GUJGASLTD
Gujarat Gas Limited
Historical option data for GUJGASLTD
26 Dec 2024 04:10 PM IST
| GUJGASLTD 30JAN2025 600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.15
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 509.00 | 0.8 | 0.25 | 28.37 | 2 | 1 | 4 | |||
| 24 Dec | 505.85 | 0.55 | -13.45 | 27.23 | 3 | 2 | 2 | |||
| 12 Nov | 503.05 | 14 | 0.00 | 8.31 | 0 | 0 | 0 | |||
| 11 Nov | 517.65 | 14 | 0.00 | 6.95 | 0 | 0 | 0 | |||
| 8 Nov | 523.55 | 14 | 0.00 | 6.39 | 0 | 0 | 0 | |||
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| 7 Nov | 540.80 | 14 | 0.00 | 4.69 | 0 | 0 | 0 | |||
| 6 Nov | 527.85 | 14 | 0.00 | 5.89 | 0 | 0 | 0 | |||
| 5 Nov | 512.55 | 14 | 14.00 | 7.98 | 0 | 0 | 0 | |||
| 4 Nov | 514.05 | 0 | 7.08 | 0 | 0 | 0 | ||||
For Gujarat Gas Limited - strike price 600 expiring on 30JAN2025
Delta for 600 CE is 0.04
Historical price for 600 CE is as follows
On 26 Dec GUJGASLTD was trading at 509.00. The strike last trading price was 0.8, which was 0.25 higher than the previous day. The implied volatity was 28.37, the open interest changed by 1 which increased total open position to 4
On 24 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 0.55, which was -13.45 lower than the previous day. The implied volatity was 27.23, the open interest changed by 2 which increased total open position to 2
On 12 Nov GUJGASLTD was trading at 503.05. The strike last trading price was 14, which was 0.00 lower than the previous day. The implied volatity was 8.31, 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 14, which was 0.00 lower than the previous day. The implied volatity was 6.95, 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 14, which was 0.00 lower than the previous day. The implied volatity was 6.39, 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 14, which was 0.00 lower than the previous day. The implied volatity was 4.69, 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 14, which was 0.00 lower than the previous day. The implied volatity was 5.89, 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 14, which was 14.00 higher than the previous day. The implied volatity was 7.98, 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 7.08, the open interest changed by 0 which decreased total open position to 0
| GUJGASLTD 30JAN2025 600 PE | |||||||
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Delta: -0.94
Vega: 0.19
Theta: 0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 509.00 | 85.55 | -8.00 | 31.15 | 7 | 4 | 8 |
| 24 Dec | 505.85 | 93.55 | 93.55 | 43.16 | 4 | 3 | 4 |
| 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 600 expiring on 30JAN2025
Delta for 600 PE is -0.94
Historical price for 600 PE is as follows
On 26 Dec GUJGASLTD was trading at 509.00. The strike last trading price was 85.55, which was -8.00 lower than the previous day. The implied volatity was 31.15, the open interest changed by 4 which increased total open position to 8
On 24 Dec GUJGASLTD was trading at 505.85. The strike last trading price was 93.55, which was 93.55 higher than the previous day. The implied volatity was 43.16, the open interest changed by 3 which increased total open position to 4
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
