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Related Pages for GUJGASLTD
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GUJGASLTD
Gujarat Gas Limited
509 3.15 (0.62%)

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Historical option data for GUJGASLTD

26 Dec 2024 04:10 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
GUJGASLTD 30JAN2025 550 CE
Delta: 0.21
Vega: 0.45
Theta: -0.19
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
26 Dec 509.00 4.5 -0.10 25.06 152 60 166
24 Dec 505.85 4.6 1.10 26.90 92 10 104
23 Dec 498.70 3.5 -0.75 27.20 126 17 94
20 Dec 499.80 4.25 -1.35 26.10 56 25 78
19 Dec 505.85 5.6 0.65 26.37 66 8 53
18 Dec 503.10 4.95 0.55 25.70 32 9 45
17 Dec 507.55 4.4 -4.10 22.95 121 -1 35
16 Dec 519.65 8.5 1.45 23.37 44 24 36
13 Dec 508.30 7.05 -0.05 26.22 27 13 14
12 Dec 509.00 7.1 24.97 1 0 1

For Gujarat Gas Limited - strike price 550 expiring on 30JAN2025

Delta for 550 CE is 0.21

Historical price for 550 CE is as follows

On 26 Dec GUJGASLTD was trading at 509.00. The strike last trading price was 4.5, which was -0.10 lower than the previous day. The implied volatity was 25.06, the open interest changed by 60 which increased total open position to 166


On 24 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 4.6, which was 1.10 higher than the previous day. The implied volatity was 26.90, the open interest changed by 10 which increased total open position to 104


On 23 Dec GUJGASLTD was trading at 498.70. The strike last trading price was 3.5, which was -0.75 lower than the previous day. The implied volatity was 27.20, the open interest changed by 17 which increased total open position to 94


On 20 Dec GUJGASLTD was trading at 499.80. The strike last trading price was 4.25, which was -1.35 lower than the previous day. The implied volatity was 26.10, the open interest changed by 25 which increased total open position to 78


On 19 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 5.6, which was 0.65 higher than the previous day. The implied volatity was 26.37, the open interest changed by 8 which increased total open position to 53


On 18 Dec GUJGASLTD was trading at 503.10. The strike last trading price was 4.95, which was 0.55 higher than the previous day. The implied volatity was 25.70, the open interest changed by 9 which increased total open position to 45


On 17 Dec GUJGASLTD was trading at 507.55. The strike last trading price was 4.4, which was -4.10 lower than the previous day. The implied volatity was 22.95, the open interest changed by -1 which decreased total open position to 35


On 16 Dec GUJGASLTD was trading at 519.65. The strike last trading price was 8.5, which was 1.45 higher than the previous day. The implied volatity was 23.37, the open interest changed by 24 which increased total open position to 36


On 13 Dec GUJGASLTD was trading at 508.30. The strike last trading price was 7.05, which was -0.05 lower than the previous day. The implied volatity was 26.22, the open interest changed by 13 which increased total open position to 14


On 12 Dec GUJGASLTD was trading at 509.00. The strike last trading price was 7.1, which was lower than the previous day. The implied volatity was 24.97, the open interest changed by 0 which decreased total open position to 1


GUJGASLTD 30JAN2025 550 PE
Delta: -0.77
Vega: 0.48
Theta: -0.07
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
26 Dec 509.00 40.5 -4.00 27.72 63 19 45
24 Dec 505.85 44.5 -10.00 26.89 2 1 25
23 Dec 498.70 54.5 5.50 34.94 9 7 22
20 Dec 499.80 49 0.00 0.00 0 10 0
19 Dec 505.85 49 6.15 36.50 10 0 5
18 Dec 503.10 42.85 0.00 0.00 0 5 0
17 Dec 507.55 42.85 -35.80 26.57 5 1 1
16 Dec 519.65 78.65 0.00 - 0 0 0
13 Dec 508.30 78.65 0.00 - 0 0 0
12 Dec 509.00 78.65 - 0 0 0

For Gujarat Gas Limited - strike price 550 expiring on 30JAN2025

Delta for 550 PE is -0.77

Historical price for 550 PE is as follows

On 26 Dec GUJGASLTD was trading at 509.00. The strike last trading price was 40.5, which was -4.00 lower than the previous day. The implied volatity was 27.72, the open interest changed by 19 which increased total open position to 45


On 24 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 44.5, which was -10.00 lower than the previous day. The implied volatity was 26.89, the open interest changed by 1 which increased total open position to 25


On 23 Dec GUJGASLTD was trading at 498.70. The strike last trading price was 54.5, which was 5.50 higher than the previous day. The implied volatity was 34.94, the open interest changed by 7 which increased total open position to 22


On 20 Dec GUJGASLTD was trading at 499.80. The strike last trading price was 49, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0


On 19 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 49, which was 6.15 higher than the previous day. The implied volatity was 36.50, the open interest changed by 0 which decreased total open position to 5


On 18 Dec GUJGASLTD was trading at 503.10. The strike last trading price was 42.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 17 Dec GUJGASLTD was trading at 507.55. The strike last trading price was 42.85, which was -35.80 lower than the previous day. The implied volatity was 26.57, the open interest changed by 1 which increased total open position to 1


On 16 Dec GUJGASLTD was trading at 519.65. The strike last trading price was 78.65, 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 78.65, 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 78.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0