IGL
Indraprastha Gas Ltd
Historical option data for IGL
27 Dec 2024 04:10 PM IST
| IGL 30JAN2025 410 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.34
Vega: 0.44
Theta: -0.22
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 390.10 | 7.7 | -1.60 | 29.50 | 877 | 52 | 824 | |||
| 26 Dec | 390.50 | 9.3 | -0.65 | 31.95 | 1,339 | 101 | 774 | |||
| 24 Dec | 397.35 | 9.95 | 0.80 | 28.01 | 2,842 | 348 | 673 | |||
| 23 Dec | 390.10 | 9.15 | -0.90 | 30.66 | 575 | 183 | 318 | |||
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| 20 Dec | 388.30 | 10.05 | -3.45 | 35.03 | 177 | 22 | 135 | |||
| 19 Dec | 389.85 | 13.5 | -4.90 | 39.21 | 191 | 37 | 113 | |||
| 18 Dec | 398.40 | 18.4 | 8.15 | 36.28 | 133 | 35 | 75 | |||
| 17 Dec | 381.35 | 10.25 | -5.75 | 35.28 | 66 | 35 | 39 | |||
| 16 Dec | 394.30 | 16 | 0.00 | 37.70 | 3 | 2 | 3 | |||
| 13 Dec | 392.20 | 16 | 11.75 | 37.29 | 1 | 0 | 0 | |||
| 12 Dec | 387.10 | 4.25 | 0.00 | 3.68 | 0 | 0 | 0 | |||
| 11 Dec | 392.80 | 4.25 | 0.00 | 2.58 | 0 | 0 | 0 | |||
| 10 Dec | 386.00 | 4.25 | 0.00 | 3.58 | 0 | 0 | 0 | |||
| 9 Dec | 385.55 | 4.25 | 0.00 | 3.57 | 0 | 0 | 0 | |||
| 6 Dec | 384.00 | 4.25 | 0.00 | 3.98 | 0 | 0 | 0 | |||
| 5 Dec | 383.45 | 4.25 | 4.02 | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 410 expiring on 30JAN2025
Delta for 410 CE is 0.34
Historical price for 410 CE is as follows
On 27 Dec IGL was trading at 390.10. The strike last trading price was 7.7, which was -1.60 lower than the previous day. The implied volatity was 29.50, the open interest changed by 52 which increased total open position to 824
On 26 Dec IGL was trading at 390.50. The strike last trading price was 9.3, which was -0.65 lower than the previous day. The implied volatity was 31.95, the open interest changed by 101 which increased total open position to 774
On 24 Dec IGL was trading at 397.35. The strike last trading price was 9.95, which was 0.80 higher than the previous day. The implied volatity was 28.01, the open interest changed by 348 which increased total open position to 673
On 23 Dec IGL was trading at 390.10. The strike last trading price was 9.15, which was -0.90 lower than the previous day. The implied volatity was 30.66, the open interest changed by 183 which increased total open position to 318
On 20 Dec IGL was trading at 388.30. The strike last trading price was 10.05, which was -3.45 lower than the previous day. The implied volatity was 35.03, the open interest changed by 22 which increased total open position to 135
On 19 Dec IGL was trading at 389.85. The strike last trading price was 13.5, which was -4.90 lower than the previous day. The implied volatity was 39.21, the open interest changed by 37 which increased total open position to 113
On 18 Dec IGL was trading at 398.40. The strike last trading price was 18.4, which was 8.15 higher than the previous day. The implied volatity was 36.28, the open interest changed by 35 which increased total open position to 75
On 17 Dec IGL was trading at 381.35. The strike last trading price was 10.25, which was -5.75 lower than the previous day. The implied volatity was 35.28, the open interest changed by 35 which increased total open position to 39
On 16 Dec IGL was trading at 394.30. The strike last trading price was 16, which was 0.00 lower than the previous day. The implied volatity was 37.70, the open interest changed by 2 which increased total open position to 3
On 13 Dec IGL was trading at 392.20. The strike last trading price was 16, which was 11.75 higher than the previous day. The implied volatity was 37.29, the open interest changed by 0 which decreased total open position to 0
On 12 Dec IGL was trading at 387.10. The strike last trading price was 4.25, which was 0.00 lower than the previous day. The implied volatity was 3.68, the open interest changed by 0 which decreased total open position to 0
On 11 Dec IGL was trading at 392.80. The strike last trading price was 4.25, which was 0.00 lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0
On 10 Dec IGL was trading at 386.00. The strike last trading price was 4.25, which was 0.00 lower than the previous day. The implied volatity was 3.58, the open interest changed by 0 which decreased total open position to 0
On 9 Dec IGL was trading at 385.55. The strike last trading price was 4.25, which was 0.00 lower than the previous day. The implied volatity was 3.57, the open interest changed by 0 which decreased total open position to 0
On 6 Dec IGL was trading at 384.00. The strike last trading price was 4.25, which was 0.00 lower than the previous day. The implied volatity was 3.98, the open interest changed by 0 which decreased total open position to 0
On 5 Dec IGL was trading at 383.45. The strike last trading price was 4.25, which was lower than the previous day. The implied volatity was 4.02, the open interest changed by 0 which decreased total open position to 0
| IGL 30JAN2025 410 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 0.46
Theta: -0.19
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 390.10 | 27.75 | -0.80 | 38.54 | 30 | 6 | 72 |
| 26 Dec | 390.50 | 28.55 | -4.15 | 40.82 | 59 | 11 | 66 |
| 24 Dec | 397.35 | 32.7 | -2.60 | 54.25 | 192 | 36 | 58 |
| 23 Dec | 390.10 | 35.3 | -3.05 | 52.46 | 76 | 14 | 21 |
| 20 Dec | 388.30 | 38.35 | 8.55 | 51.01 | 4 | 0 | 8 |
| 19 Dec | 389.85 | 29.8 | -3.20 | 37.22 | 10 | 3 | 5 |
| 18 Dec | 398.40 | 33 | 0.00 | 0.00 | 0 | 2 | 0 |
| 17 Dec | 381.35 | 33 | -56.65 | 36.97 | 2 | 1 | 1 |
| 16 Dec | 394.30 | 89.65 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 392.20 | 89.65 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 387.10 | 89.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 392.80 | 89.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 386.00 | 89.65 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 385.55 | 89.65 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 384.00 | 89.65 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 383.45 | 89.65 | - | 0 | 0 | 0 | |
For Indraprastha Gas Ltd - strike price 410 expiring on 30JAN2025
Delta for 410 PE is -0.61
Historical price for 410 PE is as follows
On 27 Dec IGL was trading at 390.10. The strike last trading price was 27.75, which was -0.80 lower than the previous day. The implied volatity was 38.54, the open interest changed by 6 which increased total open position to 72
On 26 Dec IGL was trading at 390.50. The strike last trading price was 28.55, which was -4.15 lower than the previous day. The implied volatity was 40.82, the open interest changed by 11 which increased total open position to 66
On 24 Dec IGL was trading at 397.35. The strike last trading price was 32.7, which was -2.60 lower than the previous day. The implied volatity was 54.25, the open interest changed by 36 which increased total open position to 58
On 23 Dec IGL was trading at 390.10. The strike last trading price was 35.3, which was -3.05 lower than the previous day. The implied volatity was 52.46, the open interest changed by 14 which increased total open position to 21
On 20 Dec IGL was trading at 388.30. The strike last trading price was 38.35, which was 8.55 higher than the previous day. The implied volatity was 51.01, the open interest changed by 0 which decreased total open position to 8
On 19 Dec IGL was trading at 389.85. The strike last trading price was 29.8, which was -3.20 lower than the previous day. The implied volatity was 37.22, the open interest changed by 3 which increased total open position to 5
On 18 Dec IGL was trading at 398.40. The strike last trading price was 33, 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 17 Dec IGL was trading at 381.35. The strike last trading price was 33, which was -56.65 lower than the previous day. The implied volatity was 36.97, the open interest changed by 1 which increased total open position to 1
On 16 Dec IGL was trading at 394.30. The strike last trading price was 89.65, 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 Dec IGL was trading at 392.20. The strike last trading price was 89.65, 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 Dec IGL was trading at 387.10. The strike last trading price was 89.65, 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 Dec IGL was trading at 392.80. The strike last trading price was 89.65, 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 10 Dec IGL was trading at 386.00. The strike last trading price was 89.65, 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 9 Dec IGL was trading at 385.55. The strike last trading price was 89.65, 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 Dec IGL was trading at 384.00. The strike last trading price was 89.65, 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 Dec IGL was trading at 383.45. The strike last trading price was 89.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
