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[--[65.84.65.76]--]
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
GUJGASLTD 30JAN2025 560 CE
Delta: 0.16
Vega: 0.38
Theta: -0.16
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
26 Dec 509.00 3.25 -0.05 25.91 34 16 25
24 Dec 505.85 3.3 -1.30 27.41 6 3 8
23 Dec 498.70 4.6 1.30 33.50 1 0 4
20 Dec 499.80 3.3 0.00 0.00 0 4 0
19 Dec 505.85 3.3 -0.80 24.93 8 4 4
17 Dec 507.55 4.1 -20.60 25.77 4 1 1
28 Nov 472.00 24.7 0.00 10.18 0 0 0
27 Nov 472.15 24.7 0.00 10.05 0 0 0
26 Nov 475.35 24.7 0.00 9.70 0 0 0
25 Nov 466.20 24.7 0.00 10.57 0 0 0
22 Nov 461.85 24.7 0.00 10.86 0 0 0
14 Nov 486.00 24.7 0.00 7.10 0 0 0
13 Nov 491.70 24.7 0.00 6.38 0 0 0
12 Nov 503.05 24.7 0.00 5.10 0 0 0
11 Nov 517.65 24.7 0.00 3.14 0 0 0
8 Nov 523.55 24.7 0.00 2.98 0 0 0
7 Nov 540.80 24.7 0.00 - 0 0 0
6 Nov 527.85 24.7 0.00 2.26 0 0 0
5 Nov 512.55 24.7 0.00 3.72 0 0 0
4 Nov 514.05 24.7 3.65 0 0 0


For Gujarat Gas Limited - strike price 560 expiring on 30JAN2025

Delta for 560 CE is 0.16

Historical price for 560 CE is as follows

On 26 Dec GUJGASLTD was trading at 509.00. The strike last trading price was 3.25, which was -0.05 lower than the previous day. The implied volatity was 25.91, the open interest changed by 16 which increased total open position to 25


On 24 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 3.3, which was -1.30 lower than the previous day. The implied volatity was 27.41, the open interest changed by 3 which increased total open position to 8


On 23 Dec GUJGASLTD was trading at 498.70. The strike last trading price was 4.6, which was 1.30 higher than the previous day. The implied volatity was 33.50, the open interest changed by 0 which decreased total open position to 4


On 20 Dec GUJGASLTD was trading at 499.80. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 19 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 3.3, which was -0.80 lower than the previous day. The implied volatity was 24.93, the open interest changed by 4 which increased total open position to 4


On 17 Dec GUJGASLTD was trading at 507.55. The strike last trading price was 4.1, which was -20.60 lower than the previous day. The implied volatity was 25.77, the open interest changed by 1 which increased total open position to 1


On 28 Nov GUJGASLTD was trading at 472.00. The strike last trading price was 24.7, which was 0.00 lower than the previous day. The implied volatity was 10.18, the open interest changed by 0 which decreased total open position to 0


On 27 Nov GUJGASLTD was trading at 472.15. The strike last trading price was 24.7, which was 0.00 lower than the previous day. The implied volatity was 10.05, the open interest changed by 0 which decreased total open position to 0


On 26 Nov GUJGASLTD was trading at 475.35. The strike last trading price was 24.7, which was 0.00 lower than the previous day. The implied volatity was 9.70, the open interest changed by 0 which decreased total open position to 0


On 25 Nov GUJGASLTD was trading at 466.20. The strike last trading price was 24.7, which was 0.00 lower than the previous day. The implied volatity was 10.57, 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 24.7, which was 0.00 lower than the previous day. The implied volatity was 10.86, 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 24.7, which was 0.00 lower than the previous day. The implied volatity was 7.10, 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 24.7, which was 0.00 lower than the previous day. The implied volatity was 6.38, 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 24.7, which was 0.00 lower than the previous day. The implied volatity was 5.10, the open interest changed by 0 which decreased total open position to 0


On 11 Nov GUJGASLTD was trading at 517.65. The strike last trading price was 24.7, which was 0.00 lower than the previous day. The implied volatity was 3.14, 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 24.7, which was 0.00 lower than the previous day. The implied volatity was 2.98, the open interest changed by 0 which decreased total open position to 0


On 7 Nov GUJGASLTD was trading at 540.80. The strike last trading price was 24.7, 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 6 Nov GUJGASLTD was trading at 527.85. The strike last trading price was 24.7, which was 0.00 lower than the previous day. The implied volatity was 2.26, the open interest changed by 0 which decreased total open position to 0


On 5 Nov GUJGASLTD was trading at 512.55. The strike last trading price was 24.7, which was 0.00 lower than the previous day. The implied volatity was 3.72, the open interest changed by 0 which decreased total open position to 0


On 4 Nov GUJGASLTD was trading at 514.05. The strike last trading price was 24.7, which was lower than the previous day. The implied volatity was 3.65, the open interest changed by 0 which decreased total open position to 0


GUJGASLTD 30JAN2025 560 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 509.00 61 0.00 0.00 0 0 0
24 Dec 505.85 61 0.00 0.00 0 2 0
23 Dec 498.70 61 4.00 33.44 2 0 7
20 Dec 499.80 57 0.00 29.35 3 0 4
19 Dec 505.85 57 1.50 37.99 4 0 0
17 Dec 507.55 55.5 55.50 - 0 0 0
28 Nov 472.00 0 0.00 - 0 0 0
27 Nov 472.15 0 0.00 - 0 0 0
26 Nov 475.35 0 0.00 - 0 0 0
25 Nov 466.20 0 0.00 - 0 0 0
22 Nov 461.85 0 0.00 - 0 0 0
14 Nov 486.00 0 0.00 - 0 0 0
13 Nov 491.70 0 0.00 - 0 0 0
12 Nov 503.05 0 0.00 - 0 0 0
11 Nov 517.65 0 0.00 - 0 0 0
8 Nov 523.55 0 0.00 - 0 0 0
7 Nov 540.80 0 0.00 - 0 0 0
6 Nov 527.85 0 0.00 - 0 0 0
5 Nov 512.55 0 0.00 - 0 0 0
4 Nov 514.05 0 - 0 0 0


For Gujarat Gas Limited - strike price 560 expiring on 30JAN2025

Delta for 560 PE is 0.00

Historical price for 560 PE is as follows

On 26 Dec GUJGASLTD was trading at 509.00. The strike last trading price was 61, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 24 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 61, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 23 Dec GUJGASLTD was trading at 498.70. The strike last trading price was 61, which was 4.00 higher than the previous day. The implied volatity was 33.44, the open interest changed by 0 which decreased total open position to 7


On 20 Dec GUJGASLTD was trading at 499.80. The strike last trading price was 57, which was 0.00 lower than the previous day. The implied volatity was 29.35, the open interest changed by 0 which decreased total open position to 4


On 19 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 57, which was 1.50 higher than the previous day. The implied volatity was 37.99, 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 55.5, which was 55.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov GUJGASLTD was trading at 472.00. 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 0 which decreased total open position to 0


On 27 Nov GUJGASLTD was trading at 472.15. 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 0 which decreased total open position to 0


On 26 Nov GUJGASLTD was trading at 475.35. 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 0 which decreased total open position to 0


On 25 Nov GUJGASLTD was trading at 466.20. 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 0 which decreased total open position to 0


On 22 Nov GUJGASLTD was trading at 461.85. 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 0 which decreased total open position to 0


On 14 Nov GUJGASLTD was trading at 486.00. 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 0 which decreased total open position to 0


On 13 Nov GUJGASLTD was trading at 491.70. 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 0 which decreased total open position to 0


On 12 Nov GUJGASLTD was trading at 503.05. 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 0 which decreased total open position to 0


On 11 Nov GUJGASLTD was trading at 517.65. 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 0 which decreased total open position to 0


On 8 Nov GUJGASLTD was trading at 523.55. 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 0 which decreased total open position to 0


On 7 Nov GUJGASLTD was trading at 540.80. 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 0 which decreased total open position to 0


On 6 Nov GUJGASLTD was trading at 527.85. 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 0 which decreased total open position to 0


On 5 Nov GUJGASLTD was trading at 512.55. 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 0 which decreased total open position to 0


On 4 Nov GUJGASLTD was trading at 514.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0