IGL
Indraprastha Gas Ltd
Historical option data for IGL
12 Dec 2024 10:11 AM IST
| IGL 26DEC2024 410 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 0.24
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 388.20 | 3.95 | -1.35 | 35.91 | 493 | 75 | 861 | |||
| 11 Dec | 392.80 | 5.3 | 0.70 | 36.14 | 2,983 | -99 | 791 | |||
| 10 Dec | 386.00 | 4.6 | -0.35 | 37.60 | 3,392 | 89 | 895 | |||
| 9 Dec | 385.55 | 4.95 | -0.15 | 37.85 | 1,753 | 136 | 806 | |||
| 6 Dec | 384.00 | 5.1 | -1.00 | 37.78 | 1,792 | 112 | 670 | |||
| 5 Dec | 383.45 | 6.1 | 4.45 | 40.52 | 4,553 | 227 | 561 | |||
| 4 Dec | 360.25 | 1.65 | -0.25 | 38.65 | 870 | 12 | 333 | |||
| 3 Dec | 361.25 | 1.9 | 1.00 | 39.35 | 1,703 | 262 | 322 | |||
| 2 Dec | 343.55 | 0.9 | 0.20 | 41.47 | 122 | 25 | 52 | |||
| 29 Nov | 327.05 | 0.7 | 0.30 | 44.16 | 10 | 2 | 22 | |||
| 28 Nov | 319.45 | 0.4 | -0.60 | 44.39 | 2 | 0 | 19 | |||
| 27 Nov | 319.50 | 1 | 0.00 | 50.73 | 1 | 0 | 18 | |||
| 26 Nov | 320.00 | 1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 324.15 | 1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 312.65 | 1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 311.40 | 1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 320.45 | 1 | 0.00 | 45.03 | 3 | 0 | 19 | |||
| 19 Nov | 320.45 | 1 | -0.65 | 45.03 | 3 | 1 | 19 | |||
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| 18 Nov | 325.05 | 1.65 | -17.35 | 46.29 | 34 | 16 | 18 | |||
| 14 Nov | 405.80 | 19 | -11.70 | 33.02 | 1 | 0 | 1 | |||
| 13 Nov | 419.50 | 30.7 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 12 Nov | 427.30 | 30.7 | -2.35 | 30.60 | 1 | 0 | 0 | |||
| 11 Nov | 440.95 | 33.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 442.35 | 33.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 436.80 | 33.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 431.85 | 33.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 420.55 | 33.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 412.60 | 33.05 | - | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 410 expiring on 26DEC2024
Delta for 410 CE is 0.25
Historical price for 410 CE is as follows
On 12 Dec IGL was trading at 388.20. The strike last trading price was 3.95, which was -1.35 lower than the previous day. The implied volatity was 35.91, the open interest changed by 75 which increased total open position to 861
On 11 Dec IGL was trading at 392.80. The strike last trading price was 5.3, which was 0.70 higher than the previous day. The implied volatity was 36.14, the open interest changed by -99 which decreased total open position to 791
On 10 Dec IGL was trading at 386.00. The strike last trading price was 4.6, which was -0.35 lower than the previous day. The implied volatity was 37.60, the open interest changed by 89 which increased total open position to 895
On 9 Dec IGL was trading at 385.55. The strike last trading price was 4.95, which was -0.15 lower than the previous day. The implied volatity was 37.85, the open interest changed by 136 which increased total open position to 806
On 6 Dec IGL was trading at 384.00. The strike last trading price was 5.1, which was -1.00 lower than the previous day. The implied volatity was 37.78, the open interest changed by 112 which increased total open position to 670
On 5 Dec IGL was trading at 383.45. The strike last trading price was 6.1, which was 4.45 higher than the previous day. The implied volatity was 40.52, the open interest changed by 227 which increased total open position to 561
On 4 Dec IGL was trading at 360.25. The strike last trading price was 1.65, which was -0.25 lower than the previous day. The implied volatity was 38.65, the open interest changed by 12 which increased total open position to 333
On 3 Dec IGL was trading at 361.25. The strike last trading price was 1.9, which was 1.00 higher than the previous day. The implied volatity was 39.35, the open interest changed by 262 which increased total open position to 322
On 2 Dec IGL was trading at 343.55. The strike last trading price was 0.9, which was 0.20 higher than the previous day. The implied volatity was 41.47, the open interest changed by 25 which increased total open position to 52
On 29 Nov IGL was trading at 327.05. The strike last trading price was 0.7, which was 0.30 higher than the previous day. The implied volatity was 44.16, the open interest changed by 2 which increased total open position to 22
On 28 Nov IGL was trading at 319.45. The strike last trading price was 0.4, which was -0.60 lower than the previous day. The implied volatity was 44.39, the open interest changed by 0 which decreased total open position to 19
On 27 Nov IGL was trading at 319.50. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 50.73, the open interest changed by 0 which decreased total open position to 18
On 26 Nov IGL was trading at 320.00. The strike last trading price was 1, 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 1, 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 1, 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, 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 1, which was 0.00 lower than the previous day. The implied volatity was 45.03, the open interest changed by 0 which decreased total open position to 19
On 19 Nov IGL was trading at 320.45. The strike last trading price was 1, which was -0.65 lower than the previous day. The implied volatity was 45.03, the open interest changed by 1 which increased total open position to 19
On 18 Nov IGL was trading at 325.05. The strike last trading price was 1.65, which was -17.35 lower than the previous day. The implied volatity was 46.29, the open interest changed by 16 which increased total open position to 18
On 14 Nov IGL was trading at 405.80. The strike last trading price was 19, which was -11.70 lower than the previous day. The implied volatity was 33.02, the open interest changed by 0 which decreased total open position to 1
On 13 Nov IGL was trading at 419.50. The strike last trading price was 30.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Nov IGL was trading at 427.30. The strike last trading price was 30.7, which was -2.35 lower than the previous day. The implied volatity was 30.60, 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 33.05, 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 33.05, 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 33.05, 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 33.05, 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 33.05, 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 33.05, 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 410 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.75
Vega: 0.24
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 388.20 | 23.95 | 3.25 | 35.48 | 14 | -2 | 72 |
| 11 Dec | 392.80 | 20.7 | -5.95 | 32.77 | 79 | 4 | 74 |
| 10 Dec | 386.00 | 26.65 | -0.95 | 40.20 | 128 | 28 | 68 |
| 9 Dec | 385.55 | 27.6 | -2.55 | 42.14 | 25 | 3 | 40 |
| 6 Dec | 384.00 | 30.15 | -1.05 | 41.11 | 28 | 8 | 36 |
| 5 Dec | 383.45 | 31.2 | -18.55 | 42.61 | 39 | 14 | 28 |
| 4 Dec | 360.25 | 49.75 | -0.30 | 43.01 | 15 | 5 | 14 |
| 3 Dec | 361.25 | 50.05 | -15.25 | 43.22 | 2 | 0 | 9 |
| 2 Dec | 343.55 | 65.3 | -22.70 | 44.02 | 8 | 2 | 9 |
| 29 Nov | 327.05 | 88 | 0.00 | 0.00 | 0 | 7 | 0 |
| 28 Nov | 319.45 | 88 | 69.65 | 40.92 | 7 | 4 | 4 |
| 27 Nov | 319.50 | 18.35 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 320.00 | 18.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 324.15 | 18.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 312.65 | 18.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 311.40 | 18.35 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 320.45 | 18.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 320.45 | 18.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 325.05 | 18.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 405.80 | 18.35 | 0.00 | 0.47 | 0 | 0 | 0 |
| 13 Nov | 419.50 | 18.35 | 0.00 | 3.59 | 0 | 0 | 0 |
| 12 Nov | 427.30 | 18.35 | 0.00 | 4.93 | 0 | 0 | 0 |
| 11 Nov | 440.95 | 18.35 | 0.00 | 6.86 | 0 | 0 | 0 |
| 8 Nov | 442.35 | 18.35 | 0.00 | 7.29 | 0 | 0 | 0 |
| 7 Nov | 436.80 | 18.35 | 0.00 | 6.18 | 0 | 0 | 0 |
| 6 Nov | 431.85 | 18.35 | 0.00 | 5.30 | 0 | 0 | 0 |
| 5 Nov | 420.55 | 18.35 | 0.00 | 3.48 | 0 | 0 | 0 |
| 4 Nov | 412.60 | 18.35 | 1.76 | 0 | 0 | 0 | |
For Indraprastha Gas Ltd - strike price 410 expiring on 26DEC2024
Delta for 410 PE is -0.75
Historical price for 410 PE is as follows
On 12 Dec IGL was trading at 388.20. The strike last trading price was 23.95, which was 3.25 higher than the previous day. The implied volatity was 35.48, the open interest changed by -2 which decreased total open position to 72
On 11 Dec IGL was trading at 392.80. The strike last trading price was 20.7, which was -5.95 lower than the previous day. The implied volatity was 32.77, the open interest changed by 4 which increased total open position to 74
On 10 Dec IGL was trading at 386.00. The strike last trading price was 26.65, which was -0.95 lower than the previous day. The implied volatity was 40.20, the open interest changed by 28 which increased total open position to 68
On 9 Dec IGL was trading at 385.55. The strike last trading price was 27.6, which was -2.55 lower than the previous day. The implied volatity was 42.14, the open interest changed by 3 which increased total open position to 40
On 6 Dec IGL was trading at 384.00. The strike last trading price was 30.15, which was -1.05 lower than the previous day. The implied volatity was 41.11, the open interest changed by 8 which increased total open position to 36
On 5 Dec IGL was trading at 383.45. The strike last trading price was 31.2, which was -18.55 lower than the previous day. The implied volatity was 42.61, the open interest changed by 14 which increased total open position to 28
On 4 Dec IGL was trading at 360.25. The strike last trading price was 49.75, which was -0.30 lower than the previous day. The implied volatity was 43.01, the open interest changed by 5 which increased total open position to 14
On 3 Dec IGL was trading at 361.25. The strike last trading price was 50.05, which was -15.25 lower than the previous day. The implied volatity was 43.22, the open interest changed by 0 which decreased total open position to 9
On 2 Dec IGL was trading at 343.55. The strike last trading price was 65.3, which was -22.70 lower than the previous day. The implied volatity was 44.02, the open interest changed by 2 which increased total open position to 9
On 29 Nov IGL was trading at 327.05. The strike last trading price was 88, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 28 Nov IGL was trading at 319.45. The strike last trading price was 88, which was 69.65 higher than the previous day. The implied volatity was 40.92, the open interest changed by 4 which increased total open position to 4
On 27 Nov IGL was trading at 319.50. The strike last trading price was 18.35, 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 18.35, 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 18.35, 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 22 Nov IGL was trading at 312.65. The strike last trading price was 18.35, 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 21 Nov IGL was trading at 311.40. The strike last trading price was 18.35, 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 18.35, 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 18.35, 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 18.35, 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 18.35, which was 0.00 lower than the previous day. The implied volatity was 0.47, 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 18.35, which was 0.00 lower than the previous day. The implied volatity was 3.59, 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 18.35, which was 0.00 lower than the previous day. The implied volatity was 4.93, 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 18.35, which was 0.00 lower than the previous day. The implied volatity was 6.86, 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 18.35, which was 0.00 lower than the previous day. The implied volatity was 7.29, 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 18.35, which was 0.00 lower than the previous day. The implied volatity was 6.18, 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 18.35, which was 0.00 lower than the previous day. The implied volatity was 5.30, 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 18.35, which was 0.00 lower than the previous day. The implied volatity was 3.48, 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 18.35, which was lower than the previous day. The implied volatity was 1.76, the open interest changed by 0 which decreased total open position to 0
