IGL
Indraprastha Gas Ltd
Historical option data for IGL
12 Dec 2024 10:21 AM IST
| IGL 26DEC2024 430 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.14
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 388.30 | 1.4 | -0.60 | 38.39 | 247 | -30 | 613 | |||
| 11 Dec | 392.80 | 2 | 0.10 | 38.19 | 1,365 | 23 | 655 | |||
| 10 Dec | 386.00 | 1.9 | -0.25 | 40.18 | 2,283 | 46 | 637 | |||
| 9 Dec | 385.55 | 2.15 | -0.20 | 40.49 | 1,318 | 25 | 593 | |||
| 6 Dec | 384.00 | 2.35 | -0.60 | 40.18 | 1,530 | 117 | 569 | |||
| 5 Dec | 383.45 | 2.95 | 2.20 | 42.37 | 2,145 | 318 | 452 | |||
| 4 Dec | 360.25 | 0.75 | -0.15 | 41.31 | 206 | -3 | 135 | |||
| 3 Dec | 361.25 | 0.9 | 0.35 | 41.97 | 169 | 62 | 138 | |||
| 2 Dec | 343.55 | 0.55 | 0.05 | 45.72 | 26 | 14 | 77 | |||
| 29 Nov | 327.05 | 0.5 | 0.10 | 49.05 | 36 | 30 | 63 | |||
| 28 Nov | 319.45 | 0.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 319.50 | 0.4 | 0.10 | 50.33 | 1 | 0 | 33 | |||
| 26 Nov | 320.00 | 0.3 | -22.85 | 47.18 | 33 | 31 | 31 | |||
| 25 Nov | 324.15 | 23.15 | 0.00 | 25.71 | 0 | 0 | 0 | |||
| 22 Nov | 312.65 | 23.15 | 0.00 | 25.96 | 0 | 0 | 0 | |||
| 21 Nov | 311.40 | 23.15 | 0.00 | 26.08 | 0 | 0 | 0 | |||
| 20 Nov | 320.45 | 23.15 | 0.00 | 23.75 | 0 | 0 | 0 | |||
| 19 Nov | 320.45 | 23.15 | 0.00 | 23.75 | 0 | 0 | 0 | |||
| 18 Nov | 325.05 | 23.15 | 0.00 | 21.60 | 0 | 0 | 0 | |||
| 14 Nov | 405.80 | 23.15 | 0.00 | 3.87 | 0 | 0 | 0 | |||
| 13 Nov | 419.50 | 23.15 | 0.00 | 0.70 | 0 | 0 | 0 | |||
| 12 Nov | 427.30 | 23.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 440.95 | 23.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 442.35 | 23.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 436.80 | 23.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 431.85 | 23.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 420.55 | 23.15 | 0.00 | 0.44 | 0 | 0 | 0 | |||
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| 4 Nov | 412.60 | 23.15 | 2.15 | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 430 expiring on 26DEC2024
Delta for 430 CE is 0.10
Historical price for 430 CE is as follows
On 12 Dec IGL was trading at 388.30. The strike last trading price was 1.4, which was -0.60 lower than the previous day. The implied volatity was 38.39, the open interest changed by -30 which decreased total open position to 613
On 11 Dec IGL was trading at 392.80. The strike last trading price was 2, which was 0.10 higher than the previous day. The implied volatity was 38.19, the open interest changed by 23 which increased total open position to 655
On 10 Dec IGL was trading at 386.00. The strike last trading price was 1.9, which was -0.25 lower than the previous day. The implied volatity was 40.18, the open interest changed by 46 which increased total open position to 637
On 9 Dec IGL was trading at 385.55. The strike last trading price was 2.15, which was -0.20 lower than the previous day. The implied volatity was 40.49, the open interest changed by 25 which increased total open position to 593
On 6 Dec IGL was trading at 384.00. The strike last trading price was 2.35, which was -0.60 lower than the previous day. The implied volatity was 40.18, the open interest changed by 117 which increased total open position to 569
On 5 Dec IGL was trading at 383.45. The strike last trading price was 2.95, which was 2.20 higher than the previous day. The implied volatity was 42.37, the open interest changed by 318 which increased total open position to 452
On 4 Dec IGL was trading at 360.25. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 41.31, the open interest changed by -3 which decreased total open position to 135
On 3 Dec IGL was trading at 361.25. The strike last trading price was 0.9, which was 0.35 higher than the previous day. The implied volatity was 41.97, the open interest changed by 62 which increased total open position to 138
On 2 Dec IGL was trading at 343.55. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 45.72, the open interest changed by 14 which increased total open position to 77
On 29 Nov IGL was trading at 327.05. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 49.05, the open interest changed by 30 which increased total open position to 63
On 28 Nov IGL was trading at 319.45. The strike last trading price was 0.4, 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 0.4, which was 0.10 higher than the previous day. The implied volatity was 50.33, the open interest changed by 0 which decreased total open position to 33
On 26 Nov IGL was trading at 320.00. The strike last trading price was 0.3, which was -22.85 lower than the previous day. The implied volatity was 47.18, the open interest changed by 31 which increased total open position to 31
On 25 Nov IGL was trading at 324.15. The strike last trading price was 23.15, which was 0.00 lower than the previous day. The implied volatity was 25.71, 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 23.15, which was 0.00 lower than the previous day. The implied volatity was 25.96, 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 23.15, which was 0.00 lower than the previous day. The implied volatity was 26.08, 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 23.15, which was 0.00 lower than the previous day. The implied volatity was 23.75, 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 23.15, which was 0.00 lower than the previous day. The implied volatity was 23.75, 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 23.15, which was 0.00 lower than the previous day. The implied volatity was 21.60, 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 23.15, which was 0.00 lower than the previous day. The implied volatity was 3.87, 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 23.15, which was 0.00 lower than the previous day. The implied volatity was 0.70, 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 23.15, 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 23.15, 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 23.15, 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 23.15, 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 23.15, 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 23.15, which was 0.00 lower than the previous day. The implied volatity was 0.44, 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 23.15, which was lower than the previous day. The implied volatity was 2.15, the open interest changed by 0 which decreased total open position to 0
| IGL 26DEC2024 430 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 388.30 | 37.6 | 0.00 | 0.00 | 0 | 13 | 0 |
| 11 Dec | 392.80 | 37.6 | -6.30 | 34.21 | 31 | 13 | 167 |
| 10 Dec | 386.00 | 43.9 | -0.55 | 44.34 | 44 | 24 | 154 |
| 9 Dec | 385.55 | 44.45 | -2.70 | 45.44 | 20 | 17 | 130 |
| 6 Dec | 384.00 | 47.15 | -0.40 | 44.29 | 3 | 1 | 111 |
| 5 Dec | 383.45 | 47.55 | -22.10 | 43.58 | 50 | 23 | 105 |
| 4 Dec | 360.25 | 69.65 | -0.65 | 54.13 | 23 | 5 | 82 |
| 3 Dec | 361.25 | 70.3 | -15.05 | 56.17 | 14 | 3 | 77 |
| 2 Dec | 343.55 | 85.35 | -24.65 | 54.72 | 10 | 3 | 72 |
| 29 Nov | 327.05 | 110 | 3.00 | - | 1 | 0 | 68 |
| 28 Nov | 319.45 | 107 | 0.00 | - | 3 | 2 | 67 |
| 27 Nov | 319.50 | 107 | 4.00 | 51.86 | 1 | 0 | 64 |
| 26 Nov | 320.00 | 103 | 74.80 | - | 64 | 2 | 2 |
| 25 Nov | 324.15 | 28.2 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 312.65 | 28.2 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 311.40 | 28.2 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 320.45 | 28.2 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 320.45 | 28.2 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 325.05 | 28.2 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 405.80 | 28.2 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 419.50 | 28.2 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 427.30 | 28.2 | 0.00 | 0.96 | 0 | 0 | 0 |
| 11 Nov | 440.95 | 28.2 | 0.00 | 3.07 | 0 | 0 | 0 |
| 8 Nov | 442.35 | 28.2 | 0.00 | 3.68 | 0 | 0 | 0 |
| 7 Nov | 436.80 | 28.2 | 0.00 | 2.42 | 0 | 0 | 0 |
| 6 Nov | 431.85 | 28.2 | 0.00 | 1.52 | 0 | 0 | 0 |
| 5 Nov | 420.55 | 28.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 412.60 | 28.2 | - | 0 | 0 | 0 | |
For Indraprastha Gas Ltd - strike price 430 expiring on 26DEC2024
Delta for 430 PE is 0.00
Historical price for 430 PE is as follows
On 12 Dec IGL was trading at 388.30. The strike last trading price was 37.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 11 Dec IGL was trading at 392.80. The strike last trading price was 37.6, which was -6.30 lower than the previous day. The implied volatity was 34.21, the open interest changed by 13 which increased total open position to 167
On 10 Dec IGL was trading at 386.00. The strike last trading price was 43.9, which was -0.55 lower than the previous day. The implied volatity was 44.34, the open interest changed by 24 which increased total open position to 154
On 9 Dec IGL was trading at 385.55. The strike last trading price was 44.45, which was -2.70 lower than the previous day. The implied volatity was 45.44, the open interest changed by 17 which increased total open position to 130
On 6 Dec IGL was trading at 384.00. The strike last trading price was 47.15, which was -0.40 lower than the previous day. The implied volatity was 44.29, the open interest changed by 1 which increased total open position to 111
On 5 Dec IGL was trading at 383.45. The strike last trading price was 47.55, which was -22.10 lower than the previous day. The implied volatity was 43.58, the open interest changed by 23 which increased total open position to 105
On 4 Dec IGL was trading at 360.25. The strike last trading price was 69.65, which was -0.65 lower than the previous day. The implied volatity was 54.13, the open interest changed by 5 which increased total open position to 82
On 3 Dec IGL was trading at 361.25. The strike last trading price was 70.3, which was -15.05 lower than the previous day. The implied volatity was 56.17, the open interest changed by 3 which increased total open position to 77
On 2 Dec IGL was trading at 343.55. The strike last trading price was 85.35, which was -24.65 lower than the previous day. The implied volatity was 54.72, the open interest changed by 3 which increased total open position to 72
On 29 Nov IGL was trading at 327.05. The strike last trading price was 110, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68
On 28 Nov IGL was trading at 319.45. The strike last trading price was 107, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 67
On 27 Nov IGL was trading at 319.50. The strike last trading price was 107, which was 4.00 higher than the previous day. The implied volatity was 51.86, the open interest changed by 0 which decreased total open position to 64
On 26 Nov IGL was trading at 320.00. The strike last trading price was 103, which was 74.80 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 28.2, 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 28.2, 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 28.2, 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 28.2, 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 28.2, 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 28.2, 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 28.2, 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 28.2, 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 28.2, which was 0.00 lower than the previous day. The implied volatity was 0.96, 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 28.2, which was 0.00 lower than the previous day. The implied volatity was 3.07, 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 28.2, 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 7 Nov IGL was trading at 436.80. The strike last trading price was 28.2, which was 0.00 lower than the previous day. The implied volatity was 2.42, 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 28.2, which was 0.00 lower than the previous day. The implied volatity was 1.52, 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 28.2, 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 28.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
