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

388.3 -1.55 (-0.40%)

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Historical option data for IGL

20 Dec 2024 04:10 PM IST
IGL 26DEC2024 440 CE
Delta: 0.04
Vega: 0.05
Theta: -0.23
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 388.30 0.5 -0.20 58.76 382 -17 770
19 Dec 389.85 0.7 -0.80 55.22 879 -31 786
18 Dec 398.40 1.5 1.00 47.74 1,232 -31 823
17 Dec 381.35 0.5 -0.50 49.14 525 -7 866
16 Dec 394.30 1 -0.05 44.74 1,009 28 872
13 Dec 392.20 1.05 0.15 40.48 733 23 845
12 Dec 387.10 0.9 -0.45 41.46 490 7 828
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
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 0.04

Historical price for 440 CE is as follows

On 20 Dec IGL was trading at 388.30. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 58.76, the open interest changed by -17 which decreased total open position to 770


On 19 Dec IGL was trading at 389.85. The strike last trading price was 0.7, which was -0.80 lower than the previous day. The implied volatity was 55.22, the open interest changed by -31 which decreased total open position to 786


On 18 Dec IGL was trading at 398.40. The strike last trading price was 1.5, which was 1.00 higher than the previous day. The implied volatity was 47.74, the open interest changed by -31 which decreased total open position to 823


On 17 Dec IGL was trading at 381.35. The strike last trading price was 0.5, which was -0.50 lower than the previous day. The implied volatity was 49.14, the open interest changed by -7 which decreased total open position to 866


On 16 Dec IGL was trading at 394.30. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 44.74, the open interest changed by 28 which increased total open position to 872


On 13 Dec IGL was trading at 392.20. The strike last trading price was 1.05, which was 0.15 higher than the previous day. The implied volatity was 40.48, the open interest changed by 23 which increased total open position to 845


On 12 Dec IGL was trading at 387.10. The strike last trading price was 0.9, which was -0.45 lower than the previous day. The implied volatity was 41.46, the open interest changed by 7 which increased total open position to 828


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: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 388.30 53.55 2.75 - 23 -18 53
19 Dec 389.85 50.8 5.95 - 16 8 71
18 Dec 398.40 44.85 -12.15 86.02 31 -7 63
17 Dec 381.35 57 12.90 59.90 16 -2 79
16 Dec 394.30 44.1 -4.75 - 7 -2 81
13 Dec 392.20 48.85 2.70 54.11 16 3 82
12 Dec 387.10 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 -

Historical price for 440 PE is as follows

On 20 Dec IGL was trading at 388.30. The strike last trading price was 53.55, which was 2.75 higher than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 53


On 19 Dec IGL was trading at 389.85. The strike last trading price was 50.8, which was 5.95 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 71


On 18 Dec IGL was trading at 398.40. The strike last trading price was 44.85, which was -12.15 lower than the previous day. The implied volatity was 86.02, the open interest changed by -7 which decreased total open position to 63


On 17 Dec IGL was trading at 381.35. The strike last trading price was 57, which was 12.90 higher than the previous day. The implied volatity was 59.90, the open interest changed by -2 which decreased total open position to 79


On 16 Dec IGL was trading at 394.30. The strike last trading price was 44.1, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 81


On 13 Dec IGL was trading at 392.20. The strike last trading price was 48.85, which was 2.70 higher than the previous day. The implied volatity was 54.11, the open interest changed by 3 which increased total open position to 82


On 12 Dec IGL was trading at 387.10. 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