IGL
Indraprastha Gas Ltd
Historical option data for IGL
12 Dec 2024 10:21 AM IST
| IGL 26DEC2024 450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.08
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 388.30 | 0.7 | -0.25 | 43.63 | 82 | 3 | 547 | |||
| 11 Dec | 392.80 | 0.95 | 0.10 | 42.66 | 443 | 80 | 547 | |||
| 10 Dec | 386.00 | 0.85 | -0.20 | 43.45 | 926 | 68 | 471 | |||
| 9 Dec | 385.55 | 1.05 | -0.10 | 44.15 | 524 | 15 | 404 | |||
| 6 Dec | 384.00 | 1.15 | -0.40 | 43.06 | 772 | 105 | 390 | |||
| 5 Dec | 383.45 | 1.55 | 1.15 | 45.26 | 797 | 151 | 273 | |||
| 4 Dec | 360.25 | 0.4 | -0.10 | 44.68 | 65 | -8 | 122 | |||
| 3 Dec | 361.25 | 0.5 | 0.05 | 45.38 | 81 | 24 | 130 | |||
| 2 Dec | 343.55 | 0.45 | 0.05 | 51.60 | 52 | 2 | 105 | |||
| 29 Nov | 327.05 | 0.4 | 0.05 | 53.92 | 20 | 5 | 103 | |||
| 28 Nov | 319.45 | 0.35 | -0.10 | - | 17 | 5 | 102 | |||
| 27 Nov | 319.50 | 0.45 | 0.15 | - | 9 | 3 | 94 | |||
| 26 Nov | 320.00 | 0.3 | -0.10 | - | 23 | -6 | 90 | |||
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| 25 Nov | 324.15 | 0.4 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 22 Nov | 312.65 | 0.4 | -0.30 | - | 4 | 0 | 100 | |||
| 21 Nov | 311.40 | 0.7 | 0.00 | - | 2 | -1 | 101 | |||
| 20 Nov | 320.45 | 0.7 | 0.00 | 54.72 | 73 | 36 | 103 | |||
| 19 Nov | 320.45 | 0.7 | -0.20 | 54.72 | 73 | 37 | 103 | |||
| 18 Nov | 325.05 | 0.9 | -3.25 | 53.67 | 68 | 39 | 66 | |||
| 14 Nov | 405.80 | 4.15 | -2.10 | 28.95 | 34 | 12 | 27 | |||
| 13 Nov | 419.50 | 6.25 | -2.60 | 25.20 | 12 | 3 | 16 | |||
| 12 Nov | 427.30 | 8.85 | -3.15 | 25.03 | 6 | 2 | 12 | |||
| 11 Nov | 440.95 | 12 | -3.00 | 22.82 | 8 | 0 | 10 | |||
| 8 Nov | 442.35 | 15 | 1.30 | 23.85 | 10 | 5 | 7 | |||
| 7 Nov | 436.80 | 13.7 | 2.45 | 26.37 | 1 | 0 | 1 | |||
| 6 Nov | 431.85 | 11.25 | -4.35 | 25.38 | 1 | 0 | 0 | |||
| 5 Nov | 420.55 | 15.6 | 0.00 | 4.05 | 0 | 0 | 0 | |||
| 4 Nov | 412.60 | 15.6 | 5.63 | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 450 expiring on 26DEC2024
Delta for 450 CE is 0.05
Historical price for 450 CE is as follows
On 12 Dec IGL was trading at 388.30. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 43.63, the open interest changed by 3 which increased total open position to 547
On 11 Dec IGL was trading at 392.80. The strike last trading price was 0.95, which was 0.10 higher than the previous day. The implied volatity was 42.66, the open interest changed by 80 which increased total open position to 547
On 10 Dec IGL was trading at 386.00. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 43.45, the open interest changed by 68 which increased total open position to 471
On 9 Dec IGL was trading at 385.55. The strike last trading price was 1.05, which was -0.10 lower than the previous day. The implied volatity was 44.15, the open interest changed by 15 which increased total open position to 404
On 6 Dec IGL was trading at 384.00. The strike last trading price was 1.15, which was -0.40 lower than the previous day. The implied volatity was 43.06, the open interest changed by 105 which increased total open position to 390
On 5 Dec IGL was trading at 383.45. The strike last trading price was 1.55, which was 1.15 higher than the previous day. The implied volatity was 45.26, the open interest changed by 151 which increased total open position to 273
On 4 Dec IGL was trading at 360.25. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 44.68, the open interest changed by -8 which decreased total open position to 122
On 3 Dec IGL was trading at 361.25. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 45.38, the open interest changed by 24 which increased total open position to 130
On 2 Dec IGL was trading at 343.55. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 51.60, the open interest changed by 2 which increased total open position to 105
On 29 Nov IGL was trading at 327.05. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 53.92, the open interest changed by 5 which increased total open position to 103
On 28 Nov IGL was trading at 319.45. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 102
On 27 Nov IGL was trading at 319.50. The strike last trading price was 0.45, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 94
On 26 Nov IGL was trading at 320.00. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 90
On 25 Nov IGL was trading at 324.15. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 22 Nov IGL was trading at 312.65. The strike last trading price was 0.4, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
On 21 Nov IGL was trading at 311.40. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 101
On 20 Nov IGL was trading at 320.45. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 54.72, the open interest changed by 36 which increased total open position to 103
On 19 Nov IGL was trading at 320.45. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 54.72, the open interest changed by 37 which increased total open position to 103
On 18 Nov IGL was trading at 325.05. The strike last trading price was 0.9, which was -3.25 lower than the previous day. The implied volatity was 53.67, the open interest changed by 39 which increased total open position to 66
On 14 Nov IGL was trading at 405.80. The strike last trading price was 4.15, which was -2.10 lower than the previous day. The implied volatity was 28.95, the open interest changed by 12 which increased total open position to 27
On 13 Nov IGL was trading at 419.50. The strike last trading price was 6.25, which was -2.60 lower than the previous day. The implied volatity was 25.20, the open interest changed by 3 which increased total open position to 16
On 12 Nov IGL was trading at 427.30. The strike last trading price was 8.85, which was -3.15 lower than the previous day. The implied volatity was 25.03, the open interest changed by 2 which increased total open position to 12
On 11 Nov IGL was trading at 440.95. The strike last trading price was 12, which was -3.00 lower than the previous day. The implied volatity was 22.82, the open interest changed by 0 which decreased total open position to 10
On 8 Nov IGL was trading at 442.35. The strike last trading price was 15, which was 1.30 higher than the previous day. The implied volatity was 23.85, the open interest changed by 5 which increased total open position to 7
On 7 Nov IGL was trading at 436.80. The strike last trading price was 13.7, which was 2.45 higher than the previous day. The implied volatity was 26.37, the open interest changed by 0 which decreased total open position to 1
On 6 Nov IGL was trading at 431.85. The strike last trading price was 11.25, which was -4.35 lower than the previous day. The implied volatity was 25.38, 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 15.6, which was 0.00 lower than the previous day. The implied volatity was 4.05, 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 15.6, which was lower than the previous day. The implied volatity was 5.63, the open interest changed by 0 which decreased total open position to 0
| IGL 26DEC2024 450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.93
Vega: 0.10
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 388.30 | 61.25 | 4.75 | 47.97 | 2 | 0 | 56 |
| 11 Dec | 392.80 | 56.5 | -6.25 | 35.10 | 1 | 0 | 56 |
| 10 Dec | 386.00 | 62.75 | -3.00 | 49.85 | 33 | 19 | 56 |
| 9 Dec | 385.55 | 65.75 | 1.45 | 65.32 | 3 | 0 | 36 |
| 6 Dec | 384.00 | 64.3 | -2.60 | 35.91 | 4 | 0 | 36 |
| 5 Dec | 383.45 | 66.9 | -21.65 | 52.17 | 14 | 6 | 35 |
| 4 Dec | 360.25 | 88.55 | -16.80 | 55.19 | 2 | 0 | 29 |
| 3 Dec | 361.25 | 105.35 | 0.00 | 0.00 | 0 | -5 | 0 |
| 2 Dec | 343.55 | 105.35 | -26.15 | - | 13 | -5 | 29 |
| 29 Nov | 327.05 | 131.5 | 4.20 | - | 2 | 1 | 35 |
| 28 Nov | 319.45 | 127.3 | 0.30 | - | 10 | 9 | 33 |
| 27 Nov | 319.50 | 127 | 1.00 | - | 12 | 11 | 23 |
| 26 Nov | 320.00 | 126 | 85.55 | - | 12 | 7 | 7 |
| 25 Nov | 324.15 | 40.45 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 312.65 | 40.45 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 311.40 | 40.45 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 320.45 | 40.45 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 320.45 | 40.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 325.05 | 40.45 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 405.80 | 40.45 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 419.50 | 40.45 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 427.30 | 40.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 440.95 | 40.45 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 442.35 | 40.45 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 436.80 | 40.45 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 431.85 | 40.45 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 420.55 | 40.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 412.60 | 40.45 | - | 0 | 0 | 0 | |
For Indraprastha Gas Ltd - strike price 450 expiring on 26DEC2024
Delta for 450 PE is -0.93
Historical price for 450 PE is as follows
On 12 Dec IGL was trading at 388.30. The strike last trading price was 61.25, which was 4.75 higher than the previous day. The implied volatity was 47.97, the open interest changed by 0 which decreased total open position to 56
On 11 Dec IGL was trading at 392.80. The strike last trading price was 56.5, which was -6.25 lower than the previous day. The implied volatity was 35.10, the open interest changed by 0 which decreased total open position to 56
On 10 Dec IGL was trading at 386.00. The strike last trading price was 62.75, which was -3.00 lower than the previous day. The implied volatity was 49.85, the open interest changed by 19 which increased total open position to 56
On 9 Dec IGL was trading at 385.55. The strike last trading price was 65.75, which was 1.45 higher than the previous day. The implied volatity was 65.32, the open interest changed by 0 which decreased total open position to 36
On 6 Dec IGL was trading at 384.00. The strike last trading price was 64.3, which was -2.60 lower than the previous day. The implied volatity was 35.91, the open interest changed by 0 which decreased total open position to 36
On 5 Dec IGL was trading at 383.45. The strike last trading price was 66.9, which was -21.65 lower than the previous day. The implied volatity was 52.17, the open interest changed by 6 which increased total open position to 35
On 4 Dec IGL was trading at 360.25. The strike last trading price was 88.55, which was -16.80 lower than the previous day. The implied volatity was 55.19, the open interest changed by 0 which decreased total open position to 29
On 3 Dec IGL was trading at 361.25. The strike last trading price was 105.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 2 Dec IGL was trading at 343.55. The strike last trading price was 105.35, which was -26.15 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 29
On 29 Nov IGL was trading at 327.05. The strike last trading price was 131.5, which was 4.20 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 35
On 28 Nov IGL was trading at 319.45. The strike last trading price was 127.3, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 33
On 27 Nov IGL was trading at 319.50. The strike last trading price was 127, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 23
On 26 Nov IGL was trading at 320.00. The strike last trading price was 126, which was 85.55 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
On 25 Nov IGL was trading at 324.15. The strike last trading price was 40.45, 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 22 Nov IGL was trading at 312.65. The strike last trading price was 40.45, 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 21 Nov IGL was trading at 311.40. The strike last trading price was 40.45, 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 Nov IGL was trading at 320.45. The strike last trading price was 40.45, 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 Nov IGL was trading at 320.45. The strike last trading price was 40.45, 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 Nov IGL was trading at 325.05. The strike last trading price was 40.45, 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 40.45, 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 40.45, 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 40.45, 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 40.45, 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 40.45, 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 40.45, 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 40.45, 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 40.45, 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 4 Nov IGL was trading at 412.60. The strike last trading price was 40.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
