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

388.3 -1.55 (-0.40%)

Back to Option Chain


Historical option data for IGL

20 Dec 2024 04:10 PM IST
IGL 26DEC2024 450 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 388.30 0.35 -0.20 - 246 6 579
19 Dec 389.85 0.55 -0.55 60.09 558 33 573
18 Dec 398.40 1.1 0.70 52.03 869 -66 539
17 Dec 381.35 0.4 -0.25 53.46 369 -3 612
16 Dec 394.30 0.65 -0.15 47.17 487 117 617
13 Dec 392.20 0.8 0.15 43.91 383 -29 500
12 Dec 387.10 0.65 -0.30 44.11 295 -7 537
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
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 -

Historical price for 450 CE is as follows

On 20 Dec IGL was trading at 388.30. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 579


On 19 Dec IGL was trading at 389.85. The strike last trading price was 0.55, which was -0.55 lower than the previous day. The implied volatity was 60.09, the open interest changed by 33 which increased total open position to 573


On 18 Dec IGL was trading at 398.40. The strike last trading price was 1.1, which was 0.70 higher than the previous day. The implied volatity was 52.03, the open interest changed by -66 which decreased total open position to 539


On 17 Dec IGL was trading at 381.35. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 53.46, the open interest changed by -3 which decreased total open position to 612


On 16 Dec IGL was trading at 394.30. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 47.17, the open interest changed by 117 which increased total open position to 617


On 13 Dec IGL was trading at 392.20. The strike last trading price was 0.8, which was 0.15 higher than the previous day. The implied volatity was 43.91, the open interest changed by -29 which decreased total open position to 500


On 12 Dec IGL was trading at 387.10. The strike last trading price was 0.65, which was -0.30 lower than the previous day. The implied volatity was 44.11, the open interest changed by -7 which decreased total open position to 537


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: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 388.30 57.55 0.00 0.00 0 1 0
19 Dec 389.85 57.55 4.65 - 8 2 49
18 Dec 398.40 52.9 -7.85 86.36 14 -5 46
17 Dec 381.35 60.75 7.00 - 2 -1 52
16 Dec 394.30 53.75 -4.60 - 1 0 52
13 Dec 392.20 58.35 -4.15 58.33 18 -4 52
12 Dec 387.10 62.5 6.00 49.41 12 -5 51
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 0.00

Historical price for 450 PE is as follows

On 20 Dec IGL was trading at 388.30. The strike last trading price was 57.55, 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 19 Dec IGL was trading at 389.85. The strike last trading price was 57.55, which was 4.65 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 49


On 18 Dec IGL was trading at 398.40. The strike last trading price was 52.9, which was -7.85 lower than the previous day. The implied volatity was 86.36, the open interest changed by -5 which decreased total open position to 46


On 17 Dec IGL was trading at 381.35. The strike last trading price was 60.75, which was 7.00 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 52


On 16 Dec IGL was trading at 394.30. The strike last trading price was 53.75, which was -4.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52


On 13 Dec IGL was trading at 392.20. The strike last trading price was 58.35, which was -4.15 lower than the previous day. The implied volatity was 58.33, the open interest changed by -4 which decreased total open position to 52


On 12 Dec IGL was trading at 387.10. The strike last trading price was 62.5, which was 6.00 higher than the previous day. The implied volatity was 49.41, the open interest changed by -5 which decreased total open position to 51


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