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[--[65.84.65.76]--]
GUJGASLTD
Gujarat Gas Limited

486 -5.70 (-1.16%)

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Historical option data for GUJGASLTD

14 Nov 2024 04:10 PM IST
GUJGASLTD 28NOV2024 500 CE
Delta: 0.33
Vega: 0.35
Theta: -0.35
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
14 Nov 486.00 5 -2.65 24.59 1,152 85 256
13 Nov 491.70 7.65 -5.50 25.33 808 78 170
12 Nov 503.05 13.15 -10.70 25.48 228 26 90
11 Nov 517.65 23.85 -3.90 24.88 43 16 66
8 Nov 523.55 27.75 -18.50 21.11 24 5 51
7 Nov 540.80 46.25 10.25 32.19 10 -1 47
6 Nov 527.85 36 8.10 31.30 69 1 47
5 Nov 512.55 27.9 -1.15 35.68 195 27 45
4 Nov 514.05 29.05 -10.65 35.40 59 16 17
1 Nov 523.35 39.7 0.00 0.00 0 0 0
31 Oct 519.15 39.7 0.00 - 0 1 0
30 Oct 527.25 39.7 -78.05 - 1 0 0
29 Oct 529.90 117.75 0.00 - 0 0 0
28 Oct 527.65 117.75 0.00 - 0 0 0
25 Oct 526.30 117.75 0.00 - 0 0 0
24 Oct 536.00 117.75 0.00 - 0 0 0
23 Oct 542.20 117.75 0.00 - 0 0 0
22 Oct 535.70 117.75 0.00 - 0 0 0
21 Oct 546.90 117.75 0.00 - 0 0 0
18 Oct 563.00 117.75 0.00 - 0 0 0
17 Oct 570.25 117.75 - 0 0 0


For Gujarat Gas Limited - strike price 500 expiring on 28NOV2024

Delta for 500 CE is 0.33

Historical price for 500 CE is as follows

On 14 Nov GUJGASLTD was trading at 486.00. The strike last trading price was 5, which was -2.65 lower than the previous day. The implied volatity was 24.59, the open interest changed by 85 which increased total open position to 256


On 13 Nov GUJGASLTD was trading at 491.70. The strike last trading price was 7.65, which was -5.50 lower than the previous day. The implied volatity was 25.33, the open interest changed by 78 which increased total open position to 170


On 12 Nov GUJGASLTD was trading at 503.05. The strike last trading price was 13.15, which was -10.70 lower than the previous day. The implied volatity was 25.48, the open interest changed by 26 which increased total open position to 90


On 11 Nov GUJGASLTD was trading at 517.65. The strike last trading price was 23.85, which was -3.90 lower than the previous day. The implied volatity was 24.88, the open interest changed by 16 which increased total open position to 66


On 8 Nov GUJGASLTD was trading at 523.55. The strike last trading price was 27.75, which was -18.50 lower than the previous day. The implied volatity was 21.11, the open interest changed by 5 which increased total open position to 51


On 7 Nov GUJGASLTD was trading at 540.80. The strike last trading price was 46.25, which was 10.25 higher than the previous day. The implied volatity was 32.19, the open interest changed by -1 which decreased total open position to 47


On 6 Nov GUJGASLTD was trading at 527.85. The strike last trading price was 36, which was 8.10 higher than the previous day. The implied volatity was 31.30, the open interest changed by 1 which increased total open position to 47


On 5 Nov GUJGASLTD was trading at 512.55. The strike last trading price was 27.9, which was -1.15 lower than the previous day. The implied volatity was 35.68, the open interest changed by 27 which increased total open position to 45


On 4 Nov GUJGASLTD was trading at 514.05. The strike last trading price was 29.05, which was -10.65 lower than the previous day. The implied volatity was 35.40, the open interest changed by 16 which increased total open position to 17


On 1 Nov GUJGASLTD was trading at 523.35. The strike last trading price was 39.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 39.7, 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 39.7, which was -78.05 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 117.75, 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 117.75, 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 117.75, 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 117.75, 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 117.75, 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 117.75, 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 117.75, 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 117.75, 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 117.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


GUJGASLTD 28NOV2024 500 PE
Delta: -0.66
Vega: 0.35
Theta: -0.24
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 486.00 16.5 3.55 26.35 387 -35 226
13 Nov 491.70 12.95 3.55 24.95 790 -37 262
12 Nov 503.05 9.4 4.75 27.76 574 25 266
11 Nov 517.65 4.65 0.30 27.88 263 -14 243
8 Nov 523.55 4.35 2.45 28.32 981 -70 258
7 Nov 540.80 1.9 -4.40 28.55 1,471 115 331
6 Nov 527.85 6.3 -5.70 35.27 728 -19 217
5 Nov 512.55 12 -0.75 38.30 726 5 235
4 Nov 514.05 12.75 0.75 40.03 340 34 229
1 Nov 523.35 12 -0.30 42.62 16 9 194
31 Oct 519.15 12.3 2.55 - 283 16 185
30 Oct 527.25 9.75 0.30 - 94 14 169
29 Oct 529.90 9.45 -0.25 - 70 32 156
28 Oct 527.65 9.7 -0.25 - 47 6 123
25 Oct 526.30 9.95 2.55 - 97 45 117
24 Oct 536.00 7.4 0.80 - 25 -4 72
23 Oct 542.20 6.6 -0.55 - 60 9 76
22 Oct 535.70 7.15 1.15 - 101 -5 67
21 Oct 546.90 6 0.95 - 305 -9 72
18 Oct 563.00 5.05 3.00 - 144 79 82
17 Oct 570.25 2.05 - 3 2 2


For Gujarat Gas Limited - strike price 500 expiring on 28NOV2024

Delta for 500 PE is -0.66

Historical price for 500 PE is as follows

On 14 Nov GUJGASLTD was trading at 486.00. The strike last trading price was 16.5, which was 3.55 higher than the previous day. The implied volatity was 26.35, the open interest changed by -35 which decreased total open position to 226


On 13 Nov GUJGASLTD was trading at 491.70. The strike last trading price was 12.95, which was 3.55 higher than the previous day. The implied volatity was 24.95, the open interest changed by -37 which decreased total open position to 262


On 12 Nov GUJGASLTD was trading at 503.05. The strike last trading price was 9.4, which was 4.75 higher than the previous day. The implied volatity was 27.76, the open interest changed by 25 which increased total open position to 266


On 11 Nov GUJGASLTD was trading at 517.65. The strike last trading price was 4.65, which was 0.30 higher than the previous day. The implied volatity was 27.88, the open interest changed by -14 which decreased total open position to 243


On 8 Nov GUJGASLTD was trading at 523.55. The strike last trading price was 4.35, which was 2.45 higher than the previous day. The implied volatity was 28.32, the open interest changed by -70 which decreased total open position to 258


On 7 Nov GUJGASLTD was trading at 540.80. The strike last trading price was 1.9, which was -4.40 lower than the previous day. The implied volatity was 28.55, the open interest changed by 115 which increased total open position to 331


On 6 Nov GUJGASLTD was trading at 527.85. The strike last trading price was 6.3, which was -5.70 lower than the previous day. The implied volatity was 35.27, the open interest changed by -19 which decreased total open position to 217


On 5 Nov GUJGASLTD was trading at 512.55. The strike last trading price was 12, which was -0.75 lower than the previous day. The implied volatity was 38.30, the open interest changed by 5 which increased total open position to 235


On 4 Nov GUJGASLTD was trading at 514.05. The strike last trading price was 12.75, which was 0.75 higher than the previous day. The implied volatity was 40.03, the open interest changed by 34 which increased total open position to 229


On 1 Nov GUJGASLTD was trading at 523.35. The strike last trading price was 12, which was -0.30 lower than the previous day. The implied volatity was 42.62, the open interest changed by 9 which increased total open position to 194


On 31 Oct GUJGASLTD was trading at 519.15. The strike last trading price was 12.3, which was 2.55 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 9.75, which was 0.30 higher 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 9.45, which was -0.25 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 9.7, which was -0.25 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 9.95, which was 2.55 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 7.4, which was 0.80 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 6.6, which was -0.55 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 7.15, which was 1.15 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 6, which was 0.95 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 5.05, which was 3.00 higher 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 2.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to