 Nov | 512.55 | 37.3 | -97.85 | 16.45 | 2 | 1 | 1 | |||
| 4 Nov | 514.05 | 135.15 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 523.35 | 135.15 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 519.15 | 135.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 527.25 | 135.15 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 529.90 | 135.15 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 527.65 | 135.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 526.30 | 135.15 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 536.00 | 135.15 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 542.20 | 135.15 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 535.70 | 135.15 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 546.90 | 135.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 563.00 | 135.15 | - | 0 | 0 | 0 | ||||
For Gujarat Gas Limited - strike price 480 expiring on 28NOV2024
Delta for 480 CE is 0.13
Historical price for 480 CE is as follows
On 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 33.25, the open interest changed by 32 which increased total open position to 367
On 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 32.75, the open interest changed by 30 which increased total open position to 339
On 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 1.35, which was -1.10 lower than the previous day. The implied volatity was 32.75, the open interest changed by 34 which increased total open position to 339
On 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 2.45, which was -12.55 lower than the previous day. The implied volatity was 35.00, the open interest changed by 279 which increased total open position to 307
On 14 Nov GUJGASLTD was trading at 486.00. The strike last trading price was 15, which was -3.00 lower than the previous day. The implied volatity was 26.06, the open interest changed by 12 which increased total open position to 27
On 13 Nov GUJGASLTD was trading at 491.70. The strike last trading price was 18, which was -9.40 lower than the previous day. The implied volatity was 22.86, the open interest changed by 1 which increased total open position to 12
On 12 Nov GUJGASLTD was trading at 503.05. The strike last trading price was 27.4, which was -14.65 lower than the previous day. The implied volatity was 26.84, the open interest changed by 5 which increased total open position to 9
On 11 Nov GUJGASLTD was trading at 517.65. The strike last trading price was 42.05, which was -3.00 lower than the previous day. The implied volatity was 31.36, the open interest changed by 0 which decreased total open position to 4
On 8 Nov GUJGASLTD was trading at 523.55. The strike last trading price was 45.05, which was -8.10 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 5
On 7 Nov GUJGASLTD was trading at 540.80. The strike last trading price was 53.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Nov GUJGASLTD was trading at 527.85. The strike last trading price was 53.15, which was 15.85 higher than the previous day. The implied volatity was 33.15, the open interest changed by 0 which decreased total open position to 2
On 5 Nov GUJGASLTD was trading at 512.55. The strike last trading price was 37.3, which was -97.85 lower than the previous day. The implied volatity was 16.45, the open interest changed by 1 which increased total open position to 1
On 4 Nov GUJGASLTD was trading at 514.05. The strike last trading price was 135.15, 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 135.15, 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 135.15, 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 135.15, 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 135.15, 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 135.15, 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 135.15, 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 135.15, 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 135.15, 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 135.15, 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 135.15, 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 135.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GUJGASLTD 28NOV2024 480 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.82
Vega: 0.17
Theta: -0.37
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 453.60 | 27 | -4.10 | 40.35 | 18 | -9 | 160 |
| 20 Nov | 451.25 | 31.1 | 0.00 | 40.04 | 200 | -14 | 170 |
| 19 Nov | 451.25 | 31.1 | 0.90 | 40.04 | 200 | -13 | 170 |
| 18 Nov | 452.50 | 30.2 | 24.35 | 44.36 | 1,272 | -93 | 190 |
| 14 Nov | 486.00 | 5.85 | 1.40 | 25.74 | 558 | 82 | 283 |
| 13 Nov | 491.70 | 4.45 | 1.10 | 25.68 | 321 | -6 | 207 |
| 12 Nov | 503.05 | 3.35 | 1.70 | 28.79 | 272 | 30 | 231 |
| 11 Nov | 517.65 | 1.65 | 0.05 | 30.03 | 63 | -6 | 196 |
| 8 Nov | 523.55 | 1.6 | 0.80 | 30.01 | 343 | 18 | 201 |
| 7 Nov | 540.80 | 0.8 | -2.00 | 31.55 | 340 | 33 | 196 |
| 6 Nov | 527.85 | 2.8 | -3.70 | 36.20 | 364 | -36 | 162 |
| 5 Nov | 512.55 | 6.5 | -0.55 | 39.79 | 722 | 65 | 200 |
| 4 Nov | 514.05 | 7.05 | 0.85 | 41.16 | 155 | 34 | 136 |
| 1 Nov | 523.35 | 6.2 | -0.65 | 41.76 | 3 | 1 | 102 |
| 31 Oct | 519.15 | 6.85 | 1.75 | - | 163 | 27 | 103 |
| 30 Oct | 527.25 | 5.1 | 0.00 | - | 36 | -5 | 75 |
| 29 Oct | 529.90 | 5.1 | -0.05 | - | 67 | 7 | 80 |
| 28 Oct | 527.65 | 5.15 | 0.15 | - | 193 | 17 | 74 |
| 25 Oct | 526.30 | 5 | 1.45 | - | 95 | 6 | 57 |
| 24 Oct | 536.00 | 3.55 | 0.05 | - | 45 | 5 | 52 |
| 23 Oct | 542.20 | 3.5 | -0.90 | - | 100 | -5 | 47 |
| 22 Oct | 535.70 | 4.4 | 0.60 | - | 50 | 0 | 53 |
| 21 Oct | 546.90 | 3.8 | 0.75 | - | 326 | -8 | 51 |
| 18 Oct | 563.00 | 3.05 | - | 63 | 58 | 58 | |
For Gujarat Gas Limited - strike price 480 expiring on 28NOV2024
Delta for 480 PE is -0.82
Historical price for 480 PE is as follows
On 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 27, which was -4.10 lower than the previous day. The implied volatity was 40.35, the open interest changed by -9 which decreased total open position to 160
On 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 31.1, which was 0.00 lower than the previous day. The implied volatity was 40.04, the open interest changed by -14 which decreased total open position to 170
On 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 31.1, which was 0.90 higher than the previous day. The implied volatity was 40.04, the open interest changed by -13 which decreased total open position to 170
On 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 30.2, which was 24.35 higher than the previous day. The implied volatity was 44.36, the open interest changed by -93 which decreased total open position to 190
On 14 Nov GUJGASLTD was trading at 486.00. The strike last trading price was 5.85, which was 1.40 higher than the previous day. The implied volatity was 25.74, the open interest changed by 82 which increased total open position to 283
On 13 Nov GUJGASLTD was trading at 491.70. The strike last trading price was 4.45, which was 1.10 higher than the previous day. The implied volatity was 25.68, the open interest changed by -6 which decreased total open position to 207
On 12 Nov GUJGASLTD was trading at 503.05. The strike last trading price was 3.35, which was 1.70 higher than the previous day. The implied volatity was 28.79, the open interest changed by 30 which increased total open position to 231
On 11 Nov GUJGASLTD was trading at 517.65. The strike last trading price was 1.65, which was 0.05 higher than the previous day. The implied volatity was 30.03, the open interest changed by -6 which decreased total open position to 196
On 8 Nov GUJGASLTD was trading at 523.55. The strike last trading price was 1.6, which was 0.80 higher than the previous day. The implied volatity was 30.01, the open interest changed by 18 which increased total open position to 201
On 7 Nov GUJGASLTD was trading at 540.80. The strike last trading price was 0.8, which was -2.00 lower than the previous day. The implied volatity was 31.55, the open interest changed by 33 which increased total open position to 196
On 6 Nov GUJGASLTD was trading at 527.85. The strike last trading price was 2.8, which was -3.70 lower than the previous day. The implied volatity was 36.20, the open interest changed by -36 which decreased total open position to 162
On 5 Nov GUJGASLTD was trading at 512.55. The strike last trading price was 6.5, which was -0.55 lower than the previous day. The implied volatity was 39.79, the open interest changed by 65 which increased total open position to 200
On 4 Nov GUJGASLTD was trading at 514.05. The strike last trading price was 7.05, which was 0.85 higher than the previous day. The implied volatity was 41.16, the open interest changed by 34 which increased total open position to 136
On 1 Nov GUJGASLTD was trading at 523.35. The strike last trading price was 6.2, which was -0.65 lower than the previous day. The implied volatity was 41.76, the open interest changed by 1 which increased total open position to 102
On 31 Oct GUJGASLTD was trading at 519.15. The strike last trading price was 6.85, which was 1.75 higher 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 5.1, 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 5.1, which was -0.05 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 5.15, which was 0.15 higher 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 5, which was 1.45 higher 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 3.55, which was 0.05 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 3.5, which was -0.90 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 4.4, which was 0.60 higher 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 3.8, which was 0.75 higher 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 3.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
