GUJGASLTD
Gujarat Gas Limited
Historical option data for GUJGASLTD
03 Dec 2024 04:10 PM IST
| GUJGASLTD 26DEC2024 530 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 0.35
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
| 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 | |||
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| 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 0.20
Historical price for 530 CE is as follows
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: -0.69
Vega: 0.44
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.69
Historical price for 530 PE is as follows
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
