IGL
Indraprastha Gas Ltd
Historical option data for IGL
20 Dec 2024 04:10 PM IST
| IGL 26DEC2024 390 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.40
Vega: 0.19
Theta: -0.57
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 388.30 | 4.65 | -2.55 | 33.34 | 3,274 | 254 | 1,587 | |||
| 19 Dec | 389.85 | 7.2 | -8.00 | 36.38 | 4,931 | 82 | 1,333 | |||
| 18 Dec | 398.40 | 15.2 | 9.00 | 30.26 | 9,261 | -418 | 1,273 | |||
| 17 Dec | 381.35 | 6.2 | -5.95 | 36.44 | 4,531 | 520 | 1,701 | |||
| 16 Dec | 394.30 | 12.15 | 0.40 | 36.37 | 3,015 | -64 | 1,325 | |||
| 13 Dec | 392.20 | 11.75 | 2.30 | 32.74 | 4,416 | -96 | 1,393 | |||
| 12 Dec | 387.10 | 9.45 | -3.85 | 33.79 | 2,491 | 103 | 1,538 | |||
| 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 | |||
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| 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 0.40
Historical price for 390 CE is as follows
On 20 Dec IGL was trading at 388.30. The strike last trading price was 4.65, which was -2.55 lower than the previous day. The implied volatity was 33.34, the open interest changed by 254 which increased total open position to 1587
On 19 Dec IGL was trading at 389.85. The strike last trading price was 7.2, which was -8.00 lower than the previous day. The implied volatity was 36.38, the open interest changed by 82 which increased total open position to 1333
On 18 Dec IGL was trading at 398.40. The strike last trading price was 15.2, which was 9.00 higher than the previous day. The implied volatity was 30.26, the open interest changed by -418 which decreased total open position to 1273
On 17 Dec IGL was trading at 381.35. The strike last trading price was 6.2, which was -5.95 lower than the previous day. The implied volatity was 36.44, the open interest changed by 520 which increased total open position to 1701
On 16 Dec IGL was trading at 394.30. The strike last trading price was 12.15, which was 0.40 higher than the previous day. The implied volatity was 36.37, the open interest changed by -64 which decreased total open position to 1325
On 13 Dec IGL was trading at 392.20. The strike last trading price was 11.75, which was 2.30 higher than the previous day. The implied volatity was 32.74, the open interest changed by -96 which decreased total open position to 1393
On 12 Dec IGL was trading at 387.10. The strike last trading price was 9.45, which was -3.85 lower than the previous day. The implied volatity was 33.79, the open interest changed by 103 which increased total open position to 1538
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: -0.56
Vega: 0.19
Theta: -0.71
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 388.30 | 11.75 | 3.65 | 47.52 | 1,340 | -154 | 837 |
| 19 Dec | 389.85 | 8.1 | 4.10 | 34.74 | 2,929 | -123 | 994 |
| 18 Dec | 398.40 | 4 | -7.15 | 38.41 | 3,869 | 118 | 1,120 |
| 17 Dec | 381.35 | 11.15 | 3.60 | 32.62 | 2,310 | 35 | 1,016 |
| 16 Dec | 394.30 | 7.55 | -0.70 | 38.22 | 2,315 | 139 | 986 |
| 13 Dec | 392.20 | 8.25 | -3.35 | 34.41 | 2,040 | 66 | 851 |
| 12 Dec | 387.10 | 11.6 | 2.75 | 35.59 | 1,082 | -99 | 794 |
| 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 -0.56
Historical price for 390 PE is as follows
On 20 Dec IGL was trading at 388.30. The strike last trading price was 11.75, which was 3.65 higher than the previous day. The implied volatity was 47.52, the open interest changed by -154 which decreased total open position to 837
On 19 Dec IGL was trading at 389.85. The strike last trading price was 8.1, which was 4.10 higher than the previous day. The implied volatity was 34.74, the open interest changed by -123 which decreased total open position to 994
On 18 Dec IGL was trading at 398.40. The strike last trading price was 4, which was -7.15 lower than the previous day. The implied volatity was 38.41, the open interest changed by 118 which increased total open position to 1120
On 17 Dec IGL was trading at 381.35. The strike last trading price was 11.15, which was 3.60 higher than the previous day. The implied volatity was 32.62, the open interest changed by 35 which increased total open position to 1016
On 16 Dec IGL was trading at 394.30. The strike last trading price was 7.55, which was -0.70 lower than the previous day. The implied volatity was 38.22, the open interest changed by 139 which increased total open position to 986
On 13 Dec IGL was trading at 392.20. The strike last trading price was 8.25, which was -3.35 lower than the previous day. The implied volatity was 34.41, the open interest changed by 66 which increased total open position to 851
On 12 Dec IGL was trading at 387.10. The strike last trading price was 11.6, which was 2.75 higher than the previous day. The implied volatity was 35.59, the open interest changed by -99 which decreased total open position to 794
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
