GUJGASLTD
Gujarat Gas Limited
Historical option data for GUJGASLTD
14 Nov 2024 09:30 AM IST
| GUJGASLTD 28NOV2024 520 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.25
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 491.30 | 2.3 | 0.00 | 26.63 | 77 | -1 | 505 | |||
| 13 Nov | 491.70 | 2.3 | -1.85 | 25.52 | 1,066 | -80 | 517 | |||
| 12 Nov | 503.05 | 4.15 | -5.85 | 23.40 | 1,268 | 244 | 596 | |||
| 11 Nov | 517.65 | 10 | -3.45 | 22.08 | 664 | 57 | 349 | |||
| 8 Nov | 523.55 | 13.45 | -13.75 | 21.14 | 1,170 | 64 | 292 | |||
| 7 Nov | 540.80 | 27.2 | 4.90 | 23.56 | 704 | -60 | 226 | |||
| 6 Nov | 527.85 | 22.3 | 5.75 | 31.28 | 1,200 | 26 | 283 | |||
| 5 Nov | 512.55 | 16.55 | -1.75 | 34.66 | 511 | 44 | 254 | |||
| 4 Nov | 514.05 | 18.3 | -2.50 | 35.94 | 320 | 112 | 210 | |||
| 1 Nov | 523.35 | 20.8 | -2.20 | 28.70 | 15 | 7 | 98 | |||
| 31 Oct | 519.15 | 23 | -5.25 | - | 126 | 81 | 90 | |||
| 30 Oct | 527.25 | 28.25 | 0.00 | - | 0 | 5 | 0 | |||
| 29 Oct | 529.90 | 28.25 | 0.25 | - | 14 | 5 | 9 | |||
| 28 Oct | 527.65 | 28 | 3.15 | - | 9 | 1 | 3 | |||
| 25 Oct | 526.30 | 24.85 | -76.45 | - | 3 | 2 | 2 | |||
| 24 Oct | 536.00 | 101.3 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 542.20 | 101.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 535.70 | 101.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 546.90 | 101.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 563.00 | 101.3 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 570.25 | 101.3 | 101.30 | - | 0 | 0 | 0 | |||
| 26 Sept | 605.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 605.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 24 Sept | 611.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 617.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 619.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 616.50 | 0 | - | 0 | 0 | 0 | ||||
For Gujarat Gas Limited - strike price 520 expiring on 28NOV2024
Delta for 520 CE is 0.17
Historical price for 520 CE is as follows
On 14 Nov GUJGASLTD was trading at 491.30. The strike last trading price was 2.3, which was 0.00 lower than the previous day. The implied volatity was 26.63, the open interest changed by -1 which decreased total open position to 505
On 13 Nov GUJGASLTD was trading at 491.70. The strike last trading price was 2.3, which was -1.85 lower than the previous day. The implied volatity was 25.52, the open interest changed by -80 which decreased total open position to 517
On 12 Nov GUJGASLTD was trading at 503.05. The strike last trading price was 4.15, which was -5.85 lower than the previous day. The implied volatity was 23.40, the open interest changed by 244 which increased total open position to 596
On 11 Nov GUJGASLTD was trading at 517.65. The strike last trading price was 10, which was -3.45 lower than the previous day. The implied volatity was 22.08, the open interest changed by 57 which increased total open position to 349
On 8 Nov GUJGASLTD was trading at 523.55. The strike last trading price was 13.45, which was -13.75 lower than the previous day. The implied volatity was 21.14, the open interest changed by 64 which increased total open position to 292
On 7 Nov GUJGASLTD was trading at 540.80. The strike last trading price was 27.2, which was 4.90 higher than the previous day. The implied volatity was 23.56, the open interest changed by -60 which decreased total open position to 226
On 6 Nov GUJGASLTD was trading at 527.85. The strike last trading price was 22.3, which was 5.75 higher than the previous day. The implied volatity was 31.28, the open interest changed by 26 which increased total open position to 283
On 5 Nov GUJGASLTD was trading at 512.55. The strike last trading price was 16.55, which was -1.75 lower than the previous day. The implied volatity was 34.66, the open interest changed by 44 which increased total open position to 254
On 4 Nov GUJGASLTD was trading at 514.05. The strike last trading price was 18.3, which was -2.50 lower than the previous day. The implied volatity was 35.94, the open interest changed by 112 which increased total open position to 210
On 1 Nov GUJGASLTD was trading at 523.35. The strike last trading price was 20.8, which was -2.20 lower than the previous day. The implied volatity was 28.70, the open interest changed by 7 which increased total open position to 98
On 31 Oct GUJGASLTD was trading at 519.15. The strike last trading price was 23, which was -5.25 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 28.25, 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 28.25, which was 0.25 higher 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 28, which was 3.15 higher 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 24.85, which was -76.45 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 101.3, 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 101.3, 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 101.3, 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 101.3, 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 101.3, 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 101.3, which was 101.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept GUJGASLTD was trading at 605.45. The strike last trading price was 0, 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 Sept GUJGASLTD was trading at 605.30. The strike last trading price was 0, 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 Sept GUJGASLTD was trading at 611.85. The strike last trading price was 0, 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 Sept GUJGASLTD was trading at 617.05. The strike last trading price was 0, 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 19 Sept GUJGASLTD was trading at 619.50. The strike last trading price was 0, 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 Sept GUJGASLTD was trading at 616.50. 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 520 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.18
Theta: 0.00
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 491.30 | 27 | -1.00 | 20.44 | 4 | 2 | 275 |
| 13 Nov | 491.70 | 28 | 7.85 | 26.80 | 99 | -33 | 273 |
| 12 Nov | 503.05 | 20.15 | 9.25 | 25.55 | 714 | -33 | 308 |
| 11 Nov | 517.65 | 10.9 | 0.60 | 24.81 | 713 | 77 | 339 |
| 8 Nov | 523.55 | 10.3 | 5.65 | 26.80 | 1,903 | -29 | 263 |
| 7 Nov | 540.80 | 4.65 | -8.40 | 26.13 | 1,340 | -9 | 291 |
| 6 Nov | 527.85 | 13.05 | -7.65 | 35.48 | 759 | 114 | 302 |
| 5 Nov | 512.55 | 20.7 | -1.10 | 37.41 | 254 | -1 | 189 |
| 4 Nov | 514.05 | 21.8 | 2.30 | 40.04 | 155 | 2 | 186 |
| 1 Nov | 523.35 | 19.5 | 0.50 | 41.81 | 41 | -3 | 184 |
| 31 Oct | 519.15 | 19 | 1.30 | - | 228 | 96 | 186 |
| 30 Oct | 527.25 | 17.7 | 1.80 | - | 52 | 28 | 90 |
| 29 Oct | 529.90 | 15.9 | 0.40 | - | 58 | 47 | 63 |
| 28 Oct | 527.65 | 15.5 | -0.30 | - | 9 | 0 | 16 |
| 25 Oct | 526.30 | 15.8 | 2.60 | - | 2 | 0 | 16 |
| 24 Oct | 536.00 | 13.2 | 1.70 | - | 2 | 0 | 16 |
| 23 Oct | 542.20 | 11.5 | 0.05 | - | 12 | 7 | 16 |
| 22 Oct | 535.70 | 11.45 | 3.75 | - | 9 | 7 | 8 |
| 21 Oct | 546.90 | 7.7 | -0.80 | - | 3 | 1 | 3 |
| 18 Oct | 563.00 | 8.5 | -0.15 | - | 2 | 1 | 1 |
| 17 Oct | 570.25 | 8.65 | 8.65 | - | 0 | 0 | 0 |
| 26 Sept | 605.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Sept | 605.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 611.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Sept | 617.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 619.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 616.50 | 0 | - | 0 | 0 | 0 | |
For Gujarat Gas Limited - strike price 520 expiring on 28NOV2024
Delta for 520 PE is -0.90
Historical price for 520 PE is as follows
On 14 Nov GUJGASLTD was trading at 491.30. The strike last trading price was 27, which was -1.00 lower than the previous day. The implied volatity was 20.44, the open interest changed by 2 which increased total open position to 275
On 13 Nov GUJGASLTD was trading at 491.70. The strike last trading price was 28, which was 7.85 higher than the previous day. The implied volatity was 26.80, the open interest changed by -33 which decreased total open position to 273
On 12 Nov GUJGASLTD was trading at 503.05. The strike last trading price was 20.15, which was 9.25 higher than the previous day. The implied volatity was 25.55, the open interest changed by -33 which decreased total open position to 308
On 11 Nov GUJGASLTD was trading at 517.65. The strike last trading price was 10.9, which was 0.60 higher than the previous day. The implied volatity was 24.81, the open interest changed by 77 which increased total open position to 339
On 8 Nov GUJGASLTD was trading at 523.55. The strike last trading price was 10.3, which was 5.65 higher than the previous day. The implied volatity was 26.80, the open interest changed by -29 which decreased total open position to 263
On 7 Nov GUJGASLTD was trading at 540.80. The strike last trading price was 4.65, which was -8.40 lower than the previous day. The implied volatity was 26.13, the open interest changed by -9 which decreased total open position to 291
On 6 Nov GUJGASLTD was trading at 527.85. The strike last trading price was 13.05, which was -7.65 lower than the previous day. The implied volatity was 35.48, the open interest changed by 114 which increased total open position to 302
On 5 Nov GUJGASLTD was trading at 512.55. The strike last trading price was 20.7, which was -1.10 lower than the previous day. The implied volatity was 37.41, the open interest changed by -1 which decreased total open position to 189
On 4 Nov GUJGASLTD was trading at 514.05. The strike last trading price was 21.8, which was 2.30 higher than the previous day. The implied volatity was 40.04, the open interest changed by 2 which increased total open position to 186
On 1 Nov GUJGASLTD was trading at 523.35. The strike last trading price was 19.5, which was 0.50 higher than the previous day. The implied volatity was 41.81, the open interest changed by -3 which decreased total open position to 184
On 31 Oct GUJGASLTD was trading at 519.15. The strike last trading price was 19, which was 1.30 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 17.7, which was 1.80 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 15.9, which was 0.40 higher 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 15.5, which was -0.30 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 15.8, which was 2.60 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 13.2, which was 1.70 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 11.5, which was 0.05 higher 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 11.45, which was 3.75 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 7.7, which was -0.80 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 8.5, which was -0.15 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 8.65, which was 8.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept GUJGASLTD was trading at 605.45. The strike last trading price was 0, 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 Sept GUJGASLTD was trading at 605.30. The strike last trading price was 0, 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 Sept GUJGASLTD was trading at 611.85. The strike last trading price was 0, 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 Sept GUJGASLTD was trading at 617.05. The strike last trading price was 0, 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 19 Sept GUJGASLTD was trading at 619.50. The strike last trading price was 0, 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 Sept GUJGASLTD was trading at 616.50. 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
