IGL
Indraprastha Gas Ltd
Historical option data for IGL
27 Dec 2024 04:10 PM IST
| IGL 30JAN2025 390 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0.47
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 390.10 | 15.05 | -2.05 | 27.62 | 921 | 163 | 741 | |||
| 26 Dec | 390.50 | 17.1 | -0.40 | 30.52 | 1,005 | 191 | 579 | |||
| 24 Dec | 397.35 | 17.5 | 2.30 | 23.65 | 2,005 | 176 | 388 | |||
| 23 Dec | 390.10 | 15.2 | -1.15 | 25.91 | 713 | 21 | 213 | |||
| 20 Dec | 388.30 | 16.35 | -5.45 | 32.37 | 223 | 65 | 191 | |||
| 19 Dec | 389.85 | 21.8 | -5.20 | 39.28 | 191 | 28 | 125 | |||
| 18 Dec | 398.40 | 27 | 9.55 | 32.58 | 128 | 6 | 97 | |||
| 17 Dec | 381.35 | 17.45 | -8.10 | 34.77 | 44 | 13 | 91 | |||
| 16 Dec | 394.30 | 25.55 | 0.80 | 38.27 | 71 | -5 | 77 | |||
| 13 Dec | 392.20 | 24.75 | 3.90 | 36.79 | 105 | 57 | 81 | |||
| 12 Dec | 387.10 | 20.85 | -2.15 | 35.10 | 20 | 12 | 22 | |||
| 11 Dec | 392.80 | 23 | 0.75 | 33.38 | 10 | 4 | 5 | |||
| 10 Dec | 386.00 | 22.25 | 15.55 | 36.71 | 1 | 0 | 0 | |||
| 9 Dec | 385.55 | 6.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 384.00 | 6.7 | 0.00 | 0.16 | 0 | 0 | 0 | |||
| 5 Dec | 383.45 | 6.7 | 0.00 | 0.18 | 0 | 0 | 0 | |||
| 4 Dec | 360.25 | 6.7 | 0.00 | 4.83 | 0 | 0 | 0 | |||
| 3 Dec | 361.25 | 6.7 | 0.00 | 4.79 | 0 | 0 | 0 | |||
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| 2 Dec | 343.55 | 6.7 | 6.70 | 7.88 | 0 | 0 | 0 | |||
| 29 Nov | 327.05 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 390 expiring on 30JAN2025
Delta for 390 CE is 0.56
Historical price for 390 CE is as follows
On 27 Dec IGL was trading at 390.10. The strike last trading price was 15.05, which was -2.05 lower than the previous day. The implied volatity was 27.62, the open interest changed by 163 which increased total open position to 741
On 26 Dec IGL was trading at 390.50. The strike last trading price was 17.1, which was -0.40 lower than the previous day. The implied volatity was 30.52, the open interest changed by 191 which increased total open position to 579
On 24 Dec IGL was trading at 397.35. The strike last trading price was 17.5, which was 2.30 higher than the previous day. The implied volatity was 23.65, the open interest changed by 176 which increased total open position to 388
On 23 Dec IGL was trading at 390.10. The strike last trading price was 15.2, which was -1.15 lower than the previous day. The implied volatity was 25.91, the open interest changed by 21 which increased total open position to 213
On 20 Dec IGL was trading at 388.30. The strike last trading price was 16.35, which was -5.45 lower than the previous day. The implied volatity was 32.37, the open interest changed by 65 which increased total open position to 191
On 19 Dec IGL was trading at 389.85. The strike last trading price was 21.8, which was -5.20 lower than the previous day. The implied volatity was 39.28, the open interest changed by 28 which increased total open position to 125
On 18 Dec IGL was trading at 398.40. The strike last trading price was 27, which was 9.55 higher than the previous day. The implied volatity was 32.58, the open interest changed by 6 which increased total open position to 97
On 17 Dec IGL was trading at 381.35. The strike last trading price was 17.45, which was -8.10 lower than the previous day. The implied volatity was 34.77, the open interest changed by 13 which increased total open position to 91
On 16 Dec IGL was trading at 394.30. The strike last trading price was 25.55, which was 0.80 higher than the previous day. The implied volatity was 38.27, the open interest changed by -5 which decreased total open position to 77
On 13 Dec IGL was trading at 392.20. The strike last trading price was 24.75, which was 3.90 higher than the previous day. The implied volatity was 36.79, the open interest changed by 57 which increased total open position to 81
On 12 Dec IGL was trading at 387.10. The strike last trading price was 20.85, which was -2.15 lower than the previous day. The implied volatity was 35.10, the open interest changed by 12 which increased total open position to 22
On 11 Dec IGL was trading at 392.80. The strike last trading price was 23, which was 0.75 higher than the previous day. The implied volatity was 33.38, the open interest changed by 4 which increased total open position to 5
On 10 Dec IGL was trading at 386.00. The strike last trading price was 22.25, which was 15.55 higher than the previous day. The implied volatity was 36.71, the open interest changed by 0 which decreased total open position to 0
On 9 Dec IGL was trading at 385.55. The strike last trading price was 6.7, 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 6 Dec IGL was trading at 384.00. The strike last trading price was 6.7, which was 0.00 lower than the previous day. The implied volatity was 0.16, 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 6.7, which was 0.00 lower than the previous day. The implied volatity was 0.18, 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 6.7, which was 0.00 lower than the previous day. The implied volatity was 4.83, 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 6.7, which was 0.00 lower than the previous day. The implied volatity was 4.79, 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 6.7, which was 6.70 higher than the previous day. The implied volatity was 7.88, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| IGL 30JAN2025 390 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0.47
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 390.10 | 15.35 | -1.15 | 36.38 | 387 | 5 | 445 |
| 26 Dec | 390.50 | 16.5 | -3.70 | 39.07 | 598 | 171 | 439 |
| 24 Dec | 397.35 | 20.2 | -2.20 | 50.26 | 994 | 143 | 268 |
| 23 Dec | 390.10 | 22.4 | -2.55 | 49.06 | 326 | 20 | 124 |
| 20 Dec | 388.30 | 24.95 | 5.65 | 47.85 | 69 | 16 | 106 |
| 19 Dec | 389.85 | 19.3 | 5.35 | 39.21 | 82 | 34 | 90 |
| 18 Dec | 398.40 | 13.95 | -7.35 | 39.31 | 50 | 8 | 58 |
| 17 Dec | 381.35 | 21.3 | 3.70 | 38.01 | 13 | 5 | 46 |
| 16 Dec | 394.30 | 17.6 | -0.40 | 39.81 | 8 | 3 | 40 |
| 13 Dec | 392.20 | 18 | -1.40 | 38.49 | 31 | 25 | 36 |
| 12 Dec | 387.10 | 19.4 | 2.60 | 36.25 | 10 | 6 | 8 |
| 11 Dec | 392.80 | 16.8 | -55.60 | 35.33 | 2 | 1 | 1 |
| 10 Dec | 386.00 | 72.4 | 0.00 | 0.54 | 0 | 0 | 0 |
| 9 Dec | 385.55 | 72.4 | 0.00 | 0.51 | 0 | 0 | 0 |
| 6 Dec | 384.00 | 72.4 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 383.45 | 72.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 360.25 | 72.4 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 361.25 | 72.4 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 343.55 | 72.4 | 72.40 | - | 0 | 0 | 0 |
| 29 Nov | 327.05 | 0 | 0.00 | 0 | 0 | 0 | |
For Indraprastha Gas Ltd - strike price 390 expiring on 30JAN2025
Delta for 390 PE is -0.44
Historical price for 390 PE is as follows
On 27 Dec IGL was trading at 390.10. The strike last trading price was 15.35, which was -1.15 lower than the previous day. The implied volatity was 36.38, the open interest changed by 5 which increased total open position to 445
On 26 Dec IGL was trading at 390.50. The strike last trading price was 16.5, which was -3.70 lower than the previous day. The implied volatity was 39.07, the open interest changed by 171 which increased total open position to 439
On 24 Dec IGL was trading at 397.35. The strike last trading price was 20.2, which was -2.20 lower than the previous day. The implied volatity was 50.26, the open interest changed by 143 which increased total open position to 268
On 23 Dec IGL was trading at 390.10. The strike last trading price was 22.4, which was -2.55 lower than the previous day. The implied volatity was 49.06, the open interest changed by 20 which increased total open position to 124
On 20 Dec IGL was trading at 388.30. The strike last trading price was 24.95, which was 5.65 higher than the previous day. The implied volatity was 47.85, the open interest changed by 16 which increased total open position to 106
On 19 Dec IGL was trading at 389.85. The strike last trading price was 19.3, which was 5.35 higher than the previous day. The implied volatity was 39.21, the open interest changed by 34 which increased total open position to 90
On 18 Dec IGL was trading at 398.40. The strike last trading price was 13.95, which was -7.35 lower than the previous day. The implied volatity was 39.31, the open interest changed by 8 which increased total open position to 58
On 17 Dec IGL was trading at 381.35. The strike last trading price was 21.3, which was 3.70 higher than the previous day. The implied volatity was 38.01, the open interest changed by 5 which increased total open position to 46
On 16 Dec IGL was trading at 394.30. The strike last trading price was 17.6, which was -0.40 lower than the previous day. The implied volatity was 39.81, the open interest changed by 3 which increased total open position to 40
On 13 Dec IGL was trading at 392.20. The strike last trading price was 18, which was -1.40 lower than the previous day. The implied volatity was 38.49, the open interest changed by 25 which increased total open position to 36
On 12 Dec IGL was trading at 387.10. The strike last trading price was 19.4, which was 2.60 higher than the previous day. The implied volatity was 36.25, the open interest changed by 6 which increased total open position to 8
On 11 Dec IGL was trading at 392.80. The strike last trading price was 16.8, which was -55.60 lower than the previous day. The implied volatity was 35.33, the open interest changed by 1 which increased total open position to 1
On 10 Dec IGL was trading at 386.00. The strike last trading price was 72.4, which was 0.00 lower than the previous day. The implied volatity was 0.54, the open interest changed by 0 which decreased total open position to 0
On 9 Dec IGL was trading at 385.55. The strike last trading price was 72.4, which was 0.00 lower than the previous day. The implied volatity was 0.51, 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 72.4, 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 Dec IGL was trading at 383.45. The strike last trading price was 72.4, 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 Dec IGL was trading at 360.25. The strike last trading price was 72.4, 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 3 Dec IGL was trading at 361.25. The strike last trading price was 72.4, 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 2 Dec IGL was trading at 343.55. The strike last trading price was 72.4, which was 72.40 higher 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
