IGL
Indraprastha Gas Ltd
Historical option data for IGL
21 Nov 2024 04:10 PM IST
| IGL 28NOV2024 320 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.28
Vega: 0.15
Theta: -0.30
Gamma: 0.03
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 311.40 | 1.95 | -5.05 | 26.62 | 393 | -369 | 1,451 | |||
| 20 Nov | 320.45 | 7 | 0.00 | 35.04 | 7,159 | 1,274 | 1,809 | |||
| 19 Nov | 320.45 | 7 | -8.00 | 35.04 | 7,159 | 1,263 | 1,809 | |||
| 18 Nov | 325.05 | 15 | -214.15 | 54.79 | 2,891 | 540 | 540 | |||
| 14 Nov | 405.80 | 229.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 419.50 | 229.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 427.30 | 229.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 436.80 | 229.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 6 Nov | 431.85 | 229.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 412.60 | 229.15 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 421.70 | 229.15 | - | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 320 expiring on 28NOV2024
Delta for 320 CE is 0.28
Historical price for 320 CE is as follows
On 21 Nov IGL was trading at 311.40. The strike last trading price was 1.95, which was -5.05 lower than the previous day. The implied volatity was 26.62, the open interest changed by -369 which decreased total open position to 1451
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 35.04, the open interest changed by 1274 which increased total open position to 1809
On 19 Nov IGL was trading at 320.45. The strike last trading price was 7, which was -8.00 lower than the previous day. The implied volatity was 35.04, the open interest changed by 1263 which increased total open position to 1809
On 18 Nov IGL was trading at 325.05. The strike last trading price was 15, which was -214.15 lower than the previous day. The implied volatity was 54.79, the open interest changed by 540 which increased total open position to 540
On 14 Nov IGL was trading at 405.80. The strike last trading price was 229.15, 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 13 Nov IGL was trading at 419.50. The strike last trading price was 229.15, 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 12 Nov IGL was trading at 427.30. The strike last trading price was 229.15, 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 7 Nov IGL was trading at 436.80. The strike last trading price was 229.15, 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 6 Nov IGL was trading at 431.85. The strike last trading price was 229.15, 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 4 Nov IGL was trading at 412.60. The strike last trading price was 229.15, 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 1 Nov IGL was trading at 421.70. The strike last trading price was 229.15, 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 28NOV2024 320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.69
Vega: 0.15
Theta: -0.24
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 311.40 | 8.5 | 1.00 | 27.60 | 475 | -440 | 1,504 |
| 20 Nov | 320.45 | 7.5 | 0.00 | 37.48 | 9,268 | 482 | 1,938 |
| 19 Nov | 320.45 | 7.5 | -1.45 | 37.48 | 9,268 | 476 | 1,938 |
| 18 Nov | 325.05 | 8.95 | 8.60 | 55.39 | 14,548 | 1,487 | 1,495 |
| 14 Nov | 405.80 | 0.35 | 0.20 | - | 2 | 1 | 7 |
| 13 Nov | 419.50 | 0.15 | 0.05 | - | 7 | -3 | 6 |
| 12 Nov | 427.30 | 0.1 | -0.15 | - | 40 | -7 | 36 |
| 7 Nov | 436.80 | 0.25 | -0.05 | - | 12 | -9 | 46 |
| 6 Nov | 431.85 | 0.3 | -0.20 | - | 46 | 11 | 28 |
| 4 Nov | 412.60 | 0.5 | -0.20 | 52.87 | 16 | 11 | 12 |
| 1 Nov | 421.70 | 0.7 | 56.30 | 2 | 1 | 1 | |
For Indraprastha Gas Ltd - strike price 320 expiring on 28NOV2024
Delta for 320 PE is -0.69
Historical price for 320 PE is as follows
On 21 Nov IGL was trading at 311.40. The strike last trading price was 8.5, which was 1.00 higher than the previous day. The implied volatity was 27.60, the open interest changed by -440 which decreased total open position to 1504
On 20 Nov IGL was trading at 320.45. The strike last trading price was 7.5, which was 0.00 lower than the previous day. The implied volatity was 37.48, the open interest changed by 482 which increased total open position to 1938
On 19 Nov IGL was trading at 320.45. The strike last trading price was 7.5, which was -1.45 lower than the previous day. The implied volatity was 37.48, the open interest changed by 476 which increased total open position to 1938
On 18 Nov IGL was trading at 325.05. The strike last trading price was 8.95, which was 8.60 higher than the previous day. The implied volatity was 55.39, the open interest changed by 1487 which increased total open position to 1495
On 14 Nov IGL was trading at 405.80. The strike last trading price was 0.35, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 7
On 13 Nov IGL was trading at 419.50. The strike last trading price was 0.15, 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 6
On 12 Nov IGL was trading at 427.30. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 36
On 7 Nov IGL was trading at 436.80. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 46
On 6 Nov IGL was trading at 431.85. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 28
On 4 Nov IGL was trading at 412.60. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 52.87, the open interest changed by 11 which increased total open position to 12
On 1 Nov IGL was trading at 421.70. The strike last trading price was 0.7, which was lower than the previous day. The implied volatity was 56.30, the open interest changed by 1 which increased total open position to 1
