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

405.8 -13.70 (-3.27%)

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Historical option data for IGL

14 Nov 2024 04:10 PM IST
IGL 28NOV2024 390 CE
Delta: 0.80
Vega: 0.22
Theta: -0.31
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 405.80 21.1 -8.40 28.92 21 6 44
13 Nov 419.50 29.5 -14.80 - 4 0 38
12 Nov 427.30 44.3 0.00 0.00 0 0 0
11 Nov 440.95 44.3 0.00 0.00 0 0 0
8 Nov 442.35 44.3 0.00 0.00 0 0 0
7 Nov 436.80 44.3 4.10 - 3 0 38
6 Nov 431.85 40.2 9.15 - 24 -4 38
5 Nov 420.55 31.05 5.90 - 33 -1 42
4 Nov 412.60 25.15 -7.75 - 2 0 43
1 Nov 421.70 32.9 0.00 0.00 0 19 0
31 Oct 420.15 32.9 -6.75 - 67 19 43
30 Oct 420.90 39.65 6.10 - 3 1 24
29 Oct 417.20 33.55 5.10 - 7 1 24
28 Oct 404.70 28.45 -127.85 - 29 23 23
25 Oct 413.55 156.3 0.00 - 0 0 0
24 Oct 428.35 156.3 0.00 - 0 0 0
23 Oct 433.15 156.3 0.00 - 0 0 0
22 Oct 433.05 156.3 0.00 - 0 0 0
21 Oct 443.15 156.3 0.00 - 0 0 0
18 Oct 451.70 156.3 - 0 0 0


For Indraprastha Gas Ltd - strike price 390 expiring on 28NOV2024

Delta for 390 CE is 0.80

Historical price for 390 CE is as follows

On 14 Nov IGL was trading at 405.80. The strike last trading price was 21.1, which was -8.40 lower than the previous day. The implied volatity was 28.92, the open interest changed by 6 which increased total open position to 44


On 13 Nov IGL was trading at 419.50. The strike last trading price was 29.5, which was -14.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38


On 12 Nov IGL was trading at 427.30. The strike last trading price was 44.3, 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 44.3, 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 44.3, 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 7 Nov IGL was trading at 436.80. The strike last trading price was 44.3, which was 4.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38


On 6 Nov IGL was trading at 431.85. The strike last trading price was 40.2, which was 9.15 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 38


On 5 Nov IGL was trading at 420.55. The strike last trading price was 31.05, which was 5.90 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 42


On 4 Nov IGL was trading at 412.60. The strike last trading price was 25.15, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43


On 1 Nov IGL was trading at 421.70. The strike last trading price was 32.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 19 which increased total open position to 0


On 31 Oct IGL was trading at 420.15. The strike last trading price was 32.9, which was -6.75 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 39.65, 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 29 Oct IGL was trading at 417.20. The strike last trading price was 33.55, which was 5.10 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 28.45, which was -127.85 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 156.3, 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 24 Oct IGL was trading at 428.35. The strike last trading price was 156.3, 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 156.3, 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 156.3, 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 156.3, 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 156.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


IGL 28NOV2024 390 PE
Delta: -0.22
Vega: 0.23
Theta: -0.24
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 405.80 3.2 1.60 31.52 775 64 306
13 Nov 419.50 1.6 0.60 34.30 454 -24 241
12 Nov 427.30 1 0.15 33.50 146 13 259
11 Nov 440.95 0.85 -0.10 37.20 76 -3 246
8 Nov 442.35 0.95 -0.50 37.06 350 -85 249
7 Nov 436.80 1.45 -0.60 36.66 253 2 342
6 Nov 431.85 2.05 -1.60 36.68 733 75 341
5 Nov 420.55 3.65 -2.35 36.98 414 -10 276
4 Nov 412.60 6 0.70 38.01 621 76 282
1 Nov 421.70 5.3 0.10 39.57 28 10 196
31 Oct 420.15 5.2 -1.40 - 292 63 186
30 Oct 420.90 6.6 -1.05 - 195 44 122
29 Oct 417.20 7.65 -6.95 - 282 5 78
28 Oct 404.70 14.6 3.35 - 119 38 72
25 Oct 413.55 11.25 5.35 - 72 18 34
24 Oct 428.35 5.9 2.70 - 15 1 5
23 Oct 433.15 3.2 -2.35 - 5 2 5
22 Oct 433.05 5.55 2.25 - 2 0 2
21 Oct 443.15 3.3 3.15 - 6 1 1
18 Oct 451.70 0.15 - 0 0 0


For Indraprastha Gas Ltd - strike price 390 expiring on 28NOV2024

Delta for 390 PE is -0.22

Historical price for 390 PE is as follows

On 14 Nov IGL was trading at 405.80. The strike last trading price was 3.2, which was 1.60 higher than the previous day. The implied volatity was 31.52, the open interest changed by 64 which increased total open position to 306


On 13 Nov IGL was trading at 419.50. The strike last trading price was 1.6, which was 0.60 higher than the previous day. The implied volatity was 34.30, the open interest changed by -24 which decreased total open position to 241


On 12 Nov IGL was trading at 427.30. The strike last trading price was 1, which was 0.15 higher than the previous day. The implied volatity was 33.50, the open interest changed by 13 which increased total open position to 259


On 11 Nov IGL was trading at 440.95. The strike last trading price was 0.85, which was -0.10 lower than the previous day. The implied volatity was 37.20, the open interest changed by -3 which decreased total open position to 246


On 8 Nov IGL was trading at 442.35. The strike last trading price was 0.95, which was -0.50 lower than the previous day. The implied volatity was 37.06, the open interest changed by -85 which decreased total open position to 249


On 7 Nov IGL was trading at 436.80. The strike last trading price was 1.45, which was -0.60 lower than the previous day. The implied volatity was 36.66, the open interest changed by 2 which increased total open position to 342


On 6 Nov IGL was trading at 431.85. The strike last trading price was 2.05, which was -1.60 lower than the previous day. The implied volatity was 36.68, the open interest changed by 75 which increased total open position to 341


On 5 Nov IGL was trading at 420.55. The strike last trading price was 3.65, which was -2.35 lower than the previous day. The implied volatity was 36.98, the open interest changed by -10 which decreased total open position to 276


On 4 Nov IGL was trading at 412.60. The strike last trading price was 6, which was 0.70 higher than the previous day. The implied volatity was 38.01, the open interest changed by 76 which increased total open position to 282


On 1 Nov IGL was trading at 421.70. The strike last trading price was 5.3, which was 0.10 higher than the previous day. The implied volatity was 39.57, the open interest changed by 10 which increased total open position to 196


On 31 Oct IGL was trading at 420.15. The strike last trading price was 5.2, which was -1.40 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 6.6, which was -1.05 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 7.65, which was -6.95 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 14.6, which was 3.35 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 11.25, which was 5.35 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 5.9, which was 2.70 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 3.2, which was -2.35 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 5.55, which was 2.25 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 3.3, which was 3.15 higher 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 0.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to