IGL
Indraprastha Gas Ltd
Historical option data for IGL
27 Dec 2024 04:10 PM IST
| IGL 30JAN2025 430 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.19
Vega: 0.33
Theta: -0.17
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 390.10 | 3.8 | -1.15 | 31.38 | 563 | 34 | 443 | |||
| 26 Dec | 390.50 | 4.95 | -0.40 | 33.75 | 810 | 73 | 408 | |||
| 24 Dec | 397.35 | 5.35 | 0.35 | 30.55 | 1,397 | 170 | 337 | |||
| 23 Dec | 390.10 | 5 | -1.35 | 32.76 | 184 | 94 | 166 | |||
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| 20 Dec | 388.30 | 6.35 | -1.85 | 37.85 | 23 | 4 | 70 | |||
| 19 Dec | 389.85 | 8.2 | -2.80 | 39.92 | 86 | 41 | 66 | |||
| 18 Dec | 398.40 | 11 | 8.35 | 36.25 | 31 | 19 | 19 | |||
| 17 Dec | 381.35 | 2.65 | 0.00 | 8.42 | 0 | 0 | 0 | |||
| 16 Dec | 394.30 | 2.65 | 0.00 | 6.26 | 0 | 0 | 0 | |||
| 13 Dec | 392.20 | 2.65 | 0.00 | 6.28 | 0 | 0 | 0 | |||
| 12 Dec | 387.10 | 2.65 | 0.00 | 7.26 | 0 | 0 | 0 | |||
| 11 Dec | 392.80 | 2.65 | 0.00 | 6.24 | 0 | 0 | 0 | |||
| 10 Dec | 386.00 | 2.65 | 7.10 | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 430 expiring on 30JAN2025
Delta for 430 CE is 0.19
Historical price for 430 CE is as follows
On 27 Dec IGL was trading at 390.10. The strike last trading price was 3.8, which was -1.15 lower than the previous day. The implied volatity was 31.38, the open interest changed by 34 which increased total open position to 443
On 26 Dec IGL was trading at 390.50. The strike last trading price was 4.95, which was -0.40 lower than the previous day. The implied volatity was 33.75, the open interest changed by 73 which increased total open position to 408
On 24 Dec IGL was trading at 397.35. The strike last trading price was 5.35, which was 0.35 higher than the previous day. The implied volatity was 30.55, the open interest changed by 170 which increased total open position to 337
On 23 Dec IGL was trading at 390.10. The strike last trading price was 5, which was -1.35 lower than the previous day. The implied volatity was 32.76, the open interest changed by 94 which increased total open position to 166
On 20 Dec IGL was trading at 388.30. The strike last trading price was 6.35, which was -1.85 lower than the previous day. The implied volatity was 37.85, the open interest changed by 4 which increased total open position to 70
On 19 Dec IGL was trading at 389.85. The strike last trading price was 8.2, which was -2.80 lower than the previous day. The implied volatity was 39.92, the open interest changed by 41 which increased total open position to 66
On 18 Dec IGL was trading at 398.40. The strike last trading price was 11, which was 8.35 higher than the previous day. The implied volatity was 36.25, the open interest changed by 19 which increased total open position to 19
On 17 Dec IGL was trading at 381.35. The strike last trading price was 2.65, which was 0.00 lower than the previous day. The implied volatity was 8.42, 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 2.65, which was 0.00 lower than the previous day. The implied volatity was 6.26, 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 2.65, which was 0.00 lower than the previous day. The implied volatity was 6.28, 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 2.65, which was 0.00 lower than the previous day. The implied volatity was 7.26, 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 2.65, which was 0.00 lower than the previous day. The implied volatity was 6.24, 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 2.65, which was lower than the previous day. The implied volatity was 7.10, the open interest changed by 0 which decreased total open position to 0
| IGL 30JAN2025 430 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.72
Vega: 0.40
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 390.10 | 44.05 | 2.05 | 43.49 | 5 | 3 | 5 |
| 26 Dec | 390.50 | 42 | 0.00 | 0.00 | 0 | 2 | 0 |
| 24 Dec | 397.35 | 42 | -65.80 | 47.29 | 2 | 1 | 1 |
| 23 Dec | 390.10 | 107.8 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 388.30 | 107.8 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 389.85 | 107.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 398.40 | 107.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 381.35 | 107.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 394.30 | 107.8 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 392.20 | 107.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 387.10 | 107.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 392.80 | 107.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 386.00 | 107.8 | - | 0 | 0 | 0 | |
For Indraprastha Gas Ltd - strike price 430 expiring on 30JAN2025
Delta for 430 PE is -0.72
Historical price for 430 PE is as follows
On 27 Dec IGL was trading at 390.10. The strike last trading price was 44.05, which was 2.05 higher than the previous day. The implied volatity was 43.49, the open interest changed by 3 which increased total open position to 5
On 26 Dec IGL was trading at 390.50. The strike last trading price was 42, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 24 Dec IGL was trading at 397.35. The strike last trading price was 42, which was -65.80 lower than the previous day. The implied volatity was 47.29, the open interest changed by 1 which increased total open position to 1
On 23 Dec IGL was trading at 390.10. The strike last trading price was 107.8, 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 Dec IGL was trading at 388.30. The strike last trading price was 107.8, 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 Dec IGL was trading at 389.85. The strike last trading price was 107.8, 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 Dec IGL was trading at 398.40. The strike last trading price was 107.8, 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 17 Dec IGL was trading at 381.35. The strike last trading price was 107.8, 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 107.8, 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 107.8, 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 107.8, 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 107.8, 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 107.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
