IGL
Indraprastha Gas Ltd
Historical option data for IGL
12 Dec 2024 10:11 AM IST
| IGL 26DEC2024 370 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 0.23
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 388.20 | 23.55 | -4.10 | 36.83 | 32 | -3 | 782 | |||
| 11 Dec | 392.80 | 27.65 | 4.40 | 40.79 | 615 | -93 | 796 | |||
| 10 Dec | 386.00 | 23.25 | 0.15 | 37.38 | 1,015 | 32 | 886 | |||
| 9 Dec | 385.55 | 23.1 | 1.85 | 35.99 | 695 | -128 | 854 | |||
| 6 Dec | 384.00 | 21.25 | -1.60 | 33.50 | 832 | -77 | 987 | |||
| 5 Dec | 383.45 | 22.85 | 14.45 | 38.59 | 12,310 | -356 | 1,187 | |||
| 4 Dec | 360.25 | 8.4 | -0.60 | 33.12 | 3,646 | 189 | 1,600 | |||
| 3 Dec | 361.25 | 9 | 5.00 | 34.22 | 8,389 | 738 | 1,409 | |||
| 2 Dec | 343.55 | 4 | 1.20 | 34.72 | 2,815 | 15 | 669 | |||
| 29 Nov | 327.05 | 2.8 | 0.90 | 38.01 | 1,259 | 242 | 663 | |||
| 28 Nov | 319.45 | 1.9 | -0.10 | 40.29 | 277 | 22 | 422 | |||
| 27 Nov | 319.50 | 2 | -0.20 | 40.07 | 130 | 11 | 396 | |||
| 26 Nov | 320.00 | 2.2 | -0.40 | 39.92 | 419 | 106 | 383 | |||
| 25 Nov | 324.15 | 2.6 | 0.30 | 38.65 | 9 | -12 | 278 | |||
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| 22 Nov | 312.65 | 2.3 | 0.30 | 42.95 | 4 | -2 | 288 | |||
| 21 Nov | 311.40 | 2 | -0.90 | 40.24 | 7 | -6 | 291 | |||
| 20 Nov | 320.45 | 2.9 | 0.00 | 39.15 | 487 | 129 | 299 | |||
| 19 Nov | 320.45 | 2.9 | -2.20 | 39.15 | 487 | 131 | 299 | |||
| 18 Nov | 325.05 | 5.1 | -55.05 | 42.68 | 569 | 168 | 168 | |||
| 14 Nov | 405.80 | 60.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 419.50 | 60.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 427.30 | 60.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 440.95 | 60.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 442.35 | 60.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 436.80 | 60.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 431.85 | 60.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 420.55 | 60.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 412.60 | 60.15 | - | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 370 expiring on 26DEC2024
Delta for 370 CE is 0.77
Historical price for 370 CE is as follows
On 12 Dec IGL was trading at 388.20. The strike last trading price was 23.55, which was -4.10 lower than the previous day. The implied volatity was 36.83, the open interest changed by -3 which decreased total open position to 782
On 11 Dec IGL was trading at 392.80. The strike last trading price was 27.65, which was 4.40 higher than the previous day. The implied volatity was 40.79, the open interest changed by -93 which decreased total open position to 796
On 10 Dec IGL was trading at 386.00. The strike last trading price was 23.25, which was 0.15 higher than the previous day. The implied volatity was 37.38, the open interest changed by 32 which increased total open position to 886
On 9 Dec IGL was trading at 385.55. The strike last trading price was 23.1, which was 1.85 higher than the previous day. The implied volatity was 35.99, the open interest changed by -128 which decreased total open position to 854
On 6 Dec IGL was trading at 384.00. The strike last trading price was 21.25, which was -1.60 lower than the previous day. The implied volatity was 33.50, the open interest changed by -77 which decreased total open position to 987
On 5 Dec IGL was trading at 383.45. The strike last trading price was 22.85, which was 14.45 higher than the previous day. The implied volatity was 38.59, the open interest changed by -356 which decreased total open position to 1187
On 4 Dec IGL was trading at 360.25. The strike last trading price was 8.4, which was -0.60 lower than the previous day. The implied volatity was 33.12, the open interest changed by 189 which increased total open position to 1600
On 3 Dec IGL was trading at 361.25. The strike last trading price was 9, which was 5.00 higher than the previous day. The implied volatity was 34.22, the open interest changed by 738 which increased total open position to 1409
On 2 Dec IGL was trading at 343.55. The strike last trading price was 4, which was 1.20 higher than the previous day. The implied volatity was 34.72, the open interest changed by 15 which increased total open position to 669
On 29 Nov IGL was trading at 327.05. The strike last trading price was 2.8, which was 0.90 higher than the previous day. The implied volatity was 38.01, the open interest changed by 242 which increased total open position to 663
On 28 Nov IGL was trading at 319.45. The strike last trading price was 1.9, which was -0.10 lower than the previous day. The implied volatity was 40.29, the open interest changed by 22 which increased total open position to 422
On 27 Nov IGL was trading at 319.50. The strike last trading price was 2, which was -0.20 lower than the previous day. The implied volatity was 40.07, the open interest changed by 11 which increased total open position to 396
On 26 Nov IGL was trading at 320.00. The strike last trading price was 2.2, which was -0.40 lower than the previous day. The implied volatity was 39.92, the open interest changed by 106 which increased total open position to 383
On 25 Nov IGL was trading at 324.15. The strike last trading price was 2.6, which was 0.30 higher than the previous day. The implied volatity was 38.65, the open interest changed by -12 which decreased total open position to 278
On 22 Nov IGL was trading at 312.65. The strike last trading price was 2.3, which was 0.30 higher than the previous day. The implied volatity was 42.95, the open interest changed by -2 which decreased total open position to 288
On 21 Nov IGL was trading at 311.40. The strike last trading price was 2, which was -0.90 lower than the previous day. The implied volatity was 40.24, the open interest changed by -6 which decreased total open position to 291
On 20 Nov IGL was trading at 320.45. The strike last trading price was 2.9, which was 0.00 lower than the previous day. The implied volatity was 39.15, the open interest changed by 129 which increased total open position to 299
On 19 Nov IGL was trading at 320.45. The strike last trading price was 2.9, which was -2.20 lower than the previous day. The implied volatity was 39.15, the open interest changed by 131 which increased total open position to 299
On 18 Nov IGL was trading at 325.05. The strike last trading price was 5.1, which was -55.05 lower than the previous day. The implied volatity was 42.68, the open interest changed by 168 which increased total open position to 168
On 14 Nov IGL was trading at 405.80. The strike last trading price was 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 26DEC2024 370 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.22
Vega: 0.23
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 388.20 | 3.5 | 0.40 | 35.46 | 295 | -9 | 850 |
| 11 Dec | 392.80 | 3.1 | -1.75 | 36.18 | 1,519 | -150 | 867 |
| 10 Dec | 386.00 | 4.85 | -0.40 | 37.65 | 1,514 | 204 | 1,021 |
| 9 Dec | 385.55 | 5.25 | -1.55 | 37.92 | 1,396 | 76 | 818 |
| 6 Dec | 384.00 | 6.8 | -1.10 | 37.62 | 1,340 | 132 | 744 |
| 5 Dec | 383.45 | 7.9 | -9.50 | 39.74 | 4,206 | 310 | 608 |
| 4 Dec | 360.25 | 17.4 | -0.25 | 37.23 | 679 | 50 | 295 |
| 3 Dec | 361.25 | 17.65 | -11.25 | 36.97 | 728 | 200 | 246 |
| 2 Dec | 343.55 | 28.9 | -10.90 | 36.64 | 99 | 29 | 47 |
| 29 Nov | 327.05 | 39.8 | -10.20 | 36.75 | 5 | 1 | 19 |
| 28 Nov | 319.45 | 50 | -0.10 | 40.45 | 17 | -4 | 13 |
| 27 Nov | 319.50 | 50.1 | 0.85 | 41.05 | 2 | 0 | 17 |
| 26 Nov | 320.00 | 49.25 | -1.75 | 39.81 | 4 | 2 | 15 |
| 25 Nov | 324.15 | 51 | 0.00 | 0.00 | 0 | 0 | 13 |
| 22 Nov | 312.65 | 51 | 0.00 | 0.00 | 0 | 0 | 13 |
| 21 Nov | 311.40 | 51 | 0.00 | 0.00 | 7 | 0 | 13 |
| 20 Nov | 320.45 | 51 | 0.00 | 43.28 | 7 | 2 | 12 |
| 19 Nov | 320.45 | 51 | 4.05 | 43.28 | 7 | 1 | 12 |
| 18 Nov | 325.05 | 46.95 | 44.90 | 45.35 | 4 | 2 | 10 |
| 14 Nov | 405.80 | 2.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 419.50 | 2.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 427.30 | 2.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 440.95 | 2.05 | 0.00 | 0.00 | 0 | -3 | 0 |
| 8 Nov | 442.35 | 2.05 | -3.45 | 38.19 | 3 | -1 | 10 |
| 7 Nov | 436.80 | 5.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 431.85 | 5.5 | 0.00 | 0.00 | 0 | 10 | 0 |
| 5 Nov | 420.55 | 5.5 | 0.75 | 40.99 | 11 | 10 | 11 |
| 4 Nov | 412.60 | 4.75 | 34.93 | 1 | 0 | 0 | |
For Indraprastha Gas Ltd - strike price 370 expiring on 26DEC2024
Delta for 370 PE is -0.22
Historical price for 370 PE is as follows
On 12 Dec IGL was trading at 388.20. The strike last trading price was 3.5, which was 0.40 higher than the previous day. The implied volatity was 35.46, the open interest changed by -9 which decreased total open position to 850
On 11 Dec IGL was trading at 392.80. The strike last trading price was 3.1, which was -1.75 lower than the previous day. The implied volatity was 36.18, the open interest changed by -150 which decreased total open position to 867
On 10 Dec IGL was trading at 386.00. The strike last trading price was 4.85, which was -0.40 lower than the previous day. The implied volatity was 37.65, the open interest changed by 204 which increased total open position to 1021
On 9 Dec IGL was trading at 385.55. The strike last trading price was 5.25, which was -1.55 lower than the previous day. The implied volatity was 37.92, the open interest changed by 76 which increased total open position to 818
On 6 Dec IGL was trading at 384.00. The strike last trading price was 6.8, which was -1.10 lower than the previous day. The implied volatity was 37.62, the open interest changed by 132 which increased total open position to 744
On 5 Dec IGL was trading at 383.45. The strike last trading price was 7.9, which was -9.50 lower than the previous day. The implied volatity was 39.74, the open interest changed by 310 which increased total open position to 608
On 4 Dec IGL was trading at 360.25. The strike last trading price was 17.4, which was -0.25 lower than the previous day. The implied volatity was 37.23, the open interest changed by 50 which increased total open position to 295
On 3 Dec IGL was trading at 361.25. The strike last trading price was 17.65, which was -11.25 lower than the previous day. The implied volatity was 36.97, the open interest changed by 200 which increased total open position to 246
On 2 Dec IGL was trading at 343.55. The strike last trading price was 28.9, which was -10.90 lower than the previous day. The implied volatity was 36.64, the open interest changed by 29 which increased total open position to 47
On 29 Nov IGL was trading at 327.05. The strike last trading price was 39.8, which was -10.20 lower than the previous day. The implied volatity was 36.75, the open interest changed by 1 which increased total open position to 19
On 28 Nov IGL was trading at 319.45. The strike last trading price was 50, which was -0.10 lower than the previous day. The implied volatity was 40.45, the open interest changed by -4 which decreased total open position to 13
On 27 Nov IGL was trading at 319.50. The strike last trading price was 50.1, which was 0.85 higher than the previous day. The implied volatity was 41.05, the open interest changed by 0 which decreased total open position to 17
On 26 Nov IGL was trading at 320.00. The strike last trading price was 49.25, which was -1.75 lower than the previous day. The implied volatity was 39.81, the open interest changed by 2 which increased total open position to 15
On 25 Nov IGL was trading at 324.15. The strike last trading price was 51, 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 13
On 22 Nov IGL was trading at 312.65. The strike last trading price was 51, 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 13
On 21 Nov IGL was trading at 311.40. The strike last trading price was 51, 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 13
On 20 Nov IGL was trading at 320.45. The strike last trading price was 51, which was 0.00 lower than the previous day. The implied volatity was 43.28, the open interest changed by 2 which increased total open position to 12
On 19 Nov IGL was trading at 320.45. The strike last trading price was 51, which was 4.05 higher than the previous day. The implied volatity was 43.28, the open interest changed by 1 which increased total open position to 12
On 18 Nov IGL was trading at 325.05. The strike last trading price was 46.95, which was 44.90 higher than the previous day. The implied volatity was 45.35, the open interest changed by 2 which increased total open position to 10
On 14 Nov IGL was trading at 405.80. The strike last trading price was 2.05, 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 2.05, 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 2.05, 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 2.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 8 Nov IGL was trading at 442.35. The strike last trading price was 2.05, which was -3.45 lower than the previous day. The implied volatity was 38.19, the open interest changed by -1 which decreased total open position to 10
On 7 Nov IGL was trading at 436.80. The strike last trading price was 5.5, 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 5.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 5 Nov IGL was trading at 420.55. The strike last trading price was 5.5, which was 0.75 higher than the previous day. The implied volatity was 40.99, the open interest changed by 10 which increased total open position to 11
On 4 Nov IGL was trading at 412.60. The strike last trading price was 4.75, which was lower than the previous day. The implied volatity was 34.93, the open interest changed by 0 which decreased total open position to 0
