GUJGASLTD
Gujarat Gas Limited
Historical option data for GUJGASLTD
21 Nov 2024 04:10 PM IST
| GUJGASLTD 28NOV2024 490 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.09
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 453.60 | 0.75 | -0.10 | 36.15 | 470 | -29 | 189 | |||
| 20 Nov | 451.25 | 0.85 | 0.00 | 35.86 | 432 | -73 | 218 | |||
| 19 Nov | 451.25 | 0.85 | -0.55 | 35.86 | 432 | -73 | 218 | |||
| 18 Nov | 452.50 | 1.4 | -7.90 | 36.36 | 2,123 | 194 | 298 | |||
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| 14 Nov | 486.00 | 9.3 | -3.35 | 25.61 | 817 | 51 | 102 | |||
| 13 Nov | 491.70 | 12.65 | -6.95 | 25.82 | 217 | 45 | 51 | |||
| 12 Nov | 503.05 | 19.6 | -14.45 | 25.94 | 13 | 2 | 5 | |||
| 11 Nov | 517.65 | 34.05 | -1.65 | 32.63 | 2 | -1 | 2 | |||
| 8 Nov | 523.55 | 35.7 | -18.50 | 11.79 | 4 | 0 | 3 | |||
| 7 Nov | 540.80 | 54.2 | 10.25 | 27.55 | 4 | -1 | 4 | |||
| 6 Nov | 527.85 | 43.95 | 9.10 | 30.90 | 7 | 2 | 5 | |||
| 5 Nov | 512.55 | 34.85 | 0.75 | 36.33 | 2 | 1 | 2 | |||
| 4 Nov | 514.05 | 34.1 | -90.10 | 31.24 | 1 | 0 | 0 | |||
| 1 Nov | 523.35 | 124.2 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 519.15 | 124.2 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 527.25 | 124.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 529.90 | 124.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 527.65 | 124.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 526.30 | 124.2 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 536.00 | 124.2 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 542.20 | 124.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 535.70 | 124.2 | 124.20 | - | 0 | 0 | 0 | |||
| 21 Oct | 546.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 563.00 | 0 | - | 0 | 0 | 0 | ||||
For Gujarat Gas Limited - strike price 490 expiring on 28NOV2024
Delta for 490 CE is 0.08
Historical price for 490 CE is as follows
On 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was 36.15, the open interest changed by -29 which decreased total open position to 189
On 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 35.86, the open interest changed by -73 which decreased total open position to 218
On 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 0.85, which was -0.55 lower than the previous day. The implied volatity was 35.86, the open interest changed by -73 which decreased total open position to 218
On 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 1.4, which was -7.90 lower than the previous day. The implied volatity was 36.36, the open interest changed by 194 which increased total open position to 298
On 14 Nov GUJGASLTD was trading at 486.00. The strike last trading price was 9.3, which was -3.35 lower than the previous day. The implied volatity was 25.61, the open interest changed by 51 which increased total open position to 102
On 13 Nov GUJGASLTD was trading at 491.70. The strike last trading price was 12.65, which was -6.95 lower than the previous day. The implied volatity was 25.82, the open interest changed by 45 which increased total open position to 51
On 12 Nov GUJGASLTD was trading at 503.05. The strike last trading price was 19.6, which was -14.45 lower than the previous day. The implied volatity was 25.94, the open interest changed by 2 which increased total open position to 5
On 11 Nov GUJGASLTD was trading at 517.65. The strike last trading price was 34.05, which was -1.65 lower than the previous day. The implied volatity was 32.63, the open interest changed by -1 which decreased total open position to 2
On 8 Nov GUJGASLTD was trading at 523.55. The strike last trading price was 35.7, which was -18.50 lower than the previous day. The implied volatity was 11.79, the open interest changed by 0 which decreased total open position to 3
On 7 Nov GUJGASLTD was trading at 540.80. The strike last trading price was 54.2, which was 10.25 higher than the previous day. The implied volatity was 27.55, the open interest changed by -1 which decreased total open position to 4
On 6 Nov GUJGASLTD was trading at 527.85. The strike last trading price was 43.95, which was 9.10 higher than the previous day. The implied volatity was 30.90, the open interest changed by 2 which increased total open position to 5
On 5 Nov GUJGASLTD was trading at 512.55. The strike last trading price was 34.85, which was 0.75 higher than the previous day. The implied volatity was 36.33, the open interest changed by 1 which increased total open position to 2
On 4 Nov GUJGASLTD was trading at 514.05. The strike last trading price was 34.1, which was -90.10 lower than the previous day. The implied volatity was 31.24, 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 124.2, 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 124.2, 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 124.2, 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 124.2, 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 124.2, 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 124.2, 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 124.2, 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 124.2, 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 124.2, which was 124.20 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GUJGASLTD 28NOV2024 490 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 0.14
Theta: -0.35
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 453.60 | 36.6 | -3.90 | 47.29 | 9 | -1 | 77 |
| 20 Nov | 451.25 | 40.5 | 0.00 | 44.66 | 10 | -1 | 77 |
| 19 Nov | 451.25 | 40.5 | 0.35 | 44.66 | 10 | -2 | 77 |
| 18 Nov | 452.50 | 40.15 | 30.10 | 53.12 | 372 | -46 | 80 |
| 14 Nov | 486.00 | 10.05 | 2.05 | 25.15 | 565 | 15 | 125 |
| 13 Nov | 491.70 | 8 | 2.10 | 25.46 | 540 | 15 | 108 |
| 12 Nov | 503.05 | 5.9 | 3.00 | 28.55 | 311 | 16 | 98 |
| 11 Nov | 517.65 | 2.9 | 0.45 | 29.26 | 122 | -37 | 82 |
| 8 Nov | 523.55 | 2.45 | 1.25 | 28.30 | 401 | -30 | 121 |
| 7 Nov | 540.80 | 1.2 | -3.20 | 29.85 | 337 | 25 | 151 |
| 6 Nov | 527.85 | 4.4 | -4.70 | 36.13 | 501 | 2 | 125 |
| 5 Nov | 512.55 | 9.1 | -0.40 | 39.45 | 455 | 91 | 122 |
| 4 Nov | 514.05 | 9.5 | 1.10 | 40.40 | 132 | 13 | 31 |
| 1 Nov | 523.35 | 8.4 | -0.60 | 41.31 | 2 | 1 | 17 |
| 31 Oct | 519.15 | 9 | 1.75 | - | 47 | 9 | 16 |
| 30 Oct | 527.25 | 7.25 | 0.00 | - | 2 | 0 | 6 |
| 29 Oct | 529.90 | 7.25 | -0.05 | - | 8 | -3 | 6 |
| 28 Oct | 527.65 | 7.3 | -0.30 | - | 1 | 5 | 8 |
| 25 Oct | 526.30 | 7.6 | 2.60 | - | 10 | 2 | 3 |
| 24 Oct | 536.00 | 5 | 0.00 | - | 0 | 1 | 0 |
| 23 Oct | 542.20 | 5 | 2.35 | - | 1 | 0 | 0 |
| 22 Oct | 535.70 | 2.65 | 2.65 | - | 0 | 0 | 0 |
| 21 Oct | 546.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 563.00 | 0 | - | 0 | 0 | 0 | |
For Gujarat Gas Limited - strike price 490 expiring on 28NOV2024
Delta for 490 PE is -0.86
Historical price for 490 PE is as follows
On 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 36.6, which was -3.90 lower than the previous day. The implied volatity was 47.29, the open interest changed by -1 which decreased total open position to 77
On 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 40.5, which was 0.00 lower than the previous day. The implied volatity was 44.66, the open interest changed by -1 which decreased total open position to 77
On 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 40.5, which was 0.35 higher than the previous day. The implied volatity was 44.66, the open interest changed by -2 which decreased total open position to 77
On 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 40.15, which was 30.10 higher than the previous day. The implied volatity was 53.12, the open interest changed by -46 which decreased total open position to 80
On 14 Nov GUJGASLTD was trading at 486.00. The strike last trading price was 10.05, which was 2.05 higher than the previous day. The implied volatity was 25.15, the open interest changed by 15 which increased total open position to 125
On 13 Nov GUJGASLTD was trading at 491.70. The strike last trading price was 8, which was 2.10 higher than the previous day. The implied volatity was 25.46, the open interest changed by 15 which increased total open position to 108
On 12 Nov GUJGASLTD was trading at 503.05. The strike last trading price was 5.9, which was 3.00 higher than the previous day. The implied volatity was 28.55, the open interest changed by 16 which increased total open position to 98
On 11 Nov GUJGASLTD was trading at 517.65. The strike last trading price was 2.9, which was 0.45 higher than the previous day. The implied volatity was 29.26, the open interest changed by -37 which decreased total open position to 82
On 8 Nov GUJGASLTD was trading at 523.55. The strike last trading price was 2.45, which was 1.25 higher than the previous day. The implied volatity was 28.30, the open interest changed by -30 which decreased total open position to 121
On 7 Nov GUJGASLTD was trading at 540.80. The strike last trading price was 1.2, which was -3.20 lower than the previous day. The implied volatity was 29.85, the open interest changed by 25 which increased total open position to 151
On 6 Nov GUJGASLTD was trading at 527.85. The strike last trading price was 4.4, which was -4.70 lower than the previous day. The implied volatity was 36.13, the open interest changed by 2 which increased total open position to 125
On 5 Nov GUJGASLTD was trading at 512.55. The strike last trading price was 9.1, which was -0.40 lower than the previous day. The implied volatity was 39.45, the open interest changed by 91 which increased total open position to 122
On 4 Nov GUJGASLTD was trading at 514.05. The strike last trading price was 9.5, which was 1.10 higher than the previous day. The implied volatity was 40.40, the open interest changed by 13 which increased total open position to 31
On 1 Nov GUJGASLTD was trading at 523.35. The strike last trading price was 8.4, which was -0.60 lower than the previous day. The implied volatity was 41.31, the open interest changed by 1 which increased total open position to 17
On 31 Oct GUJGASLTD was trading at 519.15. The strike last trading price was 9, 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 7.25, 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 7.25, 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 7.3, which was -0.30 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 7.6, which was 2.60 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 5, 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 5, which was 2.35 higher 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 2.65, which was 2.65 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
