IGL
Indraprastha Gas Ltd
Historical option data for IGL
21 Nov 2024 04:10 PM IST
| IGL 28NOV2024 270 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 311.40 | 145.3 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 320.45 | 145.3 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 320.45 | 145.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 325.05 | 145.3 | - | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 270 expiring on 28NOV2024
Delta for 270 CE is -
Historical price for 270 CE is as follows
On 21 Nov IGL was trading at 311.40. The strike last trading price was 145.3, 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 20 Nov IGL was trading at 320.45. The strike last trading price was 145.3, 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 19 Nov IGL was trading at 320.45. The strike last trading price was 145.3, 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 18 Nov IGL was trading at 325.05. The strike last trading price was 145.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| IGL 28NOV2024 270 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.03
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 311.40 | 0.3 | -0.50 | 55.92 | 10 | -9 | 258 |
| 20 Nov | 320.45 | 0.8 | 0.00 | - | 620 | 140 | 260 |
| 19 Nov | 320.45 | 0.8 | -0.20 | - | 620 | 133 | 260 |
| 18 Nov | 325.05 | 1 | - | 216 | 111 | 111 | |
For Indraprastha Gas Ltd - strike price 270 expiring on 28NOV2024
Delta for 270 PE is -0.03
Historical price for 270 PE is as follows
On 21 Nov IGL was trading at 311.40. The strike last trading price was 0.3, which was -0.50 lower than the previous day. The implied volatity was 55.92, the open interest changed by -9 which decreased total open position to 258
On 20 Nov IGL was trading at 320.45. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 140 which increased total open position to 260
On 19 Nov IGL was trading at 320.45. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 133 which increased total open position to 260
On 18 Nov IGL was trading at 325.05. The strike last trading price was 1, which was lower than the previous day. The implied volatity was -, the open interest changed by 111 which increased total open position to 111
