GUJGASLTD
Gujarat Gas Limited
Historical option data for GUJGASLTD
26 Dec 2024 04:10 PM IST
| GUJGASLTD 30JAN2025 530 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.38
Vega: 0.60
Theta: -0.27
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 509.00 | 10.25 | 1.25 | 26.08 | 40 | 11 | 40 | |||
| 24 Dec | 505.85 | 9 | 2.00 | 26.35 | 58 | 21 | 30 | |||
|
|
||||||||||
| 23 Dec | 498.70 | 7 | -1.95 | 26.64 | 4 | -2 | 8 | |||
| 20 Dec | 499.80 | 8.95 | -1.20 | 26.64 | 3 | 0 | 9 | |||
| 19 Dec | 505.85 | 10.15 | -2.80 | 25.31 | 8 | 4 | 8 | |||
| 18 Dec | 503.10 | 12.95 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 17 Dec | 507.55 | 12.95 | -4.05 | 28.39 | 4 | 3 | 4 | |||
| 16 Dec | 519.65 | 17 | 5.65 | 24.92 | 1 | 0 | 0 | |||
| 13 Dec | 508.30 | 11.35 | 0.00 | 2.55 | 0 | 0 | 0 | |||
| 12 Dec | 509.00 | 11.35 | 0.00 | 2.12 | 0 | 0 | 0 | |||
| 4 Dec | 496.55 | 11.35 | 0.00 | 3.76 | 0 | 0 | 0 | |||
| 3 Dec | 497.80 | 11.35 | 0.00 | 3.53 | 0 | 0 | 0 | |||
| 2 Dec | 480.50 | 11.35 | 5.59 | 0 | 0 | 0 | ||||
For Gujarat Gas Limited - strike price 530 expiring on 30JAN2025
Delta for 530 CE is 0.38
Historical price for 530 CE is as follows
On 26 Dec GUJGASLTD was trading at 509.00. The strike last trading price was 10.25, which was 1.25 higher than the previous day. The implied volatity was 26.08, the open interest changed by 11 which increased total open position to 40
On 24 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 9, which was 2.00 higher than the previous day. The implied volatity was 26.35, the open interest changed by 21 which increased total open position to 30
On 23 Dec GUJGASLTD was trading at 498.70. The strike last trading price was 7, which was -1.95 lower than the previous day. The implied volatity was 26.64, the open interest changed by -2 which decreased total open position to 8
On 20 Dec GUJGASLTD was trading at 499.80. The strike last trading price was 8.95, which was -1.20 lower than the previous day. The implied volatity was 26.64, the open interest changed by 0 which decreased total open position to 9
On 19 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 10.15, which was -2.80 lower than the previous day. The implied volatity was 25.31, the open interest changed by 4 which increased total open position to 8
On 18 Dec GUJGASLTD was trading at 503.10. The strike last trading price was 12.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 17 Dec GUJGASLTD was trading at 507.55. The strike last trading price was 12.95, which was -4.05 lower than the previous day. The implied volatity was 28.39, the open interest changed by 3 which increased total open position to 4
On 16 Dec GUJGASLTD was trading at 519.65. The strike last trading price was 17, which was 5.65 higher than the previous day. The implied volatity was 24.92, the open interest changed by 0 which decreased total open position to 0
On 13 Dec GUJGASLTD was trading at 508.30. The strike last trading price was 11.35, which was 0.00 lower than the previous day. The implied volatity was 2.55, the open interest changed by 0 which decreased total open position to 0
On 12 Dec GUJGASLTD was trading at 509.00. The strike last trading price was 11.35, which was 0.00 lower than the previous day. The implied volatity was 2.12, the open interest changed by 0 which decreased total open position to 0
On 4 Dec GUJGASLTD was trading at 496.55. The strike last trading price was 11.35, which was 0.00 lower than the previous day. The implied volatity was 3.76, the open interest changed by 0 which decreased total open position to 0
On 3 Dec GUJGASLTD was trading at 497.80. The strike last trading price was 11.35, which was 0.00 lower than the previous day. The implied volatity was 3.53, the open interest changed by 0 which decreased total open position to 0
On 2 Dec GUJGASLTD was trading at 480.50. The strike last trading price was 11.35, which was lower than the previous day. The implied volatity was 5.59, the open interest changed by 0 which decreased total open position to 0
| GUJGASLTD 30JAN2025 530 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 0.60
Theta: -0.13
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 509.00 | 25.45 | -37.30 | 26.51 | 12 | 7 | 7 |
| 24 Dec | 505.85 | 62.75 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 498.70 | 62.75 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 499.80 | 62.75 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 505.85 | 62.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 503.10 | 62.75 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 507.55 | 62.75 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 519.65 | 62.75 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 508.30 | 62.75 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 509.00 | 62.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 496.55 | 62.75 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 497.80 | 62.75 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 480.50 | 62.75 | - | 0 | 0 | 0 | |
For Gujarat Gas Limited - strike price 530 expiring on 30JAN2025
Delta for 530 PE is -0.62
Historical price for 530 PE is as follows
On 26 Dec GUJGASLTD was trading at 509.00. The strike last trading price was 25.45, which was -37.30 lower than the previous day. The implied volatity was 26.51, the open interest changed by 7 which increased total open position to 7
On 24 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 62.75, 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 23 Dec GUJGASLTD was trading at 498.70. The strike last trading price was 62.75, 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 Dec GUJGASLTD was trading at 499.80. The strike last trading price was 62.75, 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 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 62.75, 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 Dec GUJGASLTD was trading at 503.10. The strike last trading price was 62.75, 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 17 Dec GUJGASLTD was trading at 507.55. The strike last trading price was 62.75, 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 16 Dec GUJGASLTD was trading at 519.65. The strike last trading price was 62.75, 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 Dec GUJGASLTD was trading at 508.30. The strike last trading price was 62.75, 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 Dec GUJGASLTD was trading at 509.00. The strike last trading price was 62.75, 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 4 Dec GUJGASLTD was trading at 496.55. The strike last trading price was 62.75, 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 3 Dec GUJGASLTD was trading at 497.80. The strike last trading price was 62.75, 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 2 Dec GUJGASLTD was trading at 480.50. The strike last trading price was 62.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
