IGL
Indraprastha Gas Ltd
Historical option data for IGL
27 Dec 2024 04:10 PM IST
| IGL 30JAN2025 350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.91
Vega: 0.19
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 390.10 | 45 | 3.10 | 29.93 | 36 | 13 | 39 | |||
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| 26 Dec | 390.50 | 41.9 | -6.60 | - | 19 | 13 | 24 | |||
| 24 Dec | 397.35 | 48.5 | 8.50 | - | 1 | 0 | 10 | |||
| 23 Dec | 390.10 | 40 | -9.00 | - | 4 | 0 | 8 | |||
| 20 Dec | 388.30 | 49 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 19 Dec | 389.85 | 49 | -6.35 | 44.14 | 7 | 3 | 8 | |||
| 18 Dec | 398.40 | 55.35 | 14.15 | - | 3 | 0 | 5 | |||
| 17 Dec | 381.35 | 41.2 | -12.70 | 31.77 | 2 | 0 | 5 | |||
| 16 Dec | 394.30 | 53.9 | 2.90 | 42.29 | 1 | 0 | 4 | |||
| 13 Dec | 392.20 | 51 | 8.00 | 35.00 | 3 | 0 | 7 | |||
| 12 Dec | 387.10 | 43 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 11 Dec | 392.80 | 43 | -5.00 | - | 3 | 1 | 6 | |||
| 10 Dec | 386.00 | 48 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 9 Dec | 385.55 | 48 | 6.40 | 38.10 | 1 | 0 | 4 | |||
| 6 Dec | 384.00 | 41.6 | -3.40 | 25.83 | 1 | 0 | 4 | |||
| 5 Dec | 383.45 | 45 | 20.00 | 35.47 | 4 | -2 | 4 | |||
| 4 Dec | 360.25 | 25 | -2.90 | 29.06 | 5 | 0 | 6 | |||
| 3 Dec | 361.25 | 27.9 | 10.40 | 34.22 | 6 | 3 | 5 | |||
| 2 Dec | 343.55 | 17.5 | 1.95 | 32.83 | 4 | 2 | 2 | |||
| 29 Nov | 327.05 | 15.55 | 2.88 | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 350 expiring on 30JAN2025
Delta for 350 CE is 0.91
Historical price for 350 CE is as follows
On 27 Dec IGL was trading at 390.10. The strike last trading price was 45, which was 3.10 higher than the previous day. The implied volatity was 29.93, the open interest changed by 13 which increased total open position to 39
On 26 Dec IGL was trading at 390.50. The strike last trading price was 41.9, which was -6.60 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 24
On 24 Dec IGL was trading at 397.35. The strike last trading price was 48.5, which was 8.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 23 Dec IGL was trading at 390.10. The strike last trading price was 40, which was -9.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 20 Dec IGL was trading at 388.30. The strike last trading price was 49, 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 19 Dec IGL was trading at 389.85. The strike last trading price was 49, which was -6.35 lower than the previous day. The implied volatity was 44.14, the open interest changed by 3 which increased total open position to 8
On 18 Dec IGL was trading at 398.40. The strike last trading price was 55.35, which was 14.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 17 Dec IGL was trading at 381.35. The strike last trading price was 41.2, which was -12.70 lower than the previous day. The implied volatity was 31.77, the open interest changed by 0 which decreased total open position to 5
On 16 Dec IGL was trading at 394.30. The strike last trading price was 53.9, which was 2.90 higher than the previous day. The implied volatity was 42.29, the open interest changed by 0 which decreased total open position to 4
On 13 Dec IGL was trading at 392.20. The strike last trading price was 51, which was 8.00 higher than the previous day. The implied volatity was 35.00, the open interest changed by 0 which decreased total open position to 7
On 12 Dec IGL was trading at 387.10. The strike last trading price was 43, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 11 Dec IGL was trading at 392.80. The strike last trading price was 43, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 10 Dec IGL was trading at 386.00. The strike last trading price was 48, 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 9 Dec IGL was trading at 385.55. The strike last trading price was 48, which was 6.40 higher than the previous day. The implied volatity was 38.10, the open interest changed by 0 which decreased total open position to 4
On 6 Dec IGL was trading at 384.00. The strike last trading price was 41.6, which was -3.40 lower than the previous day. The implied volatity was 25.83, the open interest changed by 0 which decreased total open position to 4
On 5 Dec IGL was trading at 383.45. The strike last trading price was 45, which was 20.00 higher than the previous day. The implied volatity was 35.47, the open interest changed by -2 which decreased total open position to 4
On 4 Dec IGL was trading at 360.25. The strike last trading price was 25, which was -2.90 lower than the previous day. The implied volatity was 29.06, the open interest changed by 0 which decreased total open position to 6
On 3 Dec IGL was trading at 361.25. The strike last trading price was 27.9, which was 10.40 higher than the previous day. The implied volatity was 34.22, the open interest changed by 3 which increased total open position to 5
On 2 Dec IGL was trading at 343.55. The strike last trading price was 17.5, which was 1.95 higher than the previous day. The implied volatity was 32.83, the open interest changed by 2 which increased total open position to 2
On 29 Nov IGL was trading at 327.05. The strike last trading price was 15.55, which was lower than the previous day. The implied volatity was 2.88, the open interest changed by 0 which decreased total open position to 0
| IGL 30JAN2025 350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 0.26
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 390.10 | 3.05 | -1.10 | 36.54 | 602 | 106 | 442 |
| 26 Dec | 390.50 | 4.15 | -1.65 | 40.49 | 492 | 96 | 336 |
| 24 Dec | 397.35 | 5.8 | -0.60 | 47.65 | 873 | 23 | 242 |
| 23 Dec | 390.10 | 6.4 | -1.50 | 45.68 | 381 | 57 | 219 |
| 20 Dec | 388.30 | 7.9 | 2.05 | 45.35 | 168 | 51 | 161 |
| 19 Dec | 389.85 | 5.85 | 2.20 | 40.96 | 89 | -5 | 106 |
| 18 Dec | 398.40 | 3.65 | -2.50 | 40.33 | 94 | 15 | 115 |
| 17 Dec | 381.35 | 6.15 | 1.30 | 38.43 | 68 | 39 | 100 |
| 16 Dec | 394.30 | 4.85 | -0.75 | 39.82 | 39 | 5 | 61 |
| 13 Dec | 392.20 | 5.6 | -0.20 | 40.19 | 24 | 4 | 56 |
| 12 Dec | 387.10 | 5.8 | 0.80 | 37.65 | 5 | 2 | 50 |
| 11 Dec | 392.80 | 5 | -0.95 | 37.56 | 13 | 5 | 49 |
| 10 Dec | 386.00 | 5.95 | -0.35 | 37.37 | 26 | 14 | 43 |
| 9 Dec | 385.55 | 6.3 | -0.80 | 37.85 | 41 | 9 | 28 |
| 6 Dec | 384.00 | 7.1 | -1.45 | 37.46 | 10 | -1 | 18 |
| 5 Dec | 383.45 | 8.55 | -3.95 | 40.22 | 35 | 9 | 20 |
| 4 Dec | 360.25 | 12.5 | -0.25 | 34.80 | 12 | 9 | 10 |
| 3 Dec | 361.25 | 12.75 | -29.00 | 34.91 | 1 | 0 | 0 |
| 2 Dec | 343.55 | 41.75 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 327.05 | 41.75 | - | 0 | 0 | 0 | |
For Indraprastha Gas Ltd - strike price 350 expiring on 30JAN2025
Delta for 350 PE is -0.13
Historical price for 350 PE is as follows
On 27 Dec IGL was trading at 390.10. The strike last trading price was 3.05, which was -1.10 lower than the previous day. The implied volatity was 36.54, the open interest changed by 106 which increased total open position to 442
On 26 Dec IGL was trading at 390.50. The strike last trading price was 4.15, which was -1.65 lower than the previous day. The implied volatity was 40.49, the open interest changed by 96 which increased total open position to 336
On 24 Dec IGL was trading at 397.35. The strike last trading price was 5.8, which was -0.60 lower than the previous day. The implied volatity was 47.65, the open interest changed by 23 which increased total open position to 242
On 23 Dec IGL was trading at 390.10. The strike last trading price was 6.4, which was -1.50 lower than the previous day. The implied volatity was 45.68, the open interest changed by 57 which increased total open position to 219
On 20 Dec IGL was trading at 388.30. The strike last trading price was 7.9, which was 2.05 higher than the previous day. The implied volatity was 45.35, the open interest changed by 51 which increased total open position to 161
On 19 Dec IGL was trading at 389.85. The strike last trading price was 5.85, which was 2.20 higher than the previous day. The implied volatity was 40.96, the open interest changed by -5 which decreased total open position to 106
On 18 Dec IGL was trading at 398.40. The strike last trading price was 3.65, which was -2.50 lower than the previous day. The implied volatity was 40.33, the open interest changed by 15 which increased total open position to 115
On 17 Dec IGL was trading at 381.35. The strike last trading price was 6.15, which was 1.30 higher than the previous day. The implied volatity was 38.43, the open interest changed by 39 which increased total open position to 100
On 16 Dec IGL was trading at 394.30. The strike last trading price was 4.85, which was -0.75 lower than the previous day. The implied volatity was 39.82, the open interest changed by 5 which increased total open position to 61
On 13 Dec IGL was trading at 392.20. The strike last trading price was 5.6, which was -0.20 lower than the previous day. The implied volatity was 40.19, the open interest changed by 4 which increased total open position to 56
On 12 Dec IGL was trading at 387.10. The strike last trading price was 5.8, which was 0.80 higher than the previous day. The implied volatity was 37.65, the open interest changed by 2 which increased total open position to 50
On 11 Dec IGL was trading at 392.80. The strike last trading price was 5, which was -0.95 lower than the previous day. The implied volatity was 37.56, the open interest changed by 5 which increased total open position to 49
On 10 Dec IGL was trading at 386.00. The strike last trading price was 5.95, which was -0.35 lower than the previous day. The implied volatity was 37.37, the open interest changed by 14 which increased total open position to 43
On 9 Dec IGL was trading at 385.55. The strike last trading price was 6.3, which was -0.80 lower than the previous day. The implied volatity was 37.85, the open interest changed by 9 which increased total open position to 28
On 6 Dec IGL was trading at 384.00. The strike last trading price was 7.1, which was -1.45 lower than the previous day. The implied volatity was 37.46, the open interest changed by -1 which decreased total open position to 18
On 5 Dec IGL was trading at 383.45. The strike last trading price was 8.55, which was -3.95 lower than the previous day. The implied volatity was 40.22, the open interest changed by 9 which increased total open position to 20
On 4 Dec IGL was trading at 360.25. The strike last trading price was 12.5, which was -0.25 lower than the previous day. The implied volatity was 34.80, the open interest changed by 9 which increased total open position to 10
On 3 Dec IGL was trading at 361.25. The strike last trading price was 12.75, which was -29.00 lower than the previous day. The implied volatity was 34.91, 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 41.75, 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 29 Nov IGL was trading at 327.05. The strike last trading price was 41.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
