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

390.1 -0.40 (-0.10%)

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Historical option data for IGL

27 Dec 2024 04:10 PM IST
IGL 30JAN2025 380 CE
Delta: 0.69
Vega: 0.42
Theta: -0.23
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
27 Dec 390.10 20.4 -2.90 26.46 264 64 451
26 Dec 390.50 23.3 1.50 31.43 299 72 385
24 Dec 397.35 21.8 2.00 16.63 700 173 313
23 Dec 390.10 19.8 -1.90 22.96 429 54 140
20 Dec 388.30 21.7 -4.85 32.80 43 19 83
19 Dec 389.85 26.55 -6.30 38.28 49 0 65
18 Dec 398.40 32.85 9.45 30.87 37 5 66
17 Dec 381.35 23.4 -6.50 36.71 27 2 61
16 Dec 394.30 29.9 -0.15 35.56 6 -4 59
13 Dec 392.20 30.05 3.75 36.15 34 14 64
12 Dec 387.10 26.3 -4.75 35.71 4 1 50
11 Dec 392.80 31.05 5.15 37.80 16 1 47
10 Dec 386.00 25.9 -0.15 33.90 11 1 47
9 Dec 385.55 26.05 2.00 33.96 12 2 45
6 Dec 384.00 24.05 -1.80 32.22 32 1 44
5 Dec 383.45 25.85 13.85 35.61 23 2 43
4 Dec 360.25 12 -1.15 31.31 6 3 40
3 Dec 361.25 13.15 5.85 33.19 47 20 37
2 Dec 343.55 7.3 0.35 32.55 28 -2 18
29 Nov 327.05 6.95 2.35 38.85 11 2 19
28 Nov 319.45 4.6 -0.25 38.12 15 0 17
27 Nov 319.50 4.85 -1.65 37.97 15 6 18
26 Nov 320.00 6.5 0.00 42.07 8 2 13
25 Nov 324.15 6.5 0.00 0.00 0 0 0
20 Nov 320.45 6.5 0.00 39.89 14 11 11
19 Nov 320.45 6.5 6.50 39.89 14 11 11
14 Nov 405.80 0 0.00 - 0 0 0
13 Nov 419.50 0 0.00 - 0 0 0
12 Nov 427.30 0 0.00 - 0 0 0
11 Nov 440.95 0 0.00 - 0 0 0
8 Nov 442.35 0 0.00 - 0 0 0
7 Nov 436.80 0 0.00 - 0 0 0
6 Nov 431.85 0 0.00 - 0 0 0
5 Nov 420.55 0 0.00 - 0 0 0
4 Nov 412.60 0 - 0 0 0


For Indraprastha Gas Ltd - strike price 380 expiring on 30JAN2025

Delta for 380 CE is 0.69

Historical price for 380 CE is as follows

On 27 Dec IGL was trading at 390.10. The strike last trading price was 20.4, which was -2.90 lower than the previous day. The implied volatity was 26.46, the open interest changed by 64 which increased total open position to 451


On 26 Dec IGL was trading at 390.50. The strike last trading price was 23.3, which was 1.50 higher than the previous day. The implied volatity was 31.43, the open interest changed by 72 which increased total open position to 385


On 24 Dec IGL was trading at 397.35. The strike last trading price was 21.8, which was 2.00 higher than the previous day. The implied volatity was 16.63, the open interest changed by 173 which increased total open position to 313


On 23 Dec IGL was trading at 390.10. The strike last trading price was 19.8, which was -1.90 lower than the previous day. The implied volatity was 22.96, the open interest changed by 54 which increased total open position to 140


On 20 Dec IGL was trading at 388.30. The strike last trading price was 21.7, which was -4.85 lower than the previous day. The implied volatity was 32.80, the open interest changed by 19 which increased total open position to 83


On 19 Dec IGL was trading at 389.85. The strike last trading price was 26.55, which was -6.30 lower than the previous day. The implied volatity was 38.28, the open interest changed by 0 which decreased total open position to 65


On 18 Dec IGL was trading at 398.40. The strike last trading price was 32.85, which was 9.45 higher than the previous day. The implied volatity was 30.87, the open interest changed by 5 which increased total open position to 66


On 17 Dec IGL was trading at 381.35. The strike last trading price was 23.4, which was -6.50 lower than the previous day. The implied volatity was 36.71, the open interest changed by 2 which increased total open position to 61


On 16 Dec IGL was trading at 394.30. The strike last trading price was 29.9, which was -0.15 lower than the previous day. The implied volatity was 35.56, the open interest changed by -4 which decreased total open position to 59


On 13 Dec IGL was trading at 392.20. The strike last trading price was 30.05, which was 3.75 higher than the previous day. The implied volatity was 36.15, the open interest changed by 14 which increased total open position to 64


On 12 Dec IGL was trading at 387.10. The strike last trading price was 26.3, which was -4.75 lower than the previous day. The implied volatity was 35.71, the open interest changed by 1 which increased total open position to 50


On 11 Dec IGL was trading at 392.80. The strike last trading price was 31.05, which was 5.15 higher than the previous day. The implied volatity was 37.80, the open interest changed by 1 which increased total open position to 47


On 10 Dec IGL was trading at 386.00. The strike last trading price was 25.9, which was -0.15 lower than the previous day. The implied volatity was 33.90, the open interest changed by 1 which increased total open position to 47


On 9 Dec IGL was trading at 385.55. The strike last trading price was 26.05, which was 2.00 higher than the previous day. The implied volatity was 33.96, the open interest changed by 2 which increased total open position to 45


On 6 Dec IGL was trading at 384.00. The strike last trading price was 24.05, which was -1.80 lower than the previous day. The implied volatity was 32.22, the open interest changed by 1 which increased total open position to 44


On 5 Dec IGL was trading at 383.45. The strike last trading price was 25.85, which was 13.85 higher than the previous day. The implied volatity was 35.61, the open interest changed by 2 which increased total open position to 43


On 4 Dec IGL was trading at 360.25. The strike last trading price was 12, which was -1.15 lower than the previous day. The implied volatity was 31.31, the open interest changed by 3 which increased total open position to 40


On 3 Dec IGL was trading at 361.25. The strike last trading price was 13.15, which was 5.85 higher than the previous day. The implied volatity was 33.19, the open interest changed by 20 which increased total open position to 37


On 2 Dec IGL was trading at 343.55. The strike last trading price was 7.3, which was 0.35 higher than the previous day. The implied volatity was 32.55, the open interest changed by -2 which decreased total open position to 18


On 29 Nov IGL was trading at 327.05. The strike last trading price was 6.95, which was 2.35 higher than the previous day. The implied volatity was 38.85, the open interest changed by 2 which increased total open position to 19


On 28 Nov IGL was trading at 319.45. The strike last trading price was 4.6, which was -0.25 lower than the previous day. The implied volatity was 38.12, the open interest changed by 0 which decreased total open position to 17


On 27 Nov IGL was trading at 319.50. The strike last trading price was 4.85, which was -1.65 lower than the previous day. The implied volatity was 37.97, the open interest changed by 6 which increased total open position to 18


On 26 Nov IGL was trading at 320.00. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was 42.07, the open interest changed by 2 which increased total open position to 13


On 25 Nov IGL was trading at 324.15. The strike last trading price was 6.5, 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 20 Nov IGL was trading at 320.45. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was 39.89, the open interest changed by 11 which increased total open position to 11


On 19 Nov IGL was trading at 320.45. The strike last trading price was 6.5, which was 6.50 higher than the previous day. The implied volatity was 39.89, the open interest changed by 11 which increased total open position to 11


On 14 Nov IGL was trading at 405.80. 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 0 which decreased total open position to 0


On 13 Nov IGL was trading at 419.50. 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 0 which decreased total open position to 0


On 12 Nov IGL was trading at 427.30. 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 0 which decreased total open position to 0


On 11 Nov IGL was trading at 440.95. 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 0 which decreased total open position to 0


On 8 Nov IGL was trading at 442.35. 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 0 which decreased total open position to 0


On 7 Nov IGL was trading at 436.80. 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 0 which decreased total open position to 0


On 6 Nov IGL was trading at 431.85. 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 0 which decreased total open position to 0


On 5 Nov IGL was trading at 420.55. 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 0 which decreased total open position to 0


On 4 Nov IGL was trading at 412.60. The strike last trading price was 0, 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 30JAN2025 380 PE
Delta: -0.35
Vega: 0.44
Theta: -0.19
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
27 Dec 390.10 10.8 -0.80 35.96 417 42 450
26 Dec 390.50 11.6 -3.45 37.91 492 58 407
24 Dec 397.35 15.05 -1.65 48.44 835 137 355
23 Dec 390.10 16.7 -3.70 46.89 596 116 220
20 Dec 388.30 20.4 5.50 48.72 108 -7 104
19 Dec 389.85 14.9 4.15 39.68 53 12 112
18 Dec 398.40 10.75 -5.05 40.24 78 26 99
17 Dec 381.35 15.8 2.35 37.01 30 13 73
16 Dec 394.30 13.45 -0.60 39.95 64 40 60
13 Dec 392.20 14.05 -0.95 39.14 10 2 18
12 Dec 387.10 15 1.80 36.72 5 4 17
11 Dec 392.80 13.2 -1.80 36.53 10 5 12
10 Dec 386.00 15 2.30 36.12 7 4 4
9 Dec 385.55 12.7 0.00 2.57 0 0 0
6 Dec 384.00 12.7 0.00 1.93 0 0 0
5 Dec 383.45 12.7 0.00 1.87 0 0 0
4 Dec 360.25 12.7 0.00 - 0 0 0
3 Dec 361.25 12.7 0.00 - 0 0 0
2 Dec 343.55 12.7 0.00 - 0 0 0
29 Nov 327.05 12.7 0.00 - 0 0 0
28 Nov 319.45 12.7 0.00 - 0 0 0
27 Nov 319.50 12.7 0.00 - 0 0 0
26 Nov 320.00 12.7 0.00 - 0 0 0
25 Nov 324.15 12.7 0.00 - 0 0 0
20 Nov 320.45 12.7 0.00 - 0 0 0
19 Nov 320.45 12.7 0.00 - 0 0 0
14 Nov 405.80 12.7 0.00 6.55 0 0 0
13 Nov 419.50 12.7 0.00 7.33 0 0 0
12 Nov 427.30 12.7 0.00 8.44 0 0 0
11 Nov 440.95 12.7 0.00 10.02 0 0 0
8 Nov 442.35 12.7 12.70 9.72 0 0 0
7 Nov 436.80 0 0.00 9.42 0 0 0
6 Nov 431.85 0 0.00 8.89 0 0 0
5 Nov 420.55 0 0.00 7.23 0 0 0
4 Nov 412.60 0 6.33 0 0 0


For Indraprastha Gas Ltd - strike price 380 expiring on 30JAN2025

Delta for 380 PE is -0.35

Historical price for 380 PE is as follows

On 27 Dec IGL was trading at 390.10. The strike last trading price was 10.8, which was -0.80 lower than the previous day. The implied volatity was 35.96, the open interest changed by 42 which increased total open position to 450


On 26 Dec IGL was trading at 390.50. The strike last trading price was 11.6, which was -3.45 lower than the previous day. The implied volatity was 37.91, the open interest changed by 58 which increased total open position to 407


On 24 Dec IGL was trading at 397.35. The strike last trading price was 15.05, which was -1.65 lower than the previous day. The implied volatity was 48.44, the open interest changed by 137 which increased total open position to 355


On 23 Dec IGL was trading at 390.10. The strike last trading price was 16.7, which was -3.70 lower than the previous day. The implied volatity was 46.89, the open interest changed by 116 which increased total open position to 220


On 20 Dec IGL was trading at 388.30. The strike last trading price was 20.4, which was 5.50 higher than the previous day. The implied volatity was 48.72, the open interest changed by -7 which decreased total open position to 104


On 19 Dec IGL was trading at 389.85. The strike last trading price was 14.9, which was 4.15 higher than the previous day. The implied volatity was 39.68, the open interest changed by 12 which increased total open position to 112


On 18 Dec IGL was trading at 398.40. The strike last trading price was 10.75, which was -5.05 lower than the previous day. The implied volatity was 40.24, the open interest changed by 26 which increased total open position to 99


On 17 Dec IGL was trading at 381.35. The strike last trading price was 15.8, which was 2.35 higher than the previous day. The implied volatity was 37.01, the open interest changed by 13 which increased total open position to 73


On 16 Dec IGL was trading at 394.30. The strike last trading price was 13.45, which was -0.60 lower than the previous day. The implied volatity was 39.95, the open interest changed by 40 which increased total open position to 60


On 13 Dec IGL was trading at 392.20. The strike last trading price was 14.05, which was -0.95 lower than the previous day. The implied volatity was 39.14, the open interest changed by 2 which increased total open position to 18


On 12 Dec IGL was trading at 387.10. The strike last trading price was 15, which was 1.80 higher than the previous day. The implied volatity was 36.72, the open interest changed by 4 which increased total open position to 17


On 11 Dec IGL was trading at 392.80. The strike last trading price was 13.2, which was -1.80 lower than the previous day. The implied volatity was 36.53, the open interest changed by 5 which increased total open position to 12


On 10 Dec IGL was trading at 386.00. The strike last trading price was 15, which was 2.30 higher than the previous day. The implied volatity was 36.12, the open interest changed by 4 which increased total open position to 4


On 9 Dec IGL was trading at 385.55. The strike last trading price was 12.7, which was 0.00 lower than the previous day. The implied volatity was 2.57, 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 12.7, which was 0.00 lower than the previous day. The implied volatity was 1.93, 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 12.7, which was 0.00 lower than the previous day. The implied volatity was 1.87, 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 12.7, 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 12.7, 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 12.7, 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 12.7, 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 28 Nov IGL was trading at 319.45. The strike last trading price was 12.7, 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 27 Nov IGL was trading at 319.50. The strike last trading price was 12.7, 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 26 Nov IGL was trading at 320.00. The strike last trading price was 12.7, 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 25 Nov IGL was trading at 324.15. The strike last trading price was 12.7, 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 20 Nov IGL was trading at 320.45. The strike last trading price was 12.7, 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 19 Nov IGL was trading at 320.45. The strike last trading price was 12.7, 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 14 Nov IGL was trading at 405.80. The strike last trading price was 12.7, which was 0.00 lower than the previous day. The implied volatity was 6.55, 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 12.7, which was 0.00 lower than the previous day. The implied volatity was 7.33, 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 12.7, which was 0.00 lower than the previous day. The implied volatity was 8.44, 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 12.7, which was 0.00 lower than the previous day. The implied volatity was 10.02, 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 12.7, which was 12.70 higher than the previous day. The implied volatity was 9.72, 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 0, which was 0.00 lower than the previous day. The implied volatity was 9.42, 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 0, which was 0.00 lower than the previous day. The implied volatity was 8.89, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.23, 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 0, which was lower than the previous day. The implied volatity was 6.33, the open interest changed by 0 which decreased total open position to 0