IGL
Indraprastha Gas Ltd
Historical option data for IGL
21 Nov 2024 04:10 PM IST
| IGL 28NOV2024 340 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.04
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 311.40 | 0.3 | -1.60 | 34.38 | 593 | -582 | 2,102 | |||
| 20 Nov | 320.45 | 1.9 | 0.00 | 40.49 | 9,730 | 732 | 2,680 | |||
| 19 Nov | 320.45 | 1.9 | -4.10 | 40.49 | 9,730 | 728 | 2,680 | |||
| 18 Nov | 325.05 | 6 | -203.60 | 52.95 | 11,008 | 1,973 | 1,973 | |||
| 14 Nov | 405.80 | 209.6 | 0.00 | - | 0 | 0 | 0 | |||
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| 13 Nov | 419.50 | 209.6 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 427.30 | 209.6 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 440.95 | 209.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 442.35 | 209.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 436.80 | 209.6 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 431.85 | 209.6 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 420.55 | 209.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 412.60 | 209.6 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 421.70 | 209.6 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 420.15 | 209.6 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 420.90 | 209.6 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 417.20 | 209.6 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 404.70 | 209.6 | - | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 340 expiring on 28NOV2024
Delta for 340 CE is 0.05
Historical price for 340 CE is as follows
On 21 Nov IGL was trading at 311.40. The strike last trading price was 0.3, which was -1.60 lower than the previous day. The implied volatity was 34.38, the open interest changed by -582 which decreased total open position to 2102
On 20 Nov IGL was trading at 320.45. The strike last trading price was 1.9, which was 0.00 lower than the previous day. The implied volatity was 40.49, the open interest changed by 732 which increased total open position to 2680
On 19 Nov IGL was trading at 320.45. The strike last trading price was 1.9, which was -4.10 lower than the previous day. The implied volatity was 40.49, the open interest changed by 728 which increased total open position to 2680
On 18 Nov IGL was trading at 325.05. The strike last trading price was 6, which was -203.60 lower than the previous day. The implied volatity was 52.95, the open interest changed by 1973 which increased total open position to 1973
On 14 Nov IGL was trading at 405.80. The strike last trading price was 209.6, 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 13 Nov IGL was trading at 419.50. The strike last trading price was 209.6, 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 12 Nov IGL was trading at 427.30. The strike last trading price was 209.6, 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 11 Nov IGL was trading at 440.95. The strike last trading price was 209.6, 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 8 Nov IGL was trading at 442.35. The strike last trading price was 209.6, 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 7 Nov IGL was trading at 436.80. The strike last trading price was 209.6, 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 6 Nov IGL was trading at 431.85. The strike last trading price was 209.6, 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 5 Nov IGL was trading at 420.55. The strike last trading price was 209.6, 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 4 Nov IGL was trading at 412.60. The strike last trading price was 209.6, 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 209.6, 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 31 Oct IGL was trading at 420.15. The strike last trading price was 209.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct IGL was trading at 420.90. The strike last trading price was 209.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct IGL was trading at 417.20. The strike last trading price was 209.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct IGL was trading at 404.70. The strike last trading price was 209.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IGL 28NOV2024 340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 0.05
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 311.40 | 26.5 | 4.30 | 37.44 | 62 | -52 | 292 |
| 20 Nov | 320.45 | 22.2 | 0.00 | 43.00 | 1,205 | -167 | 333 |
| 19 Nov | 320.45 | 22.2 | 2.35 | 43.00 | 1,205 | -178 | 333 |
| 18 Nov | 325.05 | 19.85 | 19.40 | 53.36 | 8,038 | 447 | 518 |
| 14 Nov | 405.80 | 0.45 | 0.15 | 50.45 | 36 | 12 | 61 |
| 13 Nov | 419.50 | 0.3 | 0.15 | - | 13 | 1 | 48 |
| 12 Nov | 427.30 | 0.15 | 0.00 | 0.00 | 0 | -2 | 0 |
| 11 Nov | 440.95 | 0.15 | -0.15 | - | 2 | 0 | 49 |
| 8 Nov | 442.35 | 0.3 | 0.05 | - | 5 | -1 | 48 |
| 7 Nov | 436.80 | 0.25 | -0.05 | 49.59 | 4 | 0 | 53 |
| 6 Nov | 431.85 | 0.3 | -0.15 | 47.91 | 17 | -3 | 57 |
| 5 Nov | 420.55 | 0.45 | -0.40 | 46.00 | 9 | 5 | 61 |
| 4 Nov | 412.60 | 0.85 | 0.15 | 46.60 | 43 | 14 | 58 |
| 1 Nov | 421.70 | 0.7 | 0.05 | 45.81 | 4 | 3 | 44 |
| 31 Oct | 420.15 | 0.65 | 0.05 | - | 53 | 9 | 41 |
| 30 Oct | 420.90 | 0.6 | -0.50 | - | 4 | -3 | 32 |
| 29 Oct | 417.20 | 1.1 | -1.15 | - | 86 | -35 | 37 |
| 28 Oct | 404.70 | 2.25 | - | 103 | 66 | 66 | |
For Indraprastha Gas Ltd - strike price 340 expiring on 28NOV2024
Delta for 340 PE is -0.94
Historical price for 340 PE is as follows
On 21 Nov IGL was trading at 311.40. The strike last trading price was 26.5, which was 4.30 higher than the previous day. The implied volatity was 37.44, the open interest changed by -52 which decreased total open position to 292
On 20 Nov IGL was trading at 320.45. The strike last trading price was 22.2, which was 0.00 lower than the previous day. The implied volatity was 43.00, the open interest changed by -167 which decreased total open position to 333
On 19 Nov IGL was trading at 320.45. The strike last trading price was 22.2, which was 2.35 higher than the previous day. The implied volatity was 43.00, the open interest changed by -178 which decreased total open position to 333
On 18 Nov IGL was trading at 325.05. The strike last trading price was 19.85, which was 19.40 higher than the previous day. The implied volatity was 53.36, the open interest changed by 447 which increased total open position to 518
On 14 Nov IGL was trading at 405.80. The strike last trading price was 0.45, which was 0.15 higher than the previous day. The implied volatity was 50.45, the open interest changed by 12 which increased total open position to 61
On 13 Nov IGL was trading at 419.50. The strike last trading price was 0.3, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 48
On 12 Nov IGL was trading at 427.30. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 11 Nov IGL was trading at 440.95. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49
On 8 Nov IGL was trading at 442.35. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 48
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 49.59, the open interest changed by 0 which decreased total open position to 53
On 6 Nov IGL was trading at 431.85. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 47.91, the open interest changed by -3 which decreased total open position to 57
On 5 Nov IGL was trading at 420.55. The strike last trading price was 0.45, which was -0.40 lower than the previous day. The implied volatity was 46.00, the open interest changed by 5 which increased total open position to 61
On 4 Nov IGL was trading at 412.60. The strike last trading price was 0.85, which was 0.15 higher than the previous day. The implied volatity was 46.60, the open interest changed by 14 which increased total open position to 58
On 1 Nov IGL was trading at 421.70. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 45.81, the open interest changed by 3 which increased total open position to 44
On 31 Oct IGL was trading at 420.15. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct IGL was trading at 420.90. The strike last trading price was 0.6, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct IGL was trading at 417.20. The strike last trading price was 1.1, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct IGL was trading at 404.70. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
