IGL
Indraprastha Gas Ltd
Historical option data for IGL
14 Nov 2024 04:10 PM IST
| IGL 28NOV2024 410 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.49
Vega: 0.32
Theta: -0.37
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 14 Nov | 405.80 | 8.25 | -6.95 | 28.09 | 1,299 | 105 | 344 | |||
| 13 Nov | 419.50 | 15.2 | -5.45 | 18.03 | 205 | -1 | 240 | |||
| 12 Nov | 427.30 | 20.65 | -8.00 | - | 49 | 16 | 242 | |||
| 11 Nov | 440.95 | 28.65 | -1.95 | - | 55 | -5 | 230 | |||
| 8 Nov | 442.35 | 30.6 | 3.50 | - | 105 | 7 | 235 | |||
| 7 Nov | 436.80 | 27.1 | 4.00 | - | 223 | -9 | 227 | |||
| 6 Nov | 431.85 | 23.1 | 5.75 | - | 525 | -55 | 236 | |||
| 5 Nov | 420.55 | 17.35 | 4.75 | 19.38 | 922 | 18 | 292 | |||
| 4 Nov | 412.60 | 12.6 | -6.40 | 22.61 | 416 | 112 | 273 | |||
| 1 Nov | 421.70 | 19 | 0.00 | 22.82 | 10 | 5 | 162 | |||
| 31 Oct | 420.15 | 19 | -1.05 | - | 318 | 1 | 156 | |||
| 30 Oct | 420.90 | 20.05 | 0.45 | - | 529 | 18 | 153 | |||
| 29 Oct | 417.20 | 19.6 | 1.05 | - | 1,168 | -53 | 135 | |||
| 28 Oct | 404.70 | 18.55 | -3.95 | - | 439 | 167 | 190 | |||
| 25 Oct | 413.55 | 22.5 | -120.05 | - | 45 | 23 | 23 | |||
| 24 Oct | 428.35 | 142.55 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 433.15 | 142.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 433.05 | 142.55 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 443.15 | 142.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 451.70 | 142.55 | - | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 410 expiring on 28NOV2024
Delta for 410 CE is 0.49
Historical price for 410 CE is as follows
On 14 Nov IGL was trading at 405.80. The strike last trading price was 8.25, which was -6.95 lower than the previous day. The implied volatity was 28.09, the open interest changed by 105 which increased total open position to 344
On 13 Nov IGL was trading at 419.50. The strike last trading price was 15.2, which was -5.45 lower than the previous day. The implied volatity was 18.03, the open interest changed by -1 which decreased total open position to 240
On 12 Nov IGL was trading at 427.30. The strike last trading price was 20.65, which was -8.00 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 242
On 11 Nov IGL was trading at 440.95. The strike last trading price was 28.65, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 230
On 8 Nov IGL was trading at 442.35. The strike last trading price was 30.6, which was 3.50 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 235
On 7 Nov IGL was trading at 436.80. The strike last trading price was 27.1, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 227
On 6 Nov IGL was trading at 431.85. The strike last trading price was 23.1, which was 5.75 higher than the previous day. The implied volatity was -, the open interest changed by -55 which decreased total open position to 236
On 5 Nov IGL was trading at 420.55. The strike last trading price was 17.35, which was 4.75 higher than the previous day. The implied volatity was 19.38, the open interest changed by 18 which increased total open position to 292
On 4 Nov IGL was trading at 412.60. The strike last trading price was 12.6, which was -6.40 lower than the previous day. The implied volatity was 22.61, the open interest changed by 112 which increased total open position to 273
On 1 Nov IGL was trading at 421.70. The strike last trading price was 19, which was 0.00 lower than the previous day. The implied volatity was 22.82, the open interest changed by 5 which increased total open position to 162
On 31 Oct IGL was trading at 420.15. The strike last trading price was 19, which was -1.05 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 20.05, which was 0.45 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 19.6, which was 1.05 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 18.55, which was -3.95 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 22.5, which was -120.05 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 142.55, 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 23 Oct IGL was trading at 433.15. The strike last trading price was 142.55, 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 142.55, 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 142.55, 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 18 Oct IGL was trading at 451.70. The strike last trading price was 142.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IGL 28NOV2024 410 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.32
Theta: -0.26
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 405.80 | 9.6 | 4.60 | 27.84 | 1,679 | 28 | 576 |
| 13 Nov | 419.50 | 5 | 1.65 | 31.12 | 1,089 | -35 | 549 |
| 12 Nov | 427.30 | 3.35 | 0.80 | 30.55 | 1,031 | 4 | 585 |
| 11 Nov | 440.95 | 2.55 | -0.05 | 34.33 | 616 | -18 | 641 |
| 8 Nov | 442.35 | 2.6 | -1.25 | 34.30 | 1,063 | 37 | 660 |
| 7 Nov | 436.80 | 3.85 | -1.75 | 34.30 | 834 | 112 | 623 |
| 6 Nov | 431.85 | 5.6 | -3.35 | 35.83 | 843 | 63 | 510 |
| 5 Nov | 420.55 | 8.95 | -4.30 | 36.46 | 681 | 33 | 447 |
| 4 Nov | 412.60 | 13.25 | 1.85 | 37.99 | 413 | 97 | 413 |
| 1 Nov | 421.70 | 11.4 | 0.40 | 39.46 | 24 | -5 | 317 |
| 31 Oct | 420.15 | 11 | -2.35 | - | 494 | 147 | 322 |
| 30 Oct | 420.90 | 13.35 | -2.15 | - | 390 | 50 | 176 |
| 29 Oct | 417.20 | 15.5 | -8.90 | - | 487 | 11 | 125 |
| 28 Oct | 404.70 | 24.4 | 5.45 | - | 195 | 52 | 108 |
| 25 Oct | 413.55 | 18.95 | 6.25 | - | 88 | 22 | 56 |
| 24 Oct | 428.35 | 12.7 | 2.35 | - | 9 | -2 | 33 |
| 23 Oct | 433.15 | 10.35 | 0.35 | - | 29 | 7 | 34 |
| 22 Oct | 433.05 | 10 | 2.55 | - | 22 | 0 | 27 |
| 21 Oct | 443.15 | 7.45 | 1.95 | - | 21 | 5 | 26 |
| 18 Oct | 451.70 | 5.5 | - | 29 | 22 | 22 | |
For Indraprastha Gas Ltd - strike price 410 expiring on 28NOV2024
Delta for 410 PE is -0.51
Historical price for 410 PE is as follows
On 14 Nov IGL was trading at 405.80. The strike last trading price was 9.6, which was 4.60 higher than the previous day. The implied volatity was 27.84, the open interest changed by 28 which increased total open position to 576
On 13 Nov IGL was trading at 419.50. The strike last trading price was 5, which was 1.65 higher than the previous day. The implied volatity was 31.12, the open interest changed by -35 which decreased total open position to 549
On 12 Nov IGL was trading at 427.30. The strike last trading price was 3.35, which was 0.80 higher than the previous day. The implied volatity was 30.55, the open interest changed by 4 which increased total open position to 585
On 11 Nov IGL was trading at 440.95. The strike last trading price was 2.55, which was -0.05 lower than the previous day. The implied volatity was 34.33, the open interest changed by -18 which decreased total open position to 641
On 8 Nov IGL was trading at 442.35. The strike last trading price was 2.6, which was -1.25 lower than the previous day. The implied volatity was 34.30, the open interest changed by 37 which increased total open position to 660
On 7 Nov IGL was trading at 436.80. The strike last trading price was 3.85, which was -1.75 lower than the previous day. The implied volatity was 34.30, the open interest changed by 112 which increased total open position to 623
On 6 Nov IGL was trading at 431.85. The strike last trading price was 5.6, which was -3.35 lower than the previous day. The implied volatity was 35.83, the open interest changed by 63 which increased total open position to 510
On 5 Nov IGL was trading at 420.55. The strike last trading price was 8.95, which was -4.30 lower than the previous day. The implied volatity was 36.46, the open interest changed by 33 which increased total open position to 447
On 4 Nov IGL was trading at 412.60. The strike last trading price was 13.25, which was 1.85 higher than the previous day. The implied volatity was 37.99, the open interest changed by 97 which increased total open position to 413
On 1 Nov IGL was trading at 421.70. The strike last trading price was 11.4, which was 0.40 higher than the previous day. The implied volatity was 39.46, the open interest changed by -5 which decreased total open position to 317
On 31 Oct IGL was trading at 420.15. The strike last trading price was 11, which was -2.35 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 13.35, which was -2.15 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 15.5, which was -8.90 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 24.4, which was 5.45 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 18.95, which was 6.25 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 12.7, which was 2.35 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 10.35, which was 0.35 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 10, which was 2.55 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 7.45, which was 1.95 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 5.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
