IGL
Indraprastha Gas Ltd
Historical option data for IGL
27 Dec 2024 04:10 PM IST
| IGL 30JAN2025 420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 0.39
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 390.10 | 5.4 | -1.25 | 30.39 | 1,337 | -76 | 1,164 | |||
| 26 Dec | 390.50 | 6.65 | -0.70 | 32.49 | 1,520 | 54 | 1,240 | |||
| 24 Dec | 397.35 | 7.35 | 0.60 | 29.43 | 2,902 | 271 | 1,186 | |||
| 23 Dec | 390.10 | 6.75 | -1.25 | 31.68 | 774 | 110 | 915 | |||
| 20 Dec | 388.30 | 8 | -3.05 | 36.54 | 296 | 48 | 806 | |||
| 19 Dec | 389.85 | 11.05 | -3.15 | 40.58 | 580 | 201 | 755 | |||
| 18 Dec | 398.40 | 14.2 | 5.50 | 35.97 | 354 | 5 | 554 | |||
| 17 Dec | 381.35 | 8.7 | -3.85 | 37.76 | 272 | 56 | 548 | |||
| 16 Dec | 394.30 | 12.55 | 0.10 | 37.77 | 138 | 44 | 491 | |||
| 13 Dec | 392.20 | 12.45 | 2.70 | 37.15 | 680 | 223 | 447 | |||
| 12 Dec | 387.10 | 9.75 | -1.55 | 35.30 | 189 | 91 | 223 | |||
| 11 Dec | 392.80 | 11.3 | 1.20 | 34.55 | 168 | 70 | 133 | |||
| 10 Dec | 386.00 | 10.1 | -0.20 | 35.19 | 49 | 20 | 62 | |||
| 9 Dec | 385.55 | 10.3 | 0.70 | 35.29 | 27 | 15 | 41 | |||
| 6 Dec | 384.00 | 9.6 | -1.40 | 34.50 | 8 | 3 | 26 | |||
| 5 Dec | 383.45 | 11 | -25.10 | 37.14 | 29 | 22 | 22 | |||
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| 25 Nov | 324.15 | 36.1 | 0.00 | 15.25 | 0 | 0 | 0 | |||
| 14 Nov | 405.80 | 36.1 | 0.00 | 0.90 | 0 | 0 | 0 | |||
| 13 Nov | 419.50 | 36.1 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 427.30 | 36.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 440.95 | 36.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 442.35 | 36.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 436.80 | 36.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 431.85 | 36.1 | 36.10 | - | 0 | 0 | 0 | |||
| 5 Nov | 420.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 412.60 | 0 | - | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 420 expiring on 30JAN2025
Delta for 420 CE is 0.26
Historical price for 420 CE is as follows
On 27 Dec IGL was trading at 390.10. The strike last trading price was 5.4, which was -1.25 lower than the previous day. The implied volatity was 30.39, the open interest changed by -76 which decreased total open position to 1164
On 26 Dec IGL was trading at 390.50. The strike last trading price was 6.65, which was -0.70 lower than the previous day. The implied volatity was 32.49, the open interest changed by 54 which increased total open position to 1240
On 24 Dec IGL was trading at 397.35. The strike last trading price was 7.35, which was 0.60 higher than the previous day. The implied volatity was 29.43, the open interest changed by 271 which increased total open position to 1186
On 23 Dec IGL was trading at 390.10. The strike last trading price was 6.75, which was -1.25 lower than the previous day. The implied volatity was 31.68, the open interest changed by 110 which increased total open position to 915
On 20 Dec IGL was trading at 388.30. The strike last trading price was 8, which was -3.05 lower than the previous day. The implied volatity was 36.54, the open interest changed by 48 which increased total open position to 806
On 19 Dec IGL was trading at 389.85. The strike last trading price was 11.05, which was -3.15 lower than the previous day. The implied volatity was 40.58, the open interest changed by 201 which increased total open position to 755
On 18 Dec IGL was trading at 398.40. The strike last trading price was 14.2, which was 5.50 higher than the previous day. The implied volatity was 35.97, the open interest changed by 5 which increased total open position to 554
On 17 Dec IGL was trading at 381.35. The strike last trading price was 8.7, which was -3.85 lower than the previous day. The implied volatity was 37.76, the open interest changed by 56 which increased total open position to 548
On 16 Dec IGL was trading at 394.30. The strike last trading price was 12.55, which was 0.10 higher than the previous day. The implied volatity was 37.77, the open interest changed by 44 which increased total open position to 491
On 13 Dec IGL was trading at 392.20. The strike last trading price was 12.45, which was 2.70 higher than the previous day. The implied volatity was 37.15, the open interest changed by 223 which increased total open position to 447
On 12 Dec IGL was trading at 387.10. The strike last trading price was 9.75, which was -1.55 lower than the previous day. The implied volatity was 35.30, the open interest changed by 91 which increased total open position to 223
On 11 Dec IGL was trading at 392.80. The strike last trading price was 11.3, which was 1.20 higher than the previous day. The implied volatity was 34.55, the open interest changed by 70 which increased total open position to 133
On 10 Dec IGL was trading at 386.00. The strike last trading price was 10.1, which was -0.20 lower than the previous day. The implied volatity was 35.19, the open interest changed by 20 which increased total open position to 62
On 9 Dec IGL was trading at 385.55. The strike last trading price was 10.3, which was 0.70 higher than the previous day. The implied volatity was 35.29, the open interest changed by 15 which increased total open position to 41
On 6 Dec IGL was trading at 384.00. The strike last trading price was 9.6, which was -1.40 lower than the previous day. The implied volatity was 34.50, the open interest changed by 3 which increased total open position to 26
On 5 Dec IGL was trading at 383.45. The strike last trading price was 11, which was -25.10 lower than the previous day. The implied volatity was 37.14, the open interest changed by 22 which increased total open position to 22
On 25 Nov IGL was trading at 324.15. The strike last trading price was 36.1, which was 0.00 lower than the previous day. The implied volatity was 15.25, 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 36.1, which was 0.00 lower than the previous day. The implied volatity was 0.90, 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 36.1, 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 Nov IGL was trading at 427.30. The strike last trading price was 36.1, 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 36.1, 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 36.1, 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 36.1, 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 36.1, which was 36.10 higher 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 0, 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 0, 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 30JAN2025 420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 0.43
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 390.10 | 35.5 | 0.05 | 40.63 | 51 | 18 | 88 |
| 26 Dec | 390.50 | 35.45 | -5.55 | 41.27 | 40 | 16 | 70 |
| 24 Dec | 397.35 | 41 | -4.00 | 58.69 | 71 | 42 | 55 |
| 23 Dec | 390.10 | 45 | 7.50 | 59.00 | 41 | 13 | 13 |
| 20 Dec | 388.30 | 37.5 | 0.00 | 0.00 | 0 | -1 | 0 |
| 19 Dec | 389.85 | 37.5 | 3.85 | 39.02 | 1 | 0 | 1 |
| 18 Dec | 398.40 | 33.65 | 5.25 | 47.51 | 1 | 0 | 0 |
| 17 Dec | 381.35 | 28.4 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 394.30 | 28.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 392.20 | 28.4 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 387.10 | 28.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 392.80 | 28.4 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 386.00 | 28.4 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 385.55 | 28.4 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 384.00 | 28.4 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 383.45 | 28.4 | 28.40 | - | 0 | 0 | 0 |
| 25 Nov | 324.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 405.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 419.50 | 0 | 0.00 | 1.17 | 0 | 0 | 0 |
| 12 Nov | 427.30 | 0 | 0.00 | 2.54 | 0 | 0 | 0 |
| 11 Nov | 440.95 | 0 | 0.00 | 4.42 | 0 | 0 | 0 |
| 8 Nov | 442.35 | 0 | 0.00 | 4.16 | 0 | 0 | 0 |
| 7 Nov | 436.80 | 0 | 0.00 | 3.92 | 0 | 0 | 0 |
| 6 Nov | 431.85 | 0 | 0.00 | 3.32 | 0 | 0 | 0 |
| 5 Nov | 420.55 | 0 | 0.00 | 1.38 | 0 | 0 | 0 |
| 4 Nov | 412.60 | 0 | 0.39 | 0 | 0 | 0 | |
For Indraprastha Gas Ltd - strike price 420 expiring on 30JAN2025
Delta for 420 PE is -0.68
Historical price for 420 PE is as follows
On 27 Dec IGL was trading at 390.10. The strike last trading price was 35.5, which was 0.05 higher than the previous day. The implied volatity was 40.63, the open interest changed by 18 which increased total open position to 88
On 26 Dec IGL was trading at 390.50. The strike last trading price was 35.45, which was -5.55 lower than the previous day. The implied volatity was 41.27, the open interest changed by 16 which increased total open position to 70
On 24 Dec IGL was trading at 397.35. The strike last trading price was 41, which was -4.00 lower than the previous day. The implied volatity was 58.69, the open interest changed by 42 which increased total open position to 55
On 23 Dec IGL was trading at 390.10. The strike last trading price was 45, which was 7.50 higher than the previous day. The implied volatity was 59.00, the open interest changed by 13 which increased total open position to 13
On 20 Dec IGL was trading at 388.30. The strike last trading price was 37.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 19 Dec IGL was trading at 389.85. The strike last trading price was 37.5, which was 3.85 higher than the previous day. The implied volatity was 39.02, the open interest changed by 0 which decreased total open position to 1
On 18 Dec IGL was trading at 398.40. The strike last trading price was 33.65, which was 5.25 higher than the previous day. The implied volatity was 47.51, the open interest changed by 0 which decreased total open position to 0
On 17 Dec IGL was trading at 381.35. The strike last trading price was 28.4, 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 16 Dec IGL was trading at 394.30. The strike last trading price was 28.4, 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 28.4, 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 28.4, 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 28.4, 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 28.4, 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 28.4, 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 28.4, 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 28.4, which was 28.40 higher 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 0, 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 0, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.17, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.54, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.42, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.16, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.92, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.32, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.38, 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 0, which was lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0
