IGL
Indraprastha Gas Ltd
Historical option data for IGL
14 Nov 2024 04:10 PM IST
| IGL 28NOV2024 390 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.80
Vega: 0.22
Theta: -0.31
Gamma: 0.01
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| 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 | |||
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| 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
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| 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
