IGL
Indraprastha Gas Ltd
Historical option data for IGL
27 Dec 2024 04:10 PM IST
| IGL 30JAN2025 400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 0.47
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 390.10 | 10.85 | -1.85 | 28.58 | 2,723 | 89 | 2,631 | |||
| 26 Dec | 390.50 | 12.7 | -0.75 | 31.22 | 3,547 | 353 | 2,546 | |||
| 24 Dec | 397.35 | 13.45 | 1.55 | 26.51 | 10,596 | 674 | 2,186 | |||
| 23 Dec | 390.10 | 11.9 | -1.10 | 28.73 | 2,067 | 280 | 1,508 | |||
| 20 Dec | 388.30 | 13 | -4.45 | 34.08 | 716 | 193 | 1,225 | |||
| 19 Dec | 389.85 | 17.45 | -5.05 | 39.56 | 631 | 179 | 1,031 | |||
| 18 Dec | 398.40 | 22.5 | 8.00 | 34.88 | 1,321 | -107 | 862 | |||
| 17 Dec | 381.35 | 14.5 | -5.90 | 37.00 | 241 | 3 | 970 | |||
| 16 Dec | 394.30 | 20.4 | 0.55 | 37.93 | 567 | 230 | 968 | |||
| 13 Dec | 392.20 | 19.85 | 3.70 | 36.76 | 698 | 261 | 738 | |||
| 12 Dec | 387.10 | 16.15 | -2.85 | 34.67 | 171 | 34 | 478 | |||
| 11 Dec | 392.80 | 19 | 2.35 | 34.90 | 244 | 54 | 446 | |||
| 10 Dec | 386.00 | 16.65 | -0.10 | 34.74 | 254 | 103 | 394 | |||
| 9 Dec | 385.55 | 16.75 | 0.95 | 34.66 | 127 | 0 | 292 | |||
| 6 Dec | 384.00 | 15.8 | -1.25 | 34.04 | 59 | 7 | 292 | |||
| 5 Dec | 383.45 | 17.05 | 9.70 | 36.25 | 534 | 204 | 285 | |||
| 4 Dec | 360.25 | 7.35 | -0.40 | 33.31 | 62 | 0 | 81 | |||
| 3 Dec | 361.25 | 7.75 | 3.10 | 33.93 | 99 | 13 | 81 | |||
| 2 Dec | 343.55 | 4.65 | 0.50 | 35.19 | 49 | 11 | 69 | |||
| 29 Nov | 327.05 | 4.15 | 1.15 | 39.54 | 18 | 4 | 56 | |||
| 28 Nov | 319.45 | 3 | 0.20 | 40.25 | 29 | 1 | 52 | |||
| 27 Nov | 319.50 | 2.8 | -0.45 | 38.70 | 71 | 1 | 50 | |||
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| 26 Nov | 320.00 | 3.25 | -0.75 | 40.09 | 52 | 6 | 55 | |||
| 25 Nov | 324.15 | 4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 320.45 | 4 | 0.00 | 40.55 | 42 | 20 | 48 | |||
| 19 Nov | 320.45 | 4 | -1.75 | 40.55 | 42 | 19 | 48 | |||
| 18 Nov | 325.05 | 5.75 | 5.75 | 42.29 | 34 | 26 | 26 | |||
| 14 Nov | 405.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 419.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 427.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 440.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 442.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 436.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 431.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 420.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 412.60 | 0 | - | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 400 expiring on 30JAN2025
Delta for 400 CE is 0.45
Historical price for 400 CE is as follows
On 27 Dec IGL was trading at 390.10. The strike last trading price was 10.85, which was -1.85 lower than the previous day. The implied volatity was 28.58, the open interest changed by 89 which increased total open position to 2631
On 26 Dec IGL was trading at 390.50. The strike last trading price was 12.7, which was -0.75 lower than the previous day. The implied volatity was 31.22, the open interest changed by 353 which increased total open position to 2546
On 24 Dec IGL was trading at 397.35. The strike last trading price was 13.45, which was 1.55 higher than the previous day. The implied volatity was 26.51, the open interest changed by 674 which increased total open position to 2186
On 23 Dec IGL was trading at 390.10. The strike last trading price was 11.9, which was -1.10 lower than the previous day. The implied volatity was 28.73, the open interest changed by 280 which increased total open position to 1508
On 20 Dec IGL was trading at 388.30. The strike last trading price was 13, which was -4.45 lower than the previous day. The implied volatity was 34.08, the open interest changed by 193 which increased total open position to 1225
On 19 Dec IGL was trading at 389.85. The strike last trading price was 17.45, which was -5.05 lower than the previous day. The implied volatity was 39.56, the open interest changed by 179 which increased total open position to 1031
On 18 Dec IGL was trading at 398.40. The strike last trading price was 22.5, which was 8.00 higher than the previous day. The implied volatity was 34.88, the open interest changed by -107 which decreased total open position to 862
On 17 Dec IGL was trading at 381.35. The strike last trading price was 14.5, which was -5.90 lower than the previous day. The implied volatity was 37.00, the open interest changed by 3 which increased total open position to 970
On 16 Dec IGL was trading at 394.30. The strike last trading price was 20.4, which was 0.55 higher than the previous day. The implied volatity was 37.93, the open interest changed by 230 which increased total open position to 968
On 13 Dec IGL was trading at 392.20. The strike last trading price was 19.85, which was 3.70 higher than the previous day. The implied volatity was 36.76, the open interest changed by 261 which increased total open position to 738
On 12 Dec IGL was trading at 387.10. The strike last trading price was 16.15, which was -2.85 lower than the previous day. The implied volatity was 34.67, the open interest changed by 34 which increased total open position to 478
On 11 Dec IGL was trading at 392.80. The strike last trading price was 19, which was 2.35 higher than the previous day. The implied volatity was 34.90, the open interest changed by 54 which increased total open position to 446
On 10 Dec IGL was trading at 386.00. The strike last trading price was 16.65, which was -0.10 lower than the previous day. The implied volatity was 34.74, the open interest changed by 103 which increased total open position to 394
On 9 Dec IGL was trading at 385.55. The strike last trading price was 16.75, which was 0.95 higher than the previous day. The implied volatity was 34.66, the open interest changed by 0 which decreased total open position to 292
On 6 Dec IGL was trading at 384.00. The strike last trading price was 15.8, which was -1.25 lower than the previous day. The implied volatity was 34.04, the open interest changed by 7 which increased total open position to 292
On 5 Dec IGL was trading at 383.45. The strike last trading price was 17.05, which was 9.70 higher than the previous day. The implied volatity was 36.25, the open interest changed by 204 which increased total open position to 285
On 4 Dec IGL was trading at 360.25. The strike last trading price was 7.35, which was -0.40 lower than the previous day. The implied volatity was 33.31, the open interest changed by 0 which decreased total open position to 81
On 3 Dec IGL was trading at 361.25. The strike last trading price was 7.75, which was 3.10 higher than the previous day. The implied volatity was 33.93, the open interest changed by 13 which increased total open position to 81
On 2 Dec IGL was trading at 343.55. The strike last trading price was 4.65, which was 0.50 higher than the previous day. The implied volatity was 35.19, the open interest changed by 11 which increased total open position to 69
On 29 Nov IGL was trading at 327.05. The strike last trading price was 4.15, which was 1.15 higher than the previous day. The implied volatity was 39.54, the open interest changed by 4 which increased total open position to 56
On 28 Nov IGL was trading at 319.45. The strike last trading price was 3, which was 0.20 higher than the previous day. The implied volatity was 40.25, the open interest changed by 1 which increased total open position to 52
On 27 Nov IGL was trading at 319.50. The strike last trading price was 2.8, which was -0.45 lower than the previous day. The implied volatity was 38.70, the open interest changed by 1 which increased total open position to 50
On 26 Nov IGL was trading at 320.00. The strike last trading price was 3.25, which was -0.75 lower than the previous day. The implied volatity was 40.09, the open interest changed by 6 which increased total open position to 55
On 25 Nov IGL was trading at 324.15. The strike last trading price was 4, 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 20 Nov IGL was trading at 320.45. The strike last trading price was 4, which was 0.00 lower than the previous day. The implied volatity was 40.55, the open interest changed by 20 which increased total open position to 48
On 19 Nov IGL was trading at 320.45. The strike last trading price was 4, which was -1.75 lower than the previous day. The implied volatity was 40.55, the open interest changed by 19 which increased total open position to 48
On 18 Nov IGL was trading at 325.05. The strike last trading price was 5.75, which was 5.75 higher than the previous day. The implied volatity was 42.29, the open interest changed by 26 which increased total open position to 26
On 14 Nov IGL was trading at 405.80. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 30JAN2025 400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
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 | 21.25 | -0.80 | 37.70 | 328 | 61 | 548 |
| 26 Dec | 390.50 | 22.05 | -4.15 | 39.76 | 510 | 103 | 482 |
| 24 Dec | 397.35 | 26.2 | -2.55 | 52.37 | 1,355 | 198 | 381 |
| 23 Dec | 390.10 | 28.75 | -2.60 | 51.15 | 431 | 84 | 183 |
| 20 Dec | 388.30 | 31.35 | 6.50 | 49.39 | 33 | 10 | 102 |
| 19 Dec | 389.85 | 24.85 | 5.10 | 39.51 | 30 | 3 | 92 |
| 18 Dec | 398.40 | 19.75 | -8.20 | 41.98 | 41 | -3 | 88 |
| 17 Dec | 381.35 | 27.95 | 5.15 | 39.75 | 30 | 6 | 92 |
| 16 Dec | 394.30 | 22.8 | -0.80 | 40.29 | 83 | 29 | 90 |
| 13 Dec | 392.20 | 23.6 | -2.50 | 39.53 | 38 | 23 | 59 |
| 12 Dec | 387.10 | 26.1 | 4.20 | 38.55 | 7 | -2 | 37 |
| 11 Dec | 392.80 | 21.9 | -4.35 | 35.49 | 25 | 4 | 38 |
| 10 Dec | 386.00 | 26.25 | -0.90 | 38.22 | 25 | 8 | 33 |
| 9 Dec | 385.55 | 27.15 | -1.15 | 39.32 | 12 | 0 | 24 |
| 6 Dec | 384.00 | 28.3 | -3.55 | 37.85 | 26 | 17 | 24 |
| 5 Dec | 383.45 | 31.85 | -13.15 | 43.12 | 20 | 6 | 9 |
| 4 Dec | 360.25 | 45 | 0.80 | 41.53 | 1 | 0 | 2 |
| 3 Dec | 361.25 | 44.2 | 24.65 | 39.50 | 4 | 2 | 2 |
| 2 Dec | 343.55 | 19.55 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 327.05 | 19.55 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 319.45 | 19.55 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 319.50 | 19.55 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 320.00 | 19.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 324.15 | 19.55 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 320.45 | 19.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 320.45 | 19.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 325.05 | 19.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 405.80 | 19.55 | 0.00 | 2.45 | 0 | 0 | 0 |
| 13 Nov | 419.50 | 19.55 | 0.00 | 4.30 | 0 | 0 | 0 |
| 12 Nov | 427.30 | 19.55 | 0.00 | 5.50 | 0 | 0 | 0 |
| 11 Nov | 440.95 | 19.55 | 0.00 | 7.23 | 0 | 0 | 0 |
| 8 Nov | 442.35 | 19.55 | 0.00 | 7.27 | 0 | 0 | 0 |
| 7 Nov | 436.80 | 19.55 | 0.00 | 6.73 | 0 | 0 | 0 |
| 6 Nov | 431.85 | 19.55 | 0.00 | 5.73 | 0 | 0 | 0 |
| 5 Nov | 420.55 | 19.55 | 0.00 | 4.35 | 0 | 0 | 0 |
| 4 Nov | 412.60 | 19.55 | 4.20 | 0 | 0 | 0 | |
For Indraprastha Gas Ltd - strike price 400 expiring on 30JAN2025
Delta for 400 PE is -0.53
Historical price for 400 PE is as follows
On 27 Dec IGL was trading at 390.10. The strike last trading price was 21.25, which was -0.80 lower than the previous day. The implied volatity was 37.70, the open interest changed by 61 which increased total open position to 548
On 26 Dec IGL was trading at 390.50. The strike last trading price was 22.05, which was -4.15 lower than the previous day. The implied volatity was 39.76, the open interest changed by 103 which increased total open position to 482
On 24 Dec IGL was trading at 397.35. The strike last trading price was 26.2, which was -2.55 lower than the previous day. The implied volatity was 52.37, the open interest changed by 198 which increased total open position to 381
On 23 Dec IGL was trading at 390.10. The strike last trading price was 28.75, which was -2.60 lower than the previous day. The implied volatity was 51.15, the open interest changed by 84 which increased total open position to 183
On 20 Dec IGL was trading at 388.30. The strike last trading price was 31.35, which was 6.50 higher than the previous day. The implied volatity was 49.39, the open interest changed by 10 which increased total open position to 102
On 19 Dec IGL was trading at 389.85. The strike last trading price was 24.85, which was 5.10 higher than the previous day. The implied volatity was 39.51, the open interest changed by 3 which increased total open position to 92
On 18 Dec IGL was trading at 398.40. The strike last trading price was 19.75, which was -8.20 lower than the previous day. The implied volatity was 41.98, the open interest changed by -3 which decreased total open position to 88
On 17 Dec IGL was trading at 381.35. The strike last trading price was 27.95, which was 5.15 higher than the previous day. The implied volatity was 39.75, the open interest changed by 6 which increased total open position to 92
On 16 Dec IGL was trading at 394.30. The strike last trading price was 22.8, which was -0.80 lower than the previous day. The implied volatity was 40.29, the open interest changed by 29 which increased total open position to 90
On 13 Dec IGL was trading at 392.20. The strike last trading price was 23.6, which was -2.50 lower than the previous day. The implied volatity was 39.53, the open interest changed by 23 which increased total open position to 59
On 12 Dec IGL was trading at 387.10. The strike last trading price was 26.1, which was 4.20 higher than the previous day. The implied volatity was 38.55, the open interest changed by -2 which decreased total open position to 37
On 11 Dec IGL was trading at 392.80. The strike last trading price was 21.9, which was -4.35 lower than the previous day. The implied volatity was 35.49, the open interest changed by 4 which increased total open position to 38
On 10 Dec IGL was trading at 386.00. The strike last trading price was 26.25, which was -0.90 lower than the previous day. The implied volatity was 38.22, the open interest changed by 8 which increased total open position to 33
On 9 Dec IGL was trading at 385.55. The strike last trading price was 27.15, which was -1.15 lower than the previous day. The implied volatity was 39.32, the open interest changed by 0 which decreased total open position to 24
On 6 Dec IGL was trading at 384.00. The strike last trading price was 28.3, which was -3.55 lower than the previous day. The implied volatity was 37.85, the open interest changed by 17 which increased total open position to 24
On 5 Dec IGL was trading at 383.45. The strike last trading price was 31.85, which was -13.15 lower than the previous day. The implied volatity was 43.12, the open interest changed by 6 which increased total open position to 9
On 4 Dec IGL was trading at 360.25. The strike last trading price was 45, which was 0.80 higher than the previous day. The implied volatity was 41.53, the open interest changed by 0 which decreased total open position to 2
On 3 Dec IGL was trading at 361.25. The strike last trading price was 44.2, which was 24.65 higher than the previous day. The implied volatity was 39.50, the open interest changed by 2 which increased total open position to 2
On 2 Dec IGL was trading at 343.55. The strike last trading price was 19.55, 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 29 Nov IGL was trading at 327.05. The strike last trading price was 19.55, 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 28 Nov IGL was trading at 319.45. The strike last trading price was 19.55, 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 27 Nov IGL was trading at 319.50. The strike last trading price was 19.55, 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 26 Nov IGL was trading at 320.00. The strike last trading price was 19.55, 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 25 Nov IGL was trading at 324.15. The strike last trading price was 19.55, 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 20 Nov IGL was trading at 320.45. The strike last trading price was 19.55, 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 19 Nov IGL was trading at 320.45. The strike last trading price was 19.55, 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 18 Nov IGL was trading at 325.05. The strike last trading price was 19.55, 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 14 Nov IGL was trading at 405.80. The strike last trading price was 19.55, which was 0.00 lower than the previous day. The implied volatity was 2.45, 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 19.55, which was 0.00 lower than the previous day. The implied volatity was 4.30, 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 19.55, which was 0.00 lower than the previous day. The implied volatity was 5.50, 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 19.55, which was 0.00 lower than the previous day. The implied volatity was 7.23, 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 19.55, which was 0.00 lower than the previous day. The implied volatity was 7.27, 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 19.55, which was 0.00 lower than the previous day. The implied volatity was 6.73, 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 19.55, which was 0.00 lower than the previous day. The implied volatity was 5.73, 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 19.55, which was 0.00 lower than the previous day. The implied volatity was 4.35, 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 19.55, which was lower than the previous day. The implied volatity was 4.20, the open interest changed by 0 which decreased total open position to 0
