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Related Pages for IGL
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IGL
Indraprastha Gas Ltd
390.1 -0.40 (-0.10%)

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Historical option data for IGL

27 Dec 2024 04:10 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
IGL 30JAN2025 300 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
27 Dec 390.10 126.45 0.00 - 0 0 0
26 Dec 390.50 126.45 0.00 - 0 0 0
24 Dec 397.35 126.45 0.00 - 0 0 0
23 Dec 390.10 126.45 0.00 - 0 0 0
20 Dec 388.30 126.45 0.00 - 0 0 0
19 Dec 389.85 126.45 0.00 - 0 0 0
13 Dec 392.20 126.45 0.00 - 0 0 0
9 Dec 385.55 126.45 0.00 - 0 0 0
6 Dec 384.00 126.45 0.00 - 0 0 0
25 Nov 324.15 126.45 - 0 0 0

For Indraprastha Gas Ltd - strike price 300 expiring on 30JAN2025

Delta for 300 CE is -

Historical price for 300 CE is as follows

On 27 Dec IGL was trading at 390.10. The strike last trading price was 126.45, 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 26 Dec IGL was trading at 390.50. The strike last trading price was 126.45, 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 24 Dec IGL was trading at 397.35. The strike last trading price was 126.45, 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 23 Dec IGL was trading at 390.10. The strike last trading price was 126.45, 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 Dec IGL was trading at 388.30. The strike last trading price was 126.45, 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 Dec IGL was trading at 389.85. The strike last trading price was 126.45, 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 13 Dec IGL was trading at 392.20. The strike last trading price was 126.45, 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 9 Dec IGL was trading at 385.55. The strike last trading price was 126.45, 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 6 Dec IGL was trading at 384.00. The strike last trading price was 126.45, 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 25 Nov IGL was trading at 324.15. The strike last trading price was 126.45, 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 30JAN2025 300 PE
Delta: -0.02
Vega: 0.06
Theta: -0.04
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 390.10 0.4 -0.25 44.72 33 -4 61
26 Dec 390.50 0.65 -0.40 48.10 20 9 64
24 Dec 397.35 1.05 -0.35 53.15 55 38 55
23 Dec 390.10 1.4 0.05 53.39 11 10 16
20 Dec 388.30 1.35 0.35 49.19 6 1 2
19 Dec 389.85 1 -0.50 46.80 1 0 1
13 Dec 392.20 1.5 0.00 0.00 0 0 0
9 Dec 385.55 1.5 0.00 45.44 2 1 1
6 Dec 384.00 1.5 0.60 43.59 2 1 1
25 Nov 324.15 0.9 6.59 0 0 0

For Indraprastha Gas Ltd - strike price 300 expiring on 30JAN2025

Delta for 300 PE is -0.02

Historical price for 300 PE is as follows

On 27 Dec IGL was trading at 390.10. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 44.72, the open interest changed by -4 which decreased total open position to 61


On 26 Dec IGL was trading at 390.50. The strike last trading price was 0.65, which was -0.40 lower than the previous day. The implied volatity was 48.10, the open interest changed by 9 which increased total open position to 64


On 24 Dec IGL was trading at 397.35. The strike last trading price was 1.05, which was -0.35 lower than the previous day. The implied volatity was 53.15, the open interest changed by 38 which increased total open position to 55


On 23 Dec IGL was trading at 390.10. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was 53.39, the open interest changed by 10 which increased total open position to 16


On 20 Dec IGL was trading at 388.30. The strike last trading price was 1.35, which was 0.35 higher than the previous day. The implied volatity was 49.19, the open interest changed by 1 which increased total open position to 2


On 19 Dec IGL was trading at 389.85. The strike last trading price was 1, which was -0.50 lower than the previous day. The implied volatity was 46.80, the open interest changed by 0 which decreased total open position to 1


On 13 Dec IGL was trading at 392.20. The strike last trading price was 1.5, 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 9 Dec IGL was trading at 385.55. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 45.44, the open interest changed by 1 which increased total open position to 1


On 6 Dec IGL was trading at 384.00. The strike last trading price was 1.5, which was 0.60 higher than the previous day. The implied volatity was 43.59, the open interest changed by 1 which increased total open position to 1


On 25 Nov IGL was trading at 324.15. The strike last trading price was 0.9, which was lower than the previous day. The implied volatity was 6.59, the open interest changed by 0 which decreased total open position to 0