IGL
Indraprastha Gas Ltd
Historical option data for IGL
12 Dec 2024 10:11 AM IST
| IGL 26DEC2024 360 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 0.19
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 388.20 | 32.8 | -4.00 | 43.70 | 7 | 3 | 922 | |||
| 11 Dec | 392.80 | 36.8 | 5.60 | 46.87 | 99 | -10 | 919 | |||
| 10 Dec | 386.00 | 31.2 | 0.50 | 38.56 | 170 | -9 | 928 | |||
| 9 Dec | 385.55 | 30.7 | 1.90 | 35.35 | 694 | -50 | 938 | |||
| 6 Dec | 384.00 | 28.8 | -1.40 | 34.02 | 774 | -143 | 986 | |||
| 5 Dec | 383.45 | 30.2 | 17.45 | 39.83 | 5,999 | -344 | 1,171 | |||
| 4 Dec | 360.25 | 12.75 | -0.50 | 32.80 | 3,508 | 59 | 1,575 | |||
| 3 Dec | 361.25 | 13.25 | 7.00 | 33.64 | 9,960 | 447 | 1,527 | |||
| 2 Dec | 343.55 | 6.25 | 2.05 | 33.85 | 5,878 | 192 | 1,079 | |||
| 29 Nov | 327.05 | 4.2 | 1.50 | 36.94 | 1,894 | 202 | 884 | |||
| 28 Nov | 319.45 | 2.7 | -0.15 | 38.62 | 503 | 75 | 679 | |||
| 27 Nov | 319.50 | 2.85 | -0.30 | 38.53 | 304 | 50 | 605 | |||
| 26 Nov | 320.00 | 3.15 | -1.05 | 38.58 | 607 | 139 | 552 | |||
| 25 Nov | 324.15 | 4.2 | 0.60 | 38.77 | 9 | -18 | 415 | |||
| 22 Nov | 312.65 | 3.6 | -0.40 | 44.05 | 11 | -8 | 425 | |||
| 21 Nov | 311.40 | 4 | -0.15 | 43.50 | 13 | -10 | 436 | |||
| 20 Nov | 320.45 | 4.15 | 0.00 | 38.47 | 838 | -28 | 446 | |||
| 19 Nov | 320.45 | 4.15 | -2.90 | 38.47 | 838 | -28 | 446 | |||
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| 18 Nov | 325.05 | 7.05 | -188.55 | 42.40 | 1,067 | 472 | 472 | |||
| 14 Nov | 405.80 | 195.6 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 419.50 | 195.6 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 427.30 | 195.6 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 440.95 | 195.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 442.35 | 195.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 436.80 | 195.6 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 431.85 | 195.6 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 420.55 | 195.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 412.60 | 195.6 | 195.60 | - | 0 | 0 | 0 | |||
| 31 Oct | 420.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 420.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 404.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 433.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 443.15 | 0 | - | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 360 expiring on 26DEC2024
Delta for 360 CE is 0.83
Historical price for 360 CE is as follows
On 12 Dec IGL was trading at 388.20. The strike last trading price was 32.8, which was -4.00 lower than the previous day. The implied volatity was 43.70, the open interest changed by 3 which increased total open position to 922
On 11 Dec IGL was trading at 392.80. The strike last trading price was 36.8, which was 5.60 higher than the previous day. The implied volatity was 46.87, the open interest changed by -10 which decreased total open position to 919
On 10 Dec IGL was trading at 386.00. The strike last trading price was 31.2, which was 0.50 higher than the previous day. The implied volatity was 38.56, the open interest changed by -9 which decreased total open position to 928
On 9 Dec IGL was trading at 385.55. The strike last trading price was 30.7, which was 1.90 higher than the previous day. The implied volatity was 35.35, the open interest changed by -50 which decreased total open position to 938
On 6 Dec IGL was trading at 384.00. The strike last trading price was 28.8, which was -1.40 lower than the previous day. The implied volatity was 34.02, the open interest changed by -143 which decreased total open position to 986
On 5 Dec IGL was trading at 383.45. The strike last trading price was 30.2, which was 17.45 higher than the previous day. The implied volatity was 39.83, the open interest changed by -344 which decreased total open position to 1171
On 4 Dec IGL was trading at 360.25. The strike last trading price was 12.75, which was -0.50 lower than the previous day. The implied volatity was 32.80, the open interest changed by 59 which increased total open position to 1575
On 3 Dec IGL was trading at 361.25. The strike last trading price was 13.25, which was 7.00 higher than the previous day. The implied volatity was 33.64, the open interest changed by 447 which increased total open position to 1527
On 2 Dec IGL was trading at 343.55. The strike last trading price was 6.25, which was 2.05 higher than the previous day. The implied volatity was 33.85, the open interest changed by 192 which increased total open position to 1079
On 29 Nov IGL was trading at 327.05. The strike last trading price was 4.2, which was 1.50 higher than the previous day. The implied volatity was 36.94, the open interest changed by 202 which increased total open position to 884
On 28 Nov IGL was trading at 319.45. The strike last trading price was 2.7, which was -0.15 lower than the previous day. The implied volatity was 38.62, the open interest changed by 75 which increased total open position to 679
On 27 Nov IGL was trading at 319.50. The strike last trading price was 2.85, which was -0.30 lower than the previous day. The implied volatity was 38.53, the open interest changed by 50 which increased total open position to 605
On 26 Nov IGL was trading at 320.00. The strike last trading price was 3.15, which was -1.05 lower than the previous day. The implied volatity was 38.58, the open interest changed by 139 which increased total open position to 552
On 25 Nov IGL was trading at 324.15. The strike last trading price was 4.2, which was 0.60 higher than the previous day. The implied volatity was 38.77, the open interest changed by -18 which decreased total open position to 415
On 22 Nov IGL was trading at 312.65. The strike last trading price was 3.6, which was -0.40 lower than the previous day. The implied volatity was 44.05, the open interest changed by -8 which decreased total open position to 425
On 21 Nov IGL was trading at 311.40. The strike last trading price was 4, which was -0.15 lower than the previous day. The implied volatity was 43.50, the open interest changed by -10 which decreased total open position to 436
On 20 Nov IGL was trading at 320.45. The strike last trading price was 4.15, which was 0.00 lower than the previous day. The implied volatity was 38.47, the open interest changed by -28 which decreased total open position to 446
On 19 Nov IGL was trading at 320.45. The strike last trading price was 4.15, which was -2.90 lower than the previous day. The implied volatity was 38.47, the open interest changed by -28 which decreased total open position to 446
On 18 Nov IGL was trading at 325.05. The strike last trading price was 7.05, which was -188.55 lower than the previous day. The implied volatity was 42.40, the open interest changed by 472 which increased total open position to 472
On 14 Nov IGL was trading at 405.80. The strike last trading price was 195.6, 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 195.6, 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 195.6, 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 195.6, 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 195.6, 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 195.6, 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 195.6, 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 195.6, 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 195.6, which was 195.60 higher 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 0, 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 0, 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 0, 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 22 Oct IGL was trading at 433.05. The strike last trading price was 0, 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 21 Oct IGL was trading at 443.15. 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 26DEC2024 360 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0.17
Theta: -0.21
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 388.20 | 2.15 | 0.35 | 38.46 | 193 | -26 | 996 |
| 11 Dec | 392.80 | 1.8 | -1.05 | 38.25 | 1,343 | -80 | 1,024 |
| 10 Dec | 386.00 | 2.85 | -0.40 | 38.93 | 1,769 | 101 | 1,104 |
| 9 Dec | 385.55 | 3.25 | -1.10 | 39.60 | 1,296 | 66 | 1,005 |
| 6 Dec | 384.00 | 4.35 | -1.00 | 38.92 | 1,351 | 144 | 938 |
| 5 Dec | 383.45 | 5.35 | -6.20 | 41.33 | 4,730 | 94 | 799 |
| 4 Dec | 360.25 | 11.55 | -0.35 | 36.12 | 2,175 | 172 | 709 |
| 3 Dec | 361.25 | 11.9 | -9.30 | 36.19 | 2,284 | 282 | 539 |
| 2 Dec | 343.55 | 21.2 | -9.70 | 35.43 | 254 | 50 | 257 |
| 29 Nov | 327.05 | 30.9 | -9.15 | 34.51 | 130 | 60 | 206 |
| 28 Nov | 319.45 | 40.05 | -0.05 | 34.63 | 72 | 54 | 144 |
| 27 Nov | 319.50 | 40.1 | 0.30 | 34.96 | 33 | 23 | 90 |
| 26 Nov | 320.00 | 39.8 | -1.20 | 36.38 | 19 | 15 | 66 |
| 25 Nov | 324.15 | 41 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 312.65 | 41 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 311.40 | 41 | 0.00 | 0.00 | 0 | -1 | 0 |
| 20 Nov | 320.45 | 41 | 0.00 | 37.34 | 12 | -1 | 51 |
| 19 Nov | 320.45 | 41 | 2.20 | 37.34 | 12 | -1 | 51 |
| 18 Nov | 325.05 | 38.8 | 36.35 | 44.59 | 113 | 16 | 53 |
| 14 Nov | 405.80 | 2.45 | 0.65 | 33.27 | 26 | 4 | 37 |
| 13 Nov | 419.50 | 1.8 | 0.45 | 35.87 | 43 | 3 | 33 |
| 12 Nov | 427.30 | 1.35 | -0.15 | 35.53 | 7 | 0 | 28 |
| 11 Nov | 440.95 | 1.5 | -0.50 | 39.63 | 75 | -4 | 27 |
| 8 Nov | 442.35 | 2 | 0.10 | 42.07 | 30 | 2 | 31 |
| 7 Nov | 436.80 | 1.9 | -0.05 | 39.20 | 38 | -2 | 30 |
| 6 Nov | 431.85 | 1.95 | -2.05 | 37.58 | 170 | 6 | 32 |
| 5 Nov | 420.55 | 4 | -0.75 | 41.51 | 108 | 5 | 27 |
| 4 Nov | 412.60 | 4.75 | 0.75 | 39.94 | 39 | 10 | 23 |
| 31 Oct | 420.15 | 4 | 0.00 | - | 2 | 1 | 12 |
| 30 Oct | 420.90 | 4 | -4.50 | - | 4 | 2 | 11 |
| 28 Oct | 404.70 | 8.5 | 8.50 | - | 9 | 8 | 8 |
| 22 Oct | 433.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 443.15 | 0 | - | 0 | 0 | 0 | |
For Indraprastha Gas Ltd - strike price 360 expiring on 26DEC2024
Delta for 360 PE is -0.14
Historical price for 360 PE is as follows
On 12 Dec IGL was trading at 388.20. The strike last trading price was 2.15, which was 0.35 higher than the previous day. The implied volatity was 38.46, the open interest changed by -26 which decreased total open position to 996
On 11 Dec IGL was trading at 392.80. The strike last trading price was 1.8, which was -1.05 lower than the previous day. The implied volatity was 38.25, the open interest changed by -80 which decreased total open position to 1024
On 10 Dec IGL was trading at 386.00. The strike last trading price was 2.85, which was -0.40 lower than the previous day. The implied volatity was 38.93, the open interest changed by 101 which increased total open position to 1104
On 9 Dec IGL was trading at 385.55. The strike last trading price was 3.25, which was -1.10 lower than the previous day. The implied volatity was 39.60, the open interest changed by 66 which increased total open position to 1005
On 6 Dec IGL was trading at 384.00. The strike last trading price was 4.35, which was -1.00 lower than the previous day. The implied volatity was 38.92, the open interest changed by 144 which increased total open position to 938
On 5 Dec IGL was trading at 383.45. The strike last trading price was 5.35, which was -6.20 lower than the previous day. The implied volatity was 41.33, the open interest changed by 94 which increased total open position to 799
On 4 Dec IGL was trading at 360.25. The strike last trading price was 11.55, which was -0.35 lower than the previous day. The implied volatity was 36.12, the open interest changed by 172 which increased total open position to 709
On 3 Dec IGL was trading at 361.25. The strike last trading price was 11.9, which was -9.30 lower than the previous day. The implied volatity was 36.19, the open interest changed by 282 which increased total open position to 539
On 2 Dec IGL was trading at 343.55. The strike last trading price was 21.2, which was -9.70 lower than the previous day. The implied volatity was 35.43, the open interest changed by 50 which increased total open position to 257
On 29 Nov IGL was trading at 327.05. The strike last trading price was 30.9, which was -9.15 lower than the previous day. The implied volatity was 34.51, the open interest changed by 60 which increased total open position to 206
On 28 Nov IGL was trading at 319.45. The strike last trading price was 40.05, which was -0.05 lower than the previous day. The implied volatity was 34.63, the open interest changed by 54 which increased total open position to 144
On 27 Nov IGL was trading at 319.50. The strike last trading price was 40.1, which was 0.30 higher than the previous day. The implied volatity was 34.96, the open interest changed by 23 which increased total open position to 90
On 26 Nov IGL was trading at 320.00. The strike last trading price was 39.8, which was -1.20 lower than the previous day. The implied volatity was 36.38, the open interest changed by 15 which increased total open position to 66
On 25 Nov IGL was trading at 324.15. The strike last trading price was 41, 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 22 Nov IGL was trading at 312.65. The strike last trading price was 41, 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 21 Nov IGL was trading at 311.40. The strike last trading price was 41, 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 20 Nov IGL was trading at 320.45. The strike last trading price was 41, which was 0.00 lower than the previous day. The implied volatity was 37.34, the open interest changed by -1 which decreased total open position to 51
On 19 Nov IGL was trading at 320.45. The strike last trading price was 41, which was 2.20 higher than the previous day. The implied volatity was 37.34, the open interest changed by -1 which decreased total open position to 51
On 18 Nov IGL was trading at 325.05. The strike last trading price was 38.8, which was 36.35 higher than the previous day. The implied volatity was 44.59, the open interest changed by 16 which increased total open position to 53
On 14 Nov IGL was trading at 405.80. The strike last trading price was 2.45, which was 0.65 higher than the previous day. The implied volatity was 33.27, the open interest changed by 4 which increased total open position to 37
On 13 Nov IGL was trading at 419.50. The strike last trading price was 1.8, which was 0.45 higher than the previous day. The implied volatity was 35.87, the open interest changed by 3 which increased total open position to 33
On 12 Nov IGL was trading at 427.30. The strike last trading price was 1.35, which was -0.15 lower than the previous day. The implied volatity was 35.53, the open interest changed by 0 which decreased total open position to 28
On 11 Nov IGL was trading at 440.95. The strike last trading price was 1.5, which was -0.50 lower than the previous day. The implied volatity was 39.63, the open interest changed by -4 which decreased total open position to 27
On 8 Nov IGL was trading at 442.35. The strike last trading price was 2, which was 0.10 higher than the previous day. The implied volatity was 42.07, the open interest changed by 2 which increased total open position to 31
On 7 Nov IGL was trading at 436.80. The strike last trading price was 1.9, which was -0.05 lower than the previous day. The implied volatity was 39.20, the open interest changed by -2 which decreased total open position to 30
On 6 Nov IGL was trading at 431.85. The strike last trading price was 1.95, which was -2.05 lower than the previous day. The implied volatity was 37.58, the open interest changed by 6 which increased total open position to 32
On 5 Nov IGL was trading at 420.55. The strike last trading price was 4, which was -0.75 lower than the previous day. The implied volatity was 41.51, the open interest changed by 5 which increased total open position to 27
On 4 Nov IGL was trading at 412.60. The strike last trading price was 4.75, which was 0.75 higher than the previous day. The implied volatity was 39.94, the open interest changed by 10 which increased total open position to 23
On 31 Oct IGL was trading at 420.15. The strike last trading price was 4, 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 4, which was -4.50 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 8.5, which was 8.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct IGL was trading at 433.05. The strike last trading price was 0, 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 21 Oct IGL was trading at 443.15. 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
