IGL
Indraprastha Gas Ltd
Historical option data for IGL
12 Dec 2024 10:21 AM IST
| IGL 26DEC2024 300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 388.30 | 90 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 11 Dec | 392.80 | 90 | 2.50 | - | 2 | -1 | 161 | |||
| 10 Dec | 386.00 | 87.5 | 0.40 | - | 29 | -27 | 162 | |||
| 9 Dec | 385.55 | 87.1 | 3.20 | - | 5 | -3 | 190 | |||
| 6 Dec | 384.00 | 83.9 | 6.05 | - | 4 | -1 | 194 | |||
| 5 Dec | 383.45 | 77.85 | 16.85 | - | 90 | -39 | 204 | |||
| 4 Dec | 360.25 | 61 | -2.40 | - | 42 | -17 | 244 | |||
| 3 Dec | 361.25 | 63.4 | 17.65 | 52.84 | 45 | -19 | 261 | |||
| 2 Dec | 343.55 | 45.75 | 10.60 | 33.58 | 326 | 34 | 288 | |||
| 29 Nov | 327.05 | 35.15 | 8.05 | 39.00 | 539 | 51 | 256 | |||
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| 28 Nov | 319.45 | 27.1 | -0.30 | 40.70 | 126 | 8 | 205 | |||
| 27 Nov | 319.50 | 27.4 | -0.30 | 40.70 | 43 | 36 | 196 | |||
| 26 Nov | 320.00 | 27.7 | -2.95 | 38.90 | 164 | 39 | 160 | |||
| 25 Nov | 324.15 | 30.65 | 1.90 | 38.34 | 3 | -2 | 122 | |||
| 22 Nov | 312.65 | 28.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 311.40 | 28.75 | 0.00 | 0.00 | 0 | 82 | 0 | |||
| 20 Nov | 320.45 | 28.75 | 0.00 | 37.03 | 101 | 82 | 123 | |||
| 19 Nov | 320.45 | 28.75 | -6.75 | 37.03 | 101 | 81 | 123 | |||
| 18 Nov | 325.05 | 35.5 | 44.54 | 46 | 40 | 40 | ||||
For Indraprastha Gas Ltd - strike price 300 expiring on 26DEC2024
Delta for 300 CE is 0.00
Historical price for 300 CE is as follows
On 12 Dec IGL was trading at 388.30. The strike last trading price was 90, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 11 Dec IGL was trading at 392.80. The strike last trading price was 90, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 161
On 10 Dec IGL was trading at 386.00. The strike last trading price was 87.5, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 162
On 9 Dec IGL was trading at 385.55. The strike last trading price was 87.1, which was 3.20 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 190
On 6 Dec IGL was trading at 384.00. The strike last trading price was 83.9, which was 6.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 194
On 5 Dec IGL was trading at 383.45. The strike last trading price was 77.85, which was 16.85 higher than the previous day. The implied volatity was -, the open interest changed by -39 which decreased total open position to 204
On 4 Dec IGL was trading at 360.25. The strike last trading price was 61, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 244
On 3 Dec IGL was trading at 361.25. The strike last trading price was 63.4, which was 17.65 higher than the previous day. The implied volatity was 52.84, the open interest changed by -19 which decreased total open position to 261
On 2 Dec IGL was trading at 343.55. The strike last trading price was 45.75, which was 10.60 higher than the previous day. The implied volatity was 33.58, the open interest changed by 34 which increased total open position to 288
On 29 Nov IGL was trading at 327.05. The strike last trading price was 35.15, which was 8.05 higher than the previous day. The implied volatity was 39.00, the open interest changed by 51 which increased total open position to 256
On 28 Nov IGL was trading at 319.45. The strike last trading price was 27.1, which was -0.30 lower than the previous day. The implied volatity was 40.70, the open interest changed by 8 which increased total open position to 205
On 27 Nov IGL was trading at 319.50. The strike last trading price was 27.4, which was -0.30 lower than the previous day. The implied volatity was 40.70, the open interest changed by 36 which increased total open position to 196
On 26 Nov IGL was trading at 320.00. The strike last trading price was 27.7, which was -2.95 lower than the previous day. The implied volatity was 38.90, the open interest changed by 39 which increased total open position to 160
On 25 Nov IGL was trading at 324.15. The strike last trading price was 30.65, which was 1.90 higher than the previous day. The implied volatity was 38.34, the open interest changed by -2 which decreased total open position to 122
On 22 Nov IGL was trading at 312.65. The strike last trading price was 28.75, 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 21 Nov IGL was trading at 311.40. The strike last trading price was 28.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 82 which increased total open position to 0
On 20 Nov IGL was trading at 320.45. The strike last trading price was 28.75, which was 0.00 lower than the previous day. The implied volatity was 37.03, the open interest changed by 82 which increased total open position to 123
On 19 Nov IGL was trading at 320.45. The strike last trading price was 28.75, which was -6.75 lower than the previous day. The implied volatity was 37.03, the open interest changed by 81 which increased total open position to 123
On 18 Nov IGL was trading at 325.05. The strike last trading price was 35.5, which was lower than the previous day. The implied volatity was 44.54, the open interest changed by 40 which increased total open position to 40
| IGL 26DEC2024 300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 388.30 | 0.2 | 0.00 | - | 7 | -1 | 613 |
| 11 Dec | 392.80 | 0.2 | -0.05 | - | 58 | -3 | 614 |
| 10 Dec | 386.00 | 0.25 | 0.00 | - | 88 | -43 | 619 |
| 9 Dec | 385.55 | 0.25 | -0.10 | - | 75 | -5 | 664 |
| 6 Dec | 384.00 | 0.35 | -0.25 | - | 142 | 21 | 671 |
| 5 Dec | 383.45 | 0.6 | -0.15 | 56.89 | 544 | -64 | 647 |
| 4 Dec | 360.25 | 0.75 | -0.05 | 46.35 | 203 | -36 | 715 |
| 3 Dec | 361.25 | 0.8 | -0.60 | 45.87 | 943 | -71 | 751 |
| 2 Dec | 343.55 | 1.4 | -1.50 | 41.02 | 1,552 | 90 | 825 |
| 29 Nov | 327.05 | 2.9 | -2.10 | 38.82 | 1,555 | 173 | 778 |
| 28 Nov | 319.45 | 5 | -0.15 | 38.15 | 912 | 88 | 605 |
| 27 Nov | 319.50 | 5.15 | -0.40 | 38.15 | 569 | 46 | 517 |
| 26 Nov | 320.00 | 5.55 | 0.85 | 39.62 | 779 | 157 | 476 |
| 25 Nov | 324.15 | 4.7 | -2.50 | 38.98 | 16 | -18 | 320 |
| 22 Nov | 312.65 | 7.2 | -1.45 | 34.92 | 3 | -1 | 337 |
| 21 Nov | 311.40 | 8.65 | 1.65 | 40.33 | 78 | -73 | 343 |
| 20 Nov | 320.45 | 7 | 0.00 | 40.05 | 1,242 | 175 | 420 |
| 19 Nov | 320.45 | 7 | -0.95 | 40.05 | 1,242 | 179 | 420 |
| 18 Nov | 325.05 | 7.95 | 47.14 | 478 | 237 | 237 | |
For Indraprastha Gas Ltd - strike price 300 expiring on 26DEC2024
Delta for 300 PE is -
Historical price for 300 PE is as follows
On 12 Dec IGL was trading at 388.30. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 613
On 11 Dec IGL was trading at 392.80. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 614
On 10 Dec IGL was trading at 386.00. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -43 which decreased total open position to 619
On 9 Dec IGL was trading at 385.55. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 664
On 6 Dec IGL was trading at 384.00. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 671
On 5 Dec IGL was trading at 383.45. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 56.89, the open interest changed by -64 which decreased total open position to 647
On 4 Dec IGL was trading at 360.25. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 46.35, the open interest changed by -36 which decreased total open position to 715
On 3 Dec IGL was trading at 361.25. The strike last trading price was 0.8, which was -0.60 lower than the previous day. The implied volatity was 45.87, the open interest changed by -71 which decreased total open position to 751
On 2 Dec IGL was trading at 343.55. The strike last trading price was 1.4, which was -1.50 lower than the previous day. The implied volatity was 41.02, the open interest changed by 90 which increased total open position to 825
On 29 Nov IGL was trading at 327.05. The strike last trading price was 2.9, which was -2.10 lower than the previous day. The implied volatity was 38.82, the open interest changed by 173 which increased total open position to 778
On 28 Nov IGL was trading at 319.45. The strike last trading price was 5, which was -0.15 lower than the previous day. The implied volatity was 38.15, the open interest changed by 88 which increased total open position to 605
On 27 Nov IGL was trading at 319.50. The strike last trading price was 5.15, which was -0.40 lower than the previous day. The implied volatity was 38.15, the open interest changed by 46 which increased total open position to 517
On 26 Nov IGL was trading at 320.00. The strike last trading price was 5.55, which was 0.85 higher than the previous day. The implied volatity was 39.62, the open interest changed by 157 which increased total open position to 476
On 25 Nov IGL was trading at 324.15. The strike last trading price was 4.7, which was -2.50 lower than the previous day. The implied volatity was 38.98, the open interest changed by -18 which decreased total open position to 320
On 22 Nov IGL was trading at 312.65. The strike last trading price was 7.2, which was -1.45 lower than the previous day. The implied volatity was 34.92, the open interest changed by -1 which decreased total open position to 337
On 21 Nov IGL was trading at 311.40. The strike last trading price was 8.65, which was 1.65 higher than the previous day. The implied volatity was 40.33, the open interest changed by -73 which decreased total open position to 343
On 20 Nov IGL was trading at 320.45. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 40.05, the open interest changed by 175 which increased total open position to 420
On 19 Nov IGL was trading at 320.45. The strike last trading price was 7, which was -0.95 lower than the previous day. The implied volatity was 40.05, the open interest changed by 179 which increased total open position to 420
On 18 Nov IGL was trading at 325.05. The strike last trading price was 7.95, which was lower than the previous day. The implied volatity was 47.14, the open interest changed by 237 which increased total open position to 237
