GUJGASLTD
Gujarat Gas Limited
Historical option data for GUJGASLTD
15 Jan 2025 04:10 PM IST
| GUJGASLTD 30JAN2025 505 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.35
Vega: 0.37
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Jan | 490.90 | 6.3 | 0.65 | 27.30 | 209 | -3 | 106 | |||
| 14 Jan | 487.05 | 5.65 | 3.65 | 27.97 | 167 | -5 | 110 | |||
| 13 Jan | 471.05 | 2 | -4.00 | 26.11 | 192 | 38 | 114 | |||
| 10 Jan | 486.05 | 6 | -3.65 | 26.50 | 189 | -9 | 78 | |||
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| 9 Jan | 498.80 | 9.65 | -2.00 | 24.31 | 487 | 33 | 86 | |||
| 8 Jan | 500.85 | 11.65 | -3.50 | 25.70 | 149 | 1 | 57 | |||
| 7 Jan | 507.90 | 15.15 | -1.90 | 25.11 | 52 | -1 | 57 | |||
| 6 Jan | 509.00 | 17.05 | -3.15 | 24.69 | 114 | -2 | 59 | |||
| 3 Jan | 514.15 | 20.2 | 3.00 | 23.85 | 74 | -27 | 63 | |||
| 2 Jan | 508.25 | 17.2 | 2.40 | 26.22 | 269 | -3 | 90 | |||
| 1 Jan | 503.95 | 14.8 | 1.65 | 23.45 | 179 | 3 | 91 | |||
| 31 Dec | 498.70 | 13.15 | -1.10 | 23.77 | 340 | -2 | 90 | |||
| 30 Dec | 498.10 | 14.25 | -0.45 | 25.99 | 206 | 56 | 92 | |||
| 27 Dec | 502.80 | 14.7 | 22.69 | 68 | 31 | 31 | ||||
For Gujarat Gas Limited - strike price 505 expiring on 30JAN2025
Delta for 505 CE is 0.35
Historical price for 505 CE is as follows
On 15 Jan GUJGASLTD was trading at 490.90. The strike last trading price was 6.3, which was 0.65 higher than the previous day. The implied volatity was 27.30, the open interest changed by -3 which decreased total open position to 106
On 14 Jan GUJGASLTD was trading at 487.05. The strike last trading price was 5.65, which was 3.65 higher than the previous day. The implied volatity was 27.97, the open interest changed by -5 which decreased total open position to 110
On 13 Jan GUJGASLTD was trading at 471.05. The strike last trading price was 2, which was -4.00 lower than the previous day. The implied volatity was 26.11, the open interest changed by 38 which increased total open position to 114
On 10 Jan GUJGASLTD was trading at 486.05. The strike last trading price was 6, which was -3.65 lower than the previous day. The implied volatity was 26.50, the open interest changed by -9 which decreased total open position to 78
On 9 Jan GUJGASLTD was trading at 498.80. The strike last trading price was 9.65, which was -2.00 lower than the previous day. The implied volatity was 24.31, the open interest changed by 33 which increased total open position to 86
On 8 Jan GUJGASLTD was trading at 500.85. The strike last trading price was 11.65, which was -3.50 lower than the previous day. The implied volatity was 25.70, the open interest changed by 1 which increased total open position to 57
On 7 Jan GUJGASLTD was trading at 507.90. The strike last trading price was 15.15, which was -1.90 lower than the previous day. The implied volatity was 25.11, the open interest changed by -1 which decreased total open position to 57
On 6 Jan GUJGASLTD was trading at 509.00. The strike last trading price was 17.05, which was -3.15 lower than the previous day. The implied volatity was 24.69, the open interest changed by -2 which decreased total open position to 59
On 3 Jan GUJGASLTD was trading at 514.15. The strike last trading price was 20.2, which was 3.00 higher than the previous day. The implied volatity was 23.85, the open interest changed by -27 which decreased total open position to 63
On 2 Jan GUJGASLTD was trading at 508.25. The strike last trading price was 17.2, which was 2.40 higher than the previous day. The implied volatity was 26.22, the open interest changed by -3 which decreased total open position to 90
On 1 Jan GUJGASLTD was trading at 503.95. The strike last trading price was 14.8, which was 1.65 higher than the previous day. The implied volatity was 23.45, the open interest changed by 3 which increased total open position to 91
On 31 Dec GUJGASLTD was trading at 498.70. The strike last trading price was 13.15, which was -1.10 lower than the previous day. The implied volatity was 23.77, the open interest changed by -2 which decreased total open position to 90
On 30 Dec GUJGASLTD was trading at 498.10. The strike last trading price was 14.25, which was -0.45 lower than the previous day. The implied volatity was 25.99, the open interest changed by 56 which increased total open position to 92
On 27 Dec GUJGASLTD was trading at 502.80. The strike last trading price was 14.7, which was lower than the previous day. The implied volatity was 22.69, the open interest changed by 31 which increased total open position to 31
| GUJGASLTD 30JAN2025 505 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 0.38
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Jan | 490.90 | 19.7 | -19.10 | 33.34 | 65 | 0 | 84 |
| 14 Jan | 487.05 | 38.8 | 0.00 | 0.00 | 0 | -13 | 0 |
| 13 Jan | 471.05 | 38.8 | 16.00 | 49.76 | 28 | -10 | 87 |
| 10 Jan | 486.05 | 22.8 | 5.60 | 29.56 | 112 | -20 | 98 |
| 9 Jan | 498.80 | 17.2 | 2.60 | 31.37 | 332 | 12 | 118 |
| 8 Jan | 500.85 | 14.6 | 2.95 | 27.71 | 97 | -20 | 107 |
| 7 Jan | 507.90 | 11.65 | -0.35 | 27.46 | 128 | 38 | 127 |
| 6 Jan | 509.00 | 12 | 2.25 | 30.16 | 175 | -1 | 88 |
| 3 Jan | 514.15 | 9.75 | -1.60 | 27.47 | 83 | -12 | 90 |
| 2 Jan | 508.25 | 11.35 | -2.55 | 24.60 | 210 | -17 | 104 |
| 1 Jan | 503.95 | 13.9 | -3.45 | 27.18 | 104 | 14 | 121 |
| 31 Dec | 498.70 | 17.35 | 2.70 | 29.52 | 239 | -9 | 107 |
| 30 Dec | 498.10 | 14.65 | 0.60 | 23.70 | 186 | 56 | 115 |
| 27 Dec | 502.80 | 14.05 | 24.38 | 108 | 55 | 55 | |
For Gujarat Gas Limited - strike price 505 expiring on 30JAN2025
Delta for 505 PE is -0.62
Historical price for 505 PE is as follows
On 15 Jan GUJGASLTD was trading at 490.90. The strike last trading price was 19.7, which was -19.10 lower than the previous day. The implied volatity was 33.34, the open interest changed by 0 which decreased total open position to 84
On 14 Jan GUJGASLTD was trading at 487.05. The strike last trading price was 38.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -13 which decreased total open position to 0
On 13 Jan GUJGASLTD was trading at 471.05. The strike last trading price was 38.8, which was 16.00 higher than the previous day. The implied volatity was 49.76, the open interest changed by -10 which decreased total open position to 87
On 10 Jan GUJGASLTD was trading at 486.05. The strike last trading price was 22.8, which was 5.60 higher than the previous day. The implied volatity was 29.56, the open interest changed by -20 which decreased total open position to 98
On 9 Jan GUJGASLTD was trading at 498.80. The strike last trading price was 17.2, which was 2.60 higher than the previous day. The implied volatity was 31.37, the open interest changed by 12 which increased total open position to 118
On 8 Jan GUJGASLTD was trading at 500.85. The strike last trading price was 14.6, which was 2.95 higher than the previous day. The implied volatity was 27.71, the open interest changed by -20 which decreased total open position to 107
On 7 Jan GUJGASLTD was trading at 507.90. The strike last trading price was 11.65, which was -0.35 lower than the previous day. The implied volatity was 27.46, the open interest changed by 38 which increased total open position to 127
On 6 Jan GUJGASLTD was trading at 509.00. The strike last trading price was 12, which was 2.25 higher than the previous day. The implied volatity was 30.16, the open interest changed by -1 which decreased total open position to 88
On 3 Jan GUJGASLTD was trading at 514.15. The strike last trading price was 9.75, which was -1.60 lower than the previous day. The implied volatity was 27.47, the open interest changed by -12 which decreased total open position to 90
On 2 Jan GUJGASLTD was trading at 508.25. The strike last trading price was 11.35, which was -2.55 lower than the previous day. The implied volatity was 24.60, the open interest changed by -17 which decreased total open position to 104
On 1 Jan GUJGASLTD was trading at 503.95. The strike last trading price was 13.9, which was -3.45 lower than the previous day. The implied volatity was 27.18, the open interest changed by 14 which increased total open position to 121
On 31 Dec GUJGASLTD was trading at 498.70. The strike last trading price was 17.35, which was 2.70 higher than the previous day. The implied volatity was 29.52, the open interest changed by -9 which decreased total open position to 107
On 30 Dec GUJGASLTD was trading at 498.10. The strike last trading price was 14.65, which was 0.60 higher than the previous day. The implied volatity was 23.70, the open interest changed by 56 which increased total open position to 115
On 27 Dec GUJGASLTD was trading at 502.80. The strike last trading price was 14.05, which was lower than the previous day. The implied volatity was 24.38, the open interest changed by 55 which increased total open position to 55
