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[--[65.84.65.76]--]
GUJGASLTD
Gujarat Gas Limited

486 -5.70 (-1.16%)

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Historical option data for GUJGASLTD

14 Nov 2024 04:10 PM IST
GUJGASLTD 28NOV2024 510 CE
Delta: 0.20
Vega: 0.26
Theta: -0.25
Gamma: 0.01
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
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
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