GUJGASLTD
Gujarat Gas Limited
Historical option data for GUJGASLTD
14 Nov 2024 04:10 PM IST
| GUJGASLTD 28NOV2024 510 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 0.26
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 486.00 | 2.45 | -1.85 | 24.25 | 3,283 | 177 | 425 | |||
| 13 Nov | 491.70 | 4.3 | -3.55 | 25.24 | 935 | 59 | 249 | |||
| 12 Nov | 503.05 | 7.85 | -8.85 | 24.34 | 534 | 52 | 192 | |||
| 11 Nov | 517.65 | 16.7 | -3.15 | 24.46 | 63 | 9 | 139 | |||
| 8 Nov | 523.55 | 19.85 | -16.55 | 20.89 | 229 | 31 | 132 | |||
| 7 Nov | 540.80 | 36.4 | 7.85 | 27.10 | 112 | 11 | 103 | |||
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| 6 Nov | 527.85 | 28.55 | 6.70 | 30.94 | 374 | 2 | 92 | |||
| 5 Nov | 512.55 | 21.85 | -1.30 | 35.27 | 396 | 61 | 90 | |||
| 4 Nov | 514.05 | 23.15 | -5.85 | 35.48 | 72 | 28 | 29 | |||
| 1 Nov | 523.35 | 29 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 519.15 | 29 | -77.55 | - | 3 | 1 | 1 | |||
| 30 Oct | 527.25 | 106.55 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 529.90 | 106.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 527.65 | 106.55 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 526.30 | 106.55 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 536.00 | 106.55 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 542.20 | 106.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 535.70 | 106.55 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 546.90 | 106.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 563.00 | 106.55 | 106.55 | - | 0 | 0 | 0 | |||
| 17 Oct | 570.25 | 0 | - | 0 | 0 | 0 | ||||
For Gujarat Gas Limited - strike price 510 expiring on 28NOV2024
Delta for 510 CE is 0.20
Historical price for 510 CE is as follows
On 14 Nov GUJGASLTD was trading at 486.00. The strike last trading price was 2.45, which was -1.85 lower than the previous day. The implied volatity was 24.25, the open interest changed by 177 which increased total open position to 425
On 13 Nov GUJGASLTD was trading at 491.70. The strike last trading price was 4.3, which was -3.55 lower than the previous day. The implied volatity was 25.24, the open interest changed by 59 which increased total open position to 249
On 12 Nov GUJGASLTD was trading at 503.05. The strike last trading price was 7.85, which was -8.85 lower than the previous day. The implied volatity was 24.34, the open interest changed by 52 which increased total open position to 192
On 11 Nov GUJGASLTD was trading at 517.65. The strike last trading price was 16.7, which was -3.15 lower than the previous day. The implied volatity was 24.46, the open interest changed by 9 which increased total open position to 139
On 8 Nov GUJGASLTD was trading at 523.55. The strike last trading price was 19.85, which was -16.55 lower than the previous day. The implied volatity was 20.89, the open interest changed by 31 which increased total open position to 132
On 7 Nov GUJGASLTD was trading at 540.80. The strike last trading price was 36.4, which was 7.85 higher than the previous day. The implied volatity was 27.10, the open interest changed by 11 which increased total open position to 103
On 6 Nov GUJGASLTD was trading at 527.85. The strike last trading price was 28.55, which was 6.70 higher than the previous day. The implied volatity was 30.94, the open interest changed by 2 which increased total open position to 92
On 5 Nov GUJGASLTD was trading at 512.55. The strike last trading price was 21.85, which was -1.30 lower than the previous day. The implied volatity was 35.27, the open interest changed by 61 which increased total open position to 90
On 4 Nov GUJGASLTD was trading at 514.05. The strike last trading price was 23.15, which was -5.85 lower than the previous day. The implied volatity was 35.48, the open interest changed by 28 which increased total open position to 29
On 1 Nov GUJGASLTD was trading at 523.35. The strike last trading price was 29, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct GUJGASLTD was trading at 519.15. The strike last trading price was 29, which was -77.55 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 106.55, 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 29 Oct GUJGASLTD was trading at 529.90. The strike last trading price was 106.55, 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 106.55, 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 106.55, 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 106.55, 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 106.55, 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 106.55, 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 106.55, 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 106.55, which was 106.55 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GUJGASLTD 28NOV2024 510 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 0.25
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 486.00 | 22.8 | 3.80 | 22.29 | 115 | -63 | 122 |
| 13 Nov | 491.70 | 19 | 4.70 | 23.10 | 232 | -50 | 185 |
| 12 Nov | 503.05 | 14.3 | 7.10 | 27.20 | 999 | -155 | 239 |
| 11 Nov | 517.65 | 7.2 | 0.40 | 26.33 | 481 | 160 | 394 |
| 8 Nov | 523.55 | 6.8 | 3.80 | 27.49 | 918 | 51 | 221 |
| 7 Nov | 540.80 | 3 | -6.20 | 27.34 | 881 | 43 | 170 |
| 6 Nov | 527.85 | 9.2 | -6.65 | 35.24 | 494 | 39 | 128 |
| 5 Nov | 512.55 | 15.85 | -0.95 | 37.65 | 348 | 9 | 84 |
| 4 Nov | 514.05 | 16.8 | 1.80 | 39.84 | 191 | 25 | 75 |
| 1 Nov | 523.35 | 15 | -1.30 | 41.39 | 9 | 5 | 51 |
| 31 Oct | 519.15 | 16.3 | 3.40 | - | 60 | 22 | 45 |
| 30 Oct | 527.25 | 12.9 | 1.20 | - | 50 | 17 | 23 |
| 29 Oct | 529.90 | 11.7 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 527.65 | 11.7 | -2.05 | - | 1 | 1 | 6 |
| 25 Oct | 526.30 | 13.75 | 5.80 | - | 5 | 2 | 5 |
| 24 Oct | 536.00 | 7.95 | 0.00 | - | 0 | 2 | 0 |
| 23 Oct | 542.20 | 7.95 | -0.25 | - | 4 | 2 | 3 |
| 22 Oct | 535.70 | 8.2 | 3.50 | - | 1 | 0 | 0 |
| 21 Oct | 546.90 | 4.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 563.00 | 4.7 | -13.65 | - | 0 | 0 | 0 |
| 17 Oct | 570.25 | 18.35 | - | 0 | 0 | 0 | |
For Gujarat Gas Limited - strike price 510 expiring on 28NOV2024
Delta for 510 PE is -0.83
Historical price for 510 PE is as follows
On 14 Nov GUJGASLTD was trading at 486.00. The strike last trading price was 22.8, which was 3.80 higher than the previous day. The implied volatity was 22.29, the open interest changed by -63 which decreased total open position to 122
On 13 Nov GUJGASLTD was trading at 491.70. The strike last trading price was 19, which was 4.70 higher than the previous day. The implied volatity was 23.10, the open interest changed by -50 which decreased total open position to 185
On 12 Nov GUJGASLTD was trading at 503.05. The strike last trading price was 14.3, which was 7.10 higher than the previous day. The implied volatity was 27.20, the open interest changed by -155 which decreased total open position to 239
On 11 Nov GUJGASLTD was trading at 517.65. The strike last trading price was 7.2, which was 0.40 higher than the previous day. The implied volatity was 26.33, the open interest changed by 160 which increased total open position to 394
On 8 Nov GUJGASLTD was trading at 523.55. The strike last trading price was 6.8, which was 3.80 higher than the previous day. The implied volatity was 27.49, the open interest changed by 51 which increased total open position to 221
On 7 Nov GUJGASLTD was trading at 540.80. The strike last trading price was 3, which was -6.20 lower than the previous day. The implied volatity was 27.34, the open interest changed by 43 which increased total open position to 170
On 6 Nov GUJGASLTD was trading at 527.85. The strike last trading price was 9.2, which was -6.65 lower than the previous day. The implied volatity was 35.24, the open interest changed by 39 which increased total open position to 128
On 5 Nov GUJGASLTD was trading at 512.55. The strike last trading price was 15.85, which was -0.95 lower than the previous day. The implied volatity was 37.65, the open interest changed by 9 which increased total open position to 84
On 4 Nov GUJGASLTD was trading at 514.05. The strike last trading price was 16.8, which was 1.80 higher than the previous day. The implied volatity was 39.84, the open interest changed by 25 which increased total open position to 75
On 1 Nov GUJGASLTD was trading at 523.35. The strike last trading price was 15, which was -1.30 lower than the previous day. The implied volatity was 41.39, the open interest changed by 5 which increased total open position to 51
On 31 Oct GUJGASLTD was trading at 519.15. The strike last trading price was 16.3, which was 3.40 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 12.9, which was 1.20 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 11.7, 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 28 Oct GUJGASLTD was trading at 527.65. The strike last trading price was 11.7, which was -2.05 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 13.75, which was 5.80 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 7.95, 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 7.95, 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 22 Oct GUJGASLTD was trading at 535.70. The strike last trading price was 8.2, which was 3.50 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 4.7, 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 18 Oct GUJGASLTD was trading at 563.00. The strike last trading price was 4.7, which was -13.65 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 18.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
