IGL
Indraprastha Gas Ltd
Historical option data for IGL
20 Dec 2024 04:10 PM IST
| IGL 26DEC2024 380 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 0.18
Theta: -0.45
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 388.30 | 8.4 | -4.70 | 26.10 | 1,085 | 105 | 601 | |||
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| 19 Dec | 389.85 | 13.1 | -9.65 | 37.70 | 1,747 | -100 | 495 | |||
| 18 Dec | 398.40 | 22.75 | 12.00 | 30.15 | 3,861 | -154 | 599 | |||
| 17 Dec | 381.35 | 10.75 | -7.65 | 35.70 | 1,443 | 221 | 756 | |||
| 16 Dec | 394.30 | 18.4 | 0.40 | 35.04 | 1,088 | -177 | 537 | |||
| 13 Dec | 392.20 | 18 | 3.25 | 32.48 | 2,744 | -22 | 717 | |||
| 12 Dec | 387.10 | 14.75 | -4.85 | 33.53 | 1,097 | 2 | 739 | |||
| 11 Dec | 392.80 | 19.6 | 3.05 | 37.18 | 2,107 | -249 | 752 | |||
| 10 Dec | 386.00 | 16.55 | 0.00 | 36.96 | 2,226 | -172 | 989 | |||
| 9 Dec | 385.55 | 16.55 | 1.35 | 36.06 | 2,509 | -114 | 1,166 | |||
| 6 Dec | 384.00 | 15.2 | -1.80 | 34.01 | 2,447 | 5 | 1,354 | |||
| 5 Dec | 383.45 | 17 | 11.30 | 38.87 | 14,622 | 458 | 1,392 | |||
| 4 Dec | 360.25 | 5.7 | -0.30 | 34.78 | 2,822 | 190 | 952 | |||
| 3 Dec | 361.25 | 6 | 3.30 | 35.07 | 5,700 | 109 | 765 | |||
| 2 Dec | 343.55 | 2.7 | 0.70 | 36.46 | 2,080 | 171 | 653 | |||
| 29 Nov | 327.05 | 2 | 0.65 | 39.85 | 847 | 128 | 481 | |||
| 28 Nov | 319.45 | 1.35 | 0.00 | 41.88 | 292 | 23 | 352 | |||
| 27 Nov | 319.50 | 1.35 | -0.20 | 41.07 | 223 | 13 | 329 | |||
| 26 Nov | 320.00 | 1.55 | 0.35 | 41.25 | 200 | 88 | 316 | |||
| 25 Nov | 324.15 | 1.2 | 0.20 | 36.31 | 1 | -2 | 229 | |||
| 22 Nov | 312.65 | 1 | 0.20 | 39.59 | 2 | -1 | 230 | |||
| 21 Nov | 311.40 | 0.8 | -1.30 | 36.28 | 6 | -2 | 235 | |||
| 20 Nov | 320.45 | 2.1 | 0.00 | 40.28 | 418 | 20 | 247 | |||
| 19 Nov | 320.45 | 2.1 | -1.55 | 40.28 | 418 | 30 | 247 | |||
| 18 Nov | 325.05 | 3.65 | -172.60 | 42.80 | 454 | 215 | 215 | |||
| 14 Nov | 405.80 | 176.25 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 419.50 | 176.25 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 427.30 | 176.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 440.95 | 176.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 442.35 | 176.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 436.80 | 176.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 431.85 | 176.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 420.55 | 176.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 412.60 | 176.25 | 176.25 | - | 0 | 0 | 0 | |||
| 28 Oct | 404.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 433.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 443.15 | 0 | - | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 380 expiring on 26DEC2024
Delta for 380 CE is 0.68
Historical price for 380 CE is as follows
On 20 Dec IGL was trading at 388.30. The strike last trading price was 8.4, which was -4.70 lower than the previous day. The implied volatity was 26.10, the open interest changed by 105 which increased total open position to 601
On 19 Dec IGL was trading at 389.85. The strike last trading price was 13.1, which was -9.65 lower than the previous day. The implied volatity was 37.70, the open interest changed by -100 which decreased total open position to 495
On 18 Dec IGL was trading at 398.40. The strike last trading price was 22.75, which was 12.00 higher than the previous day. The implied volatity was 30.15, the open interest changed by -154 which decreased total open position to 599
On 17 Dec IGL was trading at 381.35. The strike last trading price was 10.75, which was -7.65 lower than the previous day. The implied volatity was 35.70, the open interest changed by 221 which increased total open position to 756
On 16 Dec IGL was trading at 394.30. The strike last trading price was 18.4, which was 0.40 higher than the previous day. The implied volatity was 35.04, the open interest changed by -177 which decreased total open position to 537
On 13 Dec IGL was trading at 392.20. The strike last trading price was 18, which was 3.25 higher than the previous day. The implied volatity was 32.48, the open interest changed by -22 which decreased total open position to 717
On 12 Dec IGL was trading at 387.10. The strike last trading price was 14.75, which was -4.85 lower than the previous day. The implied volatity was 33.53, the open interest changed by 2 which increased total open position to 739
On 11 Dec IGL was trading at 392.80. The strike last trading price was 19.6, which was 3.05 higher than the previous day. The implied volatity was 37.18, the open interest changed by -249 which decreased total open position to 752
On 10 Dec IGL was trading at 386.00. The strike last trading price was 16.55, which was 0.00 lower than the previous day. The implied volatity was 36.96, the open interest changed by -172 which decreased total open position to 989
On 9 Dec IGL was trading at 385.55. The strike last trading price was 16.55, which was 1.35 higher than the previous day. The implied volatity was 36.06, the open interest changed by -114 which decreased total open position to 1166
On 6 Dec IGL was trading at 384.00. The strike last trading price was 15.2, which was -1.80 lower than the previous day. The implied volatity was 34.01, the open interest changed by 5 which increased total open position to 1354
On 5 Dec IGL was trading at 383.45. The strike last trading price was 17, which was 11.30 higher than the previous day. The implied volatity was 38.87, the open interest changed by 458 which increased total open position to 1392
On 4 Dec IGL was trading at 360.25. The strike last trading price was 5.7, which was -0.30 lower than the previous day. The implied volatity was 34.78, the open interest changed by 190 which increased total open position to 952
On 3 Dec IGL was trading at 361.25. The strike last trading price was 6, which was 3.30 higher than the previous day. The implied volatity was 35.07, the open interest changed by 109 which increased total open position to 765
On 2 Dec IGL was trading at 343.55. The strike last trading price was 2.7, which was 0.70 higher than the previous day. The implied volatity was 36.46, the open interest changed by 171 which increased total open position to 653
On 29 Nov IGL was trading at 327.05. The strike last trading price was 2, which was 0.65 higher than the previous day. The implied volatity was 39.85, the open interest changed by 128 which increased total open position to 481
On 28 Nov IGL was trading at 319.45. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 41.88, the open interest changed by 23 which increased total open position to 352
On 27 Nov IGL was trading at 319.50. The strike last trading price was 1.35, which was -0.20 lower than the previous day. The implied volatity was 41.07, the open interest changed by 13 which increased total open position to 329
On 26 Nov IGL was trading at 320.00. The strike last trading price was 1.55, which was 0.35 higher than the previous day. The implied volatity was 41.25, the open interest changed by 88 which increased total open position to 316
On 25 Nov IGL was trading at 324.15. The strike last trading price was 1.2, which was 0.20 higher than the previous day. The implied volatity was 36.31, the open interest changed by -2 which decreased total open position to 229
On 22 Nov IGL was trading at 312.65. The strike last trading price was 1, which was 0.20 higher than the previous day. The implied volatity was 39.59, the open interest changed by -1 which decreased total open position to 230
On 21 Nov IGL was trading at 311.40. The strike last trading price was 0.8, which was -1.30 lower than the previous day. The implied volatity was 36.28, the open interest changed by -2 which decreased total open position to 235
On 20 Nov IGL was trading at 320.45. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 40.28, the open interest changed by 20 which increased total open position to 247
On 19 Nov IGL was trading at 320.45. The strike last trading price was 2.1, which was -1.55 lower than the previous day. The implied volatity was 40.28, the open interest changed by 30 which increased total open position to 247
On 18 Nov IGL was trading at 325.05. The strike last trading price was 3.65, which was -172.60 lower than the previous day. The implied volatity was 42.80, the open interest changed by 215 which increased total open position to 215
On 14 Nov IGL was trading at 405.80. The strike last trading price was 176.25, 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 176.25, 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 176.25, 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 176.25, 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 176.25, 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 176.25, 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 176.25, 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 176.25, 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 176.25, which was 176.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Oct IGL was trading at 404.70. 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 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IGL 26DEC2024 380 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.38
Vega: 0.19
Theta: -0.61
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 388.30 | 5.65 | 1.75 | 41.72 | 1,974 | 50 | 1,182 |
| 19 Dec | 389.85 | 3.9 | 1.95 | 35.23 | 3,317 | -104 | 1,134 |
| 18 Dec | 398.40 | 1.95 | -3.90 | 39.73 | 4,678 | 57 | 1,246 |
| 17 Dec | 381.35 | 5.85 | 1.85 | 32.43 | 2,277 | 113 | 1,199 |
| 16 Dec | 394.30 | 4 | -0.60 | 38.12 | 1,696 | -35 | 1,087 |
| 13 Dec | 392.20 | 4.6 | -2.30 | 34.72 | 3,171 | -20 | 1,127 |
| 12 Dec | 387.10 | 6.9 | 1.75 | 35.31 | 1,588 | 94 | 1,145 |
| 11 Dec | 392.80 | 5.15 | -2.90 | 33.96 | 1,994 | -78 | 1,056 |
| 10 Dec | 386.00 | 8.05 | -0.55 | 37.00 | 2,552 | 144 | 1,150 |
| 9 Dec | 385.55 | 8.6 | -2.10 | 37.53 | 2,100 | 187 | 1,010 |
| 6 Dec | 384.00 | 10.7 | -1.20 | 37.67 | 2,030 | 271 | 828 |
| 5 Dec | 383.45 | 11.9 | -12.40 | 39.65 | 2,744 | 475 | 561 |
| 4 Dec | 360.25 | 24.3 | -0.35 | 38.24 | 115 | 9 | 87 |
| 3 Dec | 361.25 | 24.65 | -12.90 | 38.28 | 170 | 5 | 78 |
| 2 Dec | 343.55 | 37.55 | -22.85 | 38.85 | 63 | 1 | 72 |
| 29 Nov | 327.05 | 60.4 | 1.40 | 81.87 | 3 | 0 | 71 |
| 28 Nov | 319.45 | 59 | -0.20 | 39.15 | 21 | 20 | 70 |
| 27 Nov | 319.50 | 59.2 | 0.70 | 41.13 | 12 | 9 | 49 |
| 26 Nov | 320.00 | 58.5 | 0.10 | 40.99 | 51 | 16 | 38 |
| 25 Nov | 324.15 | 58.4 | 0.00 | 0.00 | 0 | 0 | 22 |
| 22 Nov | 312.65 | 58.4 | 0.00 | 0.00 | 0 | 0 | 22 |
| 21 Nov | 311.40 | 58.4 | 0.00 | 0.00 | 4 | 0 | 22 |
| 20 Nov | 320.45 | 58.4 | 0.00 | 36.50 | 4 | 0 | 22 |
| 19 Nov | 320.45 | 58.4 | 8.40 | 36.50 | 4 | 0 | 22 |
| 18 Nov | 325.05 | 50 | 44.00 | - | 15 | 5 | 22 |
| 14 Nov | 405.80 | 6 | 3.20 | 32.80 | 13 | 4 | 18 |
| 13 Nov | 419.50 | 2.8 | 0.00 | 0.00 | 0 | 2 | 0 |
| 12 Nov | 427.30 | 2.8 | 0.05 | 33.09 | 5 | 2 | 14 |
| 11 Nov | 440.95 | 2.75 | -0.50 | 36.74 | 61 | 1 | 12 |
| 8 Nov | 442.35 | 3.25 | -0.20 | 38.73 | 167 | -2 | 13 |
| 7 Nov | 436.80 | 3.45 | -0.65 | 36.70 | 5 | -1 | 16 |
| 6 Nov | 431.85 | 4.1 | -2.40 | 36.51 | 3 | 1 | 16 |
| 5 Nov | 420.55 | 6.5 | 6.00 | 38.26 | 15 | 14 | 14 |
| 4 Nov | 412.60 | 0.5 | 0.00 | 7.44 | 0 | 0 | 0 |
| 28 Oct | 404.70 | 0.5 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 433.05 | 0.5 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 443.15 | 0.5 | - | 0 | 0 | 0 | |
For Indraprastha Gas Ltd - strike price 380 expiring on 26DEC2024
Delta for 380 PE is -0.38
Historical price for 380 PE is as follows
On 20 Dec IGL was trading at 388.30. The strike last trading price was 5.65, which was 1.75 higher than the previous day. The implied volatity was 41.72, the open interest changed by 50 which increased total open position to 1182
On 19 Dec IGL was trading at 389.85. The strike last trading price was 3.9, which was 1.95 higher than the previous day. The implied volatity was 35.23, the open interest changed by -104 which decreased total open position to 1134
On 18 Dec IGL was trading at 398.40. The strike last trading price was 1.95, which was -3.90 lower than the previous day. The implied volatity was 39.73, the open interest changed by 57 which increased total open position to 1246
On 17 Dec IGL was trading at 381.35. The strike last trading price was 5.85, which was 1.85 higher than the previous day. The implied volatity was 32.43, the open interest changed by 113 which increased total open position to 1199
On 16 Dec IGL was trading at 394.30. The strike last trading price was 4, which was -0.60 lower than the previous day. The implied volatity was 38.12, the open interest changed by -35 which decreased total open position to 1087
On 13 Dec IGL was trading at 392.20. The strike last trading price was 4.6, which was -2.30 lower than the previous day. The implied volatity was 34.72, the open interest changed by -20 which decreased total open position to 1127
On 12 Dec IGL was trading at 387.10. The strike last trading price was 6.9, which was 1.75 higher than the previous day. The implied volatity was 35.31, the open interest changed by 94 which increased total open position to 1145
On 11 Dec IGL was trading at 392.80. The strike last trading price was 5.15, which was -2.90 lower than the previous day. The implied volatity was 33.96, the open interest changed by -78 which decreased total open position to 1056
On 10 Dec IGL was trading at 386.00. The strike last trading price was 8.05, which was -0.55 lower than the previous day. The implied volatity was 37.00, the open interest changed by 144 which increased total open position to 1150
On 9 Dec IGL was trading at 385.55. The strike last trading price was 8.6, which was -2.10 lower than the previous day. The implied volatity was 37.53, the open interest changed by 187 which increased total open position to 1010
On 6 Dec IGL was trading at 384.00. The strike last trading price was 10.7, which was -1.20 lower than the previous day. The implied volatity was 37.67, the open interest changed by 271 which increased total open position to 828
On 5 Dec IGL was trading at 383.45. The strike last trading price was 11.9, which was -12.40 lower than the previous day. The implied volatity was 39.65, the open interest changed by 475 which increased total open position to 561
On 4 Dec IGL was trading at 360.25. The strike last trading price was 24.3, which was -0.35 lower than the previous day. The implied volatity was 38.24, the open interest changed by 9 which increased total open position to 87
On 3 Dec IGL was trading at 361.25. The strike last trading price was 24.65, which was -12.90 lower than the previous day. The implied volatity was 38.28, the open interest changed by 5 which increased total open position to 78
On 2 Dec IGL was trading at 343.55. The strike last trading price was 37.55, which was -22.85 lower than the previous day. The implied volatity was 38.85, the open interest changed by 1 which increased total open position to 72
On 29 Nov IGL was trading at 327.05. The strike last trading price was 60.4, which was 1.40 higher than the previous day. The implied volatity was 81.87, the open interest changed by 0 which decreased total open position to 71
On 28 Nov IGL was trading at 319.45. The strike last trading price was 59, which was -0.20 lower than the previous day. The implied volatity was 39.15, the open interest changed by 20 which increased total open position to 70
On 27 Nov IGL was trading at 319.50. The strike last trading price was 59.2, which was 0.70 higher than the previous day. The implied volatity was 41.13, the open interest changed by 9 which increased total open position to 49
On 26 Nov IGL was trading at 320.00. The strike last trading price was 58.5, which was 0.10 higher than the previous day. The implied volatity was 40.99, the open interest changed by 16 which increased total open position to 38
On 25 Nov IGL was trading at 324.15. The strike last trading price was 58.4, 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 22
On 22 Nov IGL was trading at 312.65. The strike last trading price was 58.4, 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 22
On 21 Nov IGL was trading at 311.40. The strike last trading price was 58.4, 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 22
On 20 Nov IGL was trading at 320.45. The strike last trading price was 58.4, which was 0.00 lower than the previous day. The implied volatity was 36.50, the open interest changed by 0 which decreased total open position to 22
On 19 Nov IGL was trading at 320.45. The strike last trading price was 58.4, which was 8.40 higher than the previous day. The implied volatity was 36.50, the open interest changed by 0 which decreased total open position to 22
On 18 Nov IGL was trading at 325.05. The strike last trading price was 50, which was 44.00 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 22
On 14 Nov IGL was trading at 405.80. The strike last trading price was 6, which was 3.20 higher than the previous day. The implied volatity was 32.80, the open interest changed by 4 which increased total open position to 18
On 13 Nov IGL was trading at 419.50. The strike last trading price was 2.8, 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 12 Nov IGL was trading at 427.30. The strike last trading price was 2.8, which was 0.05 higher than the previous day. The implied volatity was 33.09, the open interest changed by 2 which increased total open position to 14
On 11 Nov IGL was trading at 440.95. The strike last trading price was 2.75, which was -0.50 lower than the previous day. The implied volatity was 36.74, the open interest changed by 1 which increased total open position to 12
On 8 Nov IGL was trading at 442.35. The strike last trading price was 3.25, which was -0.20 lower than the previous day. The implied volatity was 38.73, the open interest changed by -2 which decreased total open position to 13
On 7 Nov IGL was trading at 436.80. The strike last trading price was 3.45, which was -0.65 lower than the previous day. The implied volatity was 36.70, the open interest changed by -1 which decreased total open position to 16
On 6 Nov IGL was trading at 431.85. The strike last trading price was 4.1, which was -2.40 lower than the previous day. The implied volatity was 36.51, the open interest changed by 1 which increased total open position to 16
On 5 Nov IGL was trading at 420.55. The strike last trading price was 6.5, which was 6.00 higher than the previous day. The implied volatity was 38.26, the open interest changed by 14 which increased total open position to 14
On 4 Nov IGL was trading at 412.60. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 7.44, the open interest changed by 0 which decreased total open position to 0
On 28 Oct IGL was trading at 404.70. The strike last trading price was 0.5, 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 0.5, 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 0.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
