IGL
Indraprastha Gas Ltd
Historical option data for IGL
27 Dec 2024 04:10 PM IST
| IGL 30JAN2025 440 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.27
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 390.10 | 2.75 | -0.70 | 32.64 | 677 | 128 | 708 | |||
| 26 Dec | 390.50 | 3.45 | -0.95 | 34.15 | 706 | 128 | 578 | |||
| 24 Dec | 397.35 | 4.4 | 0.60 | 33.09 | 1,241 | 176 | 449 | |||
| 23 Dec | 390.10 | 3.8 | -0.90 | 34.09 | 364 | 32 | 274 | |||
| 20 Dec | 388.30 | 4.7 | -1.95 | 38.07 | 222 | -15 | 242 | |||
| 19 Dec | 389.85 | 6.65 | -2.35 | 41.12 | 362 | 133 | 258 | |||
| 18 Dec | 398.40 | 9 | 4.40 | 37.74 | 149 | 32 | 125 | |||
| 17 Dec | 381.35 | 4.6 | -3.20 | 37.25 | 32 | -9 | 93 | |||
| 16 Dec | 394.30 | 7.8 | 0.20 | 38.86 | 61 | 9 | 102 | |||
| 13 Dec | 392.20 | 7.6 | 1.70 | 37.80 | 58 | 27 | 94 | |||
| 12 Dec | 387.10 | 5.9 | -0.65 | 36.50 | 112 | 39 | 68 | |||
| 11 Dec | 392.80 | 6.55 | -0.45 | 34.94 | 228 | 20 | 30 | |||
| 10 Dec | 386.00 | 7 | -20.25 | 38.26 | 10 | 5 | 5 | |||
| 14 Nov | 405.80 | 27.25 | 27.25 | 3.53 | 0 | 0 | 0 | |||
| 13 Nov | 419.50 | 0 | 0.00 | 1.94 | 0 | 0 | 0 | |||
| 12 Nov | 427.30 | 0 | 0.00 | 0.59 | 0 | 0 | 0 | |||
| 11 Nov | 440.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 442.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 436.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Nov | 431.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 420.55 | 0 | 0.00 | 1.59 | 0 | 0 | 0 | |||
| 4 Nov | 412.60 | 0 | 2.57 | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 440 expiring on 30JAN2025
Delta for 440 CE is 0.14
Historical price for 440 CE is as follows
On 27 Dec IGL was trading at 390.10. The strike last trading price was 2.75, which was -0.70 lower than the previous day. The implied volatity was 32.64, the open interest changed by 128 which increased total open position to 708
On 26 Dec IGL was trading at 390.50. The strike last trading price was 3.45, which was -0.95 lower than the previous day. The implied volatity was 34.15, the open interest changed by 128 which increased total open position to 578
On 24 Dec IGL was trading at 397.35. The strike last trading price was 4.4, which was 0.60 higher than the previous day. The implied volatity was 33.09, the open interest changed by 176 which increased total open position to 449
On 23 Dec IGL was trading at 390.10. The strike last trading price was 3.8, which was -0.90 lower than the previous day. The implied volatity was 34.09, the open interest changed by 32 which increased total open position to 274
On 20 Dec IGL was trading at 388.30. The strike last trading price was 4.7, which was -1.95 lower than the previous day. The implied volatity was 38.07, the open interest changed by -15 which decreased total open position to 242
On 19 Dec IGL was trading at 389.85. The strike last trading price was 6.65, which was -2.35 lower than the previous day. The implied volatity was 41.12, the open interest changed by 133 which increased total open position to 258
On 18 Dec IGL was trading at 398.40. The strike last trading price was 9, which was 4.40 higher than the previous day. The implied volatity was 37.74, the open interest changed by 32 which increased total open position to 125
On 17 Dec IGL was trading at 381.35. The strike last trading price was 4.6, which was -3.20 lower than the previous day. The implied volatity was 37.25, the open interest changed by -9 which decreased total open position to 93
On 16 Dec IGL was trading at 394.30. The strike last trading price was 7.8, which was 0.20 higher than the previous day. The implied volatity was 38.86, the open interest changed by 9 which increased total open position to 102
On 13 Dec IGL was trading at 392.20. The strike last trading price was 7.6, which was 1.70 higher than the previous day. The implied volatity was 37.80, the open interest changed by 27 which increased total open position to 94
On 12 Dec IGL was trading at 387.10. The strike last trading price was 5.9, which was -0.65 lower than the previous day. The implied volatity was 36.50, the open interest changed by 39 which increased total open position to 68
On 11 Dec IGL was trading at 392.80. The strike last trading price was 6.55, which was -0.45 lower than the previous day. The implied volatity was 34.94, the open interest changed by 20 which increased total open position to 30
On 10 Dec IGL was trading at 386.00. The strike last trading price was 7, which was -20.25 lower than the previous day. The implied volatity was 38.26, the open interest changed by 5 which increased total open position to 5
On 14 Nov IGL was trading at 405.80. The strike last trading price was 27.25, which was 27.25 higher than the previous day. The implied volatity was 3.53, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.94, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.59, 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 0, 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 8 Nov IGL was trading at 442.35. 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 0 which decreased total open position to 0
On 7 Nov IGL was trading at 436.80. 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 0 which decreased total open position to 0
On 6 Nov IGL was trading at 431.85. 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 0 which decreased total open position to 0
On 5 Nov IGL was trading at 420.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.59, 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 0, which was lower than the previous day. The implied volatity was 2.57, the open interest changed by 0 which decreased total open position to 0
| IGL 30JAN2025 440 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 |
| 27 Dec | 390.10 | 54.5 | 0.00 | 0.00 | 0 | 3 | 0 |
| 26 Dec | 390.50 | 54.5 | -0.50 | 51.21 | 3 | 1 | 3 |
| 24 Dec | 397.35 | 55 | 15.80 | 59.45 | 2 | 1 | 1 |
| 23 Dec | 390.10 | 39.2 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 388.30 | 39.2 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 389.85 | 39.2 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 398.40 | 39.2 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 381.35 | 39.2 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 394.30 | 39.2 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 392.20 | 39.2 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 387.10 | 39.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 392.80 | 39.2 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 386.00 | 39.2 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 405.80 | 39.2 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 419.50 | 39.2 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 427.30 | 39.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 440.95 | 39.2 | 0.00 | 1.48 | 0 | 0 | 0 |
| 8 Nov | 442.35 | 39.2 | 0.00 | 1.61 | 0 | 0 | 0 |
| 7 Nov | 436.80 | 39.2 | 0.00 | 1.02 | 0 | 0 | 0 |
| 6 Nov | 431.85 | 39.2 | 0.00 | 0.43 | 0 | 0 | 0 |
| 5 Nov | 420.55 | 39.2 | 39.20 | - | 0 | 0 | 0 |
| 4 Nov | 412.60 | 0 | - | 0 | 0 | 0 | |
For Indraprastha Gas Ltd - strike price 440 expiring on 30JAN2025
Delta for 440 PE is 0.00
Historical price for 440 PE is as follows
On 27 Dec IGL was trading at 390.10. The strike last trading price was 54.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 26 Dec IGL was trading at 390.50. The strike last trading price was 54.5, which was -0.50 lower than the previous day. The implied volatity was 51.21, the open interest changed by 1 which increased total open position to 3
On 24 Dec IGL was trading at 397.35. The strike last trading price was 55, which was 15.80 higher than the previous day. The implied volatity was 59.45, 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 39.2, 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 39.2, 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 39.2, 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 39.2, 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 39.2, 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 39.2, 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 39.2, 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 39.2, 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 39.2, 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 39.2, 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 14 Nov IGL was trading at 405.80. The strike last trading price was 39.2, 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 Nov IGL was trading at 419.50. The strike last trading price was 39.2, 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 Nov IGL was trading at 427.30. The strike last trading price was 39.2, 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 Nov IGL was trading at 440.95. The strike last trading price was 39.2, which was 0.00 lower than the previous day. The implied volatity was 1.48, 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 39.2, which was 0.00 lower than the previous day. The implied volatity was 1.61, 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 39.2, which was 0.00 lower than the previous day. The implied volatity was 1.02, 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 39.2, which was 0.00 lower than the previous day. The implied volatity was 0.43, 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 39.2, which was 39.20 higher than the previous day. The implied volatity was -, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
