IGL
Indraprastha Gas Ltd
Historical option data for IGL
12 Dec 2024 10:21 AM IST
| IGL 26DEC2024 440 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 0.10
Theta: -0.16
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 388.30 | 0.95 | -0.40 | 40.80 | 131 | -25 | 796 | |||
| 11 Dec | 392.80 | 1.35 | 0.10 | 40.36 | 776 | -31 | 826 | |||
| 10 Dec | 386.00 | 1.25 | -0.20 | 41.72 | 1,558 | 185 | 860 | |||
| 9 Dec | 385.55 | 1.45 | -0.15 | 42.04 | 1,151 | 20 | 680 | |||
| 6 Dec | 384.00 | 1.6 | -0.45 | 41.39 | 1,117 | 261 | 662 | |||
| 5 Dec | 383.45 | 2.05 | 1.50 | 43.37 | 1,193 | 209 | 403 | |||
| 4 Dec | 360.25 | 0.55 | -0.15 | 43.22 | 204 | 71 | 193 | |||
| 3 Dec | 361.25 | 0.7 | 0.15 | 44.11 | 130 | 33 | 123 | |||
| 2 Dec | 343.55 | 0.55 | 0.15 | 49.58 | 26 | 7 | 90 | |||
| 29 Nov | 327.05 | 0.4 | 0.15 | 50.58 | 9 | 5 | 83 | |||
| 28 Nov | 319.45 | 0.25 | -0.20 | 51.11 | 7 | -1 | 81 | |||
| 27 Nov | 319.50 | 0.45 | -0.05 | 54.38 | 1 | 0 | 83 | |||
| 26 Nov | 320.00 | 0.5 | -0.35 | 54.31 | 5 | 1 | 83 | |||
| 25 Nov | 324.15 | 0.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 22 Nov | 312.65 | 0.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 311.40 | 0.85 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 20 Nov | 320.45 | 0.85 | 0.00 | 53.53 | 7 | 1 | 83 | |||
| 19 Nov | 320.45 | 0.85 | -0.15 | 53.53 | 7 | 2 | 83 | |||
| 18 Nov | 325.05 | 1 | -4.75 | 51.53 | 104 | 63 | 80 | |||
| 14 Nov | 405.80 | 5.75 | -4.25 | 28.09 | 19 | 13 | 16 | |||
| 13 Nov | 419.50 | 10 | -2.75 | 26.58 | 1 | 0 | 3 | |||
| 12 Nov | 427.30 | 12.75 | -3.45 | 25.83 | 2 | 1 | 2 | |||
| 11 Nov | 440.95 | 16.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 442.35 | 16.2 | -3.80 | 17.80 | 2 | 1 | 2 | |||
| 7 Nov | 436.80 | 20 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 6 Nov | 431.85 | 20 | -100.60 | 32.81 | 1 | 0 | 0 | |||
| 5 Nov | 420.55 | 120.6 | 0.00 | 2.65 | 0 | 0 | 0 | |||
| 4 Nov | 412.60 | 120.6 | 0.00 | 3.97 | 0 | 0 | 0 | |||
| 1 Nov | 421.70 | 120.6 | 0.00 | 2.31 | 0 | 0 | 0 | |||
| 28 Oct | 404.70 | 120.6 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 428.35 | 120.6 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 433.15 | 120.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 433.05 | 120.6 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 443.15 | 120.6 | 120.60 | - | 0 | 0 | 0 | |||
| 17 Oct | 504.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 518.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 524.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 518.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 532.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 532.95 | 0 | - | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 440 expiring on 26DEC2024
Delta for 440 CE is 0.07
Historical price for 440 CE is as follows
On 12 Dec IGL was trading at 388.30. The strike last trading price was 0.95, which was -0.40 lower than the previous day. The implied volatity was 40.80, the open interest changed by -25 which decreased total open position to 796
On 11 Dec IGL was trading at 392.80. The strike last trading price was 1.35, which was 0.10 higher than the previous day. The implied volatity was 40.36, the open interest changed by -31 which decreased total open position to 826
On 10 Dec IGL was trading at 386.00. The strike last trading price was 1.25, which was -0.20 lower than the previous day. The implied volatity was 41.72, the open interest changed by 185 which increased total open position to 860
On 9 Dec IGL was trading at 385.55. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 42.04, the open interest changed by 20 which increased total open position to 680
On 6 Dec IGL was trading at 384.00. The strike last trading price was 1.6, which was -0.45 lower than the previous day. The implied volatity was 41.39, the open interest changed by 261 which increased total open position to 662
On 5 Dec IGL was trading at 383.45. The strike last trading price was 2.05, which was 1.50 higher than the previous day. The implied volatity was 43.37, the open interest changed by 209 which increased total open position to 403
On 4 Dec IGL was trading at 360.25. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 43.22, the open interest changed by 71 which increased total open position to 193
On 3 Dec IGL was trading at 361.25. The strike last trading price was 0.7, which was 0.15 higher than the previous day. The implied volatity was 44.11, the open interest changed by 33 which increased total open position to 123
On 2 Dec IGL was trading at 343.55. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 49.58, the open interest changed by 7 which increased total open position to 90
On 29 Nov IGL was trading at 327.05. The strike last trading price was 0.4, which was 0.15 higher than the previous day. The implied volatity was 50.58, the open interest changed by 5 which increased total open position to 83
On 28 Nov IGL was trading at 319.45. The strike last trading price was 0.25, which was -0.20 lower than the previous day. The implied volatity was 51.11, the open interest changed by -1 which decreased total open position to 81
On 27 Nov IGL was trading at 319.50. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 54.38, the open interest changed by 0 which decreased total open position to 83
On 26 Nov IGL was trading at 320.00. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 54.31, the open interest changed by 1 which increased total open position to 83
On 25 Nov IGL was trading at 324.15. The strike last trading price was 0.85, 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 22 Nov IGL was trading at 312.65. The strike last trading price was 0.85, 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 21 Nov IGL was trading at 311.40. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 20 Nov IGL was trading at 320.45. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 53.53, the open interest changed by 1 which increased total open position to 83
On 19 Nov IGL was trading at 320.45. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 53.53, the open interest changed by 2 which increased total open position to 83
On 18 Nov IGL was trading at 325.05. The strike last trading price was 1, which was -4.75 lower than the previous day. The implied volatity was 51.53, the open interest changed by 63 which increased total open position to 80
On 14 Nov IGL was trading at 405.80. The strike last trading price was 5.75, which was -4.25 lower than the previous day. The implied volatity was 28.09, the open interest changed by 13 which increased total open position to 16
On 13 Nov IGL was trading at 419.50. The strike last trading price was 10, which was -2.75 lower than the previous day. The implied volatity was 26.58, the open interest changed by 0 which decreased total open position to 3
On 12 Nov IGL was trading at 427.30. The strike last trading price was 12.75, which was -3.45 lower than the previous day. The implied volatity was 25.83, the open interest changed by 1 which increased total open position to 2
On 11 Nov IGL was trading at 440.95. The strike last trading price was 16.2, 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 8 Nov IGL was trading at 442.35. The strike last trading price was 16.2, which was -3.80 lower than the previous day. The implied volatity was 17.80, the open interest changed by 1 which increased total open position to 2
On 7 Nov IGL was trading at 436.80. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Nov IGL was trading at 431.85. The strike last trading price was 20, which was -100.60 lower than the previous day. The implied volatity was 32.81, 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 120.6, which was 0.00 lower than the previous day. The implied volatity was 2.65, 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 120.6, which was 0.00 lower than the previous day. The implied volatity was 3.97, the open interest changed by 0 which decreased total open position to 0
On 1 Nov IGL was trading at 421.70. The strike last trading price was 120.6, which was 0.00 lower than the previous day. The implied volatity was 2.31, the open interest changed by 0 which decreased total open position to 0
On 28 Oct IGL was trading at 404.70. The strike last trading price was 120.6, 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 24 Oct IGL was trading at 428.35. The strike last trading price was 120.6, 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 23 Oct IGL was trading at 433.15. The strike last trading price was 120.6, 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 120.6, 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 21 Oct IGL was trading at 443.15. The strike last trading price was 120.6, which was 120.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct IGL was trading at 504.55. 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 which decreased total open position to
On 16 Oct IGL was trading at 518.55. 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 which decreased total open position to
On 15 Oct IGL was trading at 524.65. 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 which decreased total open position to
On 14 Oct IGL was trading at 518.00. 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 which decreased total open position to
On 9 Oct IGL was trading at 532.50. 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 which decreased total open position to
On 8 Oct IGL was trading at 532.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IGL 26DEC2024 440 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 | 46.15 | 0.00 | 0.00 | 0 | -1 | 0 |
| 11 Dec | 392.80 | 46.15 | -6.95 | - | 9 | -1 | 79 |
| 10 Dec | 386.00 | 53.1 | 2.20 | 46.25 | 24 | 12 | 80 |
| 9 Dec | 385.55 | 50.9 | -5.00 | - | 6 | 1 | 67 |
| 6 Dec | 384.00 | 55.9 | -1.30 | 43.91 | 28 | 12 | 66 |
| 5 Dec | 383.45 | 57.2 | -23.60 | 48.01 | 83 | 42 | 51 |
| 4 Dec | 360.25 | 80.8 | 1.65 | 66.15 | 4 | 3 | 8 |
| 3 Dec | 361.25 | 79.15 | -37.85 | 54.61 | 2 | 0 | 5 |
| 2 Dec | 343.55 | 117 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 327.05 | 117 | 0.00 | 0.00 | 0 | 2 | 0 |
| 28 Nov | 319.45 | 117 | 2.00 | - | 2 | 0 | 3 |
| 27 Nov | 319.50 | 115 | -1.00 | - | 1 | 0 | 2 |
| 26 Nov | 320.00 | 116 | 96.00 | - | 1 | 0 | 1 |
| 25 Nov | 324.15 | 20 | 0.00 | 0.00 | 0 | 0 | 1 |
| 22 Nov | 312.65 | 20 | 0.00 | 0.00 | 0 | 0 | 1 |
| 21 Nov | 311.40 | 20 | 0.00 | 0.00 | 0 | 0 | 1 |
| 20 Nov | 320.45 | 20 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 320.45 | 20 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 325.05 | 20 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 405.80 | 20 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 419.50 | 20 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 427.30 | 20 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 440.95 | 20 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 442.35 | 20 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 436.80 | 20 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 431.85 | 20 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 420.55 | 20 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 412.60 | 20 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 421.70 | 20 | 0.00 | 0.00 | 0 | 0 | 1 |
| 28 Oct | 404.70 | 20 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 428.35 | 20 | 0.00 | - | 0 | 0 | 1 |
| 23 Oct | 433.15 | 20 | 0.00 | - | 0 | 0 | 1 |
| 22 Oct | 433.05 | 20 | 0.00 | - | 0 | 1 | 0 |
| 21 Oct | 443.15 | 20 | 20.00 | - | 1 | 0 | 0 |
| 17 Oct | 504.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 518.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 524.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 518.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 532.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 532.95 | 0 | - | 0 | 0 | 0 | |
For Indraprastha Gas Ltd - strike price 440 expiring on 26DEC2024
Delta for 440 PE is 0.00
Historical price for 440 PE is as follows
On 12 Dec IGL was trading at 388.30. The strike last trading price was 46.15, 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 11 Dec IGL was trading at 392.80. The strike last trading price was 46.15, which was -6.95 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 79
On 10 Dec IGL was trading at 386.00. The strike last trading price was 53.1, which was 2.20 higher than the previous day. The implied volatity was 46.25, the open interest changed by 12 which increased total open position to 80
On 9 Dec IGL was trading at 385.55. The strike last trading price was 50.9, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 67
On 6 Dec IGL was trading at 384.00. The strike last trading price was 55.9, which was -1.30 lower than the previous day. The implied volatity was 43.91, the open interest changed by 12 which increased total open position to 66
On 5 Dec IGL was trading at 383.45. The strike last trading price was 57.2, which was -23.60 lower than the previous day. The implied volatity was 48.01, the open interest changed by 42 which increased total open position to 51
On 4 Dec IGL was trading at 360.25. The strike last trading price was 80.8, which was 1.65 higher than the previous day. The implied volatity was 66.15, the open interest changed by 3 which increased total open position to 8
On 3 Dec IGL was trading at 361.25. The strike last trading price was 79.15, which was -37.85 lower than the previous day. The implied volatity was 54.61, the open interest changed by 0 which decreased total open position to 5
On 2 Dec IGL was trading at 343.55. The strike last trading price was 117, 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 29 Nov IGL was trading at 327.05. The strike last trading price was 117, 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 28 Nov IGL was trading at 319.45. The strike last trading price was 117, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 27 Nov IGL was trading at 319.50. The strike last trading price was 115, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 26 Nov IGL was trading at 320.00. The strike last trading price was 116, which was 96.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Nov IGL was trading at 324.15. The strike last trading price was 20, 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 1
On 22 Nov IGL was trading at 312.65. The strike last trading price was 20, 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 1
On 21 Nov IGL was trading at 311.40. The strike last trading price was 20, 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 1
On 20 Nov IGL was trading at 320.45. The strike last trading price was 20, 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 19 Nov IGL was trading at 320.45. The strike last trading price was 20, 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 18 Nov IGL was trading at 325.05. The strike last trading price was 20, 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 14 Nov IGL was trading at 405.80. The strike last trading price was 20, 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 13 Nov IGL was trading at 419.50. The strike last trading price was 20, 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 12 Nov IGL was trading at 427.30. The strike last trading price was 20, 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 11 Nov IGL was trading at 440.95. The strike last trading price was 20, 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 8 Nov IGL was trading at 442.35. The strike last trading price was 20, 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 7 Nov IGL was trading at 436.80. The strike last trading price was 20, 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 6 Nov IGL was trading at 431.85. The strike last trading price was 20, 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 5 Nov IGL was trading at 420.55. The strike last trading price was 20, 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 4 Nov IGL was trading at 412.60. The strike last trading price was 20, 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 1 Nov IGL was trading at 421.70. The strike last trading price was 20, 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 1
On 28 Oct IGL was trading at 404.70. The strike last trading price was 20, 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 24 Oct IGL was trading at 428.35. The strike last trading price was 20, 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 23 Oct IGL was trading at 433.15. The strike last trading price was 20, 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 20, 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 21 Oct IGL was trading at 443.15. The strike last trading price was 20, which was 20.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct IGL was trading at 504.55. 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 which decreased total open position to
On 16 Oct IGL was trading at 518.55. 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 which decreased total open position to
On 15 Oct IGL was trading at 524.65. 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 which decreased total open position to
On 14 Oct IGL was trading at 518.00. 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 which decreased total open position to
On 9 Oct IGL was trading at 532.50. 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 which decreased total open position to
On 8 Oct IGL was trading at 532.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
