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[--[65.84.65.76]--]
IGL
Indraprastha Gas Ltd

388.3 -1.55 (-0.40%)

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Historical option data for IGL

20 Dec 2024 04:10 PM IST
IGL 26DEC2024 300 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 388.30 92 0.00 0.00 0 1 0
19 Dec 389.85 92 7.55 - 5 0 149
18 Dec 398.40 84.45 0.45 - 2 0 149
17 Dec 381.35 84 -15.25 - 2 -1 149
16 Dec 394.30 99.25 11.50 - 2 0 150
13 Dec 392.20 87.75 1.05 - 10 0 150
12 Dec 387.10 86.7 -3.30 - 24 -8 152
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
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 20 Dec IGL was trading at 388.30. The strike last trading price was 92, 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 19 Dec IGL was trading at 389.85. The strike last trading price was 92, which was 7.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 149


On 18 Dec IGL was trading at 398.40. The strike last trading price was 84.45, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 149


On 17 Dec IGL was trading at 381.35. The strike last trading price was 84, which was -15.25 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 149


On 16 Dec IGL was trading at 394.30. The strike last trading price was 99.25, which was 11.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150


On 13 Dec IGL was trading at 392.20. The strike last trading price was 87.75, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150


On 12 Dec IGL was trading at 387.10. The strike last trading price was 86.7, which was -3.30 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 152


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: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 388.30 0.05 -0.05 - 42 0 446
19 Dec 389.85 0.1 0.05 - 41 -5 446
18 Dec 398.40 0.05 -0.05 - 119 -46 455
17 Dec 381.35 0.1 0.05 - 26 -3 501
16 Dec 394.30 0.05 -0.05 - 102 -94 504
13 Dec 392.20 0.1 -0.05 - 166 -13 598
12 Dec 387.10 0.15 -0.05 - 30 -2 612
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 20 Dec IGL was trading at 388.30. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 446


On 19 Dec IGL was trading at 389.85. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 446


On 18 Dec IGL was trading at 398.40. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -46 which decreased total open position to 455


On 17 Dec IGL was trading at 381.35. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 501


On 16 Dec IGL was trading at 394.30. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -94 which decreased total open position to 504


On 13 Dec IGL was trading at 392.20. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 598


On 12 Dec IGL was trading at 387.10. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 612


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