IGL
Indraprastha Gas Ltd
Historical option data for IGL
21 Nov 2024 04:10 PM IST
| IGL 28NOV2024 290 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 21 Nov | 311.40 | 43.35 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 20 Nov | 320.45 | 43.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 320.45 | 43.35 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 18 Nov | 325.05 | 43.35 | 100.92 | 1 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 290 expiring on 28NOV2024
Delta for 290 CE is 0.00
Historical price for 290 CE is as follows
On 21 Nov IGL was trading at 311.40. The strike last trading price was 43.35, 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 1
On 20 Nov IGL was trading at 320.45. The strike last trading price was 43.35, 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 19 Nov IGL was trading at 320.45. The strike last trading price was 43.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 18 Nov IGL was trading at 325.05. The strike last trading price was 43.35, which was lower than the previous day. The implied volatity was 100.92, the open interest changed by 0 which decreased total open position to 0
| IGL 28NOV2024 290 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 0.06
Theta: -0.16
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 311.40 | 0.6 | -0.55 | 37.59 | 117 | -115 | 620 |
| 20 Nov | 320.45 | 1.15 | 0.00 | 50.23 | 1,998 | 224 | 738 |
| 19 Nov | 320.45 | 1.15 | -1.20 | 50.23 | 1,998 | 227 | 738 |
| 18 Nov | 325.05 | 2.35 | 65.51 | 1,954 | 511 | 511 | |
For Indraprastha Gas Ltd - strike price 290 expiring on 28NOV2024
Delta for 290 PE is -0.08
Historical price for 290 PE is as follows
On 21 Nov IGL was trading at 311.40. The strike last trading price was 0.6, which was -0.55 lower than the previous day. The implied volatity was 37.59, the open interest changed by -115 which decreased total open position to 620
On 20 Nov IGL was trading at 320.45. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 50.23, the open interest changed by 224 which increased total open position to 738
On 19 Nov IGL was trading at 320.45. The strike last trading price was 1.15, which was -1.20 lower than the previous day. The implied volatity was 50.23, the open interest changed by 227 which increased total open position to 738
On 18 Nov IGL was trading at 325.05. The strike last trading price was 2.35, which was lower than the previous day. The implied volatity was 65.51, the open interest changed by 511 which increased total open position to 511
