GUJGASLTD
Gujarat Gas Limited
Historical option data for GUJGASLTD
26 Dec 2024 04:10 PM IST
| GUJGASLTD 30JAN2025 570 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.12
Vega: 0.31
Theta: -0.13
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 509.00 | 2.3 | -2.60 | 26.57 | 34 | 25 | 25 | |||
|
|
||||||||||
| 24 Dec | 505.85 | 4.9 | 0.00 | 9.73 | 0 | 0 | 0 | |||
| 17 Dec | 507.55 | 4.9 | 8.62 | 0 | 0 | 0 | ||||
For Gujarat Gas Limited - strike price 570 expiring on 30JAN2025
Delta for 570 CE is 0.12
Historical price for 570 CE is as follows
On 26 Dec GUJGASLTD was trading at 509.00. The strike last trading price was 2.3, which was -2.60 lower than the previous day. The implied volatity was 26.57, the open interest changed by 25 which increased total open position to 25
On 24 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 4.9, which was 0.00 lower than the previous day. The implied volatity was 9.73, 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 4.9, which was lower than the previous day. The implied volatity was 8.62, the open interest changed by 0 which decreased total open position to 0
| GUJGASLTD 30JAN2025 570 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 509.00 | 95.8 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 505.85 | 95.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 507.55 | 95.8 | - | 0 | 0 | 0 | |
For Gujarat Gas Limited - strike price 570 expiring on 30JAN2025
Delta for 570 PE is -
Historical price for 570 PE is as follows
On 26 Dec GUJGASLTD was trading at 509.00. The strike last trading price was 95.8, 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 24 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 95.8, 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 17 Dec GUJGASLTD was trading at 507.55. The strike last trading price was 95.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
