IGL
Indraprastha Gas Ltd
Historical option data for IGL
14 Nov 2024 04:10 PM IST
| IGL 28NOV2024 380 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.99
Vega: 0.02
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 405.80 | 28.5 | -17.25 | 16.12 | 11 | 1 | 22 | |||
| 13 Nov | 419.50 | 45.75 | -5.45 | 45.77 | 9 | 0 | 22 | |||
| 12 Nov | 427.30 | 51.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 440.95 | 51.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 442.35 | 51.2 | -2.80 | - | 1 | 0 | 22 | |||
| 7 Nov | 436.80 | 54 | 4.35 | - | 15 | 1 | 22 | |||
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| 6 Nov | 431.85 | 49.65 | 11.20 | - | 20 | -6 | 21 | |||
| 5 Nov | 420.55 | 38.45 | 5.30 | - | 29 | 1 | 26 | |||
| 4 Nov | 412.60 | 33.15 | -7.85 | - | 17 | -1 | 25 | |||
| 1 Nov | 421.70 | 41 | 0.00 | 0.00 | 0 | 11 | 0 | |||
| 31 Oct | 420.15 | 41 | 0.85 | - | 41 | 11 | 26 | |||
| 30 Oct | 420.90 | 40.15 | 0.00 | - | 0 | 2 | 0 | |||
| 29 Oct | 417.20 | 40.15 | 6.10 | - | 10 | 3 | 16 | |||
| 28 Oct | 404.70 | 34.05 | -13.75 | - | 15 | 13 | 13 | |||
| 25 Oct | 413.55 | 47.8 | -123.00 | - | 1 | 0 | 0 | |||
| 24 Oct | 428.35 | 170.8 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 433.15 | 170.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 433.05 | 170.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 443.15 | 170.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 451.70 | 170.8 | - | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 380 expiring on 28NOV2024
Delta for 380 CE is 0.99
Historical price for 380 CE is as follows
On 14 Nov IGL was trading at 405.80. The strike last trading price was 28.5, which was -17.25 lower than the previous day. The implied volatity was 16.12, the open interest changed by 1 which increased total open position to 22
On 13 Nov IGL was trading at 419.50. The strike last trading price was 45.75, which was -5.45 lower than the previous day. The implied volatity was 45.77, the open interest changed by 0 which decreased total open position to 22
On 12 Nov IGL was trading at 427.30. The strike last trading price was 51.2, 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 51.2, 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 51.2, which was -2.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 7 Nov IGL was trading at 436.80. The strike last trading price was 54, which was 4.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 22
On 6 Nov IGL was trading at 431.85. The strike last trading price was 49.65, which was 11.20 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 21
On 5 Nov IGL was trading at 420.55. The strike last trading price was 38.45, which was 5.30 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 26
On 4 Nov IGL was trading at 412.60. The strike last trading price was 33.15, which was -7.85 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 25
On 1 Nov IGL was trading at 421.70. The strike last trading price was 41, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 31 Oct IGL was trading at 420.15. The strike last trading price was 41, which was 0.85 higher 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 40.15, 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 40.15, which was 6.10 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 34.05, which was -13.75 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 47.8, which was -123.00 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 170.8, 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 170.8, 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 170.8, 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 21 Oct IGL was trading at 443.15. The strike last trading price was 170.8, 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 18 Oct IGL was trading at 451.70. The strike last trading price was 170.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IGL 28NOV2024 380 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 0.17
Theta: -0.20
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 405.80 | 1.9 | 0.80 | 34.39 | 574 | 42 | 399 |
| 13 Nov | 419.50 | 1.1 | 0.50 | 38.06 | 456 | 199 | 358 |
| 12 Nov | 427.30 | 0.6 | 0.00 | 35.99 | 108 | -13 | 161 |
| 11 Nov | 440.95 | 0.6 | 0.00 | 40.39 | 65 | -26 | 183 |
| 8 Nov | 442.35 | 0.6 | -0.35 | 39.00 | 140 | -23 | 209 |
| 7 Nov | 436.80 | 0.95 | -0.40 | 38.74 | 200 | -23 | 233 |
| 6 Nov | 431.85 | 1.35 | -0.95 | 38.62 | 412 | 12 | 253 |
| 5 Nov | 420.55 | 2.3 | -1.60 | 38.04 | 334 | -25 | 245 |
| 4 Nov | 412.60 | 3.9 | 0.40 | 38.73 | 245 | 9 | 270 |
| 1 Nov | 421.70 | 3.5 | 0.05 | 40.16 | 34 | 15 | 261 |
| 31 Oct | 420.15 | 3.45 | -1.25 | - | 300 | 7 | 244 |
| 30 Oct | 420.90 | 4.7 | -0.80 | - | 353 | 41 | 237 |
| 29 Oct | 417.20 | 5.5 | -5.25 | - | 736 | -19 | 198 |
| 28 Oct | 404.70 | 10.75 | 2.75 | - | 254 | 92 | 217 |
| 25 Oct | 413.55 | 8 | 3.60 | - | 176 | 24 | 125 |
| 24 Oct | 428.35 | 4.4 | 0.45 | - | 56 | 20 | 99 |
| 23 Oct | 433.15 | 3.95 | 0.55 | - | 67 | 20 | 79 |
| 22 Oct | 433.05 | 3.4 | 1.25 | - | 91 | 9 | 58 |
| 21 Oct | 443.15 | 2.15 | -0.85 | - | 435 | 39 | 49 |
| 18 Oct | 451.70 | 3 | - | 66 | 10 | 10 | |
For Indraprastha Gas Ltd - strike price 380 expiring on 28NOV2024
Delta for 380 PE is -0.13
Historical price for 380 PE is as follows
On 14 Nov IGL was trading at 405.80. The strike last trading price was 1.9, which was 0.80 higher than the previous day. The implied volatity was 34.39, the open interest changed by 42 which increased total open position to 399
On 13 Nov IGL was trading at 419.50. The strike last trading price was 1.1, which was 0.50 higher than the previous day. The implied volatity was 38.06, the open interest changed by 199 which increased total open position to 358
On 12 Nov IGL was trading at 427.30. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 35.99, the open interest changed by -13 which decreased total open position to 161
On 11 Nov IGL was trading at 440.95. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 40.39, the open interest changed by -26 which decreased total open position to 183
On 8 Nov IGL was trading at 442.35. The strike last trading price was 0.6, which was -0.35 lower than the previous day. The implied volatity was 39.00, the open interest changed by -23 which decreased total open position to 209
On 7 Nov IGL was trading at 436.80. The strike last trading price was 0.95, which was -0.40 lower than the previous day. The implied volatity was 38.74, the open interest changed by -23 which decreased total open position to 233
On 6 Nov IGL was trading at 431.85. The strike last trading price was 1.35, which was -0.95 lower than the previous day. The implied volatity was 38.62, the open interest changed by 12 which increased total open position to 253
On 5 Nov IGL was trading at 420.55. The strike last trading price was 2.3, which was -1.60 lower than the previous day. The implied volatity was 38.04, the open interest changed by -25 which decreased total open position to 245
On 4 Nov IGL was trading at 412.60. The strike last trading price was 3.9, which was 0.40 higher than the previous day. The implied volatity was 38.73, the open interest changed by 9 which increased total open position to 270
On 1 Nov IGL was trading at 421.70. The strike last trading price was 3.5, which was 0.05 higher than the previous day. The implied volatity was 40.16, the open interest changed by 15 which increased total open position to 261
On 31 Oct IGL was trading at 420.15. The strike last trading price was 3.45, which was -1.25 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 4.7, which was -0.80 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 5.5, which was -5.25 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 10.75, which was 2.75 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 8, which was 3.60 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 4.4, which was 0.45 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 3.95, which was 0.55 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 3.4, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct IGL was trading at 443.15. The strike last trading price was 2.15, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct IGL was trading at 451.70. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
