IGL
Indraprastha Gas Ltd
Historical option data for IGL
21 Nov 2024 04:10 PM IST
| IGL 28NOV2024 440 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 311.40 | 0.05 | -0.15 | - | 31 | -30 | 477 | |||
| 20 Nov | 320.45 | 0.2 | 0.00 | - | 294 | -52 | 510 | |||
| 19 Nov | 320.45 | 0.2 | 0.00 | - | 294 | -49 | 510 | |||
| 18 Nov | 325.05 | 0.2 | -1.30 | - | 716 | -141 | 559 | |||
| 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 -
Historical price for 440 CE is as follows
On 21 Nov IGL was trading at 311.40. The strike last trading price was 0.05, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 477
On 20 Nov IGL was trading at 320.45. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -52 which decreased total open position to 510
On 19 Nov IGL was trading at 320.45. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -49 which decreased total open position to 510
On 18 Nov IGL was trading at 325.05. The strike last trading price was 0.2, which was -1.30 lower than the previous day. The implied volatity was -, the open interest changed by -141 which decreased total open position to 559
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: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 311.40 | 127.4 | 7.90 | - | 5 | -4 | 192 |
| 20 Nov | 320.45 | 119.5 | 0.00 | - | 16 | -14 | 199 |
| 19 Nov | 320.45 | 119.5 | 10.90 | - | 16 | -11 | 199 |
| 18 Nov | 325.05 | 108.6 | 75.00 | - | 29 | -18 | 211 |
| 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 -
Historical price for 440 PE is as follows
On 21 Nov IGL was trading at 311.40. The strike last trading price was 127.4, which was 7.90 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 192
On 20 Nov IGL was trading at 320.45. The strike last trading price was 119.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 199
On 19 Nov IGL was trading at 320.45. The strike last trading price was 119.5, which was 10.90 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 199
On 18 Nov IGL was trading at 325.05. The strike last trading price was 108.6, which was 75.00 higher than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 211
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
