IGL
Indraprastha Gas Ltd
Historical option data for IGL
21 Nov 2024 04:10 PM IST
| IGL 28NOV2024 370 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.02
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 311.40 | 0.15 | -0.40 | 55.45 | 322 | -317 | 1,123 | |||
| 20 Nov | 320.45 | 0.55 | 0.00 | 54.87 | 2,623 | 158 | 1,458 | |||
| 19 Nov | 320.45 | 0.55 | -0.80 | 54.87 | 2,623 | 176 | 1,458 | |||
| 18 Nov | 325.05 | 1.35 | -53.90 | 56.70 | 6,598 | 1,286 | 1,289 | |||
| 14 Nov | 405.80 | 55.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 419.50 | 55.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 427.30 | 55.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 440.95 | 55.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 442.35 | 55.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 436.80 | 55.25 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 6 Nov | 431.85 | 55.25 | 6.40 | - | 3 | 0 | 4 | |||
| 5 Nov | 420.55 | 48.85 | -0.05 | - | 5 | 0 | 6 | |||
| 4 Nov | 412.60 | 48.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 421.70 | 48.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 420.15 | 48.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 420.90 | 48.9 | 0.00 | - | 0 | 3 | 0 | |||
| 29 Oct | 417.20 | 48.9 | 8.05 | - | 6 | 3 | 6 | |||
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| 28 Oct | 404.70 | 40.85 | 40.85 | - | 3 | 2 | 2 | |||
| 25 Oct | 413.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 428.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 433.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 433.05 | 0 | - | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 370 expiring on 28NOV2024
Delta for 370 CE is 0.02
Historical price for 370 CE is as follows
On 21 Nov IGL was trading at 311.40. The strike last trading price was 0.15, which was -0.40 lower than the previous day. The implied volatity was 55.45, the open interest changed by -317 which decreased total open position to 1123
On 20 Nov IGL was trading at 320.45. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 54.87, the open interest changed by 158 which increased total open position to 1458
On 19 Nov IGL was trading at 320.45. The strike last trading price was 0.55, which was -0.80 lower than the previous day. The implied volatity was 54.87, the open interest changed by 176 which increased total open position to 1458
On 18 Nov IGL was trading at 325.05. The strike last trading price was 1.35, which was -53.90 lower than the previous day. The implied volatity was 56.70, the open interest changed by 1286 which increased total open position to 1289
On 14 Nov IGL was trading at 405.80. The strike last trading price was 55.25, 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 55.25, 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 55.25, 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 55.25, 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 55.25, 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 55.25, 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 6 Nov IGL was trading at 431.85. The strike last trading price was 55.25, which was 6.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Nov IGL was trading at 420.55. The strike last trading price was 48.85, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 4 Nov IGL was trading at 412.60. The strike last trading price was 48.9, 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 48.9, 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 48.9, 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 48.9, 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 48.9, which was 8.05 higher 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 40.85, which was 40.85 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 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 24 Oct IGL was trading at 428.35. 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 which decreased total open position to
On 23 Oct IGL was trading at 433.15. 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 22 Oct IGL was trading at 433.05. 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 28NOV2024 370 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 311.40 | 57 | 6.65 | - | 3 | 0 | 193 |
| 20 Nov | 320.45 | 50.35 | 0.00 | 63.47 | 116 | -31 | 194 |
| 19 Nov | 320.45 | 50.35 | 5.45 | 63.47 | 116 | -30 | 194 |
| 18 Nov | 325.05 | 44.9 | 43.70 | 55.18 | 1,380 | 35 | 226 |
| 14 Nov | 405.80 | 1.2 | 0.45 | 37.80 | 330 | 89 | 199 |
| 13 Nov | 419.50 | 0.75 | 0.30 | 41.51 | 46 | 13 | 111 |
| 12 Nov | 427.30 | 0.45 | 0.10 | 39.96 | 39 | 26 | 98 |
| 11 Nov | 440.95 | 0.35 | -0.10 | 42.12 | 6 | -2 | 75 |
| 8 Nov | 442.35 | 0.45 | -0.25 | 42.16 | 20 | -7 | 80 |
| 7 Nov | 436.80 | 0.7 | -0.15 | 41.76 | 57 | -18 | 86 |
| 6 Nov | 431.85 | 0.85 | -0.75 | 40.23 | 129 | -12 | 104 |
| 5 Nov | 420.55 | 1.6 | -0.95 | 40.39 | 201 | 7 | 121 |
| 4 Nov | 412.60 | 2.55 | 0.30 | 40.00 | 176 | 7 | 113 |
| 1 Nov | 421.70 | 2.25 | 0.00 | 0.00 | 0 | 13 | 0 |
| 31 Oct | 420.15 | 2.25 | -0.90 | - | 171 | 11 | 104 |
| 30 Oct | 420.90 | 3.15 | -0.35 | - | 165 | 13 | 87 |
| 29 Oct | 417.20 | 3.5 | -4.20 | - | 212 | 12 | 73 |
| 28 Oct | 404.70 | 7.7 | 7.70 | - | 121 | 64 | 64 |
| 25 Oct | 413.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 428.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 433.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 433.05 | 0 | - | 0 | 0 | 0 | |
For Indraprastha Gas Ltd - strike price 370 expiring on 28NOV2024
Delta for 370 PE is -
Historical price for 370 PE is as follows
On 21 Nov IGL was trading at 311.40. The strike last trading price was 57, which was 6.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 193
On 20 Nov IGL was trading at 320.45. The strike last trading price was 50.35, which was 0.00 lower than the previous day. The implied volatity was 63.47, the open interest changed by -31 which decreased total open position to 194
On 19 Nov IGL was trading at 320.45. The strike last trading price was 50.35, which was 5.45 higher than the previous day. The implied volatity was 63.47, the open interest changed by -30 which decreased total open position to 194
On 18 Nov IGL was trading at 325.05. The strike last trading price was 44.9, which was 43.70 higher than the previous day. The implied volatity was 55.18, the open interest changed by 35 which increased total open position to 226
On 14 Nov IGL was trading at 405.80. The strike last trading price was 1.2, which was 0.45 higher than the previous day. The implied volatity was 37.80, the open interest changed by 89 which increased total open position to 199
On 13 Nov IGL was trading at 419.50. The strike last trading price was 0.75, which was 0.30 higher than the previous day. The implied volatity was 41.51, the open interest changed by 13 which increased total open position to 111
On 12 Nov IGL was trading at 427.30. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 39.96, the open interest changed by 26 which increased total open position to 98
On 11 Nov IGL was trading at 440.95. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 42.12, the open interest changed by -2 which decreased total open position to 75
On 8 Nov IGL was trading at 442.35. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 42.16, the open interest changed by -7 which decreased total open position to 80
On 7 Nov IGL was trading at 436.80. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 41.76, the open interest changed by -18 which decreased total open position to 86
On 6 Nov IGL was trading at 431.85. The strike last trading price was 0.85, which was -0.75 lower than the previous day. The implied volatity was 40.23, the open interest changed by -12 which decreased total open position to 104
On 5 Nov IGL was trading at 420.55. The strike last trading price was 1.6, which was -0.95 lower than the previous day. The implied volatity was 40.39, the open interest changed by 7 which increased total open position to 121
On 4 Nov IGL was trading at 412.60. The strike last trading price was 2.55, which was 0.30 higher than the previous day. The implied volatity was 40.00, the open interest changed by 7 which increased total open position to 113
On 1 Nov IGL was trading at 421.70. The strike last trading price was 2.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 31 Oct IGL was trading at 420.15. The strike last trading price was 2.25, which was -0.90 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 3.15, 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 3.5, which was -4.20 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 7.7, which was 7.70 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 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 24 Oct IGL was trading at 428.35. 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 which decreased total open position to
On 23 Oct IGL was trading at 433.15. 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 22 Oct IGL was trading at 433.05. 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
