IGL
Indraprastha Gas Ltd
Historical option data for IGL
27 Dec 2024 04:10 PM IST
| IGL 30JAN2025 370 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 0.32
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 390.10 | 26.7 | -2.10 | 24.13 | 11 | 4 | 63 | |||
| 26 Dec | 390.50 | 28.8 | 0.80 | 27.96 | 43 | 14 | 59 | |||
| 24 Dec | 397.35 | 28 | 2.55 | - | 65 | 7 | 46 | |||
| 23 Dec | 390.10 | 25.45 | -1.30 | 17.43 | 84 | 20 | 39 | |||
| 20 Dec | 388.30 | 26.75 | -7.30 | 30.54 | 6 | 1 | 18 | |||
| 19 Dec | 389.85 | 34.05 | -5.45 | 41.41 | 4 | 2 | 15 | |||
| 18 Dec | 398.40 | 39.5 | 7.15 | 28.31 | 5 | 0 | 12 | |||
| 17 Dec | 381.35 | 32.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 394.30 | 32.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 392.20 | 32.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 387.10 | 32.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 392.80 | 32.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 386.00 | 32.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 385.55 | 32.35 | 0.00 | 0.00 | 0 | 5 | 0 | |||
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| 6 Dec | 384.00 | 32.35 | -0.05 | 36.93 | 11 | 3 | 10 | |||
| 5 Dec | 383.45 | 32.4 | 15.40 | 37.18 | 17 | 6 | 8 | |||
| 4 Dec | 360.25 | 17 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 3 Dec | 361.25 | 17 | 6.65 | 33.04 | 3 | 1 | 1 | |||
| 2 Dec | 343.55 | 10.35 | 0.00 | 4.34 | 0 | 0 | 0 | |||
| 29 Nov | 327.05 | 10.35 | 6.87 | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 370 expiring on 30JAN2025
Delta for 370 CE is 0.81
Historical price for 370 CE is as follows
On 27 Dec IGL was trading at 390.10. The strike last trading price was 26.7, which was -2.10 lower than the previous day. The implied volatity was 24.13, the open interest changed by 4 which increased total open position to 63
On 26 Dec IGL was trading at 390.50. The strike last trading price was 28.8, which was 0.80 higher than the previous day. The implied volatity was 27.96, the open interest changed by 14 which increased total open position to 59
On 24 Dec IGL was trading at 397.35. The strike last trading price was 28, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 46
On 23 Dec IGL was trading at 390.10. The strike last trading price was 25.45, which was -1.30 lower than the previous day. The implied volatity was 17.43, the open interest changed by 20 which increased total open position to 39
On 20 Dec IGL was trading at 388.30. The strike last trading price was 26.75, which was -7.30 lower than the previous day. The implied volatity was 30.54, the open interest changed by 1 which increased total open position to 18
On 19 Dec IGL was trading at 389.85. The strike last trading price was 34.05, which was -5.45 lower than the previous day. The implied volatity was 41.41, the open interest changed by 2 which increased total open position to 15
On 18 Dec IGL was trading at 398.40. The strike last trading price was 39.5, which was 7.15 higher than the previous day. The implied volatity was 28.31, the open interest changed by 0 which decreased total open position to 12
On 17 Dec IGL was trading at 381.35. The strike last trading price was 32.35, 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 16 Dec IGL was trading at 394.30. The strike last trading price was 32.35, 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 Dec IGL was trading at 392.20. The strike last trading price was 32.35, 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 Dec IGL was trading at 387.10. The strike last trading price was 32.35, 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 Dec IGL was trading at 392.80. The strike last trading price was 32.35, 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 10 Dec IGL was trading at 386.00. The strike last trading price was 32.35, 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 9 Dec IGL was trading at 385.55. The strike last trading price was 32.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 6 Dec IGL was trading at 384.00. The strike last trading price was 32.35, which was -0.05 lower than the previous day. The implied volatity was 36.93, the open interest changed by 3 which increased total open position to 10
On 5 Dec IGL was trading at 383.45. The strike last trading price was 32.4, which was 15.40 higher than the previous day. The implied volatity was 37.18, the open interest changed by 6 which increased total open position to 8
On 4 Dec IGL was trading at 360.25. The strike last trading price was 17, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 3 Dec IGL was trading at 361.25. The strike last trading price was 17, which was 6.65 higher than the previous day. The implied volatity was 33.04, the open interest changed by 1 which increased total open position to 1
On 2 Dec IGL was trading at 343.55. The strike last trading price was 10.35, which was 0.00 lower than the previous day. The implied volatity was 4.34, 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 10.35, which was lower than the previous day. The implied volatity was 6.87, the open interest changed by 0 which decreased total open position to 0
| IGL 30JAN2025 370 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 0.39
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 390.10 | 7.25 | -1.15 | 35.70 | 663 | 66 | 419 |
| 26 Dec | 390.50 | 8.4 | -2.85 | 38.65 | 515 | 109 | 347 |
| 24 Dec | 397.35 | 11.25 | -1.10 | 48.00 | 868 | 101 | 238 |
| 23 Dec | 390.10 | 12.35 | -1.75 | 45.98 | 277 | 53 | 138 |
| 20 Dec | 388.30 | 14.1 | 3.75 | 44.63 | 58 | 34 | 85 |
| 19 Dec | 389.85 | 10.35 | 1.85 | 38.24 | 56 | 18 | 50 |
| 18 Dec | 398.40 | 8.5 | -3.50 | 42.01 | 34 | 13 | 28 |
| 17 Dec | 381.35 | 12 | 2.70 | 37.76 | 18 | 13 | 14 |
| 16 Dec | 394.30 | 9.3 | -47.00 | 38.56 | 1 | 0 | 0 |
| 13 Dec | 392.20 | 56.3 | 0.00 | 5.86 | 0 | 0 | 0 |
| 12 Dec | 387.10 | 56.3 | 0.00 | 4.71 | 0 | 0 | 0 |
| 11 Dec | 392.80 | 56.3 | 0.00 | 5.70 | 0 | 0 | 0 |
| 10 Dec | 386.00 | 56.3 | 0.00 | 4.68 | 0 | 0 | 0 |
| 9 Dec | 385.55 | 56.3 | 0.00 | 4.62 | 0 | 0 | 0 |
| 6 Dec | 384.00 | 56.3 | 0.00 | 4.04 | 0 | 0 | 0 |
| 5 Dec | 383.45 | 56.3 | 0.00 | 3.89 | 0 | 0 | 0 |
| 4 Dec | 360.25 | 56.3 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 361.25 | 56.3 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 343.55 | 56.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 327.05 | 56.3 | - | 0 | 0 | 0 | |
For Indraprastha Gas Ltd - strike price 370 expiring on 30JAN2025
Delta for 370 PE is -0.27
Historical price for 370 PE is as follows
On 27 Dec IGL was trading at 390.10. The strike last trading price was 7.25, which was -1.15 lower than the previous day. The implied volatity was 35.70, the open interest changed by 66 which increased total open position to 419
On 26 Dec IGL was trading at 390.50. The strike last trading price was 8.4, which was -2.85 lower than the previous day. The implied volatity was 38.65, the open interest changed by 109 which increased total open position to 347
On 24 Dec IGL was trading at 397.35. The strike last trading price was 11.25, which was -1.10 lower than the previous day. The implied volatity was 48.00, the open interest changed by 101 which increased total open position to 238
On 23 Dec IGL was trading at 390.10. The strike last trading price was 12.35, which was -1.75 lower than the previous day. The implied volatity was 45.98, the open interest changed by 53 which increased total open position to 138
On 20 Dec IGL was trading at 388.30. The strike last trading price was 14.1, which was 3.75 higher than the previous day. The implied volatity was 44.63, the open interest changed by 34 which increased total open position to 85
On 19 Dec IGL was trading at 389.85. The strike last trading price was 10.35, which was 1.85 higher than the previous day. The implied volatity was 38.24, the open interest changed by 18 which increased total open position to 50
On 18 Dec IGL was trading at 398.40. The strike last trading price was 8.5, which was -3.50 lower than the previous day. The implied volatity was 42.01, the open interest changed by 13 which increased total open position to 28
On 17 Dec IGL was trading at 381.35. The strike last trading price was 12, which was 2.70 higher than the previous day. The implied volatity was 37.76, the open interest changed by 13 which increased total open position to 14
On 16 Dec IGL was trading at 394.30. The strike last trading price was 9.3, which was -47.00 lower than the previous day. The implied volatity was 38.56, the open interest changed by 0 which decreased total open position to 0
On 13 Dec IGL was trading at 392.20. The strike last trading price was 56.3, which was 0.00 lower than the previous day. The implied volatity was 5.86, the open interest changed by 0 which decreased total open position to 0
On 12 Dec IGL was trading at 387.10. The strike last trading price was 56.3, which was 0.00 lower than the previous day. The implied volatity was 4.71, the open interest changed by 0 which decreased total open position to 0
On 11 Dec IGL was trading at 392.80. The strike last trading price was 56.3, which was 0.00 lower than the previous day. The implied volatity was 5.70, the open interest changed by 0 which decreased total open position to 0
On 10 Dec IGL was trading at 386.00. The strike last trading price was 56.3, which was 0.00 lower than the previous day. The implied volatity was 4.68, the open interest changed by 0 which decreased total open position to 0
On 9 Dec IGL was trading at 385.55. The strike last trading price was 56.3, which was 0.00 lower than the previous day. The implied volatity was 4.62, 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 56.3, which was 0.00 lower than the previous day. The implied volatity was 4.04, the open interest changed by 0 which decreased total open position to 0
On 5 Dec IGL was trading at 383.45. The strike last trading price was 56.3, which was 0.00 lower than the previous day. The implied volatity was 3.89, the open interest changed by 0 which decreased total open position to 0
On 4 Dec IGL was trading at 360.25. The strike last trading price was 56.3, 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 3 Dec IGL was trading at 361.25. The strike last trading price was 56.3, 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 2 Dec IGL was trading at 343.55. The strike last trading price was 56.3, 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 56.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
