GUJGASLTD
Gujarat Gas Limited
Historical option data for GUJGASLTD
20 Dec 2024 04:10 PM IST
| GUJGASLTD 26DEC2024 510 CE | ||||||||||
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Delta: 0.33
Vega: 0.23
Theta: -0.60
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 499.80 | 3.95 | -3.00 | 28.47 | 1,541 | 127 | 652 | |||
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| 19 Dec | 505.85 | 6.95 | 1.55 | 29.87 | 2,213 | 101 | 524 | |||
| 18 Dec | 503.10 | 5.4 | 0.00 | 25.81 | 1,202 | 75 | 430 | |||
| 17 Dec | 507.55 | 5.4 | -7.35 | 19.81 | 2,935 | 95 | 353 | |||
| 16 Dec | 519.65 | 12.75 | 3.15 | 10.62 | 1,241 | -90 | 259 | |||
| 13 Dec | 508.30 | 9.6 | -1.45 | 25.93 | 910 | -14 | 348 | |||
| 12 Dec | 509.00 | 11.05 | -6.00 | 25.26 | 552 | 64 | 364 | |||
| 11 Dec | 518.40 | 17.05 | 3.70 | 27.23 | 1,331 | -119 | 309 | |||
| 10 Dec | 511.95 | 13.35 | 2.05 | 26.01 | 6,925 | 17 | 427 | |||
| 9 Dec | 508.15 | 11.3 | -3.90 | 24.23 | 840 | 115 | 419 | |||
| 6 Dec | 512.70 | 15.2 | 5.10 | 27.52 | 1,372 | -3 | 302 | |||
| 5 Dec | 502.15 | 10.1 | 2.95 | 24.94 | 1,256 | 62 | 304 | |||
| 4 Dec | 496.55 | 7.15 | -0.60 | 24.79 | 909 | 22 | 241 | |||
| 3 Dec | 497.80 | 7.75 | 3.05 | 21.61 | 1,264 | 90 | 220 | |||
| 2 Dec | 480.50 | 4.7 | -0.30 | 27.58 | 360 | 11 | 131 | |||
| 29 Nov | 479.75 | 5 | 0.50 | 26.87 | 398 | 41 | 119 | |||
| 28 Nov | 472.00 | 4.5 | -0.10 | 28.75 | 166 | 62 | 80 | |||
| 27 Nov | 472.15 | 4.6 | -0.95 | 29.27 | 15 | 3 | 18 | |||
| 26 Nov | 475.35 | 5.55 | 1.35 | 30.59 | 34 | 5 | 15 | |||
| 25 Nov | 466.20 | 4.2 | -32.50 | 30.20 | 11 | 9 | 9 | |||
| 22 Nov | 461.85 | 36.7 | 0.00 | 8.33 | 0 | 0 | 0 | |||
| 21 Nov | 453.60 | 36.7 | 0.00 | 9.49 | 0 | 0 | 0 | |||
| 20 Nov | 451.25 | 36.7 | 0.00 | 9.87 | 0 | 0 | 0 | |||
| 19 Nov | 451.25 | 36.7 | 0.00 | 9.87 | 0 | 0 | 0 | |||
| 18 Nov | 452.50 | 36.7 | 0.00 | 9.36 | 0 | 0 | 0 | |||
| 14 Nov | 486.00 | 36.7 | 0.00 | 3.01 | 0 | 0 | 0 | |||
| 13 Nov | 491.70 | 36.7 | 0.00 | 1.94 | 0 | 0 | 0 | |||
| 12 Nov | 503.05 | 36.7 | 0.00 | 0.16 | 0 | 0 | 0 | |||
| 8 Nov | 523.55 | 36.7 | 36.70 | - | 0 | 0 | 0 | |||
| 1 Nov | 523.35 | 0 | - | 0 | 0 | 0 | ||||
For Gujarat Gas Limited - strike price 510 expiring on 26DEC2024
Delta for 510 CE is 0.33
Historical price for 510 CE is as follows
On 20 Dec GUJGASLTD was trading at 499.80. The strike last trading price was 3.95, which was -3.00 lower than the previous day. The implied volatity was 28.47, the open interest changed by 127 which increased total open position to 652
On 19 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 6.95, which was 1.55 higher than the previous day. The implied volatity was 29.87, the open interest changed by 101 which increased total open position to 524
On 18 Dec GUJGASLTD was trading at 503.10. The strike last trading price was 5.4, which was 0.00 lower than the previous day. The implied volatity was 25.81, the open interest changed by 75 which increased total open position to 430
On 17 Dec GUJGASLTD was trading at 507.55. The strike last trading price was 5.4, which was -7.35 lower than the previous day. The implied volatity was 19.81, the open interest changed by 95 which increased total open position to 353
On 16 Dec GUJGASLTD was trading at 519.65. The strike last trading price was 12.75, which was 3.15 higher than the previous day. The implied volatity was 10.62, the open interest changed by -90 which decreased total open position to 259
On 13 Dec GUJGASLTD was trading at 508.30. The strike last trading price was 9.6, which was -1.45 lower than the previous day. The implied volatity was 25.93, the open interest changed by -14 which decreased total open position to 348
On 12 Dec GUJGASLTD was trading at 509.00. The strike last trading price was 11.05, which was -6.00 lower than the previous day. The implied volatity was 25.26, the open interest changed by 64 which increased total open position to 364
On 11 Dec GUJGASLTD was trading at 518.40. The strike last trading price was 17.05, which was 3.70 higher than the previous day. The implied volatity was 27.23, the open interest changed by -119 which decreased total open position to 309
On 10 Dec GUJGASLTD was trading at 511.95. The strike last trading price was 13.35, which was 2.05 higher than the previous day. The implied volatity was 26.01, the open interest changed by 17 which increased total open position to 427
On 9 Dec GUJGASLTD was trading at 508.15. The strike last trading price was 11.3, which was -3.90 lower than the previous day. The implied volatity was 24.23, the open interest changed by 115 which increased total open position to 419
On 6 Dec GUJGASLTD was trading at 512.70. The strike last trading price was 15.2, which was 5.10 higher than the previous day. The implied volatity was 27.52, the open interest changed by -3 which decreased total open position to 302
On 5 Dec GUJGASLTD was trading at 502.15. The strike last trading price was 10.1, which was 2.95 higher than the previous day. The implied volatity was 24.94, the open interest changed by 62 which increased total open position to 304
On 4 Dec GUJGASLTD was trading at 496.55. The strike last trading price was 7.15, which was -0.60 lower than the previous day. The implied volatity was 24.79, the open interest changed by 22 which increased total open position to 241
On 3 Dec GUJGASLTD was trading at 497.80. The strike last trading price was 7.75, which was 3.05 higher than the previous day. The implied volatity was 21.61, the open interest changed by 90 which increased total open position to 220
On 2 Dec GUJGASLTD was trading at 480.50. The strike last trading price was 4.7, which was -0.30 lower than the previous day. The implied volatity was 27.58, the open interest changed by 11 which increased total open position to 131
On 29 Nov GUJGASLTD was trading at 479.75. The strike last trading price was 5, which was 0.50 higher than the previous day. The implied volatity was 26.87, the open interest changed by 41 which increased total open position to 119
On 28 Nov GUJGASLTD was trading at 472.00. The strike last trading price was 4.5, which was -0.10 lower than the previous day. The implied volatity was 28.75, the open interest changed by 62 which increased total open position to 80
On 27 Nov GUJGASLTD was trading at 472.15. The strike last trading price was 4.6, which was -0.95 lower than the previous day. The implied volatity was 29.27, the open interest changed by 3 which increased total open position to 18
On 26 Nov GUJGASLTD was trading at 475.35. The strike last trading price was 5.55, which was 1.35 higher than the previous day. The implied volatity was 30.59, the open interest changed by 5 which increased total open position to 15
On 25 Nov GUJGASLTD was trading at 466.20. The strike last trading price was 4.2, which was -32.50 lower than the previous day. The implied volatity was 30.20, the open interest changed by 9 which increased total open position to 9
On 22 Nov GUJGASLTD was trading at 461.85. The strike last trading price was 36.7, which was 0.00 lower than the previous day. The implied volatity was 8.33, 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 36.7, which was 0.00 lower than the previous day. The implied volatity was 9.49, 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 36.7, which was 0.00 lower than the previous day. The implied volatity was 9.87, 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 36.7, which was 0.00 lower than the previous day. The implied volatity was 9.87, 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 36.7, which was 0.00 lower than the previous day. The implied volatity was 9.36, 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 36.7, which was 0.00 lower than the previous day. The implied volatity was 3.01, 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 36.7, 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 12 Nov GUJGASLTD was trading at 503.05. The strike last trading price was 36.7, which was 0.00 lower than the previous day. The implied volatity was 0.16, 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 36.7, which was 36.70 higher than the previous day. The implied volatity was -, 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 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 26DEC2024 510 PE | |||||||
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Delta: -0.66
Vega: 0.24
Theta: -0.49
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 499.80 | 12.55 | 2.75 | 29.91 | 726 | -11 | 234 |
| 19 Dec | 505.85 | 9.8 | -2.40 | 29.25 | 3,166 | -12 | 248 |
| 18 Dec | 503.10 | 12.2 | -0.60 | 31.38 | 318 | -17 | 260 |
| 17 Dec | 507.55 | 12.8 | 5.90 | 37.19 | 1,667 | -46 | 278 |
| 16 Dec | 519.65 | 6.9 | -3.90 | 35.60 | 942 | 27 | 323 |
| 13 Dec | 508.30 | 10.8 | 0.20 | 27.41 | 711 | -38 | 304 |
| 12 Dec | 509.00 | 10.6 | 3.05 | 29.05 | 408 | -1 | 341 |
| 11 Dec | 518.40 | 7.55 | -4.80 | 28.74 | 700 | 2 | 344 |
| 10 Dec | 511.95 | 12.35 | -2.15 | 33.79 | 3,333 | 93 | 341 |
| 9 Dec | 508.15 | 14.5 | 3.15 | 34.68 | 602 | 46 | 251 |
| 6 Dec | 512.70 | 11.35 | -6.25 | 27.91 | 660 | 114 | 209 |
| 5 Dec | 502.15 | 17.6 | -2.85 | 31.98 | 234 | 38 | 92 |
| 4 Dec | 496.55 | 20.45 | 0.10 | 27.98 | 142 | 33 | 56 |
| 3 Dec | 497.80 | 20.35 | -11.10 | 32.98 | 76 | 17 | 20 |
| 2 Dec | 480.50 | 31.45 | -5.00 | 30.35 | 4 | 1 | 4 |
| 29 Nov | 479.75 | 36.45 | -3.55 | 39.36 | 3 | 1 | 4 |
| 28 Nov | 472.00 | 40 | -2.50 | 36.93 | 2 | 1 | 2 |
| 27 Nov | 472.15 | 42.5 | 20.60 | 39.67 | 1 | 0 | 0 |
| 26 Nov | 475.35 | 21.9 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 466.20 | 21.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 461.85 | 21.9 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 453.60 | 21.9 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 451.25 | 21.9 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 451.25 | 21.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 452.50 | 21.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 486.00 | 21.9 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 491.70 | 21.9 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 503.05 | 21.9 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 523.55 | 21.9 | 0.00 | 3.22 | 0 | 0 | 0 |
| 1 Nov | 523.35 | 21.9 | 3.33 | 0 | 0 | 0 | |
For Gujarat Gas Limited - strike price 510 expiring on 26DEC2024
Delta for 510 PE is -0.66
Historical price for 510 PE is as follows
On 20 Dec GUJGASLTD was trading at 499.80. The strike last trading price was 12.55, which was 2.75 higher than the previous day. The implied volatity was 29.91, the open interest changed by -11 which decreased total open position to 234
On 19 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 9.8, which was -2.40 lower than the previous day. The implied volatity was 29.25, the open interest changed by -12 which decreased total open position to 248
On 18 Dec GUJGASLTD was trading at 503.10. The strike last trading price was 12.2, which was -0.60 lower than the previous day. The implied volatity was 31.38, the open interest changed by -17 which decreased total open position to 260
On 17 Dec GUJGASLTD was trading at 507.55. The strike last trading price was 12.8, which was 5.90 higher than the previous day. The implied volatity was 37.19, the open interest changed by -46 which decreased total open position to 278
On 16 Dec GUJGASLTD was trading at 519.65. The strike last trading price was 6.9, which was -3.90 lower than the previous day. The implied volatity was 35.60, the open interest changed by 27 which increased total open position to 323
On 13 Dec GUJGASLTD was trading at 508.30. The strike last trading price was 10.8, which was 0.20 higher than the previous day. The implied volatity was 27.41, the open interest changed by -38 which decreased total open position to 304
On 12 Dec GUJGASLTD was trading at 509.00. The strike last trading price was 10.6, which was 3.05 higher than the previous day. The implied volatity was 29.05, the open interest changed by -1 which decreased total open position to 341
On 11 Dec GUJGASLTD was trading at 518.40. The strike last trading price was 7.55, which was -4.80 lower than the previous day. The implied volatity was 28.74, the open interest changed by 2 which increased total open position to 344
On 10 Dec GUJGASLTD was trading at 511.95. The strike last trading price was 12.35, which was -2.15 lower than the previous day. The implied volatity was 33.79, the open interest changed by 93 which increased total open position to 341
On 9 Dec GUJGASLTD was trading at 508.15. The strike last trading price was 14.5, which was 3.15 higher than the previous day. The implied volatity was 34.68, the open interest changed by 46 which increased total open position to 251
On 6 Dec GUJGASLTD was trading at 512.70. The strike last trading price was 11.35, which was -6.25 lower than the previous day. The implied volatity was 27.91, the open interest changed by 114 which increased total open position to 209
On 5 Dec GUJGASLTD was trading at 502.15. The strike last trading price was 17.6, which was -2.85 lower than the previous day. The implied volatity was 31.98, the open interest changed by 38 which increased total open position to 92
On 4 Dec GUJGASLTD was trading at 496.55. The strike last trading price was 20.45, which was 0.10 higher than the previous day. The implied volatity was 27.98, the open interest changed by 33 which increased total open position to 56
On 3 Dec GUJGASLTD was trading at 497.80. The strike last trading price was 20.35, which was -11.10 lower than the previous day. The implied volatity was 32.98, the open interest changed by 17 which increased total open position to 20
On 2 Dec GUJGASLTD was trading at 480.50. The strike last trading price was 31.45, which was -5.00 lower than the previous day. The implied volatity was 30.35, the open interest changed by 1 which increased total open position to 4
On 29 Nov GUJGASLTD was trading at 479.75. The strike last trading price was 36.45, which was -3.55 lower than the previous day. The implied volatity was 39.36, the open interest changed by 1 which increased total open position to 4
On 28 Nov GUJGASLTD was trading at 472.00. The strike last trading price was 40, which was -2.50 lower than the previous day. The implied volatity was 36.93, the open interest changed by 1 which increased total open position to 2
On 27 Nov GUJGASLTD was trading at 472.15. The strike last trading price was 42.5, which was 20.60 higher than the previous day. The implied volatity was 39.67, 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 21.9, 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 21.9, 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 21.9, 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 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 21.9, 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 21.9, 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 21.9, 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 21.9, 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 21.9, 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 21.9, 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 21.9, 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 21.9, which was 0.00 lower than the previous day. The implied volatity was 3.22, 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 21.9, which was lower than the previous day. The implied volatity was 3.33, the open interest changed by 0 which decreased total open position to 0
