GUJGASLTD
Gujarat Gas Limited
Historical option data for GUJGASLTD
03 Dec 2024 04:10 PM IST
| GUJGASLTD 26DEC2024 490 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 0.41
Theta: -0.25
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 497.80 | 16.55 | 6.55 | 17.46 | 1,971 | 28 | 297 | |||
| 2 Dec | 480.50 | 10 | -0.50 | 25.63 | 566 | 19 | 274 | |||
| 29 Nov | 479.75 | 10.5 | 1.95 | 25.32 | 607 | 136 | 243 | |||
| 28 Nov | 472.00 | 8.55 | -0.95 | 26.06 | 105 | 47 | 100 | |||
| 27 Nov | 472.15 | 9.5 | -1.20 | 28.51 | 63 | 13 | 51 | |||
| 26 Nov | 475.35 | 10.7 | 2.10 | 29.66 | 56 | 10 | 38 | |||
| 25 Nov | 466.20 | 8.6 | 1.10 | 29.69 | 22 | 13 | 26 | |||
| 22 Nov | 461.85 | 7.5 | 1.20 | 28.91 | 8 | 3 | 16 | |||
| 21 Nov | 453.60 | 6.3 | 0.15 | 30.30 | 1 | 0 | 13 | |||
| 20 Nov | 451.25 | 6.15 | 0.00 | 31.34 | 13 | 13 | 12 | |||
| 19 Nov | 451.25 | 6.15 | -42.60 | 31.34 | 13 | 12 | 12 | |||
| 18 Nov | 452.50 | 48.75 | 0.00 | 6.20 | 0 | 0 | 0 | |||
| 14 Nov | 486.00 | 48.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 8 Nov | 523.55 | 48.75 | 48.75 | - | 0 | 0 | 0 | |||
| 1 Nov | 523.35 | 0 | - | 0 | 0 | 0 | ||||
For Gujarat Gas Limited - strike price 490 expiring on 26DEC2024
Delta for 490 CE is 0.73
Historical price for 490 CE is as follows
On 3 Dec GUJGASLTD was trading at 497.80. The strike last trading price was 16.55, which was 6.55 higher than the previous day. The implied volatity was 17.46, the open interest changed by 28 which increased total open position to 297
On 2 Dec GUJGASLTD was trading at 480.50. The strike last trading price was 10, which was -0.50 lower than the previous day. The implied volatity was 25.63, the open interest changed by 19 which increased total open position to 274
On 29 Nov GUJGASLTD was trading at 479.75. The strike last trading price was 10.5, which was 1.95 higher than the previous day. The implied volatity was 25.32, the open interest changed by 136 which increased total open position to 243
On 28 Nov GUJGASLTD was trading at 472.00. The strike last trading price was 8.55, which was -0.95 lower than the previous day. The implied volatity was 26.06, the open interest changed by 47 which increased total open position to 100
On 27 Nov GUJGASLTD was trading at 472.15. The strike last trading price was 9.5, which was -1.20 lower than the previous day. The implied volatity was 28.51, the open interest changed by 13 which increased total open position to 51
On 26 Nov GUJGASLTD was trading at 475.35. The strike last trading price was 10.7, which was 2.10 higher than the previous day. The implied volatity was 29.66, the open interest changed by 10 which increased total open position to 38
On 25 Nov GUJGASLTD was trading at 466.20. The strike last trading price was 8.6, which was 1.10 higher than the previous day. The implied volatity was 29.69, the open interest changed by 13 which increased total open position to 26
On 22 Nov GUJGASLTD was trading at 461.85. The strike last trading price was 7.5, which was 1.20 higher than the previous day. The implied volatity was 28.91, the open interest changed by 3 which increased total open position to 16
On 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 6.3, which was 0.15 higher than the previous day. The implied volatity was 30.30, the open interest changed by 0 which decreased total open position to 13
On 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 6.15, which was 0.00 lower than the previous day. The implied volatity was 31.34, the open interest changed by 13 which increased total open position to 12
On 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 6.15, which was -42.60 lower than the previous day. The implied volatity was 31.34, the open interest changed by 12 which increased total open position to 12
On 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 48.75, which was 0.00 lower than the previous day. The implied volatity was 6.20, the open interest changed by 0 which decreased total open position to 0
On 14 Nov GUJGASLTD was trading at 486.00. The strike last trading price was 48.75, 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 48.75, which was 48.75 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| GUJGASLTD 26DEC2024 490 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.46
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 497.80 | 9.1 | -8.00 | 29.65 | 625 | 93 | 147 |
| 2 Dec | 480.50 | 17.1 | -1.70 | 28.32 | 140 | 3 | 53 |
| 29 Nov | 479.75 | 18.8 | -2.75 | 29.80 | 108 | 47 | 50 |
| 28 Nov | 472.00 | 21.55 | -3.05 | 27.55 | 3 | 1 | 3 |
| 27 Nov | 472.15 | 24.6 | -1.30 | 31.41 | 2 | 0 | 1 |
| 26 Nov | 475.35 | 25.9 | 11.75 | 34.43 | 2 | 1 | 1 |
| 25 Nov | 466.20 | 14.15 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 461.85 | 14.15 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 453.60 | 14.15 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 451.25 | 14.15 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 451.25 | 14.15 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 452.50 | 14.15 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 486.00 | 14.15 | 0.00 | 0.59 | 0 | 0 | 0 |
| 8 Nov | 523.55 | 14.15 | 14.15 | 6.32 | 0 | 0 | 0 |
| 1 Nov | 523.35 | 0 | 6.27 | 0 | 0 | 0 | |
For Gujarat Gas Limited - strike price 490 expiring on 26DEC2024
Delta for 490 PE is -0.35
Historical price for 490 PE is as follows
On 3 Dec GUJGASLTD was trading at 497.80. The strike last trading price was 9.1, which was -8.00 lower than the previous day. The implied volatity was 29.65, the open interest changed by 93 which increased total open position to 147
On 2 Dec GUJGASLTD was trading at 480.50. The strike last trading price was 17.1, which was -1.70 lower than the previous day. The implied volatity was 28.32, the open interest changed by 3 which increased total open position to 53
On 29 Nov GUJGASLTD was trading at 479.75. The strike last trading price was 18.8, which was -2.75 lower than the previous day. The implied volatity was 29.80, the open interest changed by 47 which increased total open position to 50
On 28 Nov GUJGASLTD was trading at 472.00. The strike last trading price was 21.55, which was -3.05 lower than the previous day. The implied volatity was 27.55, the open interest changed by 1 which increased total open position to 3
On 27 Nov GUJGASLTD was trading at 472.15. The strike last trading price was 24.6, which was -1.30 lower than the previous day. The implied volatity was 31.41, the open interest changed by 0 which decreased total open position to 1
On 26 Nov GUJGASLTD was trading at 475.35. The strike last trading price was 25.9, which was 11.75 higher than the previous day. The implied volatity was 34.43, the open interest changed by 1 which increased total open position to 1
On 25 Nov GUJGASLTD was trading at 466.20. The strike last trading price was 14.15, 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 22 Nov GUJGASLTD was trading at 461.85. The strike last trading price was 14.15, 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 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 14.15, 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 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 14.15, 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 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 14.15, 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 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 14.15, 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 14 Nov GUJGASLTD was trading at 486.00. The strike last trading price was 14.15, which was 0.00 lower than the previous day. The implied volatity was 0.59, 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 14.15, which was 14.15 higher than the previous day. The implied volatity was 6.32, 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 lower than the previous day. The implied volatity was 6.27, the open interest changed by 0 which decreased total open position to 0
