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[--[65.84.65.76]--]
IGL
Indraprastha Gas Ltd

311.4 -9.05 (-2.82%)

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Historical option data for IGL

21 Nov 2024 04:10 PM IST
IGL 28NOV2024 380 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 311.40 0.2 -0.15 - 184 -183 822
20 Nov 320.45 0.35 0.00 57.68 2,047 -352 1,028
19 Nov 320.45 0.35 -0.60 57.68 2,047 -329 1,028
18 Nov 325.05 0.95 -27.55 60.18 5,877 1,337 1,360
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
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 -

Historical price for 380 CE is as follows

On 21 Nov IGL was trading at 311.40. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -183 which decreased total open position to 822


On 20 Nov IGL was trading at 320.45. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 57.68, the open interest changed by -352 which decreased total open position to 1028


On 19 Nov IGL was trading at 320.45. The strike last trading price was 0.35, which was -0.60 lower than the previous day. The implied volatity was 57.68, the open interest changed by -329 which decreased total open position to 1028


On 18 Nov IGL was trading at 325.05. The strike last trading price was 0.95, which was -27.55 lower than the previous day. The implied volatity was 60.18, the open interest changed by 1337 which increased total open position to 1360


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: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 311.40 59.9 0.00 0.00 0 -22 0
20 Nov 320.45 59.9 0.00 42.42 50 -22 267
19 Nov 320.45 59.9 5.65 42.42 50 -20 267
18 Nov 325.05 54.25 52.35 54.51 927 -100 288
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 0.00

Historical price for 380 PE is as follows

On 21 Nov IGL was trading at 311.40. The strike last trading price was 59.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -22 which decreased total open position to 0


On 20 Nov IGL was trading at 320.45. The strike last trading price was 59.9, which was 0.00 lower than the previous day. The implied volatity was 42.42, the open interest changed by -22 which decreased total open position to 267


On 19 Nov IGL was trading at 320.45. The strike last trading price was 59.9, which was 5.65 higher than the previous day. The implied volatity was 42.42, the open interest changed by -20 which decreased total open position to 267


On 18 Nov IGL was trading at 325.05. The strike last trading price was 54.25, which was 52.35 higher than the previous day. The implied volatity was 54.51, the open interest changed by -100 which decreased total open position to 288


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