IGL
Indraprastha Gas Ltd
Historical option data for IGL
14 Nov 2024 04:10 PM IST
| IGL 28NOV2024 450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.12
Theta: -0.16
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 14 Nov | 405.80 | 1.05 | -0.65 | 34.99 | 1,659 | 326 | 1,499 | |||
| 13 Nov | 419.50 | 1.7 | -1.30 | 27.32 | 1,265 | -67 | 1,175 | |||
| 12 Nov | 427.30 | 3 | -2.20 | 26.44 | 1,538 | 41 | 1,239 | |||
| 11 Nov | 440.95 | 5.2 | -2.15 | 22.55 | 2,188 | 102 | 1,255 | |||
| 8 Nov | 442.35 | 7.35 | 0.55 | 22.19 | 4,315 | -159 | 1,185 | |||
| 7 Nov | 436.80 | 6.8 | 1.55 | 26.59 | 4,811 | 0 | 1,340 | |||
| 6 Nov | 431.85 | 5.25 | 1.40 | 26.18 | 2,365 | -90 | 1,346 | |||
| 5 Nov | 420.55 | 3.85 | 1.20 | 29.07 | 1,173 | 37 | 1,429 | |||
| 4 Nov | 412.60 | 2.65 | -2.40 | 30.19 | 1,033 | 255 | 1,393 | |||
| 1 Nov | 421.70 | 5.05 | -0.25 | 30.41 | 102 | 8 | 1,135 | |||
| 31 Oct | 420.15 | 5.3 | -1.05 | - | 842 | 168 | 1,129 | |||
| 30 Oct | 420.90 | 6.35 | 0.10 | - | 1,714 | 365 | 960 | |||
| 29 Oct | 417.20 | 6.25 | -0.10 | - | 1,593 | -5 | 594 | |||
| 28 Oct | 404.70 | 6.35 | -1.75 | - | 532 | 149 | 597 | |||
| 25 Oct | 413.55 | 8.1 | -3.75 | - | 498 | 6 | 448 | |||
| 24 Oct | 428.35 | 11.85 | -1.60 | - | 242 | 42 | 442 | |||
| 23 Oct | 433.15 | 13.45 | -0.80 | - | 457 | 155 | 399 | |||
| 22 Oct | 433.05 | 14.25 | -1.55 | - | 265 | 21 | 244 | |||
| 21 Oct | 443.15 | 15.8 | -6.30 | - | 291 | 63 | 222 | |||
| 18 Oct | 451.70 | 22.1 | -85.10 | - | 385 | 159 | 159 | |||
| 17 Oct | 504.55 | 107.2 | - | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 450 expiring on 28NOV2024
Delta for 450 CE is 0.08
Historical price for 450 CE is as follows
On 14 Nov IGL was trading at 405.80. The strike last trading price was 1.05, which was -0.65 lower than the previous day. The implied volatity was 34.99, the open interest changed by 326 which increased total open position to 1499
On 13 Nov IGL was trading at 419.50. The strike last trading price was 1.7, which was -1.30 lower than the previous day. The implied volatity was 27.32, the open interest changed by -67 which decreased total open position to 1175
On 12 Nov IGL was trading at 427.30. The strike last trading price was 3, which was -2.20 lower than the previous day. The implied volatity was 26.44, the open interest changed by 41 which increased total open position to 1239
On 11 Nov IGL was trading at 440.95. The strike last trading price was 5.2, which was -2.15 lower than the previous day. The implied volatity was 22.55, the open interest changed by 102 which increased total open position to 1255
On 8 Nov IGL was trading at 442.35. The strike last trading price was 7.35, which was 0.55 higher than the previous day. The implied volatity was 22.19, the open interest changed by -159 which decreased total open position to 1185
On 7 Nov IGL was trading at 436.80. The strike last trading price was 6.8, which was 1.55 higher than the previous day. The implied volatity was 26.59, the open interest changed by 0 which decreased total open position to 1340
On 6 Nov IGL was trading at 431.85. The strike last trading price was 5.25, which was 1.40 higher than the previous day. The implied volatity was 26.18, the open interest changed by -90 which decreased total open position to 1346
On 5 Nov IGL was trading at 420.55. The strike last trading price was 3.85, which was 1.20 higher than the previous day. The implied volatity was 29.07, the open interest changed by 37 which increased total open position to 1429
On 4 Nov IGL was trading at 412.60. The strike last trading price was 2.65, which was -2.40 lower than the previous day. The implied volatity was 30.19, the open interest changed by 255 which increased total open position to 1393
On 1 Nov IGL was trading at 421.70. The strike last trading price was 5.05, which was -0.25 lower than the previous day. The implied volatity was 30.41, the open interest changed by 8 which increased total open position to 1135
On 31 Oct IGL was trading at 420.15. The strike last trading price was 5.3, which was -1.05 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 6.35, which was 0.10 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 6.25, which was -0.10 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 6.35, which was -1.75 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 8.1, which was -3.75 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 11.85, which was -1.60 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 13.45, which was -0.80 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 14.25, which was -1.55 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 15.8, which was -6.30 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 22.1, which was -85.10 lower 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 107.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IGL 28NOV2024 450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 0.16
Theta: -0.12
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 405.80 | 43.15 | 12.30 | 40.76 | 30 | -12 | 267 |
| 13 Nov | 419.50 | 30.85 | 5.80 | 40.02 | 41 | -5 | 279 |
| 12 Nov | 427.30 | 25.05 | 5.25 | 36.72 | 234 | 0 | 282 |
| 11 Nov | 440.95 | 19.8 | 0.90 | 40.48 | 349 | 51 | 281 |
| 8 Nov | 442.35 | 18.9 | -4.45 | 40.40 | 189 | 2 | 228 |
| 7 Nov | 436.80 | 23.35 | -4.40 | 41.74 | 147 | 29 | 227 |
| 6 Nov | 431.85 | 27.75 | -8.05 | 44.54 | 92 | 0 | 196 |
| 5 Nov | 420.55 | 35.8 | -7.00 | 47.92 | 53 | 6 | 194 |
| 4 Nov | 412.60 | 42.8 | 5.80 | 49.27 | 24 | -7 | 189 |
| 1 Nov | 421.70 | 37 | 0.05 | 47.06 | 1 | 0 | 196 |
| 31 Oct | 420.15 | 36.95 | -2.00 | - | 39 | 6 | 197 |
| 30 Oct | 420.90 | 38.95 | -1.70 | - | 70 | 21 | 190 |
| 29 Oct | 417.20 | 40.65 | -11.55 | - | 84 | 10 | 168 |
| 28 Oct | 404.70 | 52.2 | 8.20 | - | 21 | 10 | 159 |
| 25 Oct | 413.55 | 44 | 11.00 | - | 37 | 2 | 149 |
| 24 Oct | 428.35 | 33 | 2.50 | - | 25 | 2 | 146 |
| 23 Oct | 433.15 | 30.5 | 1.40 | - | 45 | 10 | 144 |
| 22 Oct | 433.05 | 29.1 | 4.80 | - | 59 | 4 | 133 |
| 21 Oct | 443.15 | 24.3 | 7.15 | - | 68 | 15 | 124 |
| 18 Oct | 451.70 | 17.15 | 12.95 | - | 308 | 85 | 108 |
| 17 Oct | 504.55 | 4.2 | - | 296 | 23 | 23 | |
For Indraprastha Gas Ltd - strike price 450 expiring on 28NOV2024
Delta for 450 PE is -0.88
Historical price for 450 PE is as follows
On 14 Nov IGL was trading at 405.80. The strike last trading price was 43.15, which was 12.30 higher than the previous day. The implied volatity was 40.76, the open interest changed by -12 which decreased total open position to 267
On 13 Nov IGL was trading at 419.50. The strike last trading price was 30.85, which was 5.80 higher than the previous day. The implied volatity was 40.02, the open interest changed by -5 which decreased total open position to 279
On 12 Nov IGL was trading at 427.30. The strike last trading price was 25.05, which was 5.25 higher than the previous day. The implied volatity was 36.72, the open interest changed by 0 which decreased total open position to 282
On 11 Nov IGL was trading at 440.95. The strike last trading price was 19.8, which was 0.90 higher than the previous day. The implied volatity was 40.48, the open interest changed by 51 which increased total open position to 281
On 8 Nov IGL was trading at 442.35. The strike last trading price was 18.9, which was -4.45 lower than the previous day. The implied volatity was 40.40, the open interest changed by 2 which increased total open position to 228
On 7 Nov IGL was trading at 436.80. The strike last trading price was 23.35, which was -4.40 lower than the previous day. The implied volatity was 41.74, the open interest changed by 29 which increased total open position to 227
On 6 Nov IGL was trading at 431.85. The strike last trading price was 27.75, which was -8.05 lower than the previous day. The implied volatity was 44.54, the open interest changed by 0 which decreased total open position to 196
On 5 Nov IGL was trading at 420.55. The strike last trading price was 35.8, which was -7.00 lower than the previous day. The implied volatity was 47.92, the open interest changed by 6 which increased total open position to 194
On 4 Nov IGL was trading at 412.60. The strike last trading price was 42.8, which was 5.80 higher than the previous day. The implied volatity was 49.27, the open interest changed by -7 which decreased total open position to 189
On 1 Nov IGL was trading at 421.70. The strike last trading price was 37, which was 0.05 higher than the previous day. The implied volatity was 47.06, the open interest changed by 0 which decreased total open position to 196
On 31 Oct IGL was trading at 420.15. The strike last trading price was 36.95, which was -2.00 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 38.95, which was -1.70 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 40.65, which was -11.55 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 52.2, 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 44, which was 11.00 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 33, which was 2.50 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 30.5, which was 1.40 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 29.1, which was 4.80 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 24.3, which was 7.15 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 17.15, which was 12.95 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 4.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
