IGL
Indraprastha Gas Ltd
Historical option data for IGL
12 Dec 2024 10:21 AM IST
| IGL 26DEC2024 350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 0.17
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 388.30 | 42.25 | -4.10 | 51.44 | 9 | -4 | 1,632 | |||
| 11 Dec | 392.80 | 46.35 | 6.10 | 53.93 | 87 | -18 | 1,636 | |||
| 10 Dec | 386.00 | 40.25 | 0.75 | 42.10 | 116 | -43 | 1,653 | |||
| 9 Dec | 385.55 | 39.5 | 2.20 | 36.29 | 125 | -18 | 1,720 | |||
| 6 Dec | 384.00 | 37.3 | -0.95 | 34.82 | 270 | -89 | 1,738 | |||
| 5 Dec | 383.45 | 38.25 | 19.75 | 40.71 | 4,176 | 385 | 1,862 | |||
| 4 Dec | 360.25 | 18.5 | -0.45 | 32.60 | 1,460 | 12 | 1,572 | |||
| 3 Dec | 361.25 | 18.95 | 9.35 | 33.50 | 8,370 | 34 | 1,567 | |||
| 2 Dec | 343.55 | 9.6 | 3.40 | 33.16 | 8,423 | 577 | 1,546 | |||
| 29 Nov | 327.05 | 6.2 | 2.20 | 35.20 | 3,380 | 208 | 941 | |||
| 28 Nov | 319.45 | 4 | -0.20 | 37.36 | 1,307 | 86 | 731 | |||
| 27 Nov | 319.50 | 4.2 | -0.50 | 37.34 | 621 | 123 | 645 | |||
| 26 Nov | 320.00 | 4.7 | -0.90 | 37.80 | 899 | 119 | 522 | |||
| 25 Nov | 324.15 | 5.6 | 1.60 | 37.06 | 36 | -49 | 404 | |||
| 22 Nov | 312.65 | 4 | 0.70 | 39.72 | 14 | -13 | 440 | |||
| 21 Nov | 311.40 | 3.3 | -2.70 | 34.74 | 36 | -34 | 455 | |||
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| 20 Nov | 320.45 | 6 | 0.00 | 38.11 | 1,314 | 6 | 487 | |||
| 19 Nov | 320.45 | 6 | -3.25 | 38.11 | 1,314 | 4 | 487 | |||
| 18 Nov | 325.05 | 9.25 | 41.45 | 1,007 | 476 | 476 | ||||
For Indraprastha Gas Ltd - strike price 350 expiring on 26DEC2024
Delta for 350 CE is 0.87
Historical price for 350 CE is as follows
On 12 Dec IGL was trading at 388.30. The strike last trading price was 42.25, which was -4.10 lower than the previous day. The implied volatity was 51.44, the open interest changed by -4 which decreased total open position to 1632
On 11 Dec IGL was trading at 392.80. The strike last trading price was 46.35, which was 6.10 higher than the previous day. The implied volatity was 53.93, the open interest changed by -18 which decreased total open position to 1636
On 10 Dec IGL was trading at 386.00. The strike last trading price was 40.25, which was 0.75 higher than the previous day. The implied volatity was 42.10, the open interest changed by -43 which decreased total open position to 1653
On 9 Dec IGL was trading at 385.55. The strike last trading price was 39.5, which was 2.20 higher than the previous day. The implied volatity was 36.29, the open interest changed by -18 which decreased total open position to 1720
On 6 Dec IGL was trading at 384.00. The strike last trading price was 37.3, which was -0.95 lower than the previous day. The implied volatity was 34.82, the open interest changed by -89 which decreased total open position to 1738
On 5 Dec IGL was trading at 383.45. The strike last trading price was 38.25, which was 19.75 higher than the previous day. The implied volatity was 40.71, the open interest changed by 385 which increased total open position to 1862
On 4 Dec IGL was trading at 360.25. The strike last trading price was 18.5, which was -0.45 lower than the previous day. The implied volatity was 32.60, the open interest changed by 12 which increased total open position to 1572
On 3 Dec IGL was trading at 361.25. The strike last trading price was 18.95, which was 9.35 higher than the previous day. The implied volatity was 33.50, the open interest changed by 34 which increased total open position to 1567
On 2 Dec IGL was trading at 343.55. The strike last trading price was 9.6, which was 3.40 higher than the previous day. The implied volatity was 33.16, the open interest changed by 577 which increased total open position to 1546
On 29 Nov IGL was trading at 327.05. The strike last trading price was 6.2, which was 2.20 higher than the previous day. The implied volatity was 35.20, the open interest changed by 208 which increased total open position to 941
On 28 Nov IGL was trading at 319.45. The strike last trading price was 4, which was -0.20 lower than the previous day. The implied volatity was 37.36, the open interest changed by 86 which increased total open position to 731
On 27 Nov IGL was trading at 319.50. The strike last trading price was 4.2, which was -0.50 lower than the previous day. The implied volatity was 37.34, the open interest changed by 123 which increased total open position to 645
On 26 Nov IGL was trading at 320.00. The strike last trading price was 4.7, which was -0.90 lower than the previous day. The implied volatity was 37.80, the open interest changed by 119 which increased total open position to 522
On 25 Nov IGL was trading at 324.15. The strike last trading price was 5.6, which was 1.60 higher than the previous day. The implied volatity was 37.06, the open interest changed by -49 which decreased total open position to 404
On 22 Nov IGL was trading at 312.65. The strike last trading price was 4, which was 0.70 higher than the previous day. The implied volatity was 39.72, the open interest changed by -13 which decreased total open position to 440
On 21 Nov IGL was trading at 311.40. The strike last trading price was 3.3, which was -2.70 lower than the previous day. The implied volatity was 34.74, the open interest changed by -34 which decreased total open position to 455
On 20 Nov IGL was trading at 320.45. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was 38.11, the open interest changed by 6 which increased total open position to 487
On 19 Nov IGL was trading at 320.45. The strike last trading price was 6, which was -3.25 lower than the previous day. The implied volatity was 38.11, the open interest changed by 4 which increased total open position to 487
On 18 Nov IGL was trading at 325.05. The strike last trading price was 9.25, which was lower than the previous day. The implied volatity was 41.45, the open interest changed by 476 which increased total open position to 476
| IGL 26DEC2024 350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0.13
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 388.30 | 1.4 | 0.20 | 41.95 | 128 | 32 | 989 |
| 11 Dec | 392.80 | 1.2 | -0.65 | 41.94 | 972 | -147 | 957 |
| 10 Dec | 386.00 | 1.85 | -0.20 | 41.98 | 1,250 | 66 | 1,087 |
| 9 Dec | 385.55 | 2.05 | -0.80 | 41.91 | 1,384 | -10 | 1,019 |
| 6 Dec | 384.00 | 2.85 | -0.75 | 41.06 | 1,442 | 37 | 1,032 |
| 5 Dec | 383.45 | 3.6 | -3.90 | 43.23 | 4,189 | 278 | 993 |
| 4 Dec | 360.25 | 7.5 | -0.20 | 36.69 | 1,664 | 121 | 717 |
| 3 Dec | 361.25 | 7.7 | -7.00 | 36.39 | 3,180 | 308 | 605 |
| 2 Dec | 343.55 | 14.7 | -8.30 | 34.86 | 952 | 150 | 299 |
| 29 Nov | 327.05 | 23 | -8.50 | 33.73 | 174 | 50 | 148 |
| 28 Nov | 319.45 | 31.5 | -0.20 | 34.52 | 71 | 21 | 97 |
| 27 Nov | 319.50 | 31.7 | -0.05 | 35.16 | 35 | 10 | 76 |
| 26 Nov | 320.00 | 31.75 | -2.15 | 37.15 | 107 | 25 | 63 |
| 25 Nov | 324.15 | 33.9 | -4.10 | 51.18 | 1 | -1 | 39 |
| 22 Nov | 312.65 | 38 | 4.00 | 39.90 | 1 | 0 | 40 |
| 21 Nov | 311.40 | 34 | 0.00 | 0.00 | 0 | 15 | 0 |
| 20 Nov | 320.45 | 34 | 0.00 | 40.26 | 27 | 15 | 34 |
| 19 Nov | 320.45 | 34 | 3.00 | 40.26 | 27 | 9 | 34 |
| 18 Nov | 325.05 | 31 | 43.06 | 55 | 25 | 25 | |
For Indraprastha Gas Ltd - strike price 350 expiring on 26DEC2024
Delta for 350 PE is -0.09
Historical price for 350 PE is as follows
On 12 Dec IGL was trading at 388.30. The strike last trading price was 1.4, which was 0.20 higher than the previous day. The implied volatity was 41.95, the open interest changed by 32 which increased total open position to 989
On 11 Dec IGL was trading at 392.80. The strike last trading price was 1.2, which was -0.65 lower than the previous day. The implied volatity was 41.94, the open interest changed by -147 which decreased total open position to 957
On 10 Dec IGL was trading at 386.00. The strike last trading price was 1.85, which was -0.20 lower than the previous day. The implied volatity was 41.98, the open interest changed by 66 which increased total open position to 1087
On 9 Dec IGL was trading at 385.55. The strike last trading price was 2.05, which was -0.80 lower than the previous day. The implied volatity was 41.91, the open interest changed by -10 which decreased total open position to 1019
On 6 Dec IGL was trading at 384.00. The strike last trading price was 2.85, which was -0.75 lower than the previous day. The implied volatity was 41.06, the open interest changed by 37 which increased total open position to 1032
On 5 Dec IGL was trading at 383.45. The strike last trading price was 3.6, which was -3.90 lower than the previous day. The implied volatity was 43.23, the open interest changed by 278 which increased total open position to 993
On 4 Dec IGL was trading at 360.25. The strike last trading price was 7.5, which was -0.20 lower than the previous day. The implied volatity was 36.69, the open interest changed by 121 which increased total open position to 717
On 3 Dec IGL was trading at 361.25. The strike last trading price was 7.7, which was -7.00 lower than the previous day. The implied volatity was 36.39, the open interest changed by 308 which increased total open position to 605
On 2 Dec IGL was trading at 343.55. The strike last trading price was 14.7, which was -8.30 lower than the previous day. The implied volatity was 34.86, the open interest changed by 150 which increased total open position to 299
On 29 Nov IGL was trading at 327.05. The strike last trading price was 23, which was -8.50 lower than the previous day. The implied volatity was 33.73, the open interest changed by 50 which increased total open position to 148
On 28 Nov IGL was trading at 319.45. The strike last trading price was 31.5, which was -0.20 lower than the previous day. The implied volatity was 34.52, the open interest changed by 21 which increased total open position to 97
On 27 Nov IGL was trading at 319.50. The strike last trading price was 31.7, which was -0.05 lower than the previous day. The implied volatity was 35.16, the open interest changed by 10 which increased total open position to 76
On 26 Nov IGL was trading at 320.00. The strike last trading price was 31.75, which was -2.15 lower than the previous day. The implied volatity was 37.15, the open interest changed by 25 which increased total open position to 63
On 25 Nov IGL was trading at 324.15. The strike last trading price was 33.9, which was -4.10 lower than the previous day. The implied volatity was 51.18, the open interest changed by -1 which decreased total open position to 39
On 22 Nov IGL was trading at 312.65. The strike last trading price was 38, which was 4.00 higher than the previous day. The implied volatity was 39.90, the open interest changed by 0 which decreased total open position to 40
On 21 Nov IGL was trading at 311.40. The strike last trading price was 34, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 20 Nov IGL was trading at 320.45. The strike last trading price was 34, which was 0.00 lower than the previous day. The implied volatity was 40.26, the open interest changed by 15 which increased total open position to 34
On 19 Nov IGL was trading at 320.45. The strike last trading price was 34, which was 3.00 higher than the previous day. The implied volatity was 40.26, the open interest changed by 9 which increased total open position to 34
On 18 Nov IGL was trading at 325.05. The strike last trading price was 31, which was lower than the previous day. The implied volatity was 43.06, the open interest changed by 25 which increased total open position to 25
