GUJGASLTD
Gujarat Gas Limited
Historical option data for GUJGASLTD
26 Dec 2024 04:10 PM IST
| GUJGASLTD 30JAN2025 620 CE | ||||||||||
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Delta: 0.04
Vega: 0.13
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 509.00 | 0.75 | 0.75 | 32.77 | 44 | 22 | 23 | |||
| 8 Nov | 523.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 7 Nov | 540.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 527.85 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Gujarat Gas Limited - strike price 620 expiring on 30JAN2025
Delta for 620 CE is 0.04
Historical price for 620 CE is as follows
On 26 Dec GUJGASLTD was trading at 509.00. The strike last trading price was 0.75, which was 0.75 higher than the previous day. The implied volatity was 32.77, the open interest changed by 22 which increased total open position to 23
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 0.00, 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 0.00, 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| GUJGASLTD 30JAN2025 620 PE | |||||||
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Delta: -0.84
Vega: 0.39
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 509.00 | 111 | 111.00 | 55.70 | 24 | 23 | 23 |
| 8 Nov | 523.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 540.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 527.85 | 0 | 0.00 | 0 | 0 | 0 | |
For Gujarat Gas Limited - strike price 620 expiring on 30JAN2025
Delta for 620 PE is -0.84
Historical price for 620 PE is as follows
On 26 Dec GUJGASLTD was trading at 509.00. The strike last trading price was 111, which was 111.00 higher than the previous day. The implied volatity was 55.70, the open interest changed by 23 which increased total open position to 23
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 0.00, 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 0.00, 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
