IGL
Indraprastha Gas Ltd
Historical option data for IGL
21 Nov 2024 04:10 PM IST
| IGL 28NOV2024 360 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.03
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 311.40 | 0.25 | -0.45 | 51.55 | 394 | -391 | 2,105 | |||
| 20 Nov | 320.45 | 0.7 | 0.00 | 48.84 | 5,111 | -13 | 2,499 | |||
| 19 Nov | 320.45 | 0.7 | -1.55 | 48.84 | 5,111 | -10 | 2,499 | |||
| 18 Nov | 325.05 | 2.25 | -46.70 | 55.36 | 12,096 | 2,506 | 2,509 | |||
| 14 Nov | 405.80 | 48.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 419.50 | 48.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 427.30 | 48.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 440.95 | 48.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 442.35 | 48.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 436.80 | 48.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 431.85 | 48.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 420.55 | 48.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 412.60 | 48.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 421.70 | 48.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 31 Oct | 420.15 | 48.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 420.90 | 48.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 417.20 | 48.95 | 0.00 | - | 0 | 3 | 0 | |||
| 28 Oct | 404.70 | 48.95 | -141.15 | - | 5 | 3 | 3 | |||
| 25 Oct | 413.55 | 190.1 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 428.35 | 190.1 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 433.15 | 190.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 433.05 | 190.1 | - | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 360 expiring on 28NOV2024
Delta for 360 CE is 0.03
Historical price for 360 CE is as follows
On 21 Nov IGL was trading at 311.40. The strike last trading price was 0.25, which was -0.45 lower than the previous day. The implied volatity was 51.55, the open interest changed by -391 which decreased total open position to 2105
On 20 Nov IGL was trading at 320.45. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 48.84, the open interest changed by -13 which decreased total open position to 2499
On 19 Nov IGL was trading at 320.45. The strike last trading price was 0.7, which was -1.55 lower than the previous day. The implied volatity was 48.84, the open interest changed by -10 which decreased total open position to 2499
On 18 Nov IGL was trading at 325.05. The strike last trading price was 2.25, which was -46.70 lower than the previous day. The implied volatity was 55.36, the open interest changed by 2506 which increased total open position to 2509
On 14 Nov IGL was trading at 405.80. The strike last trading price was 48.95, 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 48.95, 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 48.95, 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 48.95, 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 48.95, 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 48.95, 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 48.95, 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 48.95, 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 48.95, 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 1 Nov IGL was trading at 421.70. The strike last trading price was 48.95, 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 31 Oct IGL was trading at 420.15. The strike last trading price was 48.95, 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 48.95, 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 48.95, 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 48.95, which was -141.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct IGL was trading at 413.55. The strike last trading price was 190.1, 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 24 Oct IGL was trading at 428.35. The strike last trading price was 190.1, 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 23 Oct IGL was trading at 433.15. The strike last trading price was 190.1, 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 190.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IGL 28NOV2024 360 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 0.06
Theta: -0.21
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 311.40 | 47 | 5.65 | 67.46 | 56 | -55 | 288 |
| 20 Nov | 320.45 | 41.35 | 0.00 | 58.16 | 275 | -39 | 350 |
| 19 Nov | 320.45 | 41.35 | 5.80 | 58.16 | 275 | -32 | 350 |
| 18 Nov | 325.05 | 35.55 | 34.70 | 51.95 | 3,743 | 67 | 383 |
| 14 Nov | 405.80 | 0.85 | 0.30 | 42.08 | 442 | 131 | 325 |
| 13 Nov | 419.50 | 0.55 | 0.20 | 45.42 | 60 | -4 | 188 |
| 12 Nov | 427.30 | 0.35 | 0.05 | 44.04 | 5 | 0 | 192 |
| 11 Nov | 440.95 | 0.3 | 0.00 | 46.50 | 26 | -22 | 193 |
| 8 Nov | 442.35 | 0.3 | -0.15 | 44.43 | 45 | -14 | 215 |
| 7 Nov | 436.80 | 0.45 | -0.10 | 43.66 | 176 | 51 | 236 |
| 6 Nov | 431.85 | 0.55 | -0.50 | 42.15 | 91 | -21 | 187 |
| 5 Nov | 420.55 | 1.05 | -0.60 | 42.19 | 92 | -5 | 218 |
| 4 Nov | 412.60 | 1.65 | 0.25 | 41.42 | 141 | 28 | 221 |
| 1 Nov | 421.70 | 1.4 | -0.10 | 41.60 | 11 | 3 | 192 |
| 31 Oct | 420.15 | 1.5 | -0.65 | - | 121 | 2 | 189 |
| 30 Oct | 420.90 | 2.15 | -0.35 | - | 102 | 11 | 186 |
| 29 Oct | 417.20 | 2.5 | -3.00 | - | 452 | -55 | 165 |
| 28 Oct | 404.70 | 5.5 | 1.75 | - | 461 | 156 | 219 |
| 25 Oct | 413.55 | 3.75 | 1.75 | - | 184 | 6 | 63 |
| 24 Oct | 428.35 | 2 | 0.35 | - | 83 | 37 | 60 |
| 23 Oct | 433.15 | 1.65 | 0.30 | - | 48 | 11 | 22 |
| 22 Oct | 433.05 | 1.35 | - | 81 | 40 | 40 | |
For Indraprastha Gas Ltd - strike price 360 expiring on 28NOV2024
Delta for 360 PE is -0.92
Historical price for 360 PE is as follows
On 21 Nov IGL was trading at 311.40. The strike last trading price was 47, which was 5.65 higher than the previous day. The implied volatity was 67.46, the open interest changed by -55 which decreased total open position to 288
On 20 Nov IGL was trading at 320.45. The strike last trading price was 41.35, which was 0.00 lower than the previous day. The implied volatity was 58.16, the open interest changed by -39 which decreased total open position to 350
On 19 Nov IGL was trading at 320.45. The strike last trading price was 41.35, which was 5.80 higher than the previous day. The implied volatity was 58.16, the open interest changed by -32 which decreased total open position to 350
On 18 Nov IGL was trading at 325.05. The strike last trading price was 35.55, which was 34.70 higher than the previous day. The implied volatity was 51.95, the open interest changed by 67 which increased total open position to 383
On 14 Nov IGL was trading at 405.80. The strike last trading price was 0.85, which was 0.30 higher than the previous day. The implied volatity was 42.08, the open interest changed by 131 which increased total open position to 325
On 13 Nov IGL was trading at 419.50. The strike last trading price was 0.55, which was 0.20 higher than the previous day. The implied volatity was 45.42, the open interest changed by -4 which decreased total open position to 188
On 12 Nov IGL was trading at 427.30. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 44.04, the open interest changed by 0 which decreased total open position to 192
On 11 Nov IGL was trading at 440.95. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 46.50, the open interest changed by -22 which decreased total open position to 193
On 8 Nov IGL was trading at 442.35. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 44.43, the open interest changed by -14 which decreased total open position to 215
On 7 Nov IGL was trading at 436.80. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 43.66, the open interest changed by 51 which increased total open position to 236
On 6 Nov IGL was trading at 431.85. The strike last trading price was 0.55, which was -0.50 lower than the previous day. The implied volatity was 42.15, the open interest changed by -21 which decreased total open position to 187
On 5 Nov IGL was trading at 420.55. The strike last trading price was 1.05, which was -0.60 lower than the previous day. The implied volatity was 42.19, the open interest changed by -5 which decreased total open position to 218
On 4 Nov IGL was trading at 412.60. The strike last trading price was 1.65, which was 0.25 higher than the previous day. The implied volatity was 41.42, the open interest changed by 28 which increased total open position to 221
On 1 Nov IGL was trading at 421.70. The strike last trading price was 1.4, which was -0.10 lower than the previous day. The implied volatity was 41.60, the open interest changed by 3 which increased total open position to 192
On 31 Oct IGL was trading at 420.15. The strike last trading price was 1.5, which was -0.65 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 2.15, which was -0.35 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 2.5, which was -3.00 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 5.5, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct IGL was trading at 413.55. The strike last trading price was 3.75, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct IGL was trading at 428.35. The strike last trading price was 2, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct IGL was trading at 433.15. The strike last trading price was 1.65, which was 0.30 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 1.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
