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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 330 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 388.30 58.65 -1.55 - 3 0 566
19 Dec 389.85 60.2 -6.05 - 37 -35 567
18 Dec 398.40 66.25 12.65 - 5 -1 603
17 Dec 381.35 53.6 -12.00 - 22 -14 605
16 Dec 394.30 65.6 1.65 - 30 -17 619
13 Dec 392.20 63.95 5.65 44.06 40 -17 636
12 Dec 387.10 58.3 -5.70 38.14 22 -1 669
11 Dec 392.80 64 4.35 50.66 46 -14 673
10 Dec 386.00 59.65 0.35 54.19 65 -41 688
9 Dec 385.55 59.3 3.10 50.20 25 -11 729
6 Dec 384.00 56.2 -0.25 40.50 57 -4 742
5 Dec 383.45 56.45 22.70 45.56 494 -64 806
4 Dec 360.25 33.75 -0.35 32.15 254 -9 884
3 Dec 361.25 34.1 13.60 33.95 1,366 -80 905
2 Dec 343.55 20.5 5.85 32.59 6,609 -1,528 991
29 Nov 327.05 14.65 5.45 37.58 7,026 1,602 2,546
28 Nov 319.45 9.2 -0.55 36.30 1,361 135 943
27 Nov 319.50 9.75 -0.75 37.07 864 139 809
26 Nov 320.00 10.5 -1.10 37.54 1,139 270 669
25 Nov 324.15 11.6 3.50 35.11 40 -49 402
22 Nov 312.65 8.1 0.10 37.87 15 -9 442
21 Nov 311.40 8 -3.50 34.83 10 -5 456
20 Nov 320.45 11.5 0.00 36.44 1,182 348 460
19 Nov 320.45 11.5 -5.70 36.44 1,182 347 460
18 Nov 325.05 17.2 42.54 167 111 111


For Indraprastha Gas Ltd - strike price 330 expiring on 26DEC2024

Delta for 330 CE is -

Historical price for 330 CE is as follows

On 20 Dec IGL was trading at 388.30. The strike last trading price was 58.65, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 566


On 19 Dec IGL was trading at 389.85. The strike last trading price was 60.2, which was -6.05 lower than the previous day. The implied volatity was -, the open interest changed by -35 which decreased total open position to 567


On 18 Dec IGL was trading at 398.40. The strike last trading price was 66.25, which was 12.65 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 603


On 17 Dec IGL was trading at 381.35. The strike last trading price was 53.6, which was -12.00 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 605


On 16 Dec IGL was trading at 394.30. The strike last trading price was 65.6, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 619


On 13 Dec IGL was trading at 392.20. The strike last trading price was 63.95, which was 5.65 higher than the previous day. The implied volatity was 44.06, the open interest changed by -17 which decreased total open position to 636


On 12 Dec IGL was trading at 387.10. The strike last trading price was 58.3, which was -5.70 lower than the previous day. The implied volatity was 38.14, the open interest changed by -1 which decreased total open position to 669


On 11 Dec IGL was trading at 392.80. The strike last trading price was 64, which was 4.35 higher than the previous day. The implied volatity was 50.66, the open interest changed by -14 which decreased total open position to 673


On 10 Dec IGL was trading at 386.00. The strike last trading price was 59.65, which was 0.35 higher than the previous day. The implied volatity was 54.19, the open interest changed by -41 which decreased total open position to 688


On 9 Dec IGL was trading at 385.55. The strike last trading price was 59.3, which was 3.10 higher than the previous day. The implied volatity was 50.20, the open interest changed by -11 which decreased total open position to 729


On 6 Dec IGL was trading at 384.00. The strike last trading price was 56.2, which was -0.25 lower than the previous day. The implied volatity was 40.50, the open interest changed by -4 which decreased total open position to 742


On 5 Dec IGL was trading at 383.45. The strike last trading price was 56.45, which was 22.70 higher than the previous day. The implied volatity was 45.56, the open interest changed by -64 which decreased total open position to 806


On 4 Dec IGL was trading at 360.25. The strike last trading price was 33.75, which was -0.35 lower than the previous day. The implied volatity was 32.15, the open interest changed by -9 which decreased total open position to 884


On 3 Dec IGL was trading at 361.25. The strike last trading price was 34.1, which was 13.60 higher than the previous day. The implied volatity was 33.95, the open interest changed by -80 which decreased total open position to 905


On 2 Dec IGL was trading at 343.55. The strike last trading price was 20.5, which was 5.85 higher than the previous day. The implied volatity was 32.59, the open interest changed by -1528 which decreased total open position to 991


On 29 Nov IGL was trading at 327.05. The strike last trading price was 14.65, which was 5.45 higher than the previous day. The implied volatity was 37.58, the open interest changed by 1602 which increased total open position to 2546


On 28 Nov IGL was trading at 319.45. The strike last trading price was 9.2, which was -0.55 lower than the previous day. The implied volatity was 36.30, the open interest changed by 135 which increased total open position to 943


On 27 Nov IGL was trading at 319.50. The strike last trading price was 9.75, which was -0.75 lower than the previous day. The implied volatity was 37.07, the open interest changed by 139 which increased total open position to 809


On 26 Nov IGL was trading at 320.00. The strike last trading price was 10.5, which was -1.10 lower than the previous day. The implied volatity was 37.54, the open interest changed by 270 which increased total open position to 669


On 25 Nov IGL was trading at 324.15. The strike last trading price was 11.6, which was 3.50 higher than the previous day. The implied volatity was 35.11, the open interest changed by -49 which decreased total open position to 402


On 22 Nov IGL was trading at 312.65. The strike last trading price was 8.1, which was 0.10 higher than the previous day. The implied volatity was 37.87, the open interest changed by -9 which decreased total open position to 442


On 21 Nov IGL was trading at 311.40. The strike last trading price was 8, which was -3.50 lower than the previous day. The implied volatity was 34.83, the open interest changed by -5 which decreased total open position to 456


On 20 Nov IGL was trading at 320.45. The strike last trading price was 11.5, which was 0.00 lower than the previous day. The implied volatity was 36.44, the open interest changed by 348 which increased total open position to 460


On 19 Nov IGL was trading at 320.45. The strike last trading price was 11.5, which was -5.70 lower than the previous day. The implied volatity was 36.44, the open interest changed by 347 which increased total open position to 460


On 18 Nov IGL was trading at 325.05. The strike last trading price was 17.2, which was lower than the previous day. The implied volatity was 42.54, the open interest changed by 111 which increased total open position to 111


IGL 26DEC2024 330 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 388.30 0.15 -0.05 - 52 -17 716
19 Dec 389.85 0.2 0.00 - 41 -13 734
18 Dec 398.40 0.2 -0.10 - 109 -37 752
17 Dec 381.35 0.3 0.00 50.55 54 -14 790
16 Dec 394.30 0.3 -0.05 - 131 -56 804
13 Dec 392.20 0.35 -0.25 48.92 428 -29 861
12 Dec 387.10 0.6 0.00 48.56 98 -26 889
11 Dec 392.80 0.6 -0.15 49.94 324 -48 915
10 Dec 386.00 0.75 -0.05 47.57 335 7 963
9 Dec 385.55 0.8 -0.40 46.71 564 -39 958
6 Dec 384.00 1.2 -0.40 45.57 625 -80 996
5 Dec 383.45 1.6 -1.25 47.45 2,320 17 1,141
4 Dec 360.25 2.85 -0.05 38.95 1,449 208 1,146
3 Dec 361.25 2.9 -2.90 38.26 2,780 88 951
2 Dec 343.55 5.8 -5.80 34.81 2,885 84 881
29 Nov 327.05 11.6 -5.30 35.84 1,830 478 768
28 Nov 319.45 16.9 -0.40 34.33 244 104 291
27 Nov 319.50 17.3 -0.35 35.12 96 30 187
26 Nov 320.00 17.65 -0.35 36.85 264 62 157
25 Nov 324.15 18 -4.20 42.80 1 -3 96
22 Nov 312.65 22.2 -12.80 32.53 3 -2 97
21 Nov 311.40 35 14.80 67.65 1 0 100
20 Nov 320.45 20.2 0.00 39.50 266 11 99
19 Nov 320.45 20.2 0.85 39.50 266 10 99
18 Nov 325.05 19.35 44.44 176 88 88


For Indraprastha Gas Ltd - strike price 330 expiring on 26DEC2024

Delta for 330 PE is -

Historical price for 330 PE is as follows

On 20 Dec IGL was trading at 388.30. 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 -17 which decreased total open position to 716


On 19 Dec IGL was trading at 389.85. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 734


On 18 Dec IGL was trading at 398.40. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -37 which decreased total open position to 752


On 17 Dec IGL was trading at 381.35. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 50.55, the open interest changed by -14 which decreased total open position to 790


On 16 Dec IGL was trading at 394.30. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -56 which decreased total open position to 804


On 13 Dec IGL was trading at 392.20. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 48.92, the open interest changed by -29 which decreased total open position to 861


On 12 Dec IGL was trading at 387.10. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 48.56, the open interest changed by -26 which decreased total open position to 889


On 11 Dec IGL was trading at 392.80. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 49.94, the open interest changed by -48 which decreased total open position to 915


On 10 Dec IGL was trading at 386.00. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 47.57, the open interest changed by 7 which increased total open position to 963


On 9 Dec IGL was trading at 385.55. The strike last trading price was 0.8, which was -0.40 lower than the previous day. The implied volatity was 46.71, the open interest changed by -39 which decreased total open position to 958


On 6 Dec IGL was trading at 384.00. The strike last trading price was 1.2, which was -0.40 lower than the previous day. The implied volatity was 45.57, the open interest changed by -80 which decreased total open position to 996


On 5 Dec IGL was trading at 383.45. The strike last trading price was 1.6, which was -1.25 lower than the previous day. The implied volatity was 47.45, the open interest changed by 17 which increased total open position to 1141


On 4 Dec IGL was trading at 360.25. The strike last trading price was 2.85, which was -0.05 lower than the previous day. The implied volatity was 38.95, the open interest changed by 208 which increased total open position to 1146


On 3 Dec IGL was trading at 361.25. The strike last trading price was 2.9, which was -2.90 lower than the previous day. The implied volatity was 38.26, the open interest changed by 88 which increased total open position to 951


On 2 Dec IGL was trading at 343.55. The strike last trading price was 5.8, which was -5.80 lower than the previous day. The implied volatity was 34.81, the open interest changed by 84 which increased total open position to 881


On 29 Nov IGL was trading at 327.05. The strike last trading price was 11.6, which was -5.30 lower than the previous day. The implied volatity was 35.84, the open interest changed by 478 which increased total open position to 768


On 28 Nov IGL was trading at 319.45. The strike last trading price was 16.9, which was -0.40 lower than the previous day. The implied volatity was 34.33, the open interest changed by 104 which increased total open position to 291


On 27 Nov IGL was trading at 319.50. The strike last trading price was 17.3, which was -0.35 lower than the previous day. The implied volatity was 35.12, the open interest changed by 30 which increased total open position to 187


On 26 Nov IGL was trading at 320.00. The strike last trading price was 17.65, which was -0.35 lower than the previous day. The implied volatity was 36.85, the open interest changed by 62 which increased total open position to 157


On 25 Nov IGL was trading at 324.15. The strike last trading price was 18, which was -4.20 lower than the previous day. The implied volatity was 42.80, the open interest changed by -3 which decreased total open position to 96


On 22 Nov IGL was trading at 312.65. The strike last trading price was 22.2, which was -12.80 lower than the previous day. The implied volatity was 32.53, the open interest changed by -2 which decreased total open position to 97


On 21 Nov IGL was trading at 311.40. The strike last trading price was 35, which was 14.80 higher than the previous day. The implied volatity was 67.65, the open interest changed by 0 which decreased total open position to 100


On 20 Nov IGL was trading at 320.45. The strike last trading price was 20.2, which was 0.00 lower than the previous day. The implied volatity was 39.50, the open interest changed by 11 which increased total open position to 99


On 19 Nov IGL was trading at 320.45. The strike last trading price was 20.2, which was 0.85 higher than the previous day. The implied volatity was 39.50, the open interest changed by 10 which increased total open position to 99


On 18 Nov IGL was trading at 325.05. The strike last trading price was 19.35, which was lower than the previous day. The implied volatity was 44.44, the open interest changed by 88 which increased total open position to 88