IGL
Indraprastha Gas Ltd
Historical option data for IGL
27 Dec 2024 04:10 PM IST
| IGL 30JAN2025 360 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 0.30
Theta: -0.22
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 390.10 | 37.1 | 1.60 | 32.13 | 36 | 14 | 65 | |||
| 26 Dec | 390.50 | 35.5 | -0.50 | 22.41 | 94 | -14 | 51 | |||
| 24 Dec | 397.35 | 36 | 3.80 | - | 7 | 3 | 65 | |||
| 23 Dec | 390.10 | 32.2 | -8.00 | - | 36 | -11 | 61 | |||
| 20 Dec | 388.30 | 40.2 | -2.90 | 46.12 | 2 | 1 | 72 | |||
| 19 Dec | 389.85 | 43.1 | -3.35 | 47.07 | 1 | 0 | 71 | |||
| 18 Dec | 398.40 | 46.45 | 11.45 | 19.41 | 63 | 46 | 71 | |||
| 17 Dec | 381.35 | 35 | -14.00 | 35.21 | 8 | -1 | 24 | |||
| 16 Dec | 394.30 | 49 | 6.00 | 48.27 | 4 | -1 | 24 | |||
| 13 Dec | 392.20 | 43 | 4.90 | 34.67 | 2 | 0 | 24 | |||
| 12 Dec | 387.10 | 38.1 | -0.90 | 33.18 | 4 | 1 | 25 | |||
| 11 Dec | 392.80 | 39 | 0.95 | 23.76 | 3 | -2 | 25 | |||
| 10 Dec | 386.00 | 38.05 | -0.75 | 32.16 | 5 | 0 | 28 | |||
| 9 Dec | 385.55 | 38.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 384.00 | 38.8 | 2.80 | 37.05 | 6 | 0 | 28 | |||
| 5 Dec | 383.45 | 36 | 15.25 | 31.56 | 45 | -3 | 28 | |||
| 4 Dec | 360.25 | 20.75 | -0.75 | 31.46 | 15 | 9 | 31 | |||
| 3 Dec | 361.25 | 21.5 | 7.70 | 32.64 | 22 | 1 | 23 | |||
| 2 Dec | 343.55 | 13.8 | 2.00 | 33.64 | 19 | 3 | 22 | |||
| 29 Nov | 327.05 | 11.8 | 3.75 | 38.65 | 18 | 6 | 18 | |||
| 28 Nov | 319.45 | 8.05 | 0.05 | 37.74 | 6 | 0 | 11 | |||
| 27 Nov | 319.50 | 8 | -1.25 | 36.66 | 1 | 0 | 10 | |||
| 26 Nov | 320.00 | 9.25 | -0.75 | 39.15 | 8 | 2 | 10 | |||
| 25 Nov | 324.15 | 10 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 312.65 | 10 | 0.00 | 0.00 | 0 | 0 | 8 | |||
| 21 Nov | 311.40 | 10 | 0.00 | 0.00 | 0 | 0 | 8 | |||
| 20 Nov | 320.45 | 10 | 0.00 | 38.80 | 9 | 8 | 7 | |||
| 19 Nov | 320.45 | 10 | 10.00 | 38.80 | 9 | 7 | 7 | |||
| 14 Nov | 405.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 419.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 427.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 440.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 442.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 436.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 431.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 420.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 412.60 | 0 | - | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 360 expiring on 30JAN2025
Delta for 360 CE is 0.83
Historical price for 360 CE is as follows
On 27 Dec IGL was trading at 390.10. The strike last trading price was 37.1, which was 1.60 higher than the previous day. The implied volatity was 32.13, the open interest changed by 14 which increased total open position to 65
On 26 Dec IGL was trading at 390.50. The strike last trading price was 35.5, which was -0.50 lower than the previous day. The implied volatity was 22.41, the open interest changed by -14 which decreased total open position to 51
On 24 Dec IGL was trading at 397.35. The strike last trading price was 36, which was 3.80 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 65
On 23 Dec IGL was trading at 390.10. The strike last trading price was 32.2, which was -8.00 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 61
On 20 Dec IGL was trading at 388.30. The strike last trading price was 40.2, which was -2.90 lower than the previous day. The implied volatity was 46.12, the open interest changed by 1 which increased total open position to 72
On 19 Dec IGL was trading at 389.85. The strike last trading price was 43.1, which was -3.35 lower than the previous day. The implied volatity was 47.07, the open interest changed by 0 which decreased total open position to 71
On 18 Dec IGL was trading at 398.40. The strike last trading price was 46.45, which was 11.45 higher than the previous day. The implied volatity was 19.41, the open interest changed by 46 which increased total open position to 71
On 17 Dec IGL was trading at 381.35. The strike last trading price was 35, which was -14.00 lower than the previous day. The implied volatity was 35.21, the open interest changed by -1 which decreased total open position to 24
On 16 Dec IGL was trading at 394.30. The strike last trading price was 49, which was 6.00 higher than the previous day. The implied volatity was 48.27, the open interest changed by -1 which decreased total open position to 24
On 13 Dec IGL was trading at 392.20. The strike last trading price was 43, which was 4.90 higher than the previous day. The implied volatity was 34.67, the open interest changed by 0 which decreased total open position to 24
On 12 Dec IGL was trading at 387.10. The strike last trading price was 38.1, which was -0.90 lower than the previous day. The implied volatity was 33.18, the open interest changed by 1 which increased total open position to 25
On 11 Dec IGL was trading at 392.80. The strike last trading price was 39, which was 0.95 higher than the previous day. The implied volatity was 23.76, the open interest changed by -2 which decreased total open position to 25
On 10 Dec IGL was trading at 386.00. The strike last trading price was 38.05, which was -0.75 lower than the previous day. The implied volatity was 32.16, the open interest changed by 0 which decreased total open position to 28
On 9 Dec IGL was trading at 385.55. The strike last trading price was 38.8, 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 Dec IGL was trading at 384.00. The strike last trading price was 38.8, which was 2.80 higher than the previous day. The implied volatity was 37.05, the open interest changed by 0 which decreased total open position to 28
On 5 Dec IGL was trading at 383.45. The strike last trading price was 36, which was 15.25 higher than the previous day. The implied volatity was 31.56, the open interest changed by -3 which decreased total open position to 28
On 4 Dec IGL was trading at 360.25. The strike last trading price was 20.75, which was -0.75 lower than the previous day. The implied volatity was 31.46, the open interest changed by 9 which increased total open position to 31
On 3 Dec IGL was trading at 361.25. The strike last trading price was 21.5, which was 7.70 higher than the previous day. The implied volatity was 32.64, the open interest changed by 1 which increased total open position to 23
On 2 Dec IGL was trading at 343.55. The strike last trading price was 13.8, which was 2.00 higher than the previous day. The implied volatity was 33.64, the open interest changed by 3 which increased total open position to 22
On 29 Nov IGL was trading at 327.05. The strike last trading price was 11.8, which was 3.75 higher than the previous day. The implied volatity was 38.65, the open interest changed by 6 which increased total open position to 18
On 28 Nov IGL was trading at 319.45. The strike last trading price was 8.05, which was 0.05 higher than the previous day. The implied volatity was 37.74, the open interest changed by 0 which decreased total open position to 11
On 27 Nov IGL was trading at 319.50. The strike last trading price was 8, which was -1.25 lower than the previous day. The implied volatity was 36.66, the open interest changed by 0 which decreased total open position to 10
On 26 Nov IGL was trading at 320.00. The strike last trading price was 9.25, which was -0.75 lower than the previous day. The implied volatity was 39.15, the open interest changed by 2 which increased total open position to 10
On 25 Nov IGL was trading at 324.15. The strike last trading price was 10, 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 10, 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 8
On 21 Nov IGL was trading at 311.40. The strike last trading price was 10, 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 8
On 20 Nov IGL was trading at 320.45. The strike last trading price was 10, which was 0.00 lower than the previous day. The implied volatity was 38.80, the open interest changed by 8 which increased total open position to 7
On 19 Nov IGL was trading at 320.45. The strike last trading price was 10, which was 10.00 higher than the previous day. The implied volatity was 38.80, the open interest changed by 7 which increased total open position to 7
On 14 Nov IGL was trading at 405.80. 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 0 which decreased total open position to 0
On 13 Nov IGL was trading at 419.50. 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 0 which decreased total open position to 0
On 12 Nov IGL was trading at 427.30. 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 0 which decreased total open position to 0
On 11 Nov IGL was trading at 440.95. 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 0 which decreased total open position to 0
On 8 Nov IGL was trading at 442.35. 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 0 which decreased total open position to 0
On 7 Nov IGL was trading at 436.80. 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 0 which decreased total open position to 0
On 6 Nov IGL was trading at 431.85. 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 0 which decreased total open position to 0
On 5 Nov IGL was trading at 420.55. 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 0 which decreased total open position to 0
On 4 Nov IGL was trading at 412.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| IGL 30JAN2025 360 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.19
Vega: 0.32
Theta: -0.15
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 390.10 | 4.75 | -0.95 | 35.94 | 465 | 36 | 368 |
| 26 Dec | 390.50 | 5.7 | -2.20 | 38.76 | 644 | 79 | 331 |
| 24 Dec | 397.35 | 7.9 | -1.10 | 46.97 | 640 | 38 | 254 |
| 23 Dec | 390.10 | 9 | -2.00 | 45.71 | 308 | 51 | 216 |
| 20 Dec | 388.30 | 11 | 2.95 | 45.71 | 93 | 31 | 165 |
| 19 Dec | 389.85 | 8.05 | 2.35 | 40.13 | 114 | 7 | 135 |
| 18 Dec | 398.40 | 5.7 | -3.00 | 41.07 | 90 | 21 | 127 |
| 17 Dec | 381.35 | 8.7 | 1.50 | 38.03 | 63 | 15 | 99 |
| 16 Dec | 394.30 | 7.2 | -0.50 | 40.19 | 21 | 8 | 84 |
| 13 Dec | 392.20 | 7.7 | -0.30 | 39.57 | 27 | 11 | 76 |
| 12 Dec | 387.10 | 8 | 1.05 | 36.88 | 34 | 7 | 61 |
| 11 Dec | 392.80 | 6.95 | -1.85 | 36.83 | 28 | -2 | 55 |
| 10 Dec | 386.00 | 8.8 | -0.25 | 38.01 | 44 | 24 | 51 |
| 9 Dec | 385.55 | 9.05 | -0.90 | 38.13 | 21 | 4 | 25 |
| 6 Dec | 384.00 | 9.95 | -1.75 | 37.61 | 29 | 7 | 13 |
| 5 Dec | 383.45 | 11.7 | 4.10 | 40.46 | 8 | 6 | 6 |
| 4 Dec | 360.25 | 7.6 | 0.00 | 1.40 | 0 | 0 | 0 |
| 3 Dec | 361.25 | 7.6 | 0.00 | 1.36 | 0 | 0 | 0 |
| 2 Dec | 343.55 | 7.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 327.05 | 7.6 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 319.45 | 7.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 319.50 | 7.6 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 320.00 | 7.6 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 324.15 | 7.6 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 312.65 | 7.6 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 311.40 | 7.6 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 320.45 | 7.6 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 320.45 | 7.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 405.80 | 7.6 | 0.00 | 8.81 | 0 | 0 | 0 |
| 13 Nov | 419.50 | 7.6 | 0.00 | 10.65 | 0 | 0 | 0 |
| 12 Nov | 427.30 | 7.6 | 0.00 | 11.19 | 0 | 0 | 0 |
| 11 Nov | 440.95 | 7.6 | 0.00 | 12.49 | 0 | 0 | 0 |
| 8 Nov | 442.35 | 7.6 | 0.00 | 12.41 | 0 | 0 | 0 |
| 7 Nov | 436.80 | 7.6 | 7.60 | 11.77 | 0 | 0 | 0 |
| 6 Nov | 431.85 | 0 | 0.00 | 11.48 | 0 | 0 | 0 |
| 5 Nov | 420.55 | 0 | 0.00 | 9.98 | 0 | 0 | 0 |
| 4 Nov | 412.60 | 0 | 9.16 | 0 | 0 | 0 | |
For Indraprastha Gas Ltd - strike price 360 expiring on 30JAN2025
Delta for 360 PE is -0.19
Historical price for 360 PE is as follows
On 27 Dec IGL was trading at 390.10. The strike last trading price was 4.75, which was -0.95 lower than the previous day. The implied volatity was 35.94, the open interest changed by 36 which increased total open position to 368
On 26 Dec IGL was trading at 390.50. The strike last trading price was 5.7, which was -2.20 lower than the previous day. The implied volatity was 38.76, the open interest changed by 79 which increased total open position to 331
On 24 Dec IGL was trading at 397.35. The strike last trading price was 7.9, which was -1.10 lower than the previous day. The implied volatity was 46.97, the open interest changed by 38 which increased total open position to 254
On 23 Dec IGL was trading at 390.10. The strike last trading price was 9, which was -2.00 lower than the previous day. The implied volatity was 45.71, the open interest changed by 51 which increased total open position to 216
On 20 Dec IGL was trading at 388.30. The strike last trading price was 11, which was 2.95 higher than the previous day. The implied volatity was 45.71, the open interest changed by 31 which increased total open position to 165
On 19 Dec IGL was trading at 389.85. The strike last trading price was 8.05, which was 2.35 higher than the previous day. The implied volatity was 40.13, the open interest changed by 7 which increased total open position to 135
On 18 Dec IGL was trading at 398.40. The strike last trading price was 5.7, which was -3.00 lower than the previous day. The implied volatity was 41.07, the open interest changed by 21 which increased total open position to 127
On 17 Dec IGL was trading at 381.35. The strike last trading price was 8.7, which was 1.50 higher than the previous day. The implied volatity was 38.03, the open interest changed by 15 which increased total open position to 99
On 16 Dec IGL was trading at 394.30. The strike last trading price was 7.2, which was -0.50 lower than the previous day. The implied volatity was 40.19, the open interest changed by 8 which increased total open position to 84
On 13 Dec IGL was trading at 392.20. The strike last trading price was 7.7, which was -0.30 lower than the previous day. The implied volatity was 39.57, the open interest changed by 11 which increased total open position to 76
On 12 Dec IGL was trading at 387.10. The strike last trading price was 8, which was 1.05 higher than the previous day. The implied volatity was 36.88, the open interest changed by 7 which increased total open position to 61
On 11 Dec IGL was trading at 392.80. The strike last trading price was 6.95, which was -1.85 lower than the previous day. The implied volatity was 36.83, the open interest changed by -2 which decreased total open position to 55
On 10 Dec IGL was trading at 386.00. The strike last trading price was 8.8, which was -0.25 lower than the previous day. The implied volatity was 38.01, the open interest changed by 24 which increased total open position to 51
On 9 Dec IGL was trading at 385.55. The strike last trading price was 9.05, which was -0.90 lower than the previous day. The implied volatity was 38.13, the open interest changed by 4 which increased total open position to 25
On 6 Dec IGL was trading at 384.00. The strike last trading price was 9.95, which was -1.75 lower than the previous day. The implied volatity was 37.61, the open interest changed by 7 which increased total open position to 13
On 5 Dec IGL was trading at 383.45. The strike last trading price was 11.7, which was 4.10 higher than the previous day. The implied volatity was 40.46, the open interest changed by 6 which increased total open position to 6
On 4 Dec IGL was trading at 360.25. The strike last trading price was 7.6, which was 0.00 lower than the previous day. The implied volatity was 1.40, the open interest changed by 0 which decreased total open position to 0
On 3 Dec IGL was trading at 361.25. The strike last trading price was 7.6, which was 0.00 lower than the previous day. The implied volatity was 1.36, 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 7.6, 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 29 Nov IGL was trading at 327.05. The strike last trading price was 7.6, 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 28 Nov IGL was trading at 319.45. The strike last trading price was 7.6, 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 27 Nov IGL was trading at 319.50. The strike last trading price was 7.6, 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 26 Nov IGL was trading at 320.00. The strike last trading price was 7.6, 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 25 Nov IGL was trading at 324.15. The strike last trading price was 7.6, 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 22 Nov IGL was trading at 312.65. The strike last trading price was 7.6, 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 21 Nov IGL was trading at 311.40. The strike last trading price was 7.6, 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 20 Nov IGL was trading at 320.45. The strike last trading price was 7.6, 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 19 Nov IGL was trading at 320.45. The strike last trading price was 7.6, 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 14 Nov IGL was trading at 405.80. The strike last trading price was 7.6, which was 0.00 lower than the previous day. The implied volatity was 8.81, 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 7.6, which was 0.00 lower than the previous day. The implied volatity was 10.65, 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 7.6, which was 0.00 lower than the previous day. The implied volatity was 11.19, 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 7.6, which was 0.00 lower than the previous day. The implied volatity was 12.49, 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 7.6, which was 0.00 lower than the previous day. The implied volatity was 12.41, 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 7.6, which was 7.60 higher than the previous day. The implied volatity was 11.77, 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 0, which was 0.00 lower than the previous day. The implied volatity was 11.48, 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 0, which was 0.00 lower than the previous day. The implied volatity was 9.98, 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 0, which was lower than the previous day. The implied volatity was 9.16, the open interest changed by 0 which decreased total open position to 0
