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

387.8 -5.00 (-1.27%)

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Historical option data for IGL

12 Dec 2024 10:31 AM IST
IGL 26DEC2024 460 CE
Delta: 0.04
Vega: 0.07
Theta: -0.11
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 387.95 0.55 -0.10 46.82 4 0 280
11 Dec 392.80 0.65 0.05 44.46 91 -25 279
10 Dec 386.00 0.6 -0.15 45.32 307 16 307
9 Dec 385.55 0.75 -0.15 45.91 425 77 291
6 Dec 384.00 0.9 -0.25 45.33 387 13 215
5 Dec 383.45 1.15 0.70 46.76 367 154 188
4 Dec 360.25 0.45 0.00 49.35 4 2 36
3 Dec 361.25 0.45 0.10 48.27 52 19 33
2 Dec 343.55 0.35 -0.05 53.11 6 1 12
29 Nov 327.05 0.4 0.00 0.00 0 0 0
28 Nov 319.45 0.4 0.00 0.00 0 0 0
27 Nov 319.50 0.4 0.00 0.00 0 -2 0
26 Nov 320.00 0.4 -0.15 - 3 0 13
25 Nov 324.15 0.55 0.00 0.00 0 -1 0
22 Nov 312.65 0.55 0.05 - 2 -1 14
21 Nov 311.40 0.5 -0.10 - 1 0 16
20 Nov 320.45 0.6 0.00 - 2 -2 18
19 Nov 320.45 0.6 0.00 - 2 0 18
18 Nov 325.05 0.6 -2.60 - 22 -8 21
14 Nov 405.80 3.2 -2.00 30.42 55 1 29
13 Nov 419.50 5.2 -1.35 27.80 2 0 28
12 Nov 427.30 6.55 -1.90 26.50 9 2 27
11 Nov 440.95 8.45 -2.00 23.18 3 1 26
8 Nov 442.35 10.45 0.55 23.62 57 6 24
7 Nov 436.80 9.9 1.50 26.15 31 2 17
6 Nov 431.85 8.4 1.40 26.17 26 6 17
5 Nov 420.55 7 0.25 28.69 51 6 10
4 Nov 412.60 6.75 -96.85 32.38 3 2 3
28 Oct 404.70 103.6 0.00 - 0 0 0
24 Oct 428.35 103.6 0.00 - 0 0 0
22 Oct 433.05 103.6 0.00 - 0 0 0
21 Oct 443.15 103.6 103.60 - 0 0 0
17 Oct 504.55 0 0.00 - 0 0 0
16 Oct 518.55 0 0.00 - 0 0 0
15 Oct 524.65 0 0.00 - 0 0 0
14 Oct 518.00 0 0.00 - 0 0 0
11 Oct 540.55 0 0.00 - 0 0 0
10 Oct 540.90 0 0.00 - 0 0 0
9 Oct 532.50 0 0.00 - 0 0 0
8 Oct 532.95 0 0.00 - 0 0 0
7 Oct 542.15 0 0.00 - 0 0 0
4 Oct 549.35 0 0.00 - 0 0 0
3 Oct 554.30 0 0.00 - 0 0 0
1 Oct 558.40 0 0.00 - 0 0 0
30 Sept 558.55 0 - 0 0 0


For Indraprastha Gas Ltd - strike price 460 expiring on 26DEC2024

Delta for 460 CE is 0.04

Historical price for 460 CE is as follows

On 12 Dec IGL was trading at 387.95. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 46.82, the open interest changed by 0 which decreased total open position to 280


On 11 Dec IGL was trading at 392.80. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 44.46, the open interest changed by -25 which decreased total open position to 279


On 10 Dec IGL was trading at 386.00. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 45.32, the open interest changed by 16 which increased total open position to 307


On 9 Dec IGL was trading at 385.55. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 45.91, the open interest changed by 77 which increased total open position to 291


On 6 Dec IGL was trading at 384.00. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 45.33, the open interest changed by 13 which increased total open position to 215


On 5 Dec IGL was trading at 383.45. The strike last trading price was 1.15, which was 0.70 higher than the previous day. The implied volatity was 46.76, the open interest changed by 154 which increased total open position to 188


On 4 Dec IGL was trading at 360.25. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 49.35, the open interest changed by 2 which increased total open position to 36


On 3 Dec IGL was trading at 361.25. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 48.27, the open interest changed by 19 which increased total open position to 33


On 2 Dec IGL was trading at 343.55. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 53.11, the open interest changed by 1 which increased total open position to 12


On 29 Nov IGL was trading at 327.05. 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 0 which decreased total open position to 0


On 28 Nov IGL was trading at 319.45. 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 0 which decreased total open position to 0


On 27 Nov IGL was trading at 319.50. 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 26 Nov IGL was trading at 320.00. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 25 Nov IGL was trading at 324.15. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 22 Nov IGL was trading at 312.65. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 14


On 21 Nov IGL was trading at 311.40. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16


On 20 Nov IGL was trading at 320.45. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 18


On 19 Nov IGL was trading at 320.45. The strike last trading price was 0.6, 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 18


On 18 Nov IGL was trading at 325.05. The strike last trading price was 0.6, which was -2.60 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 21


On 14 Nov IGL was trading at 405.80. The strike last trading price was 3.2, which was -2.00 lower than the previous day. The implied volatity was 30.42, the open interest changed by 1 which increased total open position to 29


On 13 Nov IGL was trading at 419.50. The strike last trading price was 5.2, which was -1.35 lower than the previous day. The implied volatity was 27.80, the open interest changed by 0 which decreased total open position to 28


On 12 Nov IGL was trading at 427.30. The strike last trading price was 6.55, which was -1.90 lower than the previous day. The implied volatity was 26.50, the open interest changed by 2 which increased total open position to 27


On 11 Nov IGL was trading at 440.95. The strike last trading price was 8.45, which was -2.00 lower than the previous day. The implied volatity was 23.18, the open interest changed by 1 which increased total open position to 26


On 8 Nov IGL was trading at 442.35. The strike last trading price was 10.45, which was 0.55 higher than the previous day. The implied volatity was 23.62, the open interest changed by 6 which increased total open position to 24


On 7 Nov IGL was trading at 436.80. The strike last trading price was 9.9, which was 1.50 higher than the previous day. The implied volatity was 26.15, the open interest changed by 2 which increased total open position to 17


On 6 Nov IGL was trading at 431.85. The strike last trading price was 8.4, which was 1.40 higher than the previous day. The implied volatity was 26.17, the open interest changed by 6 which increased total open position to 17


On 5 Nov IGL was trading at 420.55. The strike last trading price was 7, which was 0.25 higher than the previous day. The implied volatity was 28.69, the open interest changed by 6 which increased total open position to 10


On 4 Nov IGL was trading at 412.60. The strike last trading price was 6.75, which was -96.85 lower than the previous day. The implied volatity was 32.38, the open interest changed by 2 which increased total open position to 3


On 28 Oct IGL was trading at 404.70. The strike last trading price was 103.6, which was 0.00 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 103.6, which was 0.00 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 103.6, which was 0.00 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 103.6, which was 103.60 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 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct IGL was trading at 518.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct IGL was trading at 524.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct IGL was trading at 518.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct IGL was trading at 540.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct IGL was trading at 540.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct IGL was trading at 532.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct IGL was trading at 532.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct IGL was trading at 542.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct IGL was trading at 549.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct IGL was trading at 554.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct IGL was trading at 558.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept IGL was trading at 558.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


IGL 26DEC2024 460 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 387.95 67.5 0.00 0.00 0 0 0
11 Dec 392.80 67.5 0.00 0.00 0 2 0
10 Dec 386.00 67.5 -4.00 - 2 1 2
9 Dec 385.55 71.5 0.00 0.00 0 0 0
6 Dec 384.00 71.5 -63.50 1079.81 1 0 1
5 Dec 383.45 135 0.00 0.00 0 0 0
4 Dec 360.25 135 0.00 0.00 0 0 0
3 Dec 361.25 135 0.00 0.00 0 0 0
2 Dec 343.55 135 0.00 0.00 0 0 0
29 Nov 327.05 135 0.00 0.00 0 0 0
28 Nov 319.45 135 0.00 0.00 0 1 0
27 Nov 319.50 135 128.60 - 1 0 0
26 Nov 320.00 6.4 0.00 - 0 0 0
25 Nov 324.15 6.4 0.00 - 0 0 0
22 Nov 312.65 6.4 0.00 - 0 0 0
21 Nov 311.40 6.4 0.00 - 0 0 0
20 Nov 320.45 6.4 0.00 - 0 0 0
19 Nov 320.45 6.4 0.00 - 0 0 0
18 Nov 325.05 6.4 0.00 - 0 0 0
14 Nov 405.80 6.4 0.00 - 0 0 0
13 Nov 419.50 6.4 0.00 - 0 0 0
12 Nov 427.30 6.4 0.00 - 0 0 0
11 Nov 440.95 6.4 0.00 - 0 0 0
8 Nov 442.35 6.4 0.00 - 0 0 0
7 Nov 436.80 6.4 0.00 - 0 0 0
6 Nov 431.85 6.4 0.00 - 0 0 0
5 Nov 420.55 6.4 0.00 - 0 0 0
4 Nov 412.60 6.4 0.00 - 0 0 0
28 Oct 404.70 6.4 0.00 - 0 0 0
24 Oct 428.35 6.4 0.00 - 0 0 0
22 Oct 433.05 6.4 0.00 - 0 0 0
21 Oct 443.15 6.4 0.00 - 0 0 0
17 Oct 504.55 6.4 6.40 - 0 0 0
16 Oct 518.55 0 0.00 - 0 0 0
15 Oct 524.65 0 0.00 - 0 0 0
14 Oct 518.00 0 0.00 - 0 0 0
11 Oct 540.55 0 0.00 - 0 0 0
10 Oct 540.90 0 0.00 - 0 0 0
9 Oct 532.50 0 0.00 - 0 0 0
8 Oct 532.95 0 0.00 - 0 0 0
7 Oct 542.15 0 0.00 - 0 0 0
4 Oct 549.35 0 0.00 - 0 0 0
3 Oct 554.30 0 0.00 - 0 0 0
1 Oct 558.40 0 0.00 - 0 0 0
30 Sept 558.55 0 - 0 0 0


For Indraprastha Gas Ltd - strike price 460 expiring on 26DEC2024

Delta for 460 PE is 0.00

Historical price for 460 PE is as follows

On 12 Dec IGL was trading at 387.95. The strike last trading price was 67.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Dec IGL was trading at 392.80. The strike last trading price was 67.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 10 Dec IGL was trading at 386.00. The strike last trading price was 67.5, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2


On 9 Dec IGL was trading at 385.55. The strike last trading price was 71.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 6 Dec IGL was trading at 384.00. The strike last trading price was 71.5, which was -63.50 lower than the previous day. The implied volatity was 1079.81, the open interest changed by 0 which decreased total open position to 1


On 5 Dec IGL was trading at 383.45. The strike last trading price was 135, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 4 Dec IGL was trading at 360.25. The strike last trading price was 135, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 3 Dec IGL was trading at 361.25. The strike last trading price was 135, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 2 Dec IGL was trading at 343.55. The strike last trading price was 135, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 29 Nov IGL was trading at 327.05. The strike last trading price was 135, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 28 Nov IGL was trading at 319.45. The strike last trading price was 135, 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 27 Nov IGL was trading at 319.50. The strike last trading price was 135, which was 128.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov IGL was trading at 320.00. The strike last trading price was 6.4, 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 25 Nov IGL was trading at 324.15. The strike last trading price was 6.4, 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 6.4, 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 6.4, 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 6.4, 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 6.4, 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 6.4, 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 6.4, 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 6.4, 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 6.4, 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 6.4, 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 6.4, 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 6.4, 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 6.4, 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 6.4, 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 6.4, 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 28 Oct IGL was trading at 404.70. The strike last trading price was 6.4, which was 0.00 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 6.4, which was 0.00 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 6.4, which was 0.00 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 6.4, which was 0.00 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 6.4, which was 6.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct IGL was trading at 518.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct IGL was trading at 524.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct IGL was trading at 518.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct IGL was trading at 540.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct IGL was trading at 540.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct IGL was trading at 532.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct IGL was trading at 532.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct IGL was trading at 542.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct IGL was trading at 549.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct IGL was trading at 554.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct IGL was trading at 558.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept IGL was trading at 558.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to