IGL
Indraprastha Gas Ltd
Historical option data for IGL
12 Dec 2024 10:11 AM IST
| IGL 26DEC2024 340 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 0.15
Theta: -0.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 388.20 | 52.5 | -2.10 | 61.59 | 3 | -1 | 649 | |||
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| 11 Dec | 392.80 | 54.6 | 4.95 | 49.81 | 98 | -32 | 649 | |||
| 10 Dec | 386.00 | 49.65 | 0.90 | 45.96 | 88 | -17 | 681 | |||
| 9 Dec | 385.55 | 48.75 | 1.75 | 36.34 | 45 | -18 | 698 | |||
| 6 Dec | 384.00 | 47 | 0.25 | 40.47 | 54 | -2 | 718 | |||
| 5 Dec | 383.45 | 46.75 | 21.05 | 40.35 | 829 | -119 | 720 | |||
| 4 Dec | 360.25 | 25.7 | -0.30 | 32.92 | 1,047 | -146 | 844 | |||
| 3 Dec | 361.25 | 26 | 11.60 | 33.69 | 4,009 | -448 | 1,000 | |||
| 2 Dec | 343.55 | 14.4 | 4.75 | 32.98 | 8,201 | 7 | 1,448 | |||
| 29 Nov | 327.05 | 9.65 | 3.55 | 36.07 | 3,795 | 366 | 1,475 | |||
| 28 Nov | 319.45 | 6.1 | -0.35 | 36.68 | 1,194 | 216 | 1,111 | |||
| 27 Nov | 319.50 | 6.45 | -0.55 | 37.01 | 816 | 178 | 893 | |||
| 26 Nov | 320.00 | 7 | -1.80 | 37.25 | 1,030 | 207 | 705 | |||
| 25 Nov | 324.15 | 8.8 | 3.20 | 37.76 | 71 | -68 | 498 | |||
| 22 Nov | 312.65 | 5.6 | 0.00 | 38.52 | 5 | -4 | 562 | |||
| 21 Nov | 311.40 | 5.6 | -2.55 | 35.87 | 9 | -8 | 567 | |||
| 20 Nov | 320.45 | 8.15 | 0.00 | 36.70 | 1,171 | 171 | 578 | |||
| 19 Nov | 320.45 | 8.15 | -4.75 | 36.70 | 1,171 | 174 | 578 | |||
| 18 Nov | 325.05 | 12.9 | 12.90 | 42.15 | 860 | 394 | 394 | |||
| 22 Oct | 433.05 | 0 | - | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 340 expiring on 26DEC2024
Delta for 340 CE is 0.88
Historical price for 340 CE is as follows
On 12 Dec IGL was trading at 388.20. The strike last trading price was 52.5, which was -2.10 lower than the previous day. The implied volatity was 61.59, the open interest changed by -1 which decreased total open position to 649
On 11 Dec IGL was trading at 392.80. The strike last trading price was 54.6, which was 4.95 higher than the previous day. The implied volatity was 49.81, the open interest changed by -32 which decreased total open position to 649
On 10 Dec IGL was trading at 386.00. The strike last trading price was 49.65, which was 0.90 higher than the previous day. The implied volatity was 45.96, the open interest changed by -17 which decreased total open position to 681
On 9 Dec IGL was trading at 385.55. The strike last trading price was 48.75, which was 1.75 higher than the previous day. The implied volatity was 36.34, the open interest changed by -18 which decreased total open position to 698
On 6 Dec IGL was trading at 384.00. The strike last trading price was 47, which was 0.25 higher than the previous day. The implied volatity was 40.47, the open interest changed by -2 which decreased total open position to 718
On 5 Dec IGL was trading at 383.45. The strike last trading price was 46.75, which was 21.05 higher than the previous day. The implied volatity was 40.35, the open interest changed by -119 which decreased total open position to 720
On 4 Dec IGL was trading at 360.25. The strike last trading price was 25.7, which was -0.30 lower than the previous day. The implied volatity was 32.92, the open interest changed by -146 which decreased total open position to 844
On 3 Dec IGL was trading at 361.25. The strike last trading price was 26, which was 11.60 higher than the previous day. The implied volatity was 33.69, the open interest changed by -448 which decreased total open position to 1000
On 2 Dec IGL was trading at 343.55. The strike last trading price was 14.4, which was 4.75 higher than the previous day. The implied volatity was 32.98, the open interest changed by 7 which increased total open position to 1448
On 29 Nov IGL was trading at 327.05. The strike last trading price was 9.65, which was 3.55 higher than the previous day. The implied volatity was 36.07, the open interest changed by 366 which increased total open position to 1475
On 28 Nov IGL was trading at 319.45. The strike last trading price was 6.1, which was -0.35 lower than the previous day. The implied volatity was 36.68, the open interest changed by 216 which increased total open position to 1111
On 27 Nov IGL was trading at 319.50. The strike last trading price was 6.45, which was -0.55 lower than the previous day. The implied volatity was 37.01, the open interest changed by 178 which increased total open position to 893
On 26 Nov IGL was trading at 320.00. The strike last trading price was 7, which was -1.80 lower than the previous day. The implied volatity was 37.25, the open interest changed by 207 which increased total open position to 705
On 25 Nov IGL was trading at 324.15. The strike last trading price was 8.8, which was 3.20 higher than the previous day. The implied volatity was 37.76, the open interest changed by -68 which decreased total open position to 498
On 22 Nov IGL was trading at 312.65. The strike last trading price was 5.6, which was 0.00 lower than the previous day. The implied volatity was 38.52, the open interest changed by -4 which decreased total open position to 562
On 21 Nov IGL was trading at 311.40. The strike last trading price was 5.6, which was -2.55 lower than the previous day. The implied volatity was 35.87, the open interest changed by -8 which decreased total open position to 567
On 20 Nov IGL was trading at 320.45. The strike last trading price was 8.15, which was 0.00 lower than the previous day. The implied volatity was 36.70, the open interest changed by 171 which increased total open position to 578
On 19 Nov IGL was trading at 320.45. The strike last trading price was 8.15, which was -4.75 lower than the previous day. The implied volatity was 36.70, the open interest changed by 174 which increased total open position to 578
On 18 Nov IGL was trading at 325.05. The strike last trading price was 12.9, which was 12.90 higher than the previous day. The implied volatity was 42.15, the open interest changed by 394 which increased total open position to 394
On 22 Oct IGL was trading at 433.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IGL 26DEC2024 340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.09
Theta: -0.13
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 388.20 | 0.85 | 0.10 | 44.87 | 34 | -9 | 838 |
| 11 Dec | 392.80 | 0.75 | -0.40 | 44.84 | 450 | -105 | 850 |
| 10 Dec | 386.00 | 1.15 | -0.10 | 44.51 | 718 | -84 | 960 |
| 9 Dec | 385.55 | 1.25 | -0.60 | 44.00 | 1,639 | -91 | 1,044 |
| 6 Dec | 384.00 | 1.85 | -0.50 | 43.26 | 1,226 | 44 | 1,134 |
| 5 Dec | 383.45 | 2.35 | -2.30 | 44.97 | 3,153 | 3 | 1,089 |
| 4 Dec | 360.25 | 4.65 | -0.15 | 37.52 | 1,809 | 111 | 1,086 |
| 3 Dec | 361.25 | 4.8 | -4.70 | 37.15 | 3,364 | 271 | 986 |
| 2 Dec | 343.55 | 9.5 | -7.25 | 34.52 | 2,886 | 321 | 714 |
| 29 Nov | 327.05 | 16.75 | -6.90 | 34.95 | 469 | 115 | 392 |
| 28 Nov | 319.45 | 23.65 | -0.35 | 34.24 | 205 | 139 | 276 |
| 27 Nov | 319.50 | 24 | -0.60 | 35.09 | 61 | 28 | 134 |
| 26 Nov | 320.00 | 24.6 | 3.60 | 38.10 | 129 | 46 | 104 |
| 25 Nov | 324.15 | 21 | -4.00 | 36.17 | 3 | -2 | 59 |
| 22 Nov | 312.65 | 25 | 0.00 | 0.00 | 0 | -4 | 0 |
| 21 Nov | 311.40 | 25 | -1.35 | - | 4 | -3 | 62 |
| 20 Nov | 320.45 | 26.35 | 0.00 | 40.11 | 37 | 8 | 65 |
| 19 Nov | 320.45 | 26.35 | 1.35 | 40.11 | 37 | 8 | 65 |
| 18 Nov | 325.05 | 25 | 25.00 | 44.38 | 117 | 56 | 56 |
| 22 Oct | 433.05 | 0 | - | 0 | 0 | 0 | |
For Indraprastha Gas Ltd - strike price 340 expiring on 26DEC2024
Delta for 340 PE is -0.06
Historical price for 340 PE is as follows
On 12 Dec IGL was trading at 388.20. The strike last trading price was 0.85, which was 0.10 higher than the previous day. The implied volatity was 44.87, the open interest changed by -9 which decreased total open position to 838
On 11 Dec IGL was trading at 392.80. The strike last trading price was 0.75, which was -0.40 lower than the previous day. The implied volatity was 44.84, the open interest changed by -105 which decreased total open position to 850
On 10 Dec IGL was trading at 386.00. The strike last trading price was 1.15, which was -0.10 lower than the previous day. The implied volatity was 44.51, the open interest changed by -84 which decreased total open position to 960
On 9 Dec IGL was trading at 385.55. The strike last trading price was 1.25, which was -0.60 lower than the previous day. The implied volatity was 44.00, the open interest changed by -91 which decreased total open position to 1044
On 6 Dec IGL was trading at 384.00. The strike last trading price was 1.85, which was -0.50 lower than the previous day. The implied volatity was 43.26, the open interest changed by 44 which increased total open position to 1134
On 5 Dec IGL was trading at 383.45. The strike last trading price was 2.35, which was -2.30 lower than the previous day. The implied volatity was 44.97, the open interest changed by 3 which increased total open position to 1089
On 4 Dec IGL was trading at 360.25. The strike last trading price was 4.65, which was -0.15 lower than the previous day. The implied volatity was 37.52, the open interest changed by 111 which increased total open position to 1086
On 3 Dec IGL was trading at 361.25. The strike last trading price was 4.8, which was -4.70 lower than the previous day. The implied volatity was 37.15, the open interest changed by 271 which increased total open position to 986
On 2 Dec IGL was trading at 343.55. The strike last trading price was 9.5, which was -7.25 lower than the previous day. The implied volatity was 34.52, the open interest changed by 321 which increased total open position to 714
On 29 Nov IGL was trading at 327.05. The strike last trading price was 16.75, which was -6.90 lower than the previous day. The implied volatity was 34.95, the open interest changed by 115 which increased total open position to 392
On 28 Nov IGL was trading at 319.45. The strike last trading price was 23.65, which was -0.35 lower than the previous day. The implied volatity was 34.24, the open interest changed by 139 which increased total open position to 276
On 27 Nov IGL was trading at 319.50. The strike last trading price was 24, which was -0.60 lower than the previous day. The implied volatity was 35.09, the open interest changed by 28 which increased total open position to 134
On 26 Nov IGL was trading at 320.00. The strike last trading price was 24.6, which was 3.60 higher than the previous day. The implied volatity was 38.10, the open interest changed by 46 which increased total open position to 104
On 25 Nov IGL was trading at 324.15. The strike last trading price was 21, which was -4.00 lower than the previous day. The implied volatity was 36.17, the open interest changed by -2 which decreased total open position to 59
On 22 Nov IGL was trading at 312.65. The strike last trading price was 25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 21 Nov IGL was trading at 311.40. The strike last trading price was 25, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 62
On 20 Nov IGL was trading at 320.45. The strike last trading price was 26.35, which was 0.00 lower than the previous day. The implied volatity was 40.11, the open interest changed by 8 which increased total open position to 65
On 19 Nov IGL was trading at 320.45. The strike last trading price was 26.35, which was 1.35 higher than the previous day. The implied volatity was 40.11, the open interest changed by 8 which increased total open position to 65
On 18 Nov IGL was trading at 325.05. The strike last trading price was 25, which was 25.00 higher than the previous day. The implied volatity was 44.38, the open interest changed by 56 which increased total open position to 56
On 22 Oct IGL was trading at 433.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
