IGL
Indraprastha Gas Ltd
Historical option data for IGL
21 Nov 2024 04:10 PM IST
| IGL 28NOV2024 350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.04
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 311.40 | 0.35 | -0.75 | 45.40 | 311 | -307 | 1,144 | |||
| 20 Nov | 320.45 | 1.1 | 0.00 | 44.55 | 5,673 | -91 | 1,479 | |||
| 19 Nov | 320.45 | 1.1 | -2.50 | 44.55 | 5,673 | -63 | 1,479 | |||
| 18 Nov | 325.05 | 3.6 | -153.90 | 53.42 | 6,994 | 1,554 | 1,554 | |||
| 14 Nov | 405.80 | 157.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 419.50 | 157.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 427.30 | 157.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 440.95 | 157.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 442.35 | 157.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 436.80 | 157.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 6 Nov | 431.85 | 157.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 420.55 | 157.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 412.60 | 157.5 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 421.70 | 157.5 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 420.15 | 157.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 420.90 | 157.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 417.20 | 157.5 | 157.50 | - | 0 | 0 | 0 | |||
| 28 Oct | 404.70 | 0 | - | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 350 expiring on 28NOV2024
Delta for 350 CE is 0.04
Historical price for 350 CE is as follows
On 21 Nov IGL was trading at 311.40. The strike last trading price was 0.35, which was -0.75 lower than the previous day. The implied volatity was 45.40, the open interest changed by -307 which decreased total open position to 1144
On 20 Nov IGL was trading at 320.45. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 44.55, the open interest changed by -91 which decreased total open position to 1479
On 19 Nov IGL was trading at 320.45. The strike last trading price was 1.1, which was -2.50 lower than the previous day. The implied volatity was 44.55, the open interest changed by -63 which decreased total open position to 1479
On 18 Nov IGL was trading at 325.05. The strike last trading price was 3.6, which was -153.90 lower than the previous day. The implied volatity was 53.42, the open interest changed by 1554 which increased total open position to 1554
On 14 Nov IGL was trading at 405.80. The strike last trading price was 157.5, 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 Nov IGL was trading at 419.50. The strike last trading price was 157.5, 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 Nov IGL was trading at 427.30. The strike last trading price was 157.5, 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 Nov IGL was trading at 440.95. The strike last trading price was 157.5, 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 8 Nov IGL was trading at 442.35. The strike last trading price was 157.5, 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 7 Nov IGL was trading at 436.80. The strike last trading price was 157.5, 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 6 Nov IGL was trading at 431.85. The strike last trading price was 157.5, 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 5 Nov IGL was trading at 420.55. The strike last trading price was 157.5, 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 157.5, 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 157.5, 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 157.5, 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 157.5, 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 157.5, which was 157.50 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IGL 28NOV2024 350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 0.07
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 311.40 | 37.1 | 5.70 | 57.96 | 28 | -27 | 259 |
| 20 Nov | 320.45 | 31.4 | 0.00 | 48.61 | 513 | -83 | 292 |
| 19 Nov | 320.45 | 31.4 | 3.80 | 48.61 | 513 | -77 | 292 |
| 18 Nov | 325.05 | 27.6 | 27.10 | 55.00 | 4,599 | 283 | 371 |
| 14 Nov | 405.80 | 0.5 | 0.25 | 44.53 | 39 | 25 | 87 |
| 13 Nov | 419.50 | 0.25 | 0.00 | 45.60 | 21 | 4 | 65 |
| 12 Nov | 427.30 | 0.25 | -0.05 | 47.38 | 7 | 0 | 62 |
| 11 Nov | 440.95 | 0.3 | 0.05 | 51.99 | 4 | 0 | 61 |
| 8 Nov | 442.35 | 0.25 | -0.15 | 48.03 | 7 | 1 | 60 |
| 7 Nov | 436.80 | 0.4 | 0.00 | 47.94 | 23 | -4 | 64 |
| 6 Nov | 431.85 | 0.4 | -0.35 | 44.94 | 73 | 31 | 68 |
| 5 Nov | 420.55 | 0.75 | -0.40 | 44.80 | 54 | -7 | 45 |
| 4 Nov | 412.60 | 1.15 | 0.15 | 43.74 | 132 | 39 | 52 |
| 1 Nov | 421.70 | 1 | 0.00 | 43.84 | 1 | 0 | 12 |
| 31 Oct | 420.15 | 1 | 0.95 | - | 21 | 9 | 9 |
| 30 Oct | 420.90 | 0.05 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 417.20 | 0.05 | 0.05 | - | 0 | 0 | 0 |
| 28 Oct | 404.70 | 0 | - | 0 | 0 | 0 | |
For Indraprastha Gas Ltd - strike price 350 expiring on 28NOV2024
Delta for 350 PE is -0.91
Historical price for 350 PE is as follows
On 21 Nov IGL was trading at 311.40. The strike last trading price was 37.1, which was 5.70 higher than the previous day. The implied volatity was 57.96, the open interest changed by -27 which decreased total open position to 259
On 20 Nov IGL was trading at 320.45. The strike last trading price was 31.4, which was 0.00 lower than the previous day. The implied volatity was 48.61, the open interest changed by -83 which decreased total open position to 292
On 19 Nov IGL was trading at 320.45. The strike last trading price was 31.4, which was 3.80 higher than the previous day. The implied volatity was 48.61, the open interest changed by -77 which decreased total open position to 292
On 18 Nov IGL was trading at 325.05. The strike last trading price was 27.6, which was 27.10 higher than the previous day. The implied volatity was 55.00, the open interest changed by 283 which increased total open position to 371
On 14 Nov IGL was trading at 405.80. The strike last trading price was 0.5, which was 0.25 higher than the previous day. The implied volatity was 44.53, the open interest changed by 25 which increased total open position to 87
On 13 Nov IGL was trading at 419.50. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 45.60, the open interest changed by 4 which increased total open position to 65
On 12 Nov IGL was trading at 427.30. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 47.38, the open interest changed by 0 which decreased total open position to 62
On 11 Nov IGL was trading at 440.95. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 51.99, the open interest changed by 0 which decreased total open position to 61
On 8 Nov IGL was trading at 442.35. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 48.03, the open interest changed by 1 which increased total open position to 60
On 7 Nov IGL was trading at 436.80. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 47.94, the open interest changed by -4 which decreased total open position to 64
On 6 Nov IGL was trading at 431.85. The strike last trading price was 0.4, which was -0.35 lower than the previous day. The implied volatity was 44.94, the open interest changed by 31 which increased total open position to 68
On 5 Nov IGL was trading at 420.55. The strike last trading price was 0.75, which was -0.40 lower than the previous day. The implied volatity was 44.80, the open interest changed by -7 which decreased total open position to 45
On 4 Nov IGL was trading at 412.60. The strike last trading price was 1.15, which was 0.15 higher than the previous day. The implied volatity was 43.74, the open interest changed by 39 which increased total open position to 52
On 1 Nov IGL was trading at 421.70. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 43.84, the open interest changed by 0 which decreased total open position to 12
On 31 Oct IGL was trading at 420.15. The strike last trading price was 1, which was 0.95 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 0.05, 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 0.05, 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 28 Oct IGL was trading at 404.70. 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
