GUJGASLTD
Gujarat Gas Limited
Historical option data for GUJGASLTD
21 Nov 2024 04:10 PM IST
| GUJGASLTD 28NOV2024 500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.06
Theta: -0.16
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 453.60 | 0.4 | -0.20 | 38.38 | 414 | -61 | 289 | |||
| 20 Nov | 451.25 | 0.6 | 0.00 | 39.42 | 426 | -11 | 345 | |||
| 19 Nov | 451.25 | 0.6 | -0.25 | 39.42 | 426 | -16 | 345 | |||
| 18 Nov | 452.50 | 0.85 | -4.15 | 38.29 | 2,512 | 108 | 362 | |||
| 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 0.04
Historical price for 500 CE is as follows
On 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 38.38, the open interest changed by -61 which decreased total open position to 289
On 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 39.42, the open interest changed by -11 which decreased total open position to 345
On 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 39.42, the open interest changed by -16 which decreased total open position to 345
On 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 0.85, which was -4.15 lower than the previous day. The implied volatity was 38.29, the open interest changed by 108 which increased total open position to 362
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: -0.86
Vega: 0.14
Theta: -0.47
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 453.60 | 47.1 | -4.15 | 59.83 | 11 | -2 | 157 |
| 20 Nov | 451.25 | 51.25 | 0.00 | 57.42 | 27 | -11 | 159 |
| 19 Nov | 451.25 | 51.25 | 2.15 | 57.42 | 27 | -11 | 159 |
| 18 Nov | 452.50 | 49.1 | 32.60 | 56.00 | 186 | -55 | 170 |
| 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 -0.86
Historical price for 500 PE is as follows
On 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 47.1, which was -4.15 lower than the previous day. The implied volatity was 59.83, the open interest changed by -2 which decreased total open position to 157
On 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 51.25, which was 0.00 lower than the previous day. The implied volatity was 57.42, the open interest changed by -11 which decreased total open position to 159
On 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 51.25, which was 2.15 higher than the previous day. The implied volatity was 57.42, the open interest changed by -11 which decreased total open position to 159
On 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 49.1, which was 32.60 higher than the previous day. The implied volatity was 56.00, the open interest changed by -55 which decreased total open position to 170
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
