IGL
Indraprastha Gas Ltd
Historical option data for IGL
27 Dec 2024 04:10 PM IST
| IGL 30JAN2025 340 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 390.10 | 52.1 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 26 Dec | 390.50 | 52.1 | 2.75 | - | 3 | 0 | 7 | |||
| 24 Dec | 397.35 | 49.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 23 Dec | 390.10 | 49.35 | -12.15 | - | 3 | 0 | 7 | |||
| 20 Dec | 388.30 | 61.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 389.85 | 61.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 398.40 | 61.5 | 8.00 | - | 2 | 0 | 7 | |||
| 17 Dec | 381.35 | 53.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 394.30 | 53.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 392.20 | 53.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 387.10 | 53.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 392.80 | 53.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 386.00 | 53.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 385.55 | 53.5 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 6 Dec | 384.00 | 53.5 | 19.85 | 36.58 | 1 | 0 | 8 | |||
| 5 Dec | 383.45 | 33.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 360.25 | 33.65 | 3.50 | 33.47 | 1 | 0 | 8 | |||
| 3 Dec | 361.25 | 30.15 | 10.05 | 21.42 | 10 | 1 | 4 | |||
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| 2 Dec | 343.55 | 20.1 | 4.00 | 28.33 | 4 | 1 | 2 | |||
| 29 Nov | 327.05 | 16.1 | -74.35 | 33.64 | 1 | 0 | 0 | |||
| 28 Nov | 319.45 | 90.45 | 0.00 | 3.30 | 0 | 0 | 0 | |||
| 27 Nov | 319.50 | 90.45 | 0.00 | 3.31 | 0 | 0 | 0 | |||
| 26 Nov | 320.00 | 90.45 | 0.00 | 3.05 | 0 | 0 | 0 | |||
| 25 Nov | 324.15 | 90.45 | 90.45 | 2.83 | 0 | 0 | 0 | |||
| 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 | |||
| 5 Nov | 420.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 412.60 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 340 expiring on 30JAN2025
Delta for 340 CE is 0.00
Historical price for 340 CE is as follows
On 27 Dec IGL was trading at 390.10. The strike last trading price was 52.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 26 Dec IGL was trading at 390.50. The strike last trading price was 52.1, which was 2.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 24 Dec IGL was trading at 397.35. The strike last trading price was 49.35, 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 23 Dec IGL was trading at 390.10. The strike last trading price was 49.35, which was -12.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 20 Dec IGL was trading at 388.30. The strike last trading price was 61.5, 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 19 Dec IGL was trading at 389.85. The strike last trading price was 61.5, 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 18 Dec IGL was trading at 398.40. The strike last trading price was 61.5, which was 8.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 17 Dec IGL was trading at 381.35. The strike last trading price was 53.5, 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 16 Dec IGL was trading at 394.30. The strike last trading price was 53.5, 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 Dec IGL was trading at 392.20. The strike last trading price was 53.5, 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 Dec IGL was trading at 387.10. The strike last trading price was 53.5, 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 11 Dec IGL was trading at 392.80. The strike last trading price was 53.5, 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 10 Dec IGL was trading at 386.00. The strike last trading price was 53.5, 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 9 Dec IGL was trading at 385.55. The strike last trading price was 53.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Dec IGL was trading at 384.00. The strike last trading price was 53.5, which was 19.85 higher than the previous day. The implied volatity was 36.58, the open interest changed by 0 which decreased total open position to 8
On 5 Dec IGL was trading at 383.45. The strike last trading price was 33.65, 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 Dec IGL was trading at 360.25. The strike last trading price was 33.65, which was 3.50 higher than the previous day. The implied volatity was 33.47, the open interest changed by 0 which decreased total open position to 8
On 3 Dec IGL was trading at 361.25. The strike last trading price was 30.15, which was 10.05 higher than the previous day. The implied volatity was 21.42, the open interest changed by 1 which increased total open position to 4
On 2 Dec IGL was trading at 343.55. The strike last trading price was 20.1, which was 4.00 higher than the previous day. The implied volatity was 28.33, the open interest changed by 1 which increased total open position to 2
On 29 Nov IGL was trading at 327.05. The strike last trading price was 16.1, which was -74.35 lower than the previous day. The implied volatity was 33.64, the open interest changed by 0 which decreased total open position to 0
On 28 Nov IGL was trading at 319.45. The strike last trading price was 90.45, which was 0.00 lower than the previous day. The implied volatity was 3.30, the open interest changed by 0 which decreased total open position to 0
On 27 Nov IGL was trading at 319.50. The strike last trading price was 90.45, which was 0.00 lower than the previous day. The implied volatity was 3.31, the open interest changed by 0 which decreased total open position to 0
On 26 Nov IGL was trading at 320.00. The strike last trading price was 90.45, which was 0.00 lower than the previous day. The implied volatity was 3.05, the open interest changed by 0 which decreased total open position to 0
On 25 Nov IGL was trading at 324.15. The strike last trading price was 90.45, which was 90.45 higher than the previous day. The implied volatity was 2.83, the open interest changed by 0 which decreased total open position to 0
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 5 Nov IGL was trading at 420.55. 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 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 30JAN2025 340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0.19
Theta: -0.09
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 390.10 | 1.9 | -0.85 | 37.24 | 200 | -4 | 191 |
| 26 Dec | 390.50 | 2.75 | -1.10 | 41.16 | 358 | 86 | 197 |
| 24 Dec | 397.35 | 3.85 | -0.60 | 47.13 | 248 | 63 | 112 |
| 23 Dec | 390.10 | 4.45 | -1.15 | 45.89 | 84 | 19 | 46 |
| 20 Dec | 388.30 | 5.6 | 2.60 | 45.46 | 31 | 26 | 27 |
| 19 Dec | 389.85 | 3 | 0.00 | 0.00 | 0 | 1 | 0 |
| 18 Dec | 398.40 | 3 | -1.20 | 43.18 | 1 | 0 | 0 |
| 17 Dec | 381.35 | 4.2 | 0.00 | 10.38 | 0 | 0 | 0 |
| 16 Dec | 394.30 | 4.2 | 0.00 | 12.89 | 0 | 0 | 0 |
| 13 Dec | 392.20 | 4.2 | 0.00 | 11.56 | 0 | 0 | 0 |
| 12 Dec | 387.10 | 4.2 | 0.00 | 10.61 | 0 | 0 | 0 |
| 11 Dec | 392.80 | 4.2 | 0.00 | 11.32 | 0 | 0 | 0 |
| 10 Dec | 386.00 | 4.2 | 0.00 | 10.46 | 0 | 0 | 0 |
| 9 Dec | 385.55 | 4.2 | 0.00 | 10.36 | 0 | 0 | 0 |
| 6 Dec | 384.00 | 4.2 | 0.00 | 9.71 | 0 | 0 | 0 |
| 5 Dec | 383.45 | 4.2 | 0.00 | 9.57 | 0 | 0 | 0 |
| 4 Dec | 360.25 | 4.2 | 0.00 | 5.49 | 0 | 0 | 0 |
| 3 Dec | 361.25 | 4.2 | 0.00 | 5.43 | 0 | 0 | 0 |
| 2 Dec | 343.55 | 4.2 | 0.00 | 1.96 | 0 | 0 | 0 |
| 29 Nov | 327.05 | 4.2 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 319.45 | 4.2 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 319.50 | 4.2 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 320.00 | 4.2 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 324.15 | 4.2 | 4.20 | - | 0 | 0 | 0 |
| 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 |
| 5 Nov | 420.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 412.60 | 0 | 0.00 | 0 | 0 | 0 | |
For Indraprastha Gas Ltd - strike price 340 expiring on 30JAN2025
Delta for 340 PE is -0.09
Historical price for 340 PE is as follows
On 27 Dec IGL was trading at 390.10. The strike last trading price was 1.9, which was -0.85 lower than the previous day. The implied volatity was 37.24, the open interest changed by -4 which decreased total open position to 191
On 26 Dec IGL was trading at 390.50. The strike last trading price was 2.75, which was -1.10 lower than the previous day. The implied volatity was 41.16, the open interest changed by 86 which increased total open position to 197
On 24 Dec IGL was trading at 397.35. The strike last trading price was 3.85, which was -0.60 lower than the previous day. The implied volatity was 47.13, the open interest changed by 63 which increased total open position to 112
On 23 Dec IGL was trading at 390.10. The strike last trading price was 4.45, which was -1.15 lower than the previous day. The implied volatity was 45.89, the open interest changed by 19 which increased total open position to 46
On 20 Dec IGL was trading at 388.30. The strike last trading price was 5.6, which was 2.60 higher than the previous day. The implied volatity was 45.46, the open interest changed by 26 which increased total open position to 27
On 19 Dec IGL was trading at 389.85. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 18 Dec IGL was trading at 398.40. The strike last trading price was 3, which was -1.20 lower than the previous day. The implied volatity was 43.18, the open interest changed by 0 which decreased total open position to 0
On 17 Dec IGL was trading at 381.35. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 10.38, the open interest changed by 0 which decreased total open position to 0
On 16 Dec IGL was trading at 394.30. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 12.89, the open interest changed by 0 which decreased total open position to 0
On 13 Dec IGL was trading at 392.20. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 11.56, the open interest changed by 0 which decreased total open position to 0
On 12 Dec IGL was trading at 387.10. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 10.61, the open interest changed by 0 which decreased total open position to 0
On 11 Dec IGL was trading at 392.80. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 11.32, the open interest changed by 0 which decreased total open position to 0
On 10 Dec IGL was trading at 386.00. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 10.46, the open interest changed by 0 which decreased total open position to 0
On 9 Dec IGL was trading at 385.55. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 10.36, the open interest changed by 0 which decreased total open position to 0
On 6 Dec IGL was trading at 384.00. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 9.71, the open interest changed by 0 which decreased total open position to 0
On 5 Dec IGL was trading at 383.45. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 9.57, the open interest changed by 0 which decreased total open position to 0
On 4 Dec IGL was trading at 360.25. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 5.49, the open interest changed by 0 which decreased total open position to 0
On 3 Dec IGL was trading at 361.25. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 5.43, the open interest changed by 0 which decreased total open position to 0
On 2 Dec IGL was trading at 343.55. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 1.96, the open interest changed by 0 which decreased total open position to 0
On 29 Nov IGL was trading at 327.05. The strike last trading price was 4.2, 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 28 Nov IGL was trading at 319.45. The strike last trading price was 4.2, 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 27 Nov IGL was trading at 319.50. The strike last trading price was 4.2, 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 26 Nov IGL was trading at 320.00. The strike last trading price was 4.2, 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 25 Nov IGL was trading at 324.15. The strike last trading price was 4.2, which was 4.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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 5 Nov IGL was trading at 420.55. 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
