GUJGASLTD
Gujarat Gas Limited
Historical option data for GUJGASLTD
26 Dec 2024 04:10 PM IST
| GUJGASLTD 30JAN2025 500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 0.58
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 509.00 | 24.2 | 3.10 | 25.33 | 110 | -18 | 67 | |||
| 24 Dec | 505.85 | 21.1 | 3.90 | 24.97 | 222 | 39 | 85 | |||
| 23 Dec | 498.70 | 17.2 | -1.80 | 25.46 | 85 | 25 | 46 | |||
| 20 Dec | 499.80 | 19 | -4.45 | 23.36 | 7 | 6 | 21 | |||
| 19 Dec | 505.85 | 23.45 | 1.50 | 25.05 | 17 | 7 | 14 | |||
| 18 Dec | 503.10 | 21.95 | 4.20 | 24.51 | 9 | 0 | 5 | |||
| 17 Dec | 507.55 | 17.75 | -13.25 | 14.50 | 6 | 2 | 4 | |||
| 16 Dec | 519.65 | 31 | 7.50 | 19.34 | 1 | 0 | 2 | |||
| 13 Dec | 508.30 | 23.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 509.00 | 23.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 518.40 | 23.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 511.95 | 23.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 508.15 | 23.5 | -28.35 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 496.55 | 51.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 497.80 | 51.85 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 480.50 | 51.85 | 0.00 | 1.76 | 0 | 0 | 0 | |||
| 29 Nov | 479.75 | 51.85 | 0.00 | 1.73 | 0 | 0 | 0 | |||
| 28 Nov | 472.00 | 51.85 | 0.00 | 2.66 | 0 | 0 | 0 | |||
| 27 Nov | 472.15 | 51.85 | 0.00 | 3.24 | 0 | 0 | 0 | |||
| 26 Nov | 475.35 | 51.85 | 0.00 | 2.51 | 0 | 0 | 0 | |||
| 25 Nov | 466.20 | 51.85 | 0.00 | 3.31 | 0 | 0 | 0 | |||
| 22 Nov | 461.85 | 51.85 | 0.00 | 4.08 | 0 | 0 | 0 | |||
| 21 Nov | 453.60 | 51.85 | 0.00 | 5.00 | 0 | 0 | 0 | |||
| 20 Nov | 451.25 | 51.85 | 0.00 | 5.05 | 0 | 0 | 0 | |||
| 19 Nov | 451.25 | 51.85 | 0.00 | 5.05 | 0 | 0 | 0 | |||
| 18 Nov | 452.50 | 51.85 | 51.85 | 4.98 | 0 | 0 | 0 | |||
| 14 Nov | 486.00 | 0 | 0.00 | 0.71 | 0 | 0 | 0 | |||
| 13 Nov | 491.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 503.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 517.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 523.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 540.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 527.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 512.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 514.05 | 0 | - | 0 | 0 | 0 | ||||
For Gujarat Gas Limited - strike price 500 expiring on 30JAN2025
Delta for 500 CE is 0.66
Historical price for 500 CE is as follows
On 26 Dec GUJGASLTD was trading at 509.00. The strike last trading price was 24.2, which was 3.10 higher than the previous day. The implied volatity was 25.33, the open interest changed by -18 which decreased total open position to 67
On 24 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 21.1, which was 3.90 higher than the previous day. The implied volatity was 24.97, the open interest changed by 39 which increased total open position to 85
On 23 Dec GUJGASLTD was trading at 498.70. The strike last trading price was 17.2, which was -1.80 lower than the previous day. The implied volatity was 25.46, the open interest changed by 25 which increased total open position to 46
On 20 Dec GUJGASLTD was trading at 499.80. The strike last trading price was 19, which was -4.45 lower than the previous day. The implied volatity was 23.36, the open interest changed by 6 which increased total open position to 21
On 19 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 23.45, which was 1.50 higher than the previous day. The implied volatity was 25.05, the open interest changed by 7 which increased total open position to 14
On 18 Dec GUJGASLTD was trading at 503.10. The strike last trading price was 21.95, which was 4.20 higher than the previous day. The implied volatity was 24.51, the open interest changed by 0 which decreased total open position to 5
On 17 Dec GUJGASLTD was trading at 507.55. The strike last trading price was 17.75, which was -13.25 lower than the previous day. The implied volatity was 14.50, the open interest changed by 2 which increased total open position to 4
On 16 Dec GUJGASLTD was trading at 519.65. The strike last trading price was 31, which was 7.50 higher than the previous day. The implied volatity was 19.34, the open interest changed by 0 which decreased total open position to 2
On 13 Dec GUJGASLTD was trading at 508.30. The strike last trading price was 23.5, 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 12 Dec GUJGASLTD was trading at 509.00. The strike last trading price was 23.5, 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 11 Dec GUJGASLTD was trading at 518.40. The strike last trading price was 23.5, 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 10 Dec GUJGASLTD was trading at 511.95. The strike last trading price was 23.5, 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 9 Dec GUJGASLTD was trading at 508.15. The strike last trading price was 23.5, which was -28.35 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 4 Dec GUJGASLTD was trading at 496.55. The strike last trading price was 51.85, 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 51.85, 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 51.85, which was 0.00 lower than the previous day. The implied volatity was 1.76, 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 51.85, which was 0.00 lower than the previous day. The implied volatity was 1.73, the open interest changed by 0 which decreased total open position to 0
On 28 Nov GUJGASLTD was trading at 472.00. The strike last trading price was 51.85, which was 0.00 lower than the previous day. The implied volatity was 2.66, the open interest changed by 0 which decreased total open position to 0
On 27 Nov GUJGASLTD was trading at 472.15. The strike last trading price was 51.85, which was 0.00 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0
On 26 Nov GUJGASLTD was trading at 475.35. The strike last trading price was 51.85, which was 0.00 lower than the previous day. The implied volatity was 2.51, the open interest changed by 0 which decreased total open position to 0
On 25 Nov GUJGASLTD was trading at 466.20. The strike last trading price was 51.85, which was 0.00 lower than the previous day. The implied volatity was 3.31, 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 51.85, which was 0.00 lower than the previous day. The implied volatity was 4.08, 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 51.85, which was 0.00 lower than the previous day. The implied volatity was 5.00, 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 51.85, which was 0.00 lower than the previous day. The implied volatity was 5.05, 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 51.85, which was 0.00 lower than the previous day. The implied volatity was 5.05, 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 51.85, which was 51.85 higher than the previous day. The implied volatity was 4.98, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.71, the open interest changed by 0 which decreased total open position to 0
On 13 Nov GUJGASLTD was trading at 491.70. 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 0 which decreased total open position to 0
On 12 Nov GUJGASLTD was trading at 503.05. 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 0 which decreased total open position to 0
On 11 Nov GUJGASLTD was trading at 517.65. 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 0 which decreased total open position to 0
On 8 Nov GUJGASLTD was trading at 523.55. 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 0 which decreased total open position to 0
On 7 Nov GUJGASLTD was trading at 540.80. 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 0 which decreased total open position to 0
On 6 Nov GUJGASLTD was trading at 527.85. 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 0 which decreased total open position to 0
On 5 Nov GUJGASLTD was trading at 512.55. 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 0 which decreased total open position to 0
On 4 Nov GUJGASLTD was trading at 514.05. 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 30JAN2025 500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.58
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 509.00 | 10.45 | -2.50 | 27.09 | 207 | 42 | 163 |
| 24 Dec | 505.85 | 12.95 | -6.05 | 27.30 | 155 | 66 | 119 |
| 23 Dec | 498.70 | 19 | 1.50 | 31.24 | 40 | 8 | 54 |
| 20 Dec | 499.80 | 17.5 | 1.75 | 30.94 | 23 | 11 | 45 |
| 19 Dec | 505.85 | 15.75 | -3.00 | 31.18 | 19 | 12 | 33 |
| 18 Dec | 503.10 | 18.75 | 2.90 | 34.00 | 14 | 2 | 21 |
| 17 Dec | 507.55 | 15.85 | -0.55 | 31.28 | 20 | 12 | 19 |
| 16 Dec | 519.65 | 16.4 | 0.00 | 0.00 | 0 | 4 | 0 |
| 13 Dec | 508.30 | 16.4 | 0.20 | 31.44 | 4 | 3 | 6 |
| 12 Dec | 509.00 | 16.2 | 3.20 | 32.21 | 2 | 0 | 2 |
| 11 Dec | 518.40 | 13 | -10.70 | 31.28 | 2 | 1 | 1 |
| 10 Dec | 511.95 | 23.7 | 0.00 | 3.27 | 0 | 0 | 0 |
| 9 Dec | 508.15 | 23.7 | 0.00 | 2.61 | 0 | 0 | 0 |
| 4 Dec | 496.55 | 23.7 | 0.00 | 0.80 | 0 | 0 | 0 |
| 3 Dec | 497.80 | 23.7 | 0.00 | 1.21 | 0 | 0 | 0 |
| 2 Dec | 480.50 | 23.7 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 479.75 | 23.7 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 472.00 | 23.7 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 472.15 | 23.7 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 475.35 | 23.7 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 466.20 | 23.7 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 461.85 | 23.7 | 23.70 | - | 0 | 0 | 0 |
| 21 Nov | 453.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 451.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 451.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 452.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 486.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 491.70 | 0 | 0.00 | 0.17 | 0 | 0 | 0 |
| 12 Nov | 503.05 | 0 | 0.00 | 1.94 | 0 | 0 | 0 |
| 11 Nov | 517.65 | 0 | 0.00 | 3.45 | 0 | 0 | 0 |
| 8 Nov | 523.55 | 0 | 0.00 | 3.97 | 0 | 0 | 0 |
| 7 Nov | 540.80 | 0 | 0.00 | 5.79 | 0 | 0 | 0 |
| 6 Nov | 527.85 | 0 | 0.00 | 4.47 | 0 | 0 | 0 |
| 5 Nov | 512.55 | 0 | 0.00 | 2.83 | 0 | 0 | 0 |
| 4 Nov | 514.05 | 0 | 3.07 | 0 | 0 | 0 | |
For Gujarat Gas Limited - strike price 500 expiring on 30JAN2025
Delta for 500 PE is -0.35
Historical price for 500 PE is as follows
On 26 Dec GUJGASLTD was trading at 509.00. The strike last trading price was 10.45, which was -2.50 lower than the previous day. The implied volatity was 27.09, the open interest changed by 42 which increased total open position to 163
On 24 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 12.95, which was -6.05 lower than the previous day. The implied volatity was 27.30, the open interest changed by 66 which increased total open position to 119
On 23 Dec GUJGASLTD was trading at 498.70. The strike last trading price was 19, which was 1.50 higher than the previous day. The implied volatity was 31.24, the open interest changed by 8 which increased total open position to 54
On 20 Dec GUJGASLTD was trading at 499.80. The strike last trading price was 17.5, which was 1.75 higher than the previous day. The implied volatity was 30.94, the open interest changed by 11 which increased total open position to 45
On 19 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 15.75, which was -3.00 lower than the previous day. The implied volatity was 31.18, the open interest changed by 12 which increased total open position to 33
On 18 Dec GUJGASLTD was trading at 503.10. The strike last trading price was 18.75, which was 2.90 higher than the previous day. The implied volatity was 34.00, the open interest changed by 2 which increased total open position to 21
On 17 Dec GUJGASLTD was trading at 507.55. The strike last trading price was 15.85, which was -0.55 lower than the previous day. The implied volatity was 31.28, the open interest changed by 12 which increased total open position to 19
On 16 Dec GUJGASLTD was trading at 519.65. The strike last trading price was 16.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 13 Dec GUJGASLTD was trading at 508.30. The strike last trading price was 16.4, which was 0.20 higher than the previous day. The implied volatity was 31.44, the open interest changed by 3 which increased total open position to 6
On 12 Dec GUJGASLTD was trading at 509.00. The strike last trading price was 16.2, which was 3.20 higher than the previous day. The implied volatity was 32.21, the open interest changed by 0 which decreased total open position to 2
On 11 Dec GUJGASLTD was trading at 518.40. The strike last trading price was 13, which was -10.70 lower than the previous day. The implied volatity was 31.28, the open interest changed by 1 which increased total open position to 1
On 10 Dec GUJGASLTD was trading at 511.95. The strike last trading price was 23.7, which was 0.00 lower than the previous day. The implied volatity was 3.27, 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 23.7, which was 0.00 lower than the previous day. The implied volatity was 2.61, 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 23.7, which was 0.00 lower than the previous day. The implied volatity was 0.80, 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 23.7, which was 0.00 lower than the previous day. The implied volatity was 1.21, 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 23.7, 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 23.7, 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 28 Nov GUJGASLTD was trading at 472.00. The strike last trading price was 23.7, 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 27 Nov GUJGASLTD was trading at 472.15. The strike last trading price was 23.7, 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 26 Nov GUJGASLTD was trading at 475.35. The strike last trading price was 23.7, 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 25 Nov GUJGASLTD was trading at 466.20. The strike last trading price was 23.7, 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 23.7, which was 23.70 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 Nov GUJGASLTD was trading at 491.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0
On 12 Nov GUJGASLTD was trading at 503.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.94, the open interest changed by 0 which decreased total open position to 0
On 11 Nov GUJGASLTD was trading at 517.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.45, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.97, the open interest changed by 0 which decreased total open position to 0
On 7 Nov GUJGASLTD was trading at 540.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.79, the open interest changed by 0 which decreased total open position to 0
On 6 Nov GUJGASLTD was trading at 527.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.47, the open interest changed by 0 which decreased total open position to 0
On 5 Nov GUJGASLTD was trading at 512.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.83, the open interest changed by 0 which decreased total open position to 0
On 4 Nov GUJGASLTD was trading at 514.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 3.07, the open interest changed by 0 which decreased total open position to 0
