IGL
Indraprastha Gas Ltd
Historical option data for IGL
12 Dec 2024 10:11 AM IST
| IGL 26DEC2024 330 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 0.16
Theta: -0.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 388.20 | 64 | 0.00 | 81.21 | 2 | -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 | |||
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| 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 0.87
Historical price for 330 CE is as follows
On 12 Dec IGL was trading at 388.20. The strike last trading price was 64, which was 0.00 lower than the previous day. The implied volatity was 81.21, 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.07
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 388.20 | 0.65 | 0.05 | 49.81 | 25 | -8 | 907 |
| 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 -0.04
Historical price for 330 PE is as follows
On 12 Dec IGL was trading at 388.20. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 49.81, the open interest changed by -8 which decreased total open position to 907
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
