GUJGASLTD
Gujarat Gas Limited
453.6
2.35 (0.52%)
Option Chain for GUJGASLTD
21 Nov 2024 04:10 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 1250 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 249.80 | 0.00 | 360 | 0.00 | 0.05 | - | 4 | 2 | 2 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 370 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 230.25 | 0.00 | 380 | -0.05 | 0.35 | - | 35 | -11 | 73 | - |
| - | 0 | 0 | 0 | - | 183.55 | 0.00 | 390 | -0.10 | 0.45 | 60.66 | 31 | -3 | 39 | -0.03 |
| - | 0 | 0 | 0 | - | 210.70 | 0.00 | 400 | -0.20 | 0.60 | 55.18 | 378 | -141 | 244 | -0.04 |
| - | 5 | 2 | 4 | - | 44.35 | -1.20 | 410 | -0.35 | 0.85 | 50.08 | 200 | 9 | 160 | -0.06 |
| 0.88 | 3 | 1 | 3 | 52.27 | 37.40 | 3.95 | 420 | -0.55 | 1.30 | 45.53 | 424 | -35 | 272 | -0.09 |
| - | 16 | 0 | 2 | - | 24.00 | -4.10 | 430 | -1.20 | 1.85 | 39.61 | 630 | -52 | 205 | -0.14 |
| 0.82 | 35 | 11 | 347 | 27.83 | 17.10 | 1.85 | 440 | -1.75 | 3.30 | 36.30 | 1,180 | -91 | 449 | -0.24 |
| 0.63 | 340 | 27 | 2,386 | 27.18 | 9.80 | 1.05 | 450 | -2.70 | 6.10 | 34.11 | 1,783 | -58 | 466 | -0.39 |
| 0.40 | 484 | -24 | 2,359 | 27.81 | 4.95 | 0.60 | 460 | -3.40 | 11.00 | 33.65 | 767 | -18 | 558 | -0.58 |
| 0.23 | 365 | -121 | 1,192 | 29.90 | 2.45 | 0.00 | 470 | -2.70 | 19.70 | 42.65 | 68 | -12 | 262 | -0.69 |
| 0.13 | 367 | 32 | 785 | 33.25 | 1.35 | 0.00 | 480 | -4.10 | 27.00 | 40.35 | 18 | -9 | 160 | -0.82 |
| 0.08 | 189 | -29 | 470 | 36.15 | 0.75 | -0.10 | 490 | -3.90 | 36.60 | 47.29 | 9 | -1 | 77 | -0.86 |
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| 0.04 | 289 | -61 | 414 | 38.38 | 0.40 | -0.20 | 500 | -4.15 | 47.10 | 59.83 | 11 | -2 | 157 | -0.86 |
| 0.02 | 392 | -8 | 100 | 40.00 | 0.20 | -0.15 | 510 | -1.50 | 54.10 | - | 9 | -3 | 105 | - |
| 0.02 | 737 | 8 | 99 | 45.70 | 0.20 | -0.05 | 520 | -3.55 | 66.80 | 74.07 | 5 | -2 | 248 | -0.89 |
| 0.01 | 712 | -88 | 127 | 49.16 | 0.15 | 0.05 | 530 | 0.00 | 73.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 504 | -107 | 222 | - | 0.15 | -0.05 | 540 | 1.35 | 86.50 | - | 4 | -3 | 145 | - |
| - | 1,001 | -101 | 201 | - | 0.15 | -0.10 | 550 | 0.00 | 95.25 | - | 1 | 0 | 207 | - |
| - | 436 | -20 | 44 | - | 0.15 | -0.05 | 560 | 1.00 | 106.50 | - | 1 | 0 | 38 | - |
| - | 282 | -20 | 27 | - | 0.15 | -0.05 | 570 | -3.90 | 116.65 | - | 2 | 0 | 96 | - |
| - | 188 | -24 | 34 | - | 0.10 | 0.00 | 580 | 0.00 | 123.20 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 104 | -3 | 11 | - | 0.05 | -0.10 | 590 | 0.00 | 137.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 513 | -30 | 79 | - | 0.15 | 0.05 | 600 | 1.45 | 147.00 | - | 7 | -4 | 85 | - |
| - | 230 | 0 | 2 | - | 0.10 | 0.00 | 610 | 0.00 | 35.25 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 132 | 0 | 2 | - | 0.10 | 0.00 | 620 | 0.00 | 89.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 48 | 0 | 11 | - | 0.10 | 0.00 | 630 | 0.00 | 81.70 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 12 | 0 | 6 | - | 0.10 | 0.00 | 640 | 0.00 | 56.30 | - | 0 | 0 | 0 | - |
| - | 80 | 0 | 2 | - | 0.05 | 0.00 | 650 | 0.00 | 123.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 7,464 | 4,048 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.
