IGL
Indraprastha Gas Ltd
Historical option data for IGL
27 Dec 2024 04:10 PM IST
| IGL 30JAN2025 450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.21
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 390.10 | 1.85 | -0.60 | 33.15 | 357 | 72 | 353 | |||
| 26 Dec | 390.50 | 2.45 | -0.95 | 34.85 | 485 | 41 | 282 | |||
| 24 Dec | 397.35 | 3.4 | 0.65 | 34.58 | 1,022 | 200 | 233 | |||
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| 23 Dec | 390.10 | 2.75 | 1.15 | 34.78 | 51 | 23 | 23 | |||
| 20 Dec | 388.30 | 1.6 | 0.00 | 11.55 | 0 | 0 | 0 | |||
| 19 Dec | 389.85 | 1.6 | 0.00 | 10.92 | 0 | 0 | 0 | |||
| 18 Dec | 398.40 | 1.6 | 8.37 | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 450 expiring on 30JAN2025
Delta for 450 CE is 0.10
Historical price for 450 CE is as follows
On 27 Dec IGL was trading at 390.10. The strike last trading price was 1.85, which was -0.60 lower than the previous day. The implied volatity was 33.15, the open interest changed by 72 which increased total open position to 353
On 26 Dec IGL was trading at 390.50. The strike last trading price was 2.45, which was -0.95 lower than the previous day. The implied volatity was 34.85, the open interest changed by 41 which increased total open position to 282
On 24 Dec IGL was trading at 397.35. The strike last trading price was 3.4, which was 0.65 higher than the previous day. The implied volatity was 34.58, the open interest changed by 200 which increased total open position to 233
On 23 Dec IGL was trading at 390.10. The strike last trading price was 2.75, which was 1.15 higher than the previous day. The implied volatity was 34.78, the open interest changed by 23 which increased total open position to 23
On 20 Dec IGL was trading at 388.30. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 11.55, 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 1.6, which was 0.00 lower than the previous day. The implied volatity was 10.92, 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 1.6, which was lower than the previous day. The implied volatity was 8.37, the open interest changed by 0 which decreased total open position to 0
| IGL 30JAN2025 450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.26
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 390.10 | 58.5 | -4.75 | 37.48 | 32 | -1 | 56 |
| 26 Dec | 390.50 | 63.25 | -1.45 | 53.69 | 32 | 27 | 57 |
| 24 Dec | 397.35 | 64.7 | -2.30 | 65.29 | 26 | 24 | 29 |
| 23 Dec | 390.10 | 67 | -59.55 | 59.88 | 5 | 0 | 0 |
| 20 Dec | 388.30 | 126.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 389.85 | 126.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 398.40 | 126.55 | - | 0 | 0 | 0 | |
For Indraprastha Gas Ltd - strike price 450 expiring on 30JAN2025
Delta for 450 PE is -0.87
Historical price for 450 PE is as follows
On 27 Dec IGL was trading at 390.10. The strike last trading price was 58.5, which was -4.75 lower than the previous day. The implied volatity was 37.48, the open interest changed by -1 which decreased total open position to 56
On 26 Dec IGL was trading at 390.50. The strike last trading price was 63.25, which was -1.45 lower than the previous day. The implied volatity was 53.69, the open interest changed by 27 which increased total open position to 57
On 24 Dec IGL was trading at 397.35. The strike last trading price was 64.7, which was -2.30 lower than the previous day. The implied volatity was 65.29, the open interest changed by 24 which increased total open position to 29
On 23 Dec IGL was trading at 390.10. The strike last trading price was 67, which was -59.55 lower than the previous day. The implied volatity was 59.88, 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 126.55, 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 126.55, 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 126.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
