IGL
Indraprastha Gas Ltd
Historical option data for IGL
14 Nov 2024 04:10 PM IST
| IGL 28NOV2024 430 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 0.22
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 405.80 | 2.55 | -2.80 | 29.78 | 1,712 | 55 | 951 | |||
| 13 Nov | 419.50 | 5.35 | -3.50 | 23.53 | 1,436 | 19 | 911 | |||
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| 12 Nov | 427.30 | 8.85 | -4.50 | 23.48 | 1,506 | 134 | 915 | |||
| 11 Nov | 440.95 | 13.35 | -2.85 | 14.61 | 1,397 | -119 | 783 | |||
| 8 Nov | 442.35 | 16.2 | 1.85 | 10.66 | 3,776 | -738 | 886 | |||
| 7 Nov | 436.80 | 14.35 | 2.60 | 21.33 | 2,287 | -290 | 1,637 | |||
| 6 Nov | 431.85 | 11.75 | 3.55 | 21.98 | 4,891 | 1,327 | 1,931 | |||
| 5 Nov | 420.55 | 8.2 | 2.40 | 25.02 | 1,325 | 109 | 590 | |||
| 4 Nov | 412.60 | 5.8 | -4.15 | 26.84 | 721 | 85 | 482 | |||
| 1 Nov | 421.70 | 9.95 | -0.15 | 27.21 | 64 | 20 | 396 | |||
| 31 Oct | 420.15 | 10.1 | -1.25 | - | 852 | 30 | 379 | |||
| 30 Oct | 420.90 | 11.35 | 0.05 | - | 1,616 | -53 | 350 | |||
| 29 Oct | 417.20 | 11.3 | -0.10 | - | 2,278 | 200 | 402 | |||
| 28 Oct | 404.70 | 11.4 | -2.50 | - | 359 | 121 | 205 | |||
| 25 Oct | 413.55 | 13.9 | -5.55 | - | 168 | 33 | 84 | |||
| 24 Oct | 428.35 | 19.45 | -2.55 | - | 86 | 18 | 51 | |||
| 23 Oct | 433.15 | 22 | -1.20 | - | 89 | 30 | 33 | |||
| 22 Oct | 433.05 | 23.2 | -101.25 | - | 8 | 3 | 3 | |||
| 21 Oct | 443.15 | 124.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 451.70 | 124.45 | - | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 430 expiring on 28NOV2024
Delta for 430 CE is 0.20
Historical price for 430 CE is as follows
On 14 Nov IGL was trading at 405.80. The strike last trading price was 2.55, which was -2.80 lower than the previous day. The implied volatity was 29.78, the open interest changed by 55 which increased total open position to 951
On 13 Nov IGL was trading at 419.50. The strike last trading price was 5.35, which was -3.50 lower than the previous day. The implied volatity was 23.53, the open interest changed by 19 which increased total open position to 911
On 12 Nov IGL was trading at 427.30. The strike last trading price was 8.85, which was -4.50 lower than the previous day. The implied volatity was 23.48, the open interest changed by 134 which increased total open position to 915
On 11 Nov IGL was trading at 440.95. The strike last trading price was 13.35, which was -2.85 lower than the previous day. The implied volatity was 14.61, the open interest changed by -119 which decreased total open position to 783
On 8 Nov IGL was trading at 442.35. The strike last trading price was 16.2, which was 1.85 higher than the previous day. The implied volatity was 10.66, the open interest changed by -738 which decreased total open position to 886
On 7 Nov IGL was trading at 436.80. The strike last trading price was 14.35, which was 2.60 higher than the previous day. The implied volatity was 21.33, the open interest changed by -290 which decreased total open position to 1637
On 6 Nov IGL was trading at 431.85. The strike last trading price was 11.75, which was 3.55 higher than the previous day. The implied volatity was 21.98, the open interest changed by 1327 which increased total open position to 1931
On 5 Nov IGL was trading at 420.55. The strike last trading price was 8.2, which was 2.40 higher than the previous day. The implied volatity was 25.02, the open interest changed by 109 which increased total open position to 590
On 4 Nov IGL was trading at 412.60. The strike last trading price was 5.8, which was -4.15 lower than the previous day. The implied volatity was 26.84, the open interest changed by 85 which increased total open position to 482
On 1 Nov IGL was trading at 421.70. The strike last trading price was 9.95, which was -0.15 lower than the previous day. The implied volatity was 27.21, the open interest changed by 20 which increased total open position to 396
On 31 Oct IGL was trading at 420.15. The strike last trading price was 10.1, 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 11.35, which was 0.05 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 11.3, which was -0.10 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 11.4, which was -2.50 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 13.9, which was -5.55 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 19.45, 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 23 Oct IGL was trading at 433.15. The strike last trading price was 22, which was -1.20 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 23.2, which was -101.25 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 124.45, 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 124.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IGL 28NOV2024 430 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 0.24
Theta: -0.19
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 405.80 | 24.75 | 9.60 | 33.43 | 334 | -54 | 341 |
| 13 Nov | 419.50 | 15.15 | 4.15 | 34.24 | 824 | -34 | 396 |
| 12 Nov | 427.30 | 11 | 3.00 | 31.95 | 1,620 | 44 | 450 |
| 11 Nov | 440.95 | 8 | 0.15 | 35.07 | 776 | -17 | 409 |
| 8 Nov | 442.35 | 7.85 | -2.90 | 35.44 | 1,044 | -52 | 424 |
| 7 Nov | 436.80 | 10.75 | -3.30 | 36.30 | 1,035 | 189 | 473 |
| 6 Nov | 431.85 | 14.05 | -5.75 | 38.65 | 693 | 168 | 279 |
| 5 Nov | 420.55 | 19.8 | -6.25 | 40.04 | 97 | 15 | 111 |
| 4 Nov | 412.60 | 26.05 | 4.35 | 42.10 | 51 | 0 | 97 |
| 1 Nov | 421.70 | 21.7 | -0.15 | 41.10 | 2 | 0 | 97 |
| 31 Oct | 420.15 | 21.85 | -2.50 | - | 176 | -1 | 98 |
| 30 Oct | 420.90 | 24.35 | -2.60 | - | 186 | 45 | 99 |
| 29 Oct | 417.20 | 26.95 | -9.45 | - | 112 | 3 | 54 |
| 28 Oct | 404.70 | 36.4 | 6.70 | - | 60 | -2 | 51 |
| 25 Oct | 413.55 | 29.7 | 8.05 | - | 64 | 6 | 53 |
| 24 Oct | 428.35 | 21.65 | 2.65 | - | 31 | 13 | 47 |
| 23 Oct | 433.15 | 19 | 0.80 | - | 45 | 15 | 33 |
| 22 Oct | 433.05 | 18.2 | 4.00 | - | 16 | 7 | 17 |
| 21 Oct | 443.15 | 14.2 | 4.50 | - | 12 | 6 | 9 |
| 18 Oct | 451.70 | 9.7 | - | 6 | 2 | 2 | |
For Indraprastha Gas Ltd - strike price 430 expiring on 28NOV2024
Delta for 430 PE is -0.77
Historical price for 430 PE is as follows
On 14 Nov IGL was trading at 405.80. The strike last trading price was 24.75, which was 9.60 higher than the previous day. The implied volatity was 33.43, the open interest changed by -54 which decreased total open position to 341
On 13 Nov IGL was trading at 419.50. The strike last trading price was 15.15, which was 4.15 higher than the previous day. The implied volatity was 34.24, the open interest changed by -34 which decreased total open position to 396
On 12 Nov IGL was trading at 427.30. The strike last trading price was 11, which was 3.00 higher than the previous day. The implied volatity was 31.95, the open interest changed by 44 which increased total open position to 450
On 11 Nov IGL was trading at 440.95. The strike last trading price was 8, which was 0.15 higher than the previous day. The implied volatity was 35.07, the open interest changed by -17 which decreased total open position to 409
On 8 Nov IGL was trading at 442.35. The strike last trading price was 7.85, which was -2.90 lower than the previous day. The implied volatity was 35.44, the open interest changed by -52 which decreased total open position to 424
On 7 Nov IGL was trading at 436.80. The strike last trading price was 10.75, which was -3.30 lower than the previous day. The implied volatity was 36.30, the open interest changed by 189 which increased total open position to 473
On 6 Nov IGL was trading at 431.85. The strike last trading price was 14.05, which was -5.75 lower than the previous day. The implied volatity was 38.65, the open interest changed by 168 which increased total open position to 279
On 5 Nov IGL was trading at 420.55. The strike last trading price was 19.8, which was -6.25 lower than the previous day. The implied volatity was 40.04, the open interest changed by 15 which increased total open position to 111
On 4 Nov IGL was trading at 412.60. The strike last trading price was 26.05, which was 4.35 higher than the previous day. The implied volatity was 42.10, the open interest changed by 0 which decreased total open position to 97
On 1 Nov IGL was trading at 421.70. The strike last trading price was 21.7, which was -0.15 lower than the previous day. The implied volatity was 41.10, the open interest changed by 0 which decreased total open position to 97
On 31 Oct IGL was trading at 420.15. The strike last trading price was 21.85, which was -2.50 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 24.35, which was -2.60 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 26.95, which was -9.45 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 36.4, which was 6.70 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 29.7, which was 8.05 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 21.65, which was 2.65 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 19, which was 0.80 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 18.2, which was 4.00 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 14.2, which was 4.50 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 9.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
