IGL
Indraprastha Gas Ltd
Historical option data for IGL
21 Nov 2024 04:10 PM IST
| IGL 28NOV2024 310 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 | 3.25 | -9.70 | - | 18 | -16 | 169 | |||
| 20 Nov | 320.45 | 12.95 | 0.00 | 35.44 | 760 | 169 | 178 | |||
| 19 Nov | 320.45 | 12.95 | -9.00 | 35.44 | 760 | 162 | 178 | |||
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| 18 Nov | 325.05 | 21.95 | 58.35 | 42 | 16 | 16 | ||||
For Indraprastha Gas Ltd - strike price 310 expiring on 28NOV2024
Delta for 310 CE is -
Historical price for 310 CE is as follows
On 21 Nov IGL was trading at 311.40. The strike last trading price was 3.25, which was -9.70 lower than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 169
On 20 Nov IGL was trading at 320.45. The strike last trading price was 12.95, which was 0.00 lower than the previous day. The implied volatity was 35.44, the open interest changed by 169 which increased total open position to 178
On 19 Nov IGL was trading at 320.45. The strike last trading price was 12.95, which was -9.00 lower than the previous day. The implied volatity was 35.44, the open interest changed by 162 which increased total open position to 178
On 18 Nov IGL was trading at 325.05. The strike last trading price was 21.95, which was lower than the previous day. The implied volatity was 58.35, the open interest changed by 16 which increased total open position to 16
| IGL 28NOV2024 310 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.32
Vega: 0.15
Theta: -0.16
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 311.40 | 1.5 | -1.85 | 16.78 | 220 | -219 | 1,203 |
| 20 Nov | 320.45 | 3.35 | 0.00 | 36.87 | 5,591 | 905 | 1,356 |
| 19 Nov | 320.45 | 3.35 | -2.30 | 36.87 | 5,591 | 839 | 1,356 |
| 18 Nov | 325.05 | 5.65 | 57.51 | 3,799 | 532 | 532 | |
For Indraprastha Gas Ltd - strike price 310 expiring on 28NOV2024
Delta for 310 PE is -0.32
Historical price for 310 PE is as follows
On 21 Nov IGL was trading at 311.40. The strike last trading price was 1.5, which was -1.85 lower than the previous day. The implied volatity was 16.78, the open interest changed by -219 which decreased total open position to 1203
On 20 Nov IGL was trading at 320.45. The strike last trading price was 3.35, which was 0.00 lower than the previous day. The implied volatity was 36.87, the open interest changed by 905 which increased total open position to 1356
On 19 Nov IGL was trading at 320.45. The strike last trading price was 3.35, which was -2.30 lower than the previous day. The implied volatity was 36.87, the open interest changed by 839 which increased total open position to 1356
On 18 Nov IGL was trading at 325.05. The strike last trading price was 5.65, which was lower than the previous day. The implied volatity was 57.51, the open interest changed by 532 which increased total open position to 532
