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

388.7 -4.10 (-1.04%)

Back to Option Chain


Historical option data for IGL

12 Dec 2024 10:11 AM IST
IGL 26DEC2024 390 CE
Delta: 0.51
Vega: 0.31
Theta: -0.43
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 388.20 10.65 -2.65 35.13 544 21 1,456
11 Dec 392.80 13.3 2.30 36.17 3,832 -103 1,446
10 Dec 386.00 11 -0.25 36.18 6,001 68 1,569
9 Dec 385.55 11.25 0.60 36.00 2,988 59 1,501
6 Dec 384.00 10.65 -1.50 35.05 4,484 173 1,452
5 Dec 383.45 12.15 8.35 38.82 9,634 527 1,281
4 Dec 360.25 3.8 -0.30 36.18 1,686 4 754
3 Dec 361.25 4.1 2.20 36.59 3,492 333 750
2 Dec 343.55 1.9 0.45 38.27 1,083 302 413
29 Nov 327.05 1.45 0.45 41.63 223 28 107
28 Nov 319.45 1 0.00 43.70 63 36 77
27 Nov 319.50 1 -0.20 42.41 7 2 41
26 Nov 320.00 1.2 -0.55 43.36 6 2 40
25 Nov 324.15 1.75 0.00 0.00 0 0 38
22 Nov 312.65 1.75 0.00 0.00 0 0 0
21 Nov 311.40 1.75 0.00 0.00 0 24 0
20 Nov 320.45 1.75 0.00 42.69 43 24 36
19 Nov 320.45 1.75 -1.20 42.69 43 22 36
18 Nov 325.05 2.95 -42.45 44.80 29 13 13
14 Nov 405.80 45.4 0.00 - 0 0 0
13 Nov 419.50 45.4 0.00 - 0 0 0
12 Nov 427.30 45.4 0.00 - 0 0 0
11 Nov 440.95 45.4 0.00 - 0 0 0
8 Nov 442.35 45.4 0.00 - 0 0 0
7 Nov 436.80 45.4 0.00 - 0 0 0
6 Nov 431.85 45.4 0.00 - 0 0 0
5 Nov 420.55 45.4 0.00 - 0 0 0
4 Nov 412.60 45.4 - 0 0 0


For Indraprastha Gas Ltd - strike price 390 expiring on 26DEC2024

Delta for 390 CE is 0.51

Historical price for 390 CE is as follows

On 12 Dec IGL was trading at 388.20. The strike last trading price was 10.65, which was -2.65 lower than the previous day. The implied volatity was 35.13, the open interest changed by 21 which increased total open position to 1456


On 11 Dec IGL was trading at 392.80. The strike last trading price was 13.3, which was 2.30 higher than the previous day. The implied volatity was 36.17, the open interest changed by -103 which decreased total open position to 1446


On 10 Dec IGL was trading at 386.00. The strike last trading price was 11, which was -0.25 lower than the previous day. The implied volatity was 36.18, the open interest changed by 68 which increased total open position to 1569


On 9 Dec IGL was trading at 385.55. The strike last trading price was 11.25, which was 0.60 higher than the previous day. The implied volatity was 36.00, the open interest changed by 59 which increased total open position to 1501


On 6 Dec IGL was trading at 384.00. The strike last trading price was 10.65, which was -1.50 lower than the previous day. The implied volatity was 35.05, the open interest changed by 173 which increased total open position to 1452


On 5 Dec IGL was trading at 383.45. The strike last trading price was 12.15, which was 8.35 higher than the previous day. The implied volatity was 38.82, the open interest changed by 527 which increased total open position to 1281


On 4 Dec IGL was trading at 360.25. The strike last trading price was 3.8, which was -0.30 lower than the previous day. The implied volatity was 36.18, the open interest changed by 4 which increased total open position to 754


On 3 Dec IGL was trading at 361.25. The strike last trading price was 4.1, which was 2.20 higher than the previous day. The implied volatity was 36.59, the open interest changed by 333 which increased total open position to 750


On 2 Dec IGL was trading at 343.55. The strike last trading price was 1.9, which was 0.45 higher than the previous day. The implied volatity was 38.27, the open interest changed by 302 which increased total open position to 413


On 29 Nov IGL was trading at 327.05. The strike last trading price was 1.45, which was 0.45 higher than the previous day. The implied volatity was 41.63, the open interest changed by 28 which increased total open position to 107


On 28 Nov IGL was trading at 319.45. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 43.70, the open interest changed by 36 which increased total open position to 77


On 27 Nov IGL was trading at 319.50. The strike last trading price was 1, which was -0.20 lower than the previous day. The implied volatity was 42.41, the open interest changed by 2 which increased total open position to 41


On 26 Nov IGL was trading at 320.00. The strike last trading price was 1.2, which was -0.55 lower than the previous day. The implied volatity was 43.36, the open interest changed by 2 which increased total open position to 40


On 25 Nov IGL was trading at 324.15. The strike last trading price was 1.75, 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 38


On 22 Nov IGL was trading at 312.65. The strike last trading price was 1.75, 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 21 Nov IGL was trading at 311.40. The strike last trading price was 1.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 24 which increased total open position to 0


On 20 Nov IGL was trading at 320.45. The strike last trading price was 1.75, which was 0.00 lower than the previous day. The implied volatity was 42.69, the open interest changed by 24 which increased total open position to 36


On 19 Nov IGL was trading at 320.45. The strike last trading price was 1.75, which was -1.20 lower than the previous day. The implied volatity was 42.69, the open interest changed by 22 which increased total open position to 36


On 18 Nov IGL was trading at 325.05. The strike last trading price was 2.95, which was -42.45 lower than the previous day. The implied volatity was 44.80, the open interest changed by 13 which increased total open position to 13


On 14 Nov IGL was trading at 405.80. The strike last trading price was 45.4, 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 45.4, 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 45.4, 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 45.4, 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 45.4, 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 45.4, 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 45.4, 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 45.4, 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 45.4, 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 26DEC2024 390 PE
Delta: -0.49
Vega: 0.31
Theta: -0.31
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 388.20 10.55 1.70 34.28 415 -30 863
11 Dec 392.80 8.85 -3.70 33.45 1,874 172 888
10 Dec 386.00 12.55 -0.90 36.50 2,034 129 714
9 Dec 385.55 13.45 -2.70 37.99 743 72 588
6 Dec 384.00 16.15 -0.90 38.78 1,243 224 510
5 Dec 383.45 17.05 -14.90 39.75 834 214 284
4 Dec 360.25 31.95 -0.60 38.79 39 -1 70
3 Dec 361.25 32.55 -14.10 39.82 112 15 71
2 Dec 343.55 46.65 -19.05 41.23 44 4 56
29 Nov 327.05 65.7 -2.30 73.47 1 0 51
28 Nov 319.45 68 4.85 29.19 45 30 36
27 Nov 319.50 63.15 0.00 0.00 0 0 0
26 Nov 320.00 63.15 0.00 0.00 0 0 0
25 Nov 324.15 63.15 0.00 0.00 0 0 6
22 Nov 312.65 63.15 0.00 0.00 0 0 6
21 Nov 311.40 63.15 0.00 0.00 0 0 6
20 Nov 320.45 63.15 0.00 0.00 0 0 0
19 Nov 320.45 63.15 0.00 0.00 0 2 0
18 Nov 325.05 63.15 54.55 42.38 4 2 6
14 Nov 405.80 8.6 -2.35 32.19 4 2 2
13 Nov 419.50 10.95 0.00 7.55 0 0 0
12 Nov 427.30 10.95 0.00 8.72 0 0 0
11 Nov 440.95 10.95 0.00 10.38 0 0 0
8 Nov 442.35 10.95 0.00 10.64 0 0 0
7 Nov 436.80 10.95 0.00 9.57 0 0 0
6 Nov 431.85 10.95 0.00 8.83 0 0 0
5 Nov 420.55 10.95 0.00 7.18 0 0 0
4 Nov 412.60 10.95 5.60 0 0 0


For Indraprastha Gas Ltd - strike price 390 expiring on 26DEC2024

Delta for 390 PE is -0.49

Historical price for 390 PE is as follows

On 12 Dec IGL was trading at 388.20. The strike last trading price was 10.55, which was 1.70 higher than the previous day. The implied volatity was 34.28, the open interest changed by -30 which decreased total open position to 863


On 11 Dec IGL was trading at 392.80. The strike last trading price was 8.85, which was -3.70 lower than the previous day. The implied volatity was 33.45, the open interest changed by 172 which increased total open position to 888


On 10 Dec IGL was trading at 386.00. The strike last trading price was 12.55, which was -0.90 lower than the previous day. The implied volatity was 36.50, the open interest changed by 129 which increased total open position to 714


On 9 Dec IGL was trading at 385.55. The strike last trading price was 13.45, which was -2.70 lower than the previous day. The implied volatity was 37.99, the open interest changed by 72 which increased total open position to 588


On 6 Dec IGL was trading at 384.00. The strike last trading price was 16.15, which was -0.90 lower than the previous day. The implied volatity was 38.78, the open interest changed by 224 which increased total open position to 510


On 5 Dec IGL was trading at 383.45. The strike last trading price was 17.05, which was -14.90 lower than the previous day. The implied volatity was 39.75, the open interest changed by 214 which increased total open position to 284


On 4 Dec IGL was trading at 360.25. The strike last trading price was 31.95, which was -0.60 lower than the previous day. The implied volatity was 38.79, the open interest changed by -1 which decreased total open position to 70


On 3 Dec IGL was trading at 361.25. The strike last trading price was 32.55, which was -14.10 lower than the previous day. The implied volatity was 39.82, the open interest changed by 15 which increased total open position to 71


On 2 Dec IGL was trading at 343.55. The strike last trading price was 46.65, which was -19.05 lower than the previous day. The implied volatity was 41.23, the open interest changed by 4 which increased total open position to 56


On 29 Nov IGL was trading at 327.05. The strike last trading price was 65.7, which was -2.30 lower than the previous day. The implied volatity was 73.47, the open interest changed by 0 which decreased total open position to 51


On 28 Nov IGL was trading at 319.45. The strike last trading price was 68, which was 4.85 higher than the previous day. The implied volatity was 29.19, the open interest changed by 30 which increased total open position to 36


On 27 Nov IGL was trading at 319.50. The strike last trading price was 63.15, 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 26 Nov IGL was trading at 320.00. The strike last trading price was 63.15, 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 25 Nov IGL was trading at 324.15. The strike last trading price was 63.15, 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 6


On 22 Nov IGL was trading at 312.65. The strike last trading price was 63.15, 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 6


On 21 Nov IGL was trading at 311.40. The strike last trading price was 63.15, 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 6


On 20 Nov IGL was trading at 320.45. The strike last trading price was 63.15, 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 19 Nov IGL was trading at 320.45. The strike last trading price was 63.15, 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 18 Nov IGL was trading at 325.05. The strike last trading price was 63.15, which was 54.55 higher than the previous day. The implied volatity was 42.38, the open interest changed by 2 which increased total open position to 6


On 14 Nov IGL was trading at 405.80. The strike last trading price was 8.6, which was -2.35 lower than the previous day. The implied volatity was 32.19, the open interest changed by 2 which increased total open position to 2


On 13 Nov IGL was trading at 419.50. The strike last trading price was 10.95, which was 0.00 lower than the previous day. The implied volatity was 7.55, 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 10.95, which was 0.00 lower than the previous day. The implied volatity was 8.72, 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 10.95, which was 0.00 lower than the previous day. The implied volatity was 10.38, 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 10.95, which was 0.00 lower than the previous day. The implied volatity was 10.64, 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 10.95, which was 0.00 lower than the previous day. The implied volatity was 9.57, 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 10.95, which was 0.00 lower than the previous day. The implied volatity was 8.83, 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 10.95, which was 0.00 lower than the previous day. The implied volatity was 7.18, 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 10.95, which was lower than the previous day. The implied volatity was 5.60, the open interest changed by 0 which decreased total open position to 0