IGL
Indraprastha Gas Ltd
Historical option data for IGL
20 Dec 2024 04:10 PM IST
| IGL 26DEC2024 400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 0.16
Theta: -0.54
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 388.30 | 2.8 | -1.25 | 39.94 | 7,103 | 290 | 4,530 | |||
| 19 Dec | 389.85 | 4.05 | -5.45 | 39.16 | 8,740 | 414 | 4,296 | |||
| 18 Dec | 398.40 | 9.5 | 5.75 | 33.98 | 16,662 | -1,345 | 4,061 | |||
| 17 Dec | 381.35 | 3.75 | -3.95 | 39.48 | 8,268 | 544 | 5,414 | |||
| 16 Dec | 394.30 | 7.7 | 0.40 | 38.06 | 14,404 | 1,772 | 5,001 | |||
| 13 Dec | 392.20 | 7.3 | 1.25 | 33.60 | 6,021 | -473 | 3,243 | |||
| 12 Dec | 387.10 | 6.05 | -2.65 | 35.44 | 3,096 | 45 | 3,744 | |||
| 11 Dec | 392.80 | 8.7 | 1.30 | 36.32 | 5,997 | -487 | 3,733 | |||
| 10 Dec | 386.00 | 7.4 | -0.10 | 37.42 | 9,993 | 674 | 4,314 | |||
| 9 Dec | 385.55 | 7.5 | 0.00 | 36.74 | 4,706 | 286 | 3,634 | |||
| 6 Dec | 384.00 | 7.5 | -1.20 | 36.71 | 6,033 | 296 | 3,353 | |||
| 5 Dec | 383.45 | 8.7 | 6.15 | 39.73 | 15,022 | 973 | 3,066 | |||
| 4 Dec | 360.25 | 2.55 | -0.20 | 37.64 | 2,971 | 258 | 2,096 | |||
| 3 Dec | 361.25 | 2.75 | 1.40 | 37.82 | 5,973 | 452 | 1,851 | |||
| 2 Dec | 343.55 | 1.35 | 0.25 | 40.36 | 2,406 | 246 | 1,385 | |||
| 29 Nov | 327.05 | 1.1 | 0.30 | 43.65 | 844 | -24 | 1,155 | |||
| 28 Nov | 319.45 | 0.8 | 0.00 | 45.98 | 222 | 22 | 1,180 | |||
| 27 Nov | 319.50 | 0.8 | 0.05 | 45.11 | 193 | 32 | 1,159 | |||
| 26 Nov | 320.00 | 0.75 | -0.25 | 43.37 | 332 | 125 | 1,125 | |||
| 25 Nov | 324.15 | 1 | 0.35 | 43.13 | 13 | -19 | 1,001 | |||
| 22 Nov | 312.65 | 0.65 | -0.10 | 43.34 | 7 | -6 | 1,014 | |||
| 21 Nov | 311.40 | 0.75 | -0.55 | 43.17 | 22 | -21 | 1,021 | |||
| 20 Nov | 320.45 | 1.3 | 0.00 | 43.78 | 1,014 | 416 | 1,044 | |||
| 19 Nov | 320.45 | 1.3 | -1.00 | 43.78 | 1,014 | 418 | 1,044 | |||
| 18 Nov | 325.05 | 2.3 | -18.70 | 45.97 | 1,485 | 606 | 625 | |||
| 14 Nov | 405.80 | 21 | -15.50 | 26.68 | 18 | 16 | 18 | |||
| 13 Nov | 419.50 | 36.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 427.30 | 36.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 440.95 | 36.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 442.35 | 36.5 | 5.20 | - | 1 | 0 | 2 | |||
| 7 Nov | 436.80 | 31.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 431.85 | 31.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 420.55 | 31.3 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 4 Nov | 412.60 | 31.3 | -125.85 | 33.99 | 2 | 1 | 1 | |||
| 28 Oct | 404.70 | 157.15 | 157.15 | - | 0 | 0 | 0 | |||
| 22 Oct | 433.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 443.15 | 0 | - | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 400 expiring on 26DEC2024
Delta for 400 CE is 0.25
Historical price for 400 CE is as follows
On 20 Dec IGL was trading at 388.30. The strike last trading price was 2.8, which was -1.25 lower than the previous day. The implied volatity was 39.94, the open interest changed by 290 which increased total open position to 4530
On 19 Dec IGL was trading at 389.85. The strike last trading price was 4.05, which was -5.45 lower than the previous day. The implied volatity was 39.16, the open interest changed by 414 which increased total open position to 4296
On 18 Dec IGL was trading at 398.40. The strike last trading price was 9.5, which was 5.75 higher than the previous day. The implied volatity was 33.98, the open interest changed by -1345 which decreased total open position to 4061
On 17 Dec IGL was trading at 381.35. The strike last trading price was 3.75, which was -3.95 lower than the previous day. The implied volatity was 39.48, the open interest changed by 544 which increased total open position to 5414
On 16 Dec IGL was trading at 394.30. The strike last trading price was 7.7, which was 0.40 higher than the previous day. The implied volatity was 38.06, the open interest changed by 1772 which increased total open position to 5001
On 13 Dec IGL was trading at 392.20. The strike last trading price was 7.3, which was 1.25 higher than the previous day. The implied volatity was 33.60, the open interest changed by -473 which decreased total open position to 3243
On 12 Dec IGL was trading at 387.10. The strike last trading price was 6.05, which was -2.65 lower than the previous day. The implied volatity was 35.44, the open interest changed by 45 which increased total open position to 3744
On 11 Dec IGL was trading at 392.80. The strike last trading price was 8.7, which was 1.30 higher than the previous day. The implied volatity was 36.32, the open interest changed by -487 which decreased total open position to 3733
On 10 Dec IGL was trading at 386.00. The strike last trading price was 7.4, which was -0.10 lower than the previous day. The implied volatity was 37.42, the open interest changed by 674 which increased total open position to 4314
On 9 Dec IGL was trading at 385.55. The strike last trading price was 7.5, which was 0.00 lower than the previous day. The implied volatity was 36.74, the open interest changed by 286 which increased total open position to 3634
On 6 Dec IGL was trading at 384.00. The strike last trading price was 7.5, which was -1.20 lower than the previous day. The implied volatity was 36.71, the open interest changed by 296 which increased total open position to 3353
On 5 Dec IGL was trading at 383.45. The strike last trading price was 8.7, which was 6.15 higher than the previous day. The implied volatity was 39.73, the open interest changed by 973 which increased total open position to 3066
On 4 Dec IGL was trading at 360.25. The strike last trading price was 2.55, which was -0.20 lower than the previous day. The implied volatity was 37.64, the open interest changed by 258 which increased total open position to 2096
On 3 Dec IGL was trading at 361.25. The strike last trading price was 2.75, which was 1.40 higher than the previous day. The implied volatity was 37.82, the open interest changed by 452 which increased total open position to 1851
On 2 Dec IGL was trading at 343.55. The strike last trading price was 1.35, which was 0.25 higher than the previous day. The implied volatity was 40.36, the open interest changed by 246 which increased total open position to 1385
On 29 Nov IGL was trading at 327.05. The strike last trading price was 1.1, which was 0.30 higher than the previous day. The implied volatity was 43.65, the open interest changed by -24 which decreased total open position to 1155
On 28 Nov IGL was trading at 319.45. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 45.98, the open interest changed by 22 which increased total open position to 1180
On 27 Nov IGL was trading at 319.50. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 45.11, the open interest changed by 32 which increased total open position to 1159
On 26 Nov IGL was trading at 320.00. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 43.37, the open interest changed by 125 which increased total open position to 1125
On 25 Nov IGL was trading at 324.15. The strike last trading price was 1, which was 0.35 higher than the previous day. The implied volatity was 43.13, the open interest changed by -19 which decreased total open position to 1001
On 22 Nov IGL was trading at 312.65. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 43.34, the open interest changed by -6 which decreased total open position to 1014
On 21 Nov IGL was trading at 311.40. The strike last trading price was 0.75, which was -0.55 lower than the previous day. The implied volatity was 43.17, the open interest changed by -21 which decreased total open position to 1021
On 20 Nov IGL was trading at 320.45. The strike last trading price was 1.3, which was 0.00 lower than the previous day. The implied volatity was 43.78, the open interest changed by 416 which increased total open position to 1044
On 19 Nov IGL was trading at 320.45. The strike last trading price was 1.3, which was -1.00 lower than the previous day. The implied volatity was 43.78, the open interest changed by 418 which increased total open position to 1044
On 18 Nov IGL was trading at 325.05. The strike last trading price was 2.3, which was -18.70 lower than the previous day. The implied volatity was 45.97, the open interest changed by 606 which increased total open position to 625
On 14 Nov IGL was trading at 405.80. The strike last trading price was 21, which was -15.50 lower than the previous day. The implied volatity was 26.68, the open interest changed by 16 which increased total open position to 18
On 13 Nov IGL was trading at 419.50. The strike last trading price was 36.5, 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 12 Nov IGL was trading at 427.30. The strike last trading price was 36.5, 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 36.5, 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 36.5, which was 5.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 Nov IGL was trading at 436.80. The strike last trading price was 31.3, 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 6 Nov IGL was trading at 431.85. The strike last trading price was 31.3, 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 5 Nov IGL was trading at 420.55. The strike last trading price was 31.3, 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 4 Nov IGL was trading at 412.60. The strike last trading price was 31.3, which was -125.85 lower than the previous day. The implied volatity was 33.99, the open interest changed by 1 which increased total open position to 1
On 28 Oct IGL was trading at 404.70. The strike last trading price was 157.15, which was 157.15 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IGL 26DEC2024 400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 0.18
Theta: -0.76
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 388.30 | 20 | 5.15 | 56.97 | 646 | -124 | 645 |
| 19 Dec | 389.85 | 14.85 | 6.55 | 36.85 | 1,143 | -41 | 775 |
| 18 Dec | 398.40 | 8.3 | -10.35 | 40.69 | 2,019 | -50 | 821 |
| 17 Dec | 381.35 | 18.65 | 5.55 | 34.72 | 1,044 | 44 | 872 |
| 16 Dec | 394.30 | 13.1 | -0.65 | 39.98 | 1,600 | 208 | 820 |
| 13 Dec | 392.20 | 13.75 | -4.30 | 35.23 | 797 | -147 | 614 |
| 12 Dec | 387.10 | 18.05 | 3.90 | 36.97 | 629 | -49 | 760 |
| 11 Dec | 392.80 | 14.15 | -4.80 | 33.39 | 922 | -59 | 802 |
| 10 Dec | 386.00 | 18.95 | -0.60 | 37.91 | 956 | 240 | 860 |
| 9 Dec | 385.55 | 19.55 | -3.00 | 38.51 | 251 | 67 | 623 |
| 6 Dec | 384.00 | 22.55 | -1.00 | 39.50 | 401 | 133 | 555 |
| 5 Dec | 383.45 | 23.55 | -18.20 | 40.73 | 461 | 120 | 417 |
| 4 Dec | 360.25 | 41.75 | 0.65 | 45.45 | 52 | 24 | 297 |
| 3 Dec | 361.25 | 41.1 | -14.90 | 41.56 | 136 | 28 | 272 |
| 2 Dec | 343.55 | 56 | -13.00 | 43.52 | 63 | 14 | 245 |
| 29 Nov | 327.05 | 69 | -9.20 | 52.62 | 40 | 12 | 235 |
| 28 Nov | 319.45 | 78.2 | -0.30 | 39.91 | 33 | 24 | 222 |
| 27 Nov | 319.50 | 78.5 | 0.80 | 45.28 | 23 | 14 | 198 |
| 26 Nov | 320.00 | 77.7 | -7.30 | 44.68 | 129 | 119 | 182 |
| 25 Nov | 324.15 | 85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 312.65 | 85 | 7.50 | 36.40 | 1 | 0 | 64 |
| 21 Nov | 311.40 | 77.5 | 0.00 | 0.00 | 0 | 0 | 64 |
| 20 Nov | 320.45 | 77.5 | 0.00 | 38.96 | 32 | 4 | 64 |
| 19 Nov | 320.45 | 77.5 | 4.20 | 38.96 | 32 | 4 | 64 |
| 18 Nov | 325.05 | 73.3 | 61.80 | 48.18 | 52 | 34 | 58 |
| 14 Nov | 405.80 | 11.5 | 3.50 | 30.69 | 13 | 7 | 23 |
| 13 Nov | 419.50 | 8 | 2.60 | 32.80 | 6 | 2 | 14 |
| 12 Nov | 427.30 | 5.4 | 1.55 | 30.33 | 16 | 9 | 11 |
| 11 Nov | 440.95 | 3.85 | -0.65 | 30.94 | 2 | 0 | 1 |
| 8 Nov | 442.35 | 4.5 | 3.45 | 33.09 | 1 | 0 | 0 |
| 7 Nov | 436.80 | 1.05 | 0.00 | 7.94 | 0 | 0 | 0 |
| 6 Nov | 431.85 | 1.05 | 0.00 | 7.10 | 0 | 0 | 0 |
| 5 Nov | 420.55 | 1.05 | 0.00 | 5.36 | 0 | 0 | 0 |
| 4 Nov | 412.60 | 1.05 | 0.00 | 3.71 | 0 | 0 | 0 |
| 28 Oct | 404.70 | 1.05 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 433.05 | 1.05 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 443.15 | 1.05 | - | 0 | 0 | 0 | |
For Indraprastha Gas Ltd - strike price 400 expiring on 26DEC2024
Delta for 400 PE is -0.68
Historical price for 400 PE is as follows
On 20 Dec IGL was trading at 388.30. The strike last trading price was 20, which was 5.15 higher than the previous day. The implied volatity was 56.97, the open interest changed by -124 which decreased total open position to 645
On 19 Dec IGL was trading at 389.85. The strike last trading price was 14.85, which was 6.55 higher than the previous day. The implied volatity was 36.85, the open interest changed by -41 which decreased total open position to 775
On 18 Dec IGL was trading at 398.40. The strike last trading price was 8.3, which was -10.35 lower than the previous day. The implied volatity was 40.69, the open interest changed by -50 which decreased total open position to 821
On 17 Dec IGL was trading at 381.35. The strike last trading price was 18.65, which was 5.55 higher than the previous day. The implied volatity was 34.72, the open interest changed by 44 which increased total open position to 872
On 16 Dec IGL was trading at 394.30. The strike last trading price was 13.1, which was -0.65 lower than the previous day. The implied volatity was 39.98, the open interest changed by 208 which increased total open position to 820
On 13 Dec IGL was trading at 392.20. The strike last trading price was 13.75, which was -4.30 lower than the previous day. The implied volatity was 35.23, the open interest changed by -147 which decreased total open position to 614
On 12 Dec IGL was trading at 387.10. The strike last trading price was 18.05, which was 3.90 higher than the previous day. The implied volatity was 36.97, the open interest changed by -49 which decreased total open position to 760
On 11 Dec IGL was trading at 392.80. The strike last trading price was 14.15, which was -4.80 lower than the previous day. The implied volatity was 33.39, the open interest changed by -59 which decreased total open position to 802
On 10 Dec IGL was trading at 386.00. The strike last trading price was 18.95, which was -0.60 lower than the previous day. The implied volatity was 37.91, the open interest changed by 240 which increased total open position to 860
On 9 Dec IGL was trading at 385.55. The strike last trading price was 19.55, which was -3.00 lower than the previous day. The implied volatity was 38.51, the open interest changed by 67 which increased total open position to 623
On 6 Dec IGL was trading at 384.00. The strike last trading price was 22.55, which was -1.00 lower than the previous day. The implied volatity was 39.50, the open interest changed by 133 which increased total open position to 555
On 5 Dec IGL was trading at 383.45. The strike last trading price was 23.55, which was -18.20 lower than the previous day. The implied volatity was 40.73, the open interest changed by 120 which increased total open position to 417
On 4 Dec IGL was trading at 360.25. The strike last trading price was 41.75, which was 0.65 higher than the previous day. The implied volatity was 45.45, the open interest changed by 24 which increased total open position to 297
On 3 Dec IGL was trading at 361.25. The strike last trading price was 41.1, which was -14.90 lower than the previous day. The implied volatity was 41.56, the open interest changed by 28 which increased total open position to 272
On 2 Dec IGL was trading at 343.55. The strike last trading price was 56, which was -13.00 lower than the previous day. The implied volatity was 43.52, the open interest changed by 14 which increased total open position to 245
On 29 Nov IGL was trading at 327.05. The strike last trading price was 69, which was -9.20 lower than the previous day. The implied volatity was 52.62, the open interest changed by 12 which increased total open position to 235
On 28 Nov IGL was trading at 319.45. The strike last trading price was 78.2, which was -0.30 lower than the previous day. The implied volatity was 39.91, the open interest changed by 24 which increased total open position to 222
On 27 Nov IGL was trading at 319.50. The strike last trading price was 78.5, which was 0.80 higher than the previous day. The implied volatity was 45.28, the open interest changed by 14 which increased total open position to 198
On 26 Nov IGL was trading at 320.00. The strike last trading price was 77.7, which was -7.30 lower than the previous day. The implied volatity was 44.68, the open interest changed by 119 which increased total open position to 182
On 25 Nov IGL was trading at 324.15. The strike last trading price was 85, 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 22 Nov IGL was trading at 312.65. The strike last trading price was 85, which was 7.50 higher than the previous day. The implied volatity was 36.40, the open interest changed by 0 which decreased total open position to 64
On 21 Nov IGL was trading at 311.40. The strike last trading price was 77.5, 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 64
On 20 Nov IGL was trading at 320.45. The strike last trading price was 77.5, which was 0.00 lower than the previous day. The implied volatity was 38.96, the open interest changed by 4 which increased total open position to 64
On 19 Nov IGL was trading at 320.45. The strike last trading price was 77.5, which was 4.20 higher than the previous day. The implied volatity was 38.96, the open interest changed by 4 which increased total open position to 64
On 18 Nov IGL was trading at 325.05. The strike last trading price was 73.3, which was 61.80 higher than the previous day. The implied volatity was 48.18, the open interest changed by 34 which increased total open position to 58
On 14 Nov IGL was trading at 405.80. The strike last trading price was 11.5, which was 3.50 higher than the previous day. The implied volatity was 30.69, the open interest changed by 7 which increased total open position to 23
On 13 Nov IGL was trading at 419.50. The strike last trading price was 8, which was 2.60 higher than the previous day. The implied volatity was 32.80, the open interest changed by 2 which increased total open position to 14
On 12 Nov IGL was trading at 427.30. The strike last trading price was 5.4, which was 1.55 higher than the previous day. The implied volatity was 30.33, the open interest changed by 9 which increased total open position to 11
On 11 Nov IGL was trading at 440.95. The strike last trading price was 3.85, which was -0.65 lower than the previous day. The implied volatity was 30.94, the open interest changed by 0 which decreased total open position to 1
On 8 Nov IGL was trading at 442.35. The strike last trading price was 4.5, which was 3.45 higher than the previous day. The implied volatity was 33.09, 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 1.05, which was 0.00 lower than the previous day. The implied volatity was 7.94, 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 1.05, which was 0.00 lower than the previous day. The implied volatity was 7.10, 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 1.05, which was 0.00 lower than the previous day. The implied volatity was 5.36, 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 1.05, which was 0.00 lower than the previous day. The implied volatity was 3.71, the open interest changed by 0 which decreased total open position to 0
On 28 Oct IGL was trading at 404.70. The strike last trading price was 1.05, 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 1.05, 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 1.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
