IGL
Indraprastha Gas Ltd
Historical option data for IGL
21 Nov 2024 04:10 PM IST
| IGL 28NOV2024 330 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.06
Theta: -0.11
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 311.40 | 0.35 | -3.35 | 24.69 | 668 | -626 | 1,658 | |||
| 20 Nov | 320.45 | 3.7 | 0.00 | 37.84 | 12,124 | 1,304 | 2,269 | |||
| 19 Nov | 320.45 | 3.7 | -5.85 | 37.84 | 12,124 | 1,289 | 2,269 | |||
| 18 Nov | 325.05 | 9.55 | 9.55 | 52.54 | 4,565 | 998 | 998 | |||
| 14 Nov | 405.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 419.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 427.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 436.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 431.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 412.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 421.70 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 330 expiring on 28NOV2024
Delta for 330 CE is 0.07
Historical price for 330 CE is as follows
On 21 Nov IGL was trading at 311.40. The strike last trading price was 0.35, which was -3.35 lower than the previous day. The implied volatity was 24.69, the open interest changed by -626 which decreased total open position to 1658
On 20 Nov IGL was trading at 320.45. The strike last trading price was 3.7, which was 0.00 lower than the previous day. The implied volatity was 37.84, the open interest changed by 1304 which increased total open position to 2269
On 19 Nov IGL was trading at 320.45. The strike last trading price was 3.7, which was -5.85 lower than the previous day. The implied volatity was 37.84, the open interest changed by 1289 which increased total open position to 2269
On 18 Nov IGL was trading at 325.05. The strike last trading price was 9.55, which was 9.55 higher than the previous day. The implied volatity was 52.54, the open interest changed by 998 which increased total open position to 998
On 14 Nov IGL was trading at 405.80. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 1 Nov IGL was trading at 421.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| IGL 28NOV2024 330 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 311.40 | 16.05 | 1.85 | - | 152 | -111 | 711 |
| 20 Nov | 320.45 | 14.2 | 0.00 | 41.07 | 3,469 | -41 | 818 |
| 19 Nov | 320.45 | 14.2 | 0.70 | 41.07 | 3,469 | -45 | 818 |
| 18 Nov | 325.05 | 13.5 | 13.50 | 53.25 | 5,112 | 863 | 863 |
| 14 Nov | 405.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 419.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 427.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 436.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 431.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 412.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 421.70 | 0 | 0.00 | 0 | 0 | 0 | |
For Indraprastha Gas Ltd - strike price 330 expiring on 28NOV2024
Delta for 330 PE is -
Historical price for 330 PE is as follows
On 21 Nov IGL was trading at 311.40. The strike last trading price was 16.05, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by -111 which decreased total open position to 711
On 20 Nov IGL was trading at 320.45. The strike last trading price was 14.2, which was 0.00 lower than the previous day. The implied volatity was 41.07, the open interest changed by -41 which decreased total open position to 818
On 19 Nov IGL was trading at 320.45. The strike last trading price was 14.2, which was 0.70 higher than the previous day. The implied volatity was 41.07, the open interest changed by -45 which decreased total open position to 818
On 18 Nov IGL was trading at 325.05. The strike last trading price was 13.5, which was 13.50 higher than the previous day. The implied volatity was 53.25, the open interest changed by 863 which increased total open position to 863
On 14 Nov IGL was trading at 405.80. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 1 Nov IGL was trading at 421.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
