GUJGASLTD
Gujarat Gas Limited
Historical option data for GUJGASLTD
26 Dec 2024 04:10 PM IST
| GUJGASLTD 30JAN2025 490 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 0.50
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 509.00 | 30.9 | 7.00 | 25.30 | 8 | 3 | 6 | |||
| 24 Dec | 505.85 | 23.9 | 2.40 | 18.54 | 2 | 1 | 2 | |||
| 23 Dec | 498.70 | 21.5 | -2.10 | 22.14 | 1 | 0 | 0 | |||
| 20 Dec | 499.80 | 23.6 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 505.85 | 23.6 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 503.10 | 23.6 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 507.55 | 23.6 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 519.65 | 23.6 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 508.30 | 23.6 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 511.95 | 23.6 | 0.00 | - | 0 | 0 | 0 | |||
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| 9 Dec | 508.15 | 23.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 496.55 | 23.6 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 497.80 | 23.6 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 480.50 | 23.6 | 0.00 | 0.31 | 0 | 0 | 0 | |||
| 29 Nov | 479.75 | 23.6 | 0.25 | 0 | 0 | 0 | ||||
For Gujarat Gas Limited - strike price 490 expiring on 30JAN2025
Delta for 490 CE is 0.75
Historical price for 490 CE is as follows
On 26 Dec GUJGASLTD was trading at 509.00. The strike last trading price was 30.9, which was 7.00 higher than the previous day. The implied volatity was 25.30, the open interest changed by 3 which increased total open position to 6
On 24 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 23.9, which was 2.40 higher than the previous day. The implied volatity was 18.54, the open interest changed by 1 which increased total open position to 2
On 23 Dec GUJGASLTD was trading at 498.70. The strike last trading price was 21.5, which was -2.10 lower than the previous day. The implied volatity was 22.14, 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 23.6, 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 23.6, 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 23.6, 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 17 Dec GUJGASLTD was trading at 507.55. The strike last trading price was 23.6, 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 23.6, 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 23.6, 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 10 Dec GUJGASLTD was trading at 511.95. The strike last trading price was 23.6, 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 9 Dec GUJGASLTD was trading at 508.15. The strike last trading price was 23.6, 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 23.6, 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 23.6, 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 23.6, which was 0.00 lower than the previous day. The implied volatity was 0.31, 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 23.6, which was lower than the previous day. The implied volatity was 0.25, the open interest changed by 0 which decreased total open position to 0
| GUJGASLTD 30JAN2025 490 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 0.52
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 509.00 | 7.5 | -1.90 | 27.79 | 69 | 3 | 56 |
| 24 Dec | 505.85 | 9.4 | -5.10 | 27.76 | 88 | 20 | 53 |
| 23 Dec | 498.70 | 14.5 | 1.30 | 31.41 | 120 | 8 | 32 |
| 20 Dec | 499.80 | 13.2 | -0.85 | 30.90 | 7 | 6 | 23 |
| 19 Dec | 505.85 | 14.05 | -0.20 | 35.02 | 1 | 0 | 17 |
| 18 Dec | 503.10 | 14.25 | 2.00 | 33.52 | 8 | 7 | 16 |
| 17 Dec | 507.55 | 12.25 | -23.25 | 31.71 | 9 | 8 | 8 |
| 16 Dec | 519.65 | 35.5 | 0.00 | 6.15 | 0 | 0 | 0 |
| 13 Dec | 508.30 | 35.5 | 0.00 | 4.02 | 0 | 0 | 0 |
| 10 Dec | 511.95 | 35.5 | 0.00 | 4.64 | 0 | 0 | 0 |
| 9 Dec | 508.15 | 35.5 | 0.00 | 4.17 | 0 | 0 | 0 |
| 4 Dec | 496.55 | 35.5 | 0.00 | 2.03 | 0 | 0 | 0 |
| 3 Dec | 497.80 | 35.5 | 0.00 | 2.74 | 0 | 0 | 0 |
| 2 Dec | 480.50 | 35.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 479.75 | 35.5 | - | 0 | 0 | 0 | |
For Gujarat Gas Limited - strike price 490 expiring on 30JAN2025
Delta for 490 PE is -0.27
Historical price for 490 PE is as follows
On 26 Dec GUJGASLTD was trading at 509.00. The strike last trading price was 7.5, which was -1.90 lower than the previous day. The implied volatity was 27.79, the open interest changed by 3 which increased total open position to 56
On 24 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 9.4, which was -5.10 lower than the previous day. The implied volatity was 27.76, the open interest changed by 20 which increased total open position to 53
On 23 Dec GUJGASLTD was trading at 498.70. The strike last trading price was 14.5, which was 1.30 higher than the previous day. The implied volatity was 31.41, the open interest changed by 8 which increased total open position to 32
On 20 Dec GUJGASLTD was trading at 499.80. The strike last trading price was 13.2, which was -0.85 lower than the previous day. The implied volatity was 30.90, the open interest changed by 6 which increased total open position to 23
On 19 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 14.05, which was -0.20 lower than the previous day. The implied volatity was 35.02, the open interest changed by 0 which decreased total open position to 17
On 18 Dec GUJGASLTD was trading at 503.10. The strike last trading price was 14.25, which was 2.00 higher than the previous day. The implied volatity was 33.52, the open interest changed by 7 which increased total open position to 16
On 17 Dec GUJGASLTD was trading at 507.55. The strike last trading price was 12.25, which was -23.25 lower than the previous day. The implied volatity was 31.71, the open interest changed by 8 which increased total open position to 8
On 16 Dec GUJGASLTD was trading at 519.65. The strike last trading price was 35.5, which was 0.00 lower than the previous day. The implied volatity was 6.15, 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 35.5, which was 0.00 lower than the previous day. The implied volatity was 4.02, the open interest changed by 0 which decreased total open position to 0
On 10 Dec GUJGASLTD was trading at 511.95. The strike last trading price was 35.5, which was 0.00 lower than the previous day. The implied volatity was 4.64, the open interest changed by 0 which decreased total open position to 0
On 9 Dec GUJGASLTD was trading at 508.15. The strike last trading price was 35.5, which was 0.00 lower than the previous day. The implied volatity was 4.17, 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 35.5, which was 0.00 lower than the previous day. The implied volatity was 2.03, 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 35.5, which was 0.00 lower than the previous day. The implied volatity was 2.74, 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 35.5, 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 35.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
