IGL
Indraprastha Gas Ltd
Historical option data for IGL
20 Dec 2024 04:10 PM IST
| IGL 26DEC2024 420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.08
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 388.30 | 0.85 | -0.50 | 46.93 | 1,487 | -33 | 1,744 | |||
| 19 Dec | 389.85 | 1.35 | -2.10 | 45.53 | 3,519 | -42 | 1,788 | |||
| 18 Dec | 398.40 | 3.45 | 2.25 | 40.10 | 4,496 | -115 | 1,827 | |||
| 17 Dec | 381.35 | 1.2 | -1.35 | 43.23 | 1,848 | -93 | 1,967 | |||
| 16 Dec | 394.30 | 2.55 | -0.15 | 39.80 | 3,501 | 328 | 2,061 | |||
| 13 Dec | 392.20 | 2.7 | 0.45 | 36.68 | 2,765 | 152 | 1,735 | |||
| 12 Dec | 387.10 | 2.25 | -1.05 | 37.95 | 1,889 | 13 | 1,593 | |||
| 11 Dec | 392.80 | 3.3 | 0.35 | 37.22 | 2,905 | 91 | 1,592 | |||
| 10 Dec | 386.00 | 2.95 | -0.30 | 38.83 | 4,471 | 24 | 1,504 | |||
| 9 Dec | 385.55 | 3.25 | -0.15 | 39.10 | 2,030 | 111 | 1,472 | |||
| 6 Dec | 384.00 | 3.4 | -0.80 | 38.71 | 3,590 | -2 | 1,354 | |||
| 5 Dec | 383.45 | 4.2 | 3.10 | 41.23 | 5,474 | 792 | 1,344 | |||
| 4 Dec | 360.25 | 1.1 | -0.15 | 39.93 | 627 | 145 | 551 | |||
| 3 Dec | 361.25 | 1.25 | 0.55 | 40.28 | 977 | 268 | 411 | |||
| 2 Dec | 343.55 | 0.7 | 0.10 | 43.74 | 150 | 49 | 142 | |||
| 29 Nov | 327.05 | 0.6 | -0.30 | 46.62 | 2 | 0 | 93 | |||
| 28 Nov | 319.45 | 0.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 319.50 | 0.9 | 0.55 | 54.09 | 2 | 0 | 93 | |||
| 26 Nov | 320.00 | 0.35 | 0.25 | 44.96 | 5 | 2 | 94 | |||
| 25 Nov | 324.15 | 0.1 | -0.85 | 35.88 | 2 | 0 | 93 | |||
| 22 Nov | 312.65 | 0.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 311.40 | 0.95 | 0.00 | 0.00 | 0 | 22 | 0 | |||
| 20 Nov | 320.45 | 0.95 | 0.00 | 48.08 | 34 | 22 | 93 | |||
| 19 Nov | 320.45 | 0.95 | -0.35 | 48.08 | 34 | 22 | 93 | |||
| 18 Nov | 325.05 | 1.3 | -10.65 | 47.43 | 100 | 67 | 71 | |||
| 14 Nov | 405.80 | 11.95 | -8.10 | 28.25 | 4 | 2 | 3 | |||
| 13 Nov | 419.50 | 20.05 | -118.50 | 28.56 | 1 | 0 | 0 | |||
| 12 Nov | 427.30 | 138.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 440.95 | 138.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 442.35 | 138.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 436.80 | 138.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 431.85 | 138.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 420.55 | 138.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 412.60 | 138.55 | 0.00 | 0.26 | 0 | 0 | 0 | |||
| 28 Oct | 404.70 | 138.55 | 138.55 | - | 0 | 0 | 0 | |||
| 22 Oct | 433.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 443.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 17 Oct | 504.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 518.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 518.00 | 0 | - | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 420 expiring on 26DEC2024
Delta for 420 CE is 0.08
Historical price for 420 CE is as follows
On 20 Dec IGL was trading at 388.30. The strike last trading price was 0.85, which was -0.50 lower than the previous day. The implied volatity was 46.93, the open interest changed by -33 which decreased total open position to 1744
On 19 Dec IGL was trading at 389.85. The strike last trading price was 1.35, which was -2.10 lower than the previous day. The implied volatity was 45.53, the open interest changed by -42 which decreased total open position to 1788
On 18 Dec IGL was trading at 398.40. The strike last trading price was 3.45, which was 2.25 higher than the previous day. The implied volatity was 40.10, the open interest changed by -115 which decreased total open position to 1827
On 17 Dec IGL was trading at 381.35. The strike last trading price was 1.2, which was -1.35 lower than the previous day. The implied volatity was 43.23, the open interest changed by -93 which decreased total open position to 1967
On 16 Dec IGL was trading at 394.30. The strike last trading price was 2.55, which was -0.15 lower than the previous day. The implied volatity was 39.80, the open interest changed by 328 which increased total open position to 2061
On 13 Dec IGL was trading at 392.20. The strike last trading price was 2.7, which was 0.45 higher than the previous day. The implied volatity was 36.68, the open interest changed by 152 which increased total open position to 1735
On 12 Dec IGL was trading at 387.10. The strike last trading price was 2.25, which was -1.05 lower than the previous day. The implied volatity was 37.95, the open interest changed by 13 which increased total open position to 1593
On 11 Dec IGL was trading at 392.80. The strike last trading price was 3.3, which was 0.35 higher than the previous day. The implied volatity was 37.22, the open interest changed by 91 which increased total open position to 1592
On 10 Dec IGL was trading at 386.00. The strike last trading price was 2.95, which was -0.30 lower than the previous day. The implied volatity was 38.83, the open interest changed by 24 which increased total open position to 1504
On 9 Dec IGL was trading at 385.55. The strike last trading price was 3.25, which was -0.15 lower than the previous day. The implied volatity was 39.10, the open interest changed by 111 which increased total open position to 1472
On 6 Dec IGL was trading at 384.00. The strike last trading price was 3.4, which was -0.80 lower than the previous day. The implied volatity was 38.71, the open interest changed by -2 which decreased total open position to 1354
On 5 Dec IGL was trading at 383.45. The strike last trading price was 4.2, which was 3.10 higher than the previous day. The implied volatity was 41.23, the open interest changed by 792 which increased total open position to 1344
On 4 Dec IGL was trading at 360.25. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 39.93, the open interest changed by 145 which increased total open position to 551
On 3 Dec IGL was trading at 361.25. The strike last trading price was 1.25, which was 0.55 higher than the previous day. The implied volatity was 40.28, the open interest changed by 268 which increased total open position to 411
On 2 Dec IGL was trading at 343.55. The strike last trading price was 0.7, which was 0.10 higher than the previous day. The implied volatity was 43.74, the open interest changed by 49 which increased total open position to 142
On 29 Nov IGL was trading at 327.05. The strike last trading price was 0.6, which was -0.30 lower than the previous day. The implied volatity was 46.62, the open interest changed by 0 which decreased total open position to 93
On 28 Nov IGL was trading at 319.45. The strike last trading price was 0.9, 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 27 Nov IGL was trading at 319.50. The strike last trading price was 0.9, which was 0.55 higher than the previous day. The implied volatity was 54.09, the open interest changed by 0 which decreased total open position to 93
On 26 Nov IGL was trading at 320.00. The strike last trading price was 0.35, which was 0.25 higher than the previous day. The implied volatity was 44.96, the open interest changed by 2 which increased total open position to 94
On 25 Nov IGL was trading at 324.15. The strike last trading price was 0.1, which was -0.85 lower than the previous day. The implied volatity was 35.88, the open interest changed by 0 which decreased total open position to 93
On 22 Nov IGL was trading at 312.65. The strike last trading price was 0.95, 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 0.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 20 Nov IGL was trading at 320.45. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 48.08, the open interest changed by 22 which increased total open position to 93
On 19 Nov IGL was trading at 320.45. The strike last trading price was 0.95, which was -0.35 lower than the previous day. The implied volatity was 48.08, the open interest changed by 22 which increased total open position to 93
On 18 Nov IGL was trading at 325.05. The strike last trading price was 1.3, which was -10.65 lower than the previous day. The implied volatity was 47.43, the open interest changed by 67 which increased total open position to 71
On 14 Nov IGL was trading at 405.80. The strike last trading price was 11.95, which was -8.10 lower than the previous day. The implied volatity was 28.25, the open interest changed by 2 which increased total open position to 3
On 13 Nov IGL was trading at 419.50. The strike last trading price was 20.05, which was -118.50 lower than the previous day. The implied volatity was 28.56, 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 138.55, 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 11 Nov IGL was trading at 440.95. The strike last trading price was 138.55, 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 8 Nov IGL was trading at 442.35. The strike last trading price was 138.55, 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 7 Nov IGL was trading at 436.80. The strike last trading price was 138.55, 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 6 Nov IGL was trading at 431.85. The strike last trading price was 138.55, 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 5 Nov IGL was trading at 420.55. The strike last trading price was 138.55, 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 4 Nov IGL was trading at 412.60. The strike last trading price was 138.55, which was 0.00 lower than the previous day. The implied volatity was 0.26, 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 138.55, which was 138.55 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct IGL was trading at 504.55. 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 which decreased total open position to
On 16 Oct IGL was trading at 518.55. 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 which decreased total open position to
On 14 Oct IGL was trading at 518.00. 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 420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 388.30 | 32.6 | 1.50 | - | 39 | -15 | 198 |
| 19 Dec | 389.85 | 31.1 | 9.10 | - | 52 | 10 | 214 |
| 18 Dec | 398.40 | 22 | -15.40 | 47.08 | 134 | 2 | 204 |
| 17 Dec | 381.35 | 37.4 | 10.05 | 47.06 | 32 | 2 | 192 |
| 16 Dec | 394.30 | 27.35 | -1.75 | 39.51 | 34 | 8 | 190 |
| 13 Dec | 392.20 | 29.1 | -5.00 | 39.09 | 99 | -2 | 184 |
| 12 Dec | 387.10 | 34.1 | 5.40 | 39.88 | 35 | 6 | 183 |
| 11 Dec | 392.80 | 28.7 | -5.75 | 33.17 | 65 | 16 | 181 |
| 10 Dec | 386.00 | 34.45 | -1.20 | 39.70 | 70 | 14 | 167 |
| 9 Dec | 385.55 | 35.65 | -2.70 | 43.36 | 37 | 28 | 154 |
| 6 Dec | 384.00 | 38.35 | -0.70 | 42.49 | 56 | 28 | 124 |
| 5 Dec | 383.45 | 39.05 | -19.35 | 42.96 | 125 | 84 | 91 |
| 4 Dec | 360.25 | 58.4 | -10.60 | 40.13 | 3 | -1 | 6 |
| 3 Dec | 361.25 | 69 | -9.00 | 84.07 | 1 | 0 | 7 |
| 2 Dec | 343.55 | 78 | -9.00 | 66.10 | 9 | 0 | 6 |
| 29 Nov | 327.05 | 87 | -11.00 | 35.69 | 1 | 0 | 5 |
| 28 Nov | 319.45 | 98 | 1.00 | 46.15 | 1 | 0 | 4 |
| 27 Nov | 319.50 | 97 | 4.00 | - | 1 | 0 | 3 |
| 26 Nov | 320.00 | 93 | 90.95 | - | 3 | 2 | 2 |
| 25 Nov | 324.15 | 2.05 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 312.65 | 2.05 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 311.40 | 2.05 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 320.45 | 2.05 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 320.45 | 2.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 325.05 | 2.05 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 405.80 | 2.05 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 419.50 | 2.05 | 0.00 | 1.49 | 0 | 0 | 0 |
| 12 Nov | 427.30 | 2.05 | 0.00 | 2.93 | 0 | 0 | 0 |
| 11 Nov | 440.95 | 2.05 | 0.00 | 4.99 | 0 | 0 | 0 |
| 8 Nov | 442.35 | 2.05 | 0.00 | 5.52 | 0 | 0 | 0 |
| 7 Nov | 436.80 | 2.05 | 0.00 | 4.35 | 0 | 0 | 0 |
| 6 Nov | 431.85 | 2.05 | 0.00 | 3.44 | 0 | 0 | 0 |
| 5 Nov | 420.55 | 2.05 | 0.00 | 1.55 | 0 | 0 | 0 |
| 4 Nov | 412.60 | 2.05 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 404.70 | 2.05 | 2.05 | - | 0 | 0 | 0 |
| 22 Oct | 433.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 443.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 504.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 518.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 518.00 | 0 | - | 0 | 0 | 0 | |
For Indraprastha Gas Ltd - strike price 420 expiring on 26DEC2024
Delta for 420 PE is -
Historical price for 420 PE is as follows
On 20 Dec IGL was trading at 388.30. The strike last trading price was 32.6, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 198
On 19 Dec IGL was trading at 389.85. The strike last trading price was 31.1, which was 9.10 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 214
On 18 Dec IGL was trading at 398.40. The strike last trading price was 22, which was -15.40 lower than the previous day. The implied volatity was 47.08, the open interest changed by 2 which increased total open position to 204
On 17 Dec IGL was trading at 381.35. The strike last trading price was 37.4, which was 10.05 higher than the previous day. The implied volatity was 47.06, the open interest changed by 2 which increased total open position to 192
On 16 Dec IGL was trading at 394.30. The strike last trading price was 27.35, which was -1.75 lower than the previous day. The implied volatity was 39.51, the open interest changed by 8 which increased total open position to 190
On 13 Dec IGL was trading at 392.20. The strike last trading price was 29.1, which was -5.00 lower than the previous day. The implied volatity was 39.09, the open interest changed by -2 which decreased total open position to 184
On 12 Dec IGL was trading at 387.10. The strike last trading price was 34.1, which was 5.40 higher than the previous day. The implied volatity was 39.88, the open interest changed by 6 which increased total open position to 183
On 11 Dec IGL was trading at 392.80. The strike last trading price was 28.7, which was -5.75 lower than the previous day. The implied volatity was 33.17, the open interest changed by 16 which increased total open position to 181
On 10 Dec IGL was trading at 386.00. The strike last trading price was 34.45, which was -1.20 lower than the previous day. The implied volatity was 39.70, the open interest changed by 14 which increased total open position to 167
On 9 Dec IGL was trading at 385.55. The strike last trading price was 35.65, which was -2.70 lower than the previous day. The implied volatity was 43.36, the open interest changed by 28 which increased total open position to 154
On 6 Dec IGL was trading at 384.00. The strike last trading price was 38.35, which was -0.70 lower than the previous day. The implied volatity was 42.49, the open interest changed by 28 which increased total open position to 124
On 5 Dec IGL was trading at 383.45. The strike last trading price was 39.05, which was -19.35 lower than the previous day. The implied volatity was 42.96, the open interest changed by 84 which increased total open position to 91
On 4 Dec IGL was trading at 360.25. The strike last trading price was 58.4, which was -10.60 lower than the previous day. The implied volatity was 40.13, the open interest changed by -1 which decreased total open position to 6
On 3 Dec IGL was trading at 361.25. The strike last trading price was 69, which was -9.00 lower than the previous day. The implied volatity was 84.07, the open interest changed by 0 which decreased total open position to 7
On 2 Dec IGL was trading at 343.55. The strike last trading price was 78, which was -9.00 lower than the previous day. The implied volatity was 66.10, the open interest changed by 0 which decreased total open position to 6
On 29 Nov IGL was trading at 327.05. The strike last trading price was 87, which was -11.00 lower than the previous day. The implied volatity was 35.69, the open interest changed by 0 which decreased total open position to 5
On 28 Nov IGL was trading at 319.45. The strike last trading price was 98, which was 1.00 higher than the previous day. The implied volatity was 46.15, the open interest changed by 0 which decreased total open position to 4
On 27 Nov IGL was trading at 319.50. The strike last trading price was 97, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 26 Nov IGL was trading at 320.00. The strike last trading price was 93, which was 90.95 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 25 Nov IGL was trading at 324.15. The strike last trading price was 2.05, 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 22 Nov IGL was trading at 312.65. The strike last trading price was 2.05, 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 21 Nov IGL was trading at 311.40. The strike last trading price was 2.05, 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 20 Nov IGL was trading at 320.45. The strike last trading price was 2.05, 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 19 Nov IGL was trading at 320.45. The strike last trading price was 2.05, 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 18 Nov IGL was trading at 325.05. The strike last trading price was 2.05, 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 14 Nov IGL was trading at 405.80. The strike last trading price was 2.05, 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 13 Nov IGL was trading at 419.50. The strike last trading price was 2.05, which was 0.00 lower than the previous day. The implied volatity was 1.49, 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 2.05, which was 0.00 lower than the previous day. The implied volatity was 2.93, 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 2.05, which was 0.00 lower than the previous day. The implied volatity was 4.99, 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 2.05, which was 0.00 lower than the previous day. The implied volatity was 5.52, 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 2.05, 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 6 Nov IGL was trading at 431.85. The strike last trading price was 2.05, which was 0.00 lower than the previous day. The implied volatity was 3.44, 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 2.05, which was 0.00 lower than the previous day. The implied volatity was 1.55, 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 2.05, 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 28 Oct IGL was trading at 404.70. The strike last trading price was 2.05, which was 2.05 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct IGL was trading at 504.55. 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 which decreased total open position to
On 16 Oct IGL was trading at 518.55. 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 which decreased total open position to
On 14 Oct IGL was trading at 518.00. 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
