GUJGASLTD
Gujarat Gas Limited
Historical option data for GUJGASLTD
20 Dec 2024 04:10 PM IST
| GUJGASLTD 26DEC2024 530 CE | ||||||||||
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Delta: 0.09
Vega: 0.11
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 499.80 | 0.85 | -0.95 | 31.63 | 623 | -46 | 586 | |||
| 19 Dec | 505.85 | 1.8 | 0.15 | 31.41 | 1,094 | 19 | 633 | |||
| 18 Dec | 503.10 | 1.65 | -0.15 | 30.40 | 998 | -244 | 622 | |||
| 17 Dec | 507.55 | 1.8 | -2.80 | 26.77 | 2,233 | 397 | 864 | |||
| 16 Dec | 519.65 | 4.6 | 1.45 | 22.51 | 1,312 | -68 | 468 | |||
| 13 Dec | 508.30 | 3.15 | -1.10 | 26.52 | 1,129 | 46 | 540 | |||
| 12 Dec | 509.00 | 4.25 | -3.45 | 27.07 | 577 | 83 | 501 | |||
| 11 Dec | 518.40 | 7.7 | 1.95 | 28.33 | 1,483 | 39 | 423 | |||
| 10 Dec | 511.95 | 5.75 | 0.80 | 27.59 | 1,767 | 55 | 388 | |||
| 9 Dec | 508.15 | 4.95 | -2.05 | 26.92 | 789 | 37 | 334 | |||
| 6 Dec | 512.70 | 7 | 2.30 | 27.79 | 1,208 | -37 | 299 | |||
| 5 Dec | 502.15 | 4.7 | 1.95 | 27.26 | 1,291 | 193 | 335 | |||
| 4 Dec | 496.55 | 2.75 | -0.45 | 25.65 | 457 | 11 | 142 | |||
| 3 Dec | 497.80 | 3.2 | 1.20 | 23.77 | 686 | -28 | 141 | |||
| 2 Dec | 480.50 | 2 | -0.25 | 29.12 | 309 | 50 | 169 | |||
| 29 Nov | 479.75 | 2.25 | 0.45 | 28.27 | 204 | 73 | 116 | |||
| 28 Nov | 472.00 | 1.8 | -0.45 | 28.81 | 43 | 7 | 41 | |||
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| 27 Nov | 472.15 | 2.25 | -0.60 | 30.71 | 33 | 4 | 34 | |||
| 26 Nov | 475.35 | 2.85 | 0.80 | 31.91 | 13 | -2 | 28 | |||
| 25 Nov | 466.20 | 2.05 | -0.25 | 31.30 | 83 | 14 | 30 | |||
| 22 Nov | 461.85 | 2.3 | 0.60 | 32.62 | 1 | 0 | 16 | |||
| 21 Nov | 453.60 | 1.7 | 0.00 | 0.00 | 0 | 14 | 0 | |||
| 20 Nov | 451.25 | 1.7 | 0.00 | 33.22 | 14 | 14 | 15 | |||
| 19 Nov | 451.25 | 1.7 | -1.10 | 33.22 | 14 | 13 | 15 | |||
| 18 Nov | 452.50 | 2.8 | -24.00 | 36.05 | 2 | 1 | 1 | |||
| 14 Nov | 486.00 | 26.8 | 0.00 | 6.52 | 0 | 0 | 0 | |||
| 13 Nov | 491.70 | 26.8 | 0.00 | 5.32 | 0 | 0 | 0 | |||
| 12 Nov | 503.05 | 26.8 | 0.00 | 3.55 | 0 | 0 | 0 | |||
| 8 Nov | 523.55 | 26.8 | 0.00 | 0.03 | 0 | 0 | 0 | |||
| 1 Nov | 523.35 | 26.8 | - | 0 | 0 | 0 | ||||
For Gujarat Gas Limited - strike price 530 expiring on 26DEC2024
Delta for 530 CE is 0.09
Historical price for 530 CE is as follows
On 20 Dec GUJGASLTD was trading at 499.80. The strike last trading price was 0.85, which was -0.95 lower than the previous day. The implied volatity was 31.63, the open interest changed by -46 which decreased total open position to 586
On 19 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 1.8, which was 0.15 higher than the previous day. The implied volatity was 31.41, the open interest changed by 19 which increased total open position to 633
On 18 Dec GUJGASLTD was trading at 503.10. The strike last trading price was 1.65, which was -0.15 lower than the previous day. The implied volatity was 30.40, the open interest changed by -244 which decreased total open position to 622
On 17 Dec GUJGASLTD was trading at 507.55. The strike last trading price was 1.8, which was -2.80 lower than the previous day. The implied volatity was 26.77, the open interest changed by 397 which increased total open position to 864
On 16 Dec GUJGASLTD was trading at 519.65. The strike last trading price was 4.6, which was 1.45 higher than the previous day. The implied volatity was 22.51, the open interest changed by -68 which decreased total open position to 468
On 13 Dec GUJGASLTD was trading at 508.30. The strike last trading price was 3.15, which was -1.10 lower than the previous day. The implied volatity was 26.52, the open interest changed by 46 which increased total open position to 540
On 12 Dec GUJGASLTD was trading at 509.00. The strike last trading price was 4.25, which was -3.45 lower than the previous day. The implied volatity was 27.07, the open interest changed by 83 which increased total open position to 501
On 11 Dec GUJGASLTD was trading at 518.40. The strike last trading price was 7.7, which was 1.95 higher than the previous day. The implied volatity was 28.33, the open interest changed by 39 which increased total open position to 423
On 10 Dec GUJGASLTD was trading at 511.95. The strike last trading price was 5.75, which was 0.80 higher than the previous day. The implied volatity was 27.59, the open interest changed by 55 which increased total open position to 388
On 9 Dec GUJGASLTD was trading at 508.15. The strike last trading price was 4.95, which was -2.05 lower than the previous day. The implied volatity was 26.92, the open interest changed by 37 which increased total open position to 334
On 6 Dec GUJGASLTD was trading at 512.70. The strike last trading price was 7, which was 2.30 higher than the previous day. The implied volatity was 27.79, the open interest changed by -37 which decreased total open position to 299
On 5 Dec GUJGASLTD was trading at 502.15. The strike last trading price was 4.7, which was 1.95 higher than the previous day. The implied volatity was 27.26, the open interest changed by 193 which increased total open position to 335
On 4 Dec GUJGASLTD was trading at 496.55. The strike last trading price was 2.75, which was -0.45 lower than the previous day. The implied volatity was 25.65, the open interest changed by 11 which increased total open position to 142
On 3 Dec GUJGASLTD was trading at 497.80. The strike last trading price was 3.2, which was 1.20 higher than the previous day. The implied volatity was 23.77, the open interest changed by -28 which decreased total open position to 141
On 2 Dec GUJGASLTD was trading at 480.50. The strike last trading price was 2, which was -0.25 lower than the previous day. The implied volatity was 29.12, the open interest changed by 50 which increased total open position to 169
On 29 Nov GUJGASLTD was trading at 479.75. The strike last trading price was 2.25, which was 0.45 higher than the previous day. The implied volatity was 28.27, the open interest changed by 73 which increased total open position to 116
On 28 Nov GUJGASLTD was trading at 472.00. The strike last trading price was 1.8, which was -0.45 lower than the previous day. The implied volatity was 28.81, the open interest changed by 7 which increased total open position to 41
On 27 Nov GUJGASLTD was trading at 472.15. The strike last trading price was 2.25, which was -0.60 lower than the previous day. The implied volatity was 30.71, the open interest changed by 4 which increased total open position to 34
On 26 Nov GUJGASLTD was trading at 475.35. The strike last trading price was 2.85, which was 0.80 higher than the previous day. The implied volatity was 31.91, the open interest changed by -2 which decreased total open position to 28
On 25 Nov GUJGASLTD was trading at 466.20. The strike last trading price was 2.05, which was -0.25 lower than the previous day. The implied volatity was 31.30, the open interest changed by 14 which increased total open position to 30
On 22 Nov GUJGASLTD was trading at 461.85. The strike last trading price was 2.3, which was 0.60 higher than the previous day. The implied volatity was 32.62, the open interest changed by 0 which decreased total open position to 16
On 21 Nov GUJGASLTD was trading at 453.60. The strike last trading price was 1.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 20 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 1.7, which was 0.00 lower than the previous day. The implied volatity was 33.22, the open interest changed by 14 which increased total open position to 15
On 19 Nov GUJGASLTD was trading at 451.25. The strike last trading price was 1.7, which was -1.10 lower than the previous day. The implied volatity was 33.22, the open interest changed by 13 which increased total open position to 15
On 18 Nov GUJGASLTD was trading at 452.50. The strike last trading price was 2.8, which was -24.00 lower than the previous day. The implied volatity was 36.05, the open interest changed by 1 which increased total open position to 1
On 14 Nov GUJGASLTD was trading at 486.00. The strike last trading price was 26.8, which was 0.00 lower than the previous day. The implied volatity was 6.52, 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 26.8, which was 0.00 lower than the previous day. The implied volatity was 5.32, 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 26.8, which was 0.00 lower than the previous day. The implied volatity was 3.55, 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 26.8, which was 0.00 lower than the previous day. The implied volatity was 0.03, 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 26.8, 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 530 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 0.16
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 499.80 | 30.5 | 6.15 | 42.26 | 2 | 0 | 69 |
| 19 Dec | 505.85 | 24.35 | -5.05 | 28.72 | 110 | -15 | 70 |
| 18 Dec | 503.10 | 29.4 | 0.85 | 43.28 | 3 | -2 | 85 |
| 17 Dec | 507.55 | 28.55 | 9.95 | 46.86 | 182 | -27 | 91 |
| 16 Dec | 519.65 | 18.6 | -5.65 | 41.89 | 80 | 6 | 119 |
| 13 Dec | 508.30 | 24.25 | -0.70 | 28.36 | 88 | 26 | 114 |
| 12 Dec | 509.00 | 24.95 | 6.85 | 35.01 | 17 | -3 | 88 |
| 11 Dec | 518.40 | 18.1 | -6.55 | 29.75 | 251 | 12 | 90 |
| 10 Dec | 511.95 | 24.65 | -4.45 | 35.95 | 195 | 45 | 79 |
| 9 Dec | 508.15 | 29.1 | 6.75 | 41.17 | 106 | 13 | 35 |
| 6 Dec | 512.70 | 22.35 | -9.10 | 26.62 | 35 | -3 | 22 |
| 5 Dec | 502.15 | 31.45 | -5.55 | 34.08 | 19 | 4 | 21 |
| 4 Dec | 496.55 | 37 | 1.40 | 33.03 | 1 | 0 | 16 |
| 3 Dec | 497.80 | 35.6 | -12.90 | 37.49 | 10 | 0 | 14 |
| 2 Dec | 480.50 | 48.5 | -8.50 | 32.54 | 2 | 1 | 15 |
| 29 Nov | 479.75 | 57 | 0.00 | 0.00 | 0 | 7 | 0 |
| 28 Nov | 472.00 | 57 | 1.00 | 39.67 | 7 | 6 | 13 |
| 27 Nov | 472.15 | 56 | 0.00 | 32.34 | 3 | 0 | 4 |
| 26 Nov | 475.35 | 56 | 24.20 | 34.97 | 4 | 3 | 3 |
| 25 Nov | 466.20 | 31.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 461.85 | 31.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 453.60 | 31.8 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 451.25 | 31.8 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 451.25 | 31.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 452.50 | 31.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 486.00 | 31.8 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 491.70 | 31.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 503.05 | 31.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 523.55 | 31.8 | 31.80 | - | 0 | 0 | 0 |
| 1 Nov | 523.35 | 0 | 0.40 | 0 | 0 | 0 | |
For Gujarat Gas Limited - strike price 530 expiring on 26DEC2024
Delta for 530 PE is -0.84
Historical price for 530 PE is as follows
On 20 Dec GUJGASLTD was trading at 499.80. The strike last trading price was 30.5, which was 6.15 higher than the previous day. The implied volatity was 42.26, the open interest changed by 0 which decreased total open position to 69
On 19 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 24.35, which was -5.05 lower than the previous day. The implied volatity was 28.72, the open interest changed by -15 which decreased total open position to 70
On 18 Dec GUJGASLTD was trading at 503.10. The strike last trading price was 29.4, which was 0.85 higher than the previous day. The implied volatity was 43.28, the open interest changed by -2 which decreased total open position to 85
On 17 Dec GUJGASLTD was trading at 507.55. The strike last trading price was 28.55, which was 9.95 higher than the previous day. The implied volatity was 46.86, the open interest changed by -27 which decreased total open position to 91
On 16 Dec GUJGASLTD was trading at 519.65. The strike last trading price was 18.6, which was -5.65 lower than the previous day. The implied volatity was 41.89, the open interest changed by 6 which increased total open position to 119
On 13 Dec GUJGASLTD was trading at 508.30. The strike last trading price was 24.25, which was -0.70 lower than the previous day. The implied volatity was 28.36, the open interest changed by 26 which increased total open position to 114
On 12 Dec GUJGASLTD was trading at 509.00. The strike last trading price was 24.95, which was 6.85 higher than the previous day. The implied volatity was 35.01, the open interest changed by -3 which decreased total open position to 88
On 11 Dec GUJGASLTD was trading at 518.40. The strike last trading price was 18.1, which was -6.55 lower than the previous day. The implied volatity was 29.75, the open interest changed by 12 which increased total open position to 90
On 10 Dec GUJGASLTD was trading at 511.95. The strike last trading price was 24.65, which was -4.45 lower than the previous day. The implied volatity was 35.95, the open interest changed by 45 which increased total open position to 79
On 9 Dec GUJGASLTD was trading at 508.15. The strike last trading price was 29.1, which was 6.75 higher than the previous day. The implied volatity was 41.17, the open interest changed by 13 which increased total open position to 35
On 6 Dec GUJGASLTD was trading at 512.70. The strike last trading price was 22.35, which was -9.10 lower than the previous day. The implied volatity was 26.62, the open interest changed by -3 which decreased total open position to 22
On 5 Dec GUJGASLTD was trading at 502.15. The strike last trading price was 31.45, which was -5.55 lower than the previous day. The implied volatity was 34.08, the open interest changed by 4 which increased total open position to 21
On 4 Dec GUJGASLTD was trading at 496.55. The strike last trading price was 37, which was 1.40 higher than the previous day. The implied volatity was 33.03, the open interest changed by 0 which decreased total open position to 16
On 3 Dec GUJGASLTD was trading at 497.80. The strike last trading price was 35.6, which was -12.90 lower than the previous day. The implied volatity was 37.49, the open interest changed by 0 which decreased total open position to 14
On 2 Dec GUJGASLTD was trading at 480.50. The strike last trading price was 48.5, which was -8.50 lower than the previous day. The implied volatity was 32.54, the open interest changed by 1 which increased total open position to 15
On 29 Nov GUJGASLTD was trading at 479.75. The strike last trading price was 57, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 28 Nov GUJGASLTD was trading at 472.00. The strike last trading price was 57, which was 1.00 higher than the previous day. The implied volatity was 39.67, the open interest changed by 6 which increased total open position to 13
On 27 Nov GUJGASLTD was trading at 472.15. The strike last trading price was 56, which was 0.00 lower than the previous day. The implied volatity was 32.34, the open interest changed by 0 which decreased total open position to 4
On 26 Nov GUJGASLTD was trading at 475.35. The strike last trading price was 56, which was 24.20 higher than the previous day. The implied volatity was 34.97, the open interest changed by 3 which increased total open position to 3
On 25 Nov GUJGASLTD was trading at 466.20. The strike last trading price was 31.8, 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 31.8, 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 31.8, 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 31.8, 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 31.8, 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 31.8, 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 31.8, 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 31.8, 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 31.8, 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 31.8, which was 31.80 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 0.40, the open interest changed by 0 which decreased total open position to 0
