IGL
Indraprastha Gas Ltd
Historical option data for IGL
21 Nov 2024 04:10 PM IST
| IGL 28NOV2024 300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 311.40 | 13.6 | -8.20 | - | 7 | -6 | 120 | |||
| 20 Nov | 320.45 | 21.8 | 0.00 | 37.40 | 399 | 64 | 125 | |||
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| 19 Nov | 320.45 | 21.8 | -8.00 | 37.40 | 399 | 63 | 125 | |||
| 18 Nov | 325.05 | 29.8 | 61.58 | 169 | 62 | 62 | ||||
For Indraprastha Gas Ltd - strike price 300 expiring on 28NOV2024
Delta for 300 CE is -
Historical price for 300 CE is as follows
On 21 Nov IGL was trading at 311.40. The strike last trading price was 13.6, which was -8.20 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 120
On 20 Nov IGL was trading at 320.45. The strike last trading price was 21.8, which was 0.00 lower than the previous day. The implied volatity was 37.40, the open interest changed by 64 which increased total open position to 125
On 19 Nov IGL was trading at 320.45. The strike last trading price was 21.8, which was -8.00 lower than the previous day. The implied volatity was 37.40, the open interest changed by 63 which increased total open position to 125
On 18 Nov IGL was trading at 325.05. The strike last trading price was 29.8, which was lower than the previous day. The implied volatity was 61.58, the open interest changed by 62 which increased total open position to 62
| IGL 28NOV2024 300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0.09
Theta: -0.19
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 311.40 | 0.9 | -0.95 | 29.60 | 294 | -293 | 978 |
| 20 Nov | 320.45 | 1.85 | 0.00 | 42.66 | 4,475 | 589 | 1,237 |
| 19 Nov | 320.45 | 1.85 | -1.90 | 42.66 | 4,475 | 555 | 1,237 |
| 18 Nov | 325.05 | 3.75 | 62.07 | 4,619 | 689 | 689 | |
For Indraprastha Gas Ltd - strike price 300 expiring on 28NOV2024
Delta for 300 PE is -0.14
Historical price for 300 PE is as follows
On 21 Nov IGL was trading at 311.40. The strike last trading price was 0.9, which was -0.95 lower than the previous day. The implied volatity was 29.60, the open interest changed by -293 which decreased total open position to 978
On 20 Nov IGL was trading at 320.45. The strike last trading price was 1.85, which was 0.00 lower than the previous day. The implied volatity was 42.66, the open interest changed by 589 which increased total open position to 1237
On 19 Nov IGL was trading at 320.45. The strike last trading price was 1.85, which was -1.90 lower than the previous day. The implied volatity was 42.66, the open interest changed by 555 which increased total open position to 1237
On 18 Nov IGL was trading at 325.05. The strike last trading price was 3.75, which was lower than the previous day. The implied volatity was 62.07, the open interest changed by 689 which increased total open position to 689
