IGL
Indraprastha Gas Ltd
Historical option data for IGL
12 Dec 2024 10:11 AM IST
| IGL 26DEC2024 320 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 | 388.20 | 75 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 11 Dec | 392.80 | 75 | 4.90 | - | 5 | -2 | 375 | |||
| 10 Dec | 386.00 | 70.1 | 2.10 | - | 10 | -5 | 379 | |||
| 9 Dec | 385.55 | 68 | 0.00 | - | 7 | -2 | 384 | |||
| 6 Dec | 384.00 | 68 | 2.35 | 63.32 | 25 | -14 | 388 | |||
| 5 Dec | 383.45 | 65.65 | 22.65 | 44.51 | 189 | -67 | 403 | |||
| 4 Dec | 360.25 | 43 | 0.15 | 34.27 | 129 | -22 | 472 | |||
| 3 Dec | 361.25 | 42.85 | 14.75 | 33.14 | 574 | -180 | 498 | |||
| 2 Dec | 343.55 | 28.1 | 7.55 | 33.10 | 2,028 | -346 | 688 | |||
| 29 Nov | 327.05 | 20.55 | 6.95 | 38.38 | 4,291 | 349 | 1,050 | |||
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| 28 Nov | 319.45 | 13.6 | -0.85 | 36.44 | 1,598 | 174 | 700 | |||
| 27 Nov | 319.50 | 14.45 | -0.70 | 37.99 | 961 | 130 | 526 | |||
| 26 Nov | 320.00 | 15.15 | -1.85 | 38.03 | 821 | 97 | 395 | |||
| 25 Nov | 324.15 | 17 | 3.00 | 36.40 | 24 | -18 | 298 | |||
| 22 Nov | 312.65 | 14 | -2.35 | 44.15 | 6 | -4 | 312 | |||
| 21 Nov | 311.40 | 16.35 | 0.00 | 0.00 | 0 | 227 | 0 | |||
| 20 Nov | 320.45 | 16.35 | 0.00 | 37.49 | 709 | 227 | 311 | |||
| 19 Nov | 320.45 | 16.35 | -6.15 | 37.49 | 709 | 222 | 311 | |||
| 18 Nov | 325.05 | 22.5 | 43.27 | 194 | 90 | 90 | ||||
For Indraprastha Gas Ltd - strike price 320 expiring on 26DEC2024
Delta for 320 CE is 0.00
Historical price for 320 CE is as follows
On 12 Dec IGL was trading at 388.20. The strike last trading price was 75, 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 75, which was 4.90 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 375
On 10 Dec IGL was trading at 386.00. The strike last trading price was 70.1, which was 2.10 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 379
On 9 Dec IGL was trading at 385.55. The strike last trading price was 68, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 384
On 6 Dec IGL was trading at 384.00. The strike last trading price was 68, which was 2.35 higher than the previous day. The implied volatity was 63.32, the open interest changed by -14 which decreased total open position to 388
On 5 Dec IGL was trading at 383.45. The strike last trading price was 65.65, which was 22.65 higher than the previous day. The implied volatity was 44.51, the open interest changed by -67 which decreased total open position to 403
On 4 Dec IGL was trading at 360.25. The strike last trading price was 43, which was 0.15 higher than the previous day. The implied volatity was 34.27, the open interest changed by -22 which decreased total open position to 472
On 3 Dec IGL was trading at 361.25. The strike last trading price was 42.85, which was 14.75 higher than the previous day. The implied volatity was 33.14, the open interest changed by -180 which decreased total open position to 498
On 2 Dec IGL was trading at 343.55. The strike last trading price was 28.1, which was 7.55 higher than the previous day. The implied volatity was 33.10, the open interest changed by -346 which decreased total open position to 688
On 29 Nov IGL was trading at 327.05. The strike last trading price was 20.55, which was 6.95 higher than the previous day. The implied volatity was 38.38, the open interest changed by 349 which increased total open position to 1050
On 28 Nov IGL was trading at 319.45. The strike last trading price was 13.6, which was -0.85 lower than the previous day. The implied volatity was 36.44, the open interest changed by 174 which increased total open position to 700
On 27 Nov IGL was trading at 319.50. The strike last trading price was 14.45, which was -0.70 lower than the previous day. The implied volatity was 37.99, the open interest changed by 130 which increased total open position to 526
On 26 Nov IGL was trading at 320.00. The strike last trading price was 15.15, which was -1.85 lower than the previous day. The implied volatity was 38.03, the open interest changed by 97 which increased total open position to 395
On 25 Nov IGL was trading at 324.15. The strike last trading price was 17, which was 3.00 higher than the previous day. The implied volatity was 36.40, the open interest changed by -18 which decreased total open position to 298
On 22 Nov IGL was trading at 312.65. The strike last trading price was 14, which was -2.35 lower than the previous day. The implied volatity was 44.15, the open interest changed by -4 which decreased total open position to 312
On 21 Nov IGL was trading at 311.40. The strike last trading price was 16.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 227 which increased total open position to 0
On 20 Nov IGL was trading at 320.45. The strike last trading price was 16.35, which was 0.00 lower than the previous day. The implied volatity was 37.49, the open interest changed by 227 which increased total open position to 311
On 19 Nov IGL was trading at 320.45. The strike last trading price was 16.35, which was -6.15 lower than the previous day. The implied volatity was 37.49, the open interest changed by 222 which increased total open position to 311
On 18 Nov IGL was trading at 325.05. The strike last trading price was 22.5, which was lower than the previous day. The implied volatity was 43.27, the open interest changed by 90 which increased total open position to 90
| IGL 26DEC2024 320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.05
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 388.20 | 0.45 | 0.05 | 53.61 | 11 | -4 | 627 |
| 11 Dec | 392.80 | 0.4 | -0.10 | 53.21 | 144 | 1 | 632 |
| 10 Dec | 386.00 | 0.5 | 0.00 | 50.80 | 136 | -65 | 631 |
| 9 Dec | 385.55 | 0.5 | -0.30 | 49.24 | 175 | -15 | 700 |
| 6 Dec | 384.00 | 0.8 | -0.35 | 48.23 | 326 | -116 | 714 |
| 5 Dec | 383.45 | 1.15 | -0.65 | 50.59 | 1,359 | -43 | 833 |
| 4 Dec | 360.25 | 1.8 | -0.05 | 41.17 | 906 | -58 | 876 |
| 3 Dec | 361.25 | 1.85 | -1.60 | 40.51 | 2,518 | 56 | 935 |
| 2 Dec | 343.55 | 3.45 | -3.95 | 36.13 | 2,782 | -23 | 902 |
| 29 Nov | 327.05 | 7.4 | -4.40 | 35.96 | 2,116 | 214 | 978 |
| 28 Nov | 319.45 | 11.8 | -0.20 | 35.72 | 813 | 331 | 764 |
| 27 Nov | 319.50 | 12 | -0.90 | 35.84 | 504 | 102 | 432 |
| 26 Nov | 320.00 | 12.9 | 1.40 | 38.78 | 761 | 86 | 331 |
| 25 Nov | 324.15 | 11.5 | -2.20 | 39.15 | 17 | -9 | 245 |
| 22 Nov | 312.65 | 13.7 | -3.50 | 28.37 | 2 | 0 | 254 |
| 21 Nov | 311.40 | 17.2 | 1.25 | 39.08 | 14 | -13 | 255 |
| 20 Nov | 320.45 | 15.95 | 0.00 | 42.46 | 557 | 81 | 265 |
| 19 Nov | 320.45 | 15.95 | 1.15 | 42.46 | 557 | 78 | 265 |
| 18 Nov | 325.05 | 14.8 | 45.53 | 605 | 186 | 186 | |
For Indraprastha Gas Ltd - strike price 320 expiring on 26DEC2024
Delta for 320 PE is -0.03
Historical price for 320 PE is as follows
On 12 Dec IGL was trading at 388.20. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 53.61, the open interest changed by -4 which decreased total open position to 627
On 11 Dec IGL was trading at 392.80. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 53.21, the open interest changed by 1 which increased total open position to 632
On 10 Dec IGL was trading at 386.00. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 50.80, the open interest changed by -65 which decreased total open position to 631
On 9 Dec IGL was trading at 385.55. The strike last trading price was 0.5, which was -0.30 lower than the previous day. The implied volatity was 49.24, the open interest changed by -15 which decreased total open position to 700
On 6 Dec IGL was trading at 384.00. The strike last trading price was 0.8, which was -0.35 lower than the previous day. The implied volatity was 48.23, the open interest changed by -116 which decreased total open position to 714
On 5 Dec IGL was trading at 383.45. The strike last trading price was 1.15, which was -0.65 lower than the previous day. The implied volatity was 50.59, the open interest changed by -43 which decreased total open position to 833
On 4 Dec IGL was trading at 360.25. The strike last trading price was 1.8, which was -0.05 lower than the previous day. The implied volatity was 41.17, the open interest changed by -58 which decreased total open position to 876
On 3 Dec IGL was trading at 361.25. The strike last trading price was 1.85, which was -1.60 lower than the previous day. The implied volatity was 40.51, the open interest changed by 56 which increased total open position to 935
On 2 Dec IGL was trading at 343.55. The strike last trading price was 3.45, which was -3.95 lower than the previous day. The implied volatity was 36.13, the open interest changed by -23 which decreased total open position to 902
On 29 Nov IGL was trading at 327.05. The strike last trading price was 7.4, which was -4.40 lower than the previous day. The implied volatity was 35.96, the open interest changed by 214 which increased total open position to 978
On 28 Nov IGL was trading at 319.45. The strike last trading price was 11.8, which was -0.20 lower than the previous day. The implied volatity was 35.72, the open interest changed by 331 which increased total open position to 764
On 27 Nov IGL was trading at 319.50. The strike last trading price was 12, which was -0.90 lower than the previous day. The implied volatity was 35.84, the open interest changed by 102 which increased total open position to 432
On 26 Nov IGL was trading at 320.00. The strike last trading price was 12.9, which was 1.40 higher than the previous day. The implied volatity was 38.78, the open interest changed by 86 which increased total open position to 331
On 25 Nov IGL was trading at 324.15. The strike last trading price was 11.5, which was -2.20 lower than the previous day. The implied volatity was 39.15, the open interest changed by -9 which decreased total open position to 245
On 22 Nov IGL was trading at 312.65. The strike last trading price was 13.7, which was -3.50 lower than the previous day. The implied volatity was 28.37, the open interest changed by 0 which decreased total open position to 254
On 21 Nov IGL was trading at 311.40. The strike last trading price was 17.2, which was 1.25 higher than the previous day. The implied volatity was 39.08, the open interest changed by -13 which decreased total open position to 255
On 20 Nov IGL was trading at 320.45. The strike last trading price was 15.95, which was 0.00 lower than the previous day. The implied volatity was 42.46, the open interest changed by 81 which increased total open position to 265
On 19 Nov IGL was trading at 320.45. The strike last trading price was 15.95, which was 1.15 higher than the previous day. The implied volatity was 42.46, the open interest changed by 78 which increased total open position to 265
On 18 Nov IGL was trading at 325.05. The strike last trading price was 14.8, which was lower than the previous day. The implied volatity was 45.53, the open interest changed by 186 which increased total open position to 186
