IGL
Indraprastha Gas Ltd
Historical option data for IGL
14 Nov 2024 04:10 PM IST
| IGL 28NOV2024 460 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.09
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 405.80 | 0.65 | -0.35 | 36.81 | 487 | -14 | 717 | |||
| 13 Nov | 419.50 | 1 | -0.65 | 29.34 | 870 | 3 | 818 | |||
| 12 Nov | 427.30 | 1.65 | -1.35 | 27.60 | 1,031 | 8 | 888 | |||
| 11 Nov | 440.95 | 3 | -1.80 | 24.24 | 1,242 | 35 | 891 | |||
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| 8 Nov | 442.35 | 4.8 | 0.10 | 24.54 | 2,264 | 70 | 864 | |||
| 7 Nov | 436.80 | 4.7 | 1.30 | 28.73 | 2,157 | 323 | 812 | |||
| 6 Nov | 431.85 | 3.4 | 0.75 | 27.62 | 1,332 | 5 | 500 | |||
| 5 Nov | 420.55 | 2.65 | 0.75 | 30.80 | 436 | -4 | 498 | |||
| 4 Nov | 412.60 | 1.9 | -1.95 | 32.16 | 554 | 110 | 501 | |||
| 1 Nov | 421.70 | 3.85 | 0.10 | 32.64 | 51 | 9 | 391 | |||
| 31 Oct | 420.15 | 3.75 | -0.90 | - | 372 | 45 | 384 | |||
| 30 Oct | 420.90 | 4.65 | 0.05 | - | 426 | 8 | 338 | |||
| 29 Oct | 417.20 | 4.6 | -0.10 | - | 653 | 51 | 327 | |||
| 28 Oct | 404.70 | 4.7 | -1.40 | - | 271 | 58 | 274 | |||
| 25 Oct | 413.55 | 6.1 | -2.75 | - | 239 | 6 | 216 | |||
| 24 Oct | 428.35 | 8.85 | -1.55 | - | 89 | 31 | 211 | |||
| 23 Oct | 433.15 | 10.4 | -0.70 | - | 246 | 40 | 180 | |||
| 22 Oct | 433.05 | 11.1 | -1.35 | - | 302 | 72 | 138 | |||
| 21 Oct | 443.15 | 12.45 | -5.05 | - | 127 | 29 | 64 | |||
| 18 Oct | 451.70 | 17.5 | -81.50 | - | 75 | 35 | 35 | |||
| 17 Oct | 504.55 | 99 | - | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 460 expiring on 28NOV2024
Delta for 460 CE is 0.05
Historical price for 460 CE is as follows
On 14 Nov IGL was trading at 405.80. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 36.81, the open interest changed by -14 which decreased total open position to 717
On 13 Nov IGL was trading at 419.50. The strike last trading price was 1, which was -0.65 lower than the previous day. The implied volatity was 29.34, the open interest changed by 3 which increased total open position to 818
On 12 Nov IGL was trading at 427.30. The strike last trading price was 1.65, which was -1.35 lower than the previous day. The implied volatity was 27.60, the open interest changed by 8 which increased total open position to 888
On 11 Nov IGL was trading at 440.95. The strike last trading price was 3, which was -1.80 lower than the previous day. The implied volatity was 24.24, the open interest changed by 35 which increased total open position to 891
On 8 Nov IGL was trading at 442.35. The strike last trading price was 4.8, which was 0.10 higher than the previous day. The implied volatity was 24.54, the open interest changed by 70 which increased total open position to 864
On 7 Nov IGL was trading at 436.80. The strike last trading price was 4.7, which was 1.30 higher than the previous day. The implied volatity was 28.73, the open interest changed by 323 which increased total open position to 812
On 6 Nov IGL was trading at 431.85. The strike last trading price was 3.4, which was 0.75 higher than the previous day. The implied volatity was 27.62, the open interest changed by 5 which increased total open position to 500
On 5 Nov IGL was trading at 420.55. The strike last trading price was 2.65, which was 0.75 higher than the previous day. The implied volatity was 30.80, the open interest changed by -4 which decreased total open position to 498
On 4 Nov IGL was trading at 412.60. The strike last trading price was 1.9, which was -1.95 lower than the previous day. The implied volatity was 32.16, the open interest changed by 110 which increased total open position to 501
On 1 Nov IGL was trading at 421.70. The strike last trading price was 3.85, which was 0.10 higher than the previous day. The implied volatity was 32.64, the open interest changed by 9 which increased total open position to 391
On 31 Oct IGL was trading at 420.15. The strike last trading price was 3.75, which was -0.90 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 4.65, which was 0.05 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 4.6, 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 4.7, which was -1.40 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 6.1, which was -2.75 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 8.85, 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 23 Oct IGL was trading at 433.15. The strike last trading price was 10.4, which was -0.70 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 11.1, which was -1.35 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 12.45, which was -5.05 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 17.5, which was -81.50 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 99, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IGL 28NOV2024 460 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 0.14
Theta: -0.12
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 405.80 | 53 | 12.15 | 46.36 | 16 | -10 | 56 |
| 13 Nov | 419.50 | 40.85 | 7.15 | 47.93 | 11 | -4 | 67 |
| 12 Nov | 427.30 | 33.7 | 6.70 | 40.36 | 23 | 2 | 72 |
| 11 Nov | 440.95 | 27 | 0.15 | 42.68 | 51 | -2 | 71 |
| 8 Nov | 442.35 | 26.85 | -4.10 | 45.30 | 58 | 16 | 74 |
| 7 Nov | 436.80 | 30.95 | -4.30 | 44.58 | 22 | 6 | 59 |
| 6 Nov | 431.85 | 35.25 | -9.30 | 46.44 | 15 | -4 | 54 |
| 5 Nov | 420.55 | 44.55 | -0.70 | 51.92 | 9 | 4 | 57 |
| 4 Nov | 412.60 | 45.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 421.70 | 45.25 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 420.15 | 45.25 | -2.95 | - | 18 | 1 | 53 |
| 30 Oct | 420.90 | 48.2 | -2.80 | - | 28 | -3 | 50 |
| 29 Oct | 417.20 | 51 | -5.25 | - | 4 | -1 | 53 |
| 28 Oct | 404.70 | 56.25 | 19.65 | - | 9 | 54 | 54 |
| 25 Oct | 413.55 | 36.6 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 428.35 | 36.6 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 433.15 | 36.6 | 3.20 | - | 14 | 1 | 56 |
| 22 Oct | 433.05 | 33.4 | 3.20 | - | 40 | 21 | 54 |
| 21 Oct | 443.15 | 30.2 | 7.40 | - | 33 | 10 | 31 |
| 18 Oct | 451.70 | 22.8 | 15.45 | - | 49 | 20 | 20 |
| 17 Oct | 504.55 | 7.35 | - | 0 | 0 | 0 | |
For Indraprastha Gas Ltd - strike price 460 expiring on 28NOV2024
Delta for 460 PE is -0.90
Historical price for 460 PE is as follows
On 14 Nov IGL was trading at 405.80. The strike last trading price was 53, which was 12.15 higher than the previous day. The implied volatity was 46.36, the open interest changed by -10 which decreased total open position to 56
On 13 Nov IGL was trading at 419.50. The strike last trading price was 40.85, which was 7.15 higher than the previous day. The implied volatity was 47.93, the open interest changed by -4 which decreased total open position to 67
On 12 Nov IGL was trading at 427.30. The strike last trading price was 33.7, which was 6.70 higher than the previous day. The implied volatity was 40.36, the open interest changed by 2 which increased total open position to 72
On 11 Nov IGL was trading at 440.95. The strike last trading price was 27, which was 0.15 higher than the previous day. The implied volatity was 42.68, the open interest changed by -2 which decreased total open position to 71
On 8 Nov IGL was trading at 442.35. The strike last trading price was 26.85, which was -4.10 lower than the previous day. The implied volatity was 45.30, the open interest changed by 16 which increased total open position to 74
On 7 Nov IGL was trading at 436.80. The strike last trading price was 30.95, which was -4.30 lower than the previous day. The implied volatity was 44.58, the open interest changed by 6 which increased total open position to 59
On 6 Nov IGL was trading at 431.85. The strike last trading price was 35.25, which was -9.30 lower than the previous day. The implied volatity was 46.44, the open interest changed by -4 which decreased total open position to 54
On 5 Nov IGL was trading at 420.55. The strike last trading price was 44.55, which was -0.70 lower than the previous day. The implied volatity was 51.92, the open interest changed by 4 which increased total open position to 57
On 4 Nov IGL was trading at 412.60. The strike last trading price was 45.25, 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 1 Nov IGL was trading at 421.70. The strike last trading price was 45.25, 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 31 Oct IGL was trading at 420.15. The strike last trading price was 45.25, which was -2.95 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 48.2, which was -2.80 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 51, which was -5.25 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 56.25, which was 19.65 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 36.6, 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 36.6, 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 23 Oct IGL was trading at 433.15. The strike last trading price was 36.6, which was 3.20 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 33.4, which was 3.20 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 30.2, which was 7.40 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 22.8, which was 15.45 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 7.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
