IGL
Indraprastha Gas Ltd
Historical option data for IGL
14 Nov 2024 04:10 PM IST
| IGL 28NOV2024 420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.32
Vega: 0.29
Theta: -0.33
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 405.80 | 4.6 | -4.55 | 28.52 | 1,561 | 111 | 692 | |||
| 13 Nov | 419.50 | 9.15 | -4.80 | 21.00 | 1,160 | 85 | 582 | |||
| 12 Nov | 427.30 | 13.95 | -5.70 | 20.59 | 675 | -16 | 498 | |||
| 11 Nov | 440.95 | 19.65 | -3.10 | - | 301 | -60 | 515 | |||
| 8 Nov | 442.35 | 22.75 | 2.70 | - | 547 | -45 | 575 | |||
| 7 Nov | 436.80 | 20.05 | 3.50 | 14.35 | 757 | -43 | 619 | |||
| 6 Nov | 431.85 | 16.55 | 4.60 | 16.75 | 2,526 | -79 | 662 | |||
| 5 Nov | 420.55 | 11.95 | 3.40 | 22.49 | 1,813 | 8 | 748 | |||
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| 4 Nov | 412.60 | 8.55 | -4.75 | 24.82 | 947 | 136 | 740 | |||
| 1 Nov | 421.70 | 13.3 | -0.60 | 24.07 | 99 | 12 | 599 | |||
| 31 Oct | 420.15 | 13.9 | -1.25 | - | 1,114 | 177 | 587 | |||
| 30 Oct | 420.90 | 15.15 | 0.15 | - | 1,355 | -24 | 411 | |||
| 29 Oct | 417.20 | 15 | 0.50 | - | 3,192 | 153 | 437 | |||
| 28 Oct | 404.70 | 14.5 | -3.50 | - | 573 | 224 | 284 | |||
| 25 Oct | 413.55 | 18 | -6.50 | - | 133 | 53 | 60 | |||
| 24 Oct | 428.35 | 24.5 | -4.60 | - | 14 | 6 | 7 | |||
| 23 Oct | 433.15 | 29.1 | 0.00 | - | 0 | 1 | 0 | |||
| 22 Oct | 433.05 | 29.1 | -104.30 | - | 1 | 0 | 0 | |||
| 21 Oct | 443.15 | 133.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 451.70 | 133.4 | - | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 420 expiring on 28NOV2024
Delta for 420 CE is 0.32
Historical price for 420 CE is as follows
On 14 Nov IGL was trading at 405.80. The strike last trading price was 4.6, which was -4.55 lower than the previous day. The implied volatity was 28.52, the open interest changed by 111 which increased total open position to 692
On 13 Nov IGL was trading at 419.50. The strike last trading price was 9.15, which was -4.80 lower than the previous day. The implied volatity was 21.00, the open interest changed by 85 which increased total open position to 582
On 12 Nov IGL was trading at 427.30. The strike last trading price was 13.95, which was -5.70 lower than the previous day. The implied volatity was 20.59, the open interest changed by -16 which decreased total open position to 498
On 11 Nov IGL was trading at 440.95. The strike last trading price was 19.65, which was -3.10 lower than the previous day. The implied volatity was -, the open interest changed by -60 which decreased total open position to 515
On 8 Nov IGL was trading at 442.35. The strike last trading price was 22.75, which was 2.70 higher than the previous day. The implied volatity was -, the open interest changed by -45 which decreased total open position to 575
On 7 Nov IGL was trading at 436.80. The strike last trading price was 20.05, which was 3.50 higher than the previous day. The implied volatity was 14.35, the open interest changed by -43 which decreased total open position to 619
On 6 Nov IGL was trading at 431.85. The strike last trading price was 16.55, which was 4.60 higher than the previous day. The implied volatity was 16.75, the open interest changed by -79 which decreased total open position to 662
On 5 Nov IGL was trading at 420.55. The strike last trading price was 11.95, which was 3.40 higher than the previous day. The implied volatity was 22.49, the open interest changed by 8 which increased total open position to 748
On 4 Nov IGL was trading at 412.60. The strike last trading price was 8.55, which was -4.75 lower than the previous day. The implied volatity was 24.82, the open interest changed by 136 which increased total open position to 740
On 1 Nov IGL was trading at 421.70. The strike last trading price was 13.3, which was -0.60 lower than the previous day. The implied volatity was 24.07, the open interest changed by 12 which increased total open position to 599
On 31 Oct IGL was trading at 420.15. The strike last trading price was 13.9, which was -1.25 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 15.15, which was 0.15 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 15, which was 0.50 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 14.5, which was -3.50 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 18, which was -6.50 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 24.5, which was -4.60 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 29.1, 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 29.1, which was -104.30 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 133.4, 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 133.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IGL 28NOV2024 420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 0.29
Theta: -0.21
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 405.80 | 16.05 | 7.10 | 28.73 | 1,079 | -12 | 507 |
| 13 Nov | 419.50 | 8.95 | 2.70 | 31.52 | 1,716 | 23 | 532 |
| 12 Nov | 427.30 | 6.25 | 1.70 | 30.58 | 1,884 | 9 | 524 |
| 11 Nov | 440.95 | 4.55 | -0.05 | 34.04 | 789 | 56 | 523 |
| 8 Nov | 442.35 | 4.6 | -1.95 | 34.43 | 1,176 | 56 | 464 |
| 7 Nov | 436.80 | 6.55 | -2.60 | 34.73 | 829 | 4 | 408 |
| 6 Nov | 431.85 | 9.15 | -4.30 | 36.91 | 899 | 117 | 401 |
| 5 Nov | 420.55 | 13.45 | -6.00 | 37.27 | 468 | -34 | 268 |
| 4 Nov | 412.60 | 19.45 | 3.85 | 40.62 | 294 | -3 | 301 |
| 1 Nov | 421.70 | 15.6 | -0.20 | 39.15 | 23 | -1 | 305 |
| 31 Oct | 420.15 | 15.8 | -2.55 | - | 677 | 65 | 308 |
| 30 Oct | 420.90 | 18.35 | -2.25 | - | 424 | 86 | 243 |
| 29 Oct | 417.20 | 20.6 | -10.00 | - | 790 | 17 | 157 |
| 28 Oct | 404.70 | 30.6 | 7.00 | - | 158 | 14 | 142 |
| 25 Oct | 413.55 | 23.6 | 7.20 | - | 123 | 2 | 128 |
| 24 Oct | 428.35 | 16.4 | 1.90 | - | 91 | -4 | 126 |
| 23 Oct | 433.15 | 14.5 | 0.35 | - | 43 | 9 | 130 |
| 22 Oct | 433.05 | 14.15 | 3.80 | - | 57 | 10 | 121 |
| 21 Oct | 443.15 | 10.35 | 3.00 | - | 204 | 26 | 112 |
| 18 Oct | 451.70 | 7.35 | - | 496 | 86 | 86 | |
For Indraprastha Gas Ltd - strike price 420 expiring on 28NOV2024
Delta for 420 PE is -0.68
Historical price for 420 PE is as follows
On 14 Nov IGL was trading at 405.80. The strike last trading price was 16.05, which was 7.10 higher than the previous day. The implied volatity was 28.73, the open interest changed by -12 which decreased total open position to 507
On 13 Nov IGL was trading at 419.50. The strike last trading price was 8.95, which was 2.70 higher than the previous day. The implied volatity was 31.52, the open interest changed by 23 which increased total open position to 532
On 12 Nov IGL was trading at 427.30. The strike last trading price was 6.25, which was 1.70 higher than the previous day. The implied volatity was 30.58, the open interest changed by 9 which increased total open position to 524
On 11 Nov IGL was trading at 440.95. The strike last trading price was 4.55, which was -0.05 lower than the previous day. The implied volatity was 34.04, the open interest changed by 56 which increased total open position to 523
On 8 Nov IGL was trading at 442.35. The strike last trading price was 4.6, which was -1.95 lower than the previous day. The implied volatity was 34.43, the open interest changed by 56 which increased total open position to 464
On 7 Nov IGL was trading at 436.80. The strike last trading price was 6.55, which was -2.60 lower than the previous day. The implied volatity was 34.73, the open interest changed by 4 which increased total open position to 408
On 6 Nov IGL was trading at 431.85. The strike last trading price was 9.15, which was -4.30 lower than the previous day. The implied volatity was 36.91, the open interest changed by 117 which increased total open position to 401
On 5 Nov IGL was trading at 420.55. The strike last trading price was 13.45, which was -6.00 lower than the previous day. The implied volatity was 37.27, the open interest changed by -34 which decreased total open position to 268
On 4 Nov IGL was trading at 412.60. The strike last trading price was 19.45, which was 3.85 higher than the previous day. The implied volatity was 40.62, the open interest changed by -3 which decreased total open position to 301
On 1 Nov IGL was trading at 421.70. The strike last trading price was 15.6, which was -0.20 lower than the previous day. The implied volatity was 39.15, the open interest changed by -1 which decreased total open position to 305
On 31 Oct IGL was trading at 420.15. The strike last trading price was 15.8, which was -2.55 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 18.35, which was -2.25 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 20.6, which was -10.00 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 30.6, which was 7.00 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 23.6, which was 7.20 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 16.4, which was 1.90 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 14.5, 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 14.15, which was 3.80 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 10.35, which was 3.00 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 7.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
