IGL
Indraprastha Gas Ltd
Historical option data for IGL
14 Nov 2024 04:10 PM IST
| IGL 28NOV2024 400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.67
Vega: 0.29
Theta: -0.35
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 405.80 | 13.45 | -10.55 | 27.06 | 162 | 2 | 139 | |||
| 13 Nov | 419.50 | 24 | -4.45 | 17.96 | 89 | 6 | 133 | |||
| 12 Nov | 427.30 | 28.45 | -7.85 | - | 96 | 23 | 125 | |||
| 11 Nov | 440.95 | 36.3 | 0.95 | - | 46 | 5 | 102 | |||
| 8 Nov | 442.35 | 35.35 | -0.25 | - | 78 | -10 | 97 | |||
| 7 Nov | 436.80 | 35.6 | 5.25 | - | 75 | -7 | 108 | |||
| 6 Nov | 431.85 | 30.35 | 6.15 | - | 143 | -6 | 116 | |||
| 5 Nov | 420.55 | 24.2 | 6.15 | - | 321 | 18 | 126 | |||
| 4 Nov | 412.60 | 18.05 | -6.70 | 19.07 | 91 | 9 | 108 | |||
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| 1 Nov | 421.70 | 24.75 | -0.55 | 14.21 | 4 | 0 | 98 | |||
| 31 Oct | 420.15 | 25.3 | -0.95 | - | 146 | 1 | 98 | |||
| 30 Oct | 420.90 | 26.25 | 1.20 | - | 226 | 21 | 97 | |||
| 29 Oct | 417.20 | 25.05 | 1.80 | - | 650 | -42 | 78 | |||
| 28 Oct | 404.70 | 23.25 | -5.35 | - | 229 | 84 | 120 | |||
| 25 Oct | 413.55 | 28.6 | -8.70 | - | 52 | 10 | 36 | |||
| 24 Oct | 428.35 | 37.3 | -4.70 | - | 12 | 8 | 26 | |||
| 23 Oct | 433.15 | 42 | -2.50 | - | 13 | 3 | 19 | |||
| 22 Oct | 433.05 | 44.5 | -1.45 | - | 9 | 5 | 15 | |||
| 21 Oct | 443.15 | 45.95 | -12.05 | - | 4 | 2 | 12 | |||
| 18 Oct | 451.70 | 58 | - | 12 | 9 | 9 | ||||
For Indraprastha Gas Ltd - strike price 400 expiring on 28NOV2024
Delta for 400 CE is 0.67
Historical price for 400 CE is as follows
On 14 Nov IGL was trading at 405.80. The strike last trading price was 13.45, which was -10.55 lower than the previous day. The implied volatity was 27.06, the open interest changed by 2 which increased total open position to 139
On 13 Nov IGL was trading at 419.50. The strike last trading price was 24, which was -4.45 lower than the previous day. The implied volatity was 17.96, the open interest changed by 6 which increased total open position to 133
On 12 Nov IGL was trading at 427.30. The strike last trading price was 28.45, which was -7.85 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 125
On 11 Nov IGL was trading at 440.95. The strike last trading price was 36.3, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 102
On 8 Nov IGL was trading at 442.35. The strike last trading price was 35.35, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 97
On 7 Nov IGL was trading at 436.80. The strike last trading price was 35.6, which was 5.25 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 108
On 6 Nov IGL was trading at 431.85. The strike last trading price was 30.35, which was 6.15 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 116
On 5 Nov IGL was trading at 420.55. The strike last trading price was 24.2, which was 6.15 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 126
On 4 Nov IGL was trading at 412.60. The strike last trading price was 18.05, which was -6.70 lower than the previous day. The implied volatity was 19.07, the open interest changed by 9 which increased total open position to 108
On 1 Nov IGL was trading at 421.70. The strike last trading price was 24.75, which was -0.55 lower than the previous day. The implied volatity was 14.21, the open interest changed by 0 which decreased total open position to 98
On 31 Oct IGL was trading at 420.15. The strike last trading price was 25.3, which was -0.95 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 26.25, which was 1.20 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 25.05, which was 1.80 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 23.25, which was -5.35 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 28.6, which was -8.70 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 37.3, which was -4.70 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 42, which was -2.50 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 44.5, which was -1.45 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 45.95, which was -12.05 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 58, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IGL 28NOV2024 400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.29
Theta: -0.27
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 405.80 | 5.65 | 2.90 | 29.56 | 1,626 | 55 | 642 |
| 13 Nov | 419.50 | 2.75 | 0.95 | 32.11 | 875 | 15 | 586 |
| 12 Nov | 427.30 | 1.8 | 0.30 | 31.67 | 673 | 51 | 578 |
| 11 Nov | 440.95 | 1.5 | 0.00 | 35.80 | 410 | -37 | 539 |
| 8 Nov | 442.35 | 1.5 | -0.80 | 35.13 | 908 | 51 | 611 |
| 7 Nov | 436.80 | 2.3 | -1.10 | 35.02 | 880 | 94 | 558 |
| 6 Nov | 431.85 | 3.4 | -2.35 | 35.95 | 1,003 | -131 | 463 |
| 5 Nov | 420.55 | 5.75 | -3.35 | 36.36 | 681 | -13 | 591 |
| 4 Nov | 412.60 | 9.1 | 1.60 | 37.87 | 641 | 98 | 606 |
| 1 Nov | 421.70 | 7.5 | -0.20 | 38.33 | 20 | 5 | 506 |
| 31 Oct | 420.15 | 7.7 | -1.85 | - | 663 | 132 | 501 |
| 30 Oct | 420.90 | 9.55 | -1.60 | - | 463 | 33 | 363 |
| 29 Oct | 417.20 | 11.15 | -8.10 | - | 1,164 | 25 | 330 |
| 28 Oct | 404.70 | 19.25 | 4.95 | - | 564 | 112 | 299 |
| 25 Oct | 413.55 | 14.3 | 5.10 | - | 186 | -5 | 187 |
| 24 Oct | 428.35 | 9.2 | 1.15 | - | 111 | 13 | 192 |
| 23 Oct | 433.15 | 8.05 | 0.75 | - | 152 | 34 | 179 |
| 22 Oct | 433.05 | 7.3 | 2.25 | - | 253 | 62 | 146 |
| 21 Oct | 443.15 | 5.05 | 0.70 | - | 341 | 31 | 81 |
| 18 Oct | 451.70 | 4.35 | - | 360 | 49 | 49 | |
For Indraprastha Gas Ltd - strike price 400 expiring on 28NOV2024
Delta for 400 PE is -0.35
Historical price for 400 PE is as follows
On 14 Nov IGL was trading at 405.80. The strike last trading price was 5.65, which was 2.90 higher than the previous day. The implied volatity was 29.56, the open interest changed by 55 which increased total open position to 642
On 13 Nov IGL was trading at 419.50. The strike last trading price was 2.75, which was 0.95 higher than the previous day. The implied volatity was 32.11, the open interest changed by 15 which increased total open position to 586
On 12 Nov IGL was trading at 427.30. The strike last trading price was 1.8, which was 0.30 higher than the previous day. The implied volatity was 31.67, the open interest changed by 51 which increased total open position to 578
On 11 Nov IGL was trading at 440.95. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 35.80, the open interest changed by -37 which decreased total open position to 539
On 8 Nov IGL was trading at 442.35. The strike last trading price was 1.5, which was -0.80 lower than the previous day. The implied volatity was 35.13, the open interest changed by 51 which increased total open position to 611
On 7 Nov IGL was trading at 436.80. The strike last trading price was 2.3, which was -1.10 lower than the previous day. The implied volatity was 35.02, the open interest changed by 94 which increased total open position to 558
On 6 Nov IGL was trading at 431.85. The strike last trading price was 3.4, which was -2.35 lower than the previous day. The implied volatity was 35.95, the open interest changed by -131 which decreased total open position to 463
On 5 Nov IGL was trading at 420.55. The strike last trading price was 5.75, which was -3.35 lower than the previous day. The implied volatity was 36.36, the open interest changed by -13 which decreased total open position to 591
On 4 Nov IGL was trading at 412.60. The strike last trading price was 9.1, which was 1.60 higher than the previous day. The implied volatity was 37.87, the open interest changed by 98 which increased total open position to 606
On 1 Nov IGL was trading at 421.70. The strike last trading price was 7.5, which was -0.20 lower than the previous day. The implied volatity was 38.33, the open interest changed by 5 which increased total open position to 506
On 31 Oct IGL was trading at 420.15. The strike last trading price was 7.7, which was -1.85 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 9.55, which was -1.60 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 11.15, which was -8.10 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 19.25, which was 4.95 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 14.3, 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 24 Oct IGL was trading at 428.35. The strike last trading price was 9.2, which was 1.15 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 8.05, which was 0.75 higher 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 7.3, 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 5.05, which was 0.70 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 4.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
