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[--[65.84.65.76]--]
IGL
Indraprastha Gas Ltd

405.8 -13.70 (-3.27%)

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Historical option data for IGL

14 Nov 2024 04:10 PM IST
IGL 28NOV2024 440 CE
Delta: 0.12
Vega: 0.16
Theta: -0.20
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 405.80 1.5 -1.50 31.77 1,071 80 700
13 Nov 419.50 3 -2.15 25.41 1,470 -69 622
12 Nov 427.30 5.15 -3.35 24.77 1,338 57 718
11 Nov 440.95 8.5 -2.50 19.82 1,856 -72 661
8 Nov 442.35 11 1.05 18.69 3,365 -117 716
7 Nov 436.80 9.95 2.10 24.35 3,228 6 836
6 Nov 431.85 7.85 2.25 24.16 2,764 110 832
5 Nov 420.55 5.6 1.75 27.13 964 108 753
4 Nov 412.60 3.85 -3.15 28.38 874 278 647
1 Nov 421.70 7 -0.40 28.65 74 13 351
31 Oct 420.15 7.4 -1.15 - 580 43 339
30 Oct 420.90 8.55 0.25 - 629 49 288
29 Oct 417.20 8.3 -0.25 - 1,355 -41 235
28 Oct 404.70 8.55 -2.20 - 512 193 275
25 Oct 413.55 10.75 -5.10 - 236 13 82
24 Oct 428.35 15.85 -1.50 - 86 24 69
23 Oct 433.15 17.35 -0.85 - 62 7 46
22 Oct 433.05 18.2 -2.60 - 72 26 39
21 Oct 443.15 20.8 -94.90 - 28 13 13
18 Oct 451.70 115.7 - 0 0 0


For Indraprastha Gas Ltd - strike price 440 expiring on 28NOV2024

Delta for 440 CE is 0.12

Historical price for 440 CE is as follows

On 14 Nov IGL was trading at 405.80. The strike last trading price was 1.5, which was -1.50 lower than the previous day. The implied volatity was 31.77, the open interest changed by 80 which increased total open position to 700


On 13 Nov IGL was trading at 419.50. The strike last trading price was 3, which was -2.15 lower than the previous day. The implied volatity was 25.41, the open interest changed by -69 which decreased total open position to 622


On 12 Nov IGL was trading at 427.30. The strike last trading price was 5.15, which was -3.35 lower than the previous day. The implied volatity was 24.77, the open interest changed by 57 which increased total open position to 718


On 11 Nov IGL was trading at 440.95. The strike last trading price was 8.5, which was -2.50 lower than the previous day. The implied volatity was 19.82, the open interest changed by -72 which decreased total open position to 661


On 8 Nov IGL was trading at 442.35. The strike last trading price was 11, which was 1.05 higher than the previous day. The implied volatity was 18.69, the open interest changed by -117 which decreased total open position to 716


On 7 Nov IGL was trading at 436.80. The strike last trading price was 9.95, which was 2.10 higher than the previous day. The implied volatity was 24.35, the open interest changed by 6 which increased total open position to 836


On 6 Nov IGL was trading at 431.85. The strike last trading price was 7.85, which was 2.25 higher than the previous day. The implied volatity was 24.16, the open interest changed by 110 which increased total open position to 832


On 5 Nov IGL was trading at 420.55. The strike last trading price was 5.6, which was 1.75 higher than the previous day. The implied volatity was 27.13, the open interest changed by 108 which increased total open position to 753


On 4 Nov IGL was trading at 412.60. The strike last trading price was 3.85, which was -3.15 lower than the previous day. The implied volatity was 28.38, the open interest changed by 278 which increased total open position to 647


On 1 Nov IGL was trading at 421.70. The strike last trading price was 7, which was -0.40 lower than the previous day. The implied volatity was 28.65, the open interest changed by 13 which increased total open position to 351


On 31 Oct IGL was trading at 420.15. The strike last trading price was 7.4, which was -1.15 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 8.55, which was 0.25 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 8.3, which was -0.25 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 8.55, which was -2.20 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 10.75, which was -5.10 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 15.85, which was -1.50 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 17.35, which was -0.85 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 18.2, 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 21 Oct IGL was trading at 443.15. The strike last trading price was 20.8, which was -94.90 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 115.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


IGL 28NOV2024 440 PE
Delta: -0.84
Vega: 0.19
Theta: -0.14
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 405.80 33.6 12.00 36.20 35 -12 229
13 Nov 419.50 21.6 4.30 33.86 222 -44 241
12 Nov 427.30 17.3 4.00 33.78 515 -13 286
11 Nov 440.95 13.3 0.50 37.72 814 -36 300
8 Nov 442.35 12.8 -3.60 37.87 1,039 56 335
7 Nov 436.80 16.4 -3.80 38.64 683 126 280
6 Nov 431.85 20.2 -6.65 40.93 164 48 154
5 Nov 420.55 26.85 -7.70 42.39 79 -18 106
4 Nov 412.60 34.55 5.55 46.61 22 10 123
1 Nov 421.70 29 0.00 43.96 1 0 113
31 Oct 420.15 29 -2.45 - 45 -2 114
30 Oct 420.90 31.45 -2.15 - 165 20 116
29 Oct 417.20 33.6 -10.45 - 49 -6 93
28 Oct 404.70 44.05 8.20 - 22 -11 98
25 Oct 413.55 35.85 8.45 - 32 1 109
24 Oct 428.35 27.4 3.40 - 40 4 105
23 Oct 433.15 24 0.50 - 46 7 102
22 Oct 433.05 23.5 4.70 - 59 20 94
21 Oct 443.15 18.8 5.80 - 83 30 73
18 Oct 451.70 13 - 88 40 40


For Indraprastha Gas Ltd - strike price 440 expiring on 28NOV2024

Delta for 440 PE is -0.84

Historical price for 440 PE is as follows

On 14 Nov IGL was trading at 405.80. The strike last trading price was 33.6, which was 12.00 higher than the previous day. The implied volatity was 36.20, the open interest changed by -12 which decreased total open position to 229


On 13 Nov IGL was trading at 419.50. The strike last trading price was 21.6, which was 4.30 higher than the previous day. The implied volatity was 33.86, the open interest changed by -44 which decreased total open position to 241


On 12 Nov IGL was trading at 427.30. The strike last trading price was 17.3, which was 4.00 higher than the previous day. The implied volatity was 33.78, the open interest changed by -13 which decreased total open position to 286


On 11 Nov IGL was trading at 440.95. The strike last trading price was 13.3, which was 0.50 higher than the previous day. The implied volatity was 37.72, the open interest changed by -36 which decreased total open position to 300


On 8 Nov IGL was trading at 442.35. The strike last trading price was 12.8, which was -3.60 lower than the previous day. The implied volatity was 37.87, the open interest changed by 56 which increased total open position to 335


On 7 Nov IGL was trading at 436.80. The strike last trading price was 16.4, which was -3.80 lower than the previous day. The implied volatity was 38.64, the open interest changed by 126 which increased total open position to 280


On 6 Nov IGL was trading at 431.85. The strike last trading price was 20.2, which was -6.65 lower than the previous day. The implied volatity was 40.93, the open interest changed by 48 which increased total open position to 154


On 5 Nov IGL was trading at 420.55. The strike last trading price was 26.85, which was -7.70 lower than the previous day. The implied volatity was 42.39, the open interest changed by -18 which decreased total open position to 106


On 4 Nov IGL was trading at 412.60. The strike last trading price was 34.55, which was 5.55 higher than the previous day. The implied volatity was 46.61, the open interest changed by 10 which increased total open position to 123


On 1 Nov IGL was trading at 421.70. The strike last trading price was 29, which was 0.00 lower than the previous day. The implied volatity was 43.96, the open interest changed by 0 which decreased total open position to 113


On 31 Oct IGL was trading at 420.15. The strike last trading price was 29, which was -2.45 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 31.45, which was -2.15 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 33.6, which was -10.45 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 44.05, which was 8.20 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 35.85, which was 8.45 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 27.4, which was 3.40 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 24, which was 0.50 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 23.5, which was 4.70 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 18.8, which was 5.80 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 13, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to