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

311.4 -9.05 (-2.82%)

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Historical option data for IGL

21 Nov 2024 04:10 PM IST
IGL 28NOV2024 450 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 311.40 0.05 -0.10 - 135 -134 980
20 Nov 320.45 0.15 0.00 - 261 -82 1,119
19 Nov 320.45 0.15 -0.05 - 261 -77 1,119
18 Nov 325.05 0.2 -0.85 - 1,309 -281 1,222
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 -

Historical price for 450 CE is as follows

On 21 Nov IGL was trading at 311.40. The strike last trading price was 0.05, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -134 which decreased total open position to 980


On 20 Nov IGL was trading at 320.45. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -82 which decreased total open position to 1119


On 19 Nov IGL was trading at 320.45. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -77 which decreased total open position to 1119


On 18 Nov IGL was trading at 325.05. The strike last trading price was 0.2, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -281 which decreased total open position to 1222


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: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 311.40 139.45 9.45 - 3 -1 226
20 Nov 320.45 130 0.00 - 23 -21 228
19 Nov 320.45 130 6.55 - 23 -20 228
18 Nov 325.05 123.45 80.30 - 37 -20 247
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 -

Historical price for 450 PE is as follows

On 21 Nov IGL was trading at 311.40. The strike last trading price was 139.45, which was 9.45 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 226


On 20 Nov IGL was trading at 320.45. The strike last trading price was 130, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 228


On 19 Nov IGL was trading at 320.45. The strike last trading price was 130, which was 6.55 higher than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 228


On 18 Nov IGL was trading at 325.05. The strike last trading price was 123.45, which was 80.30 higher than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 247


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