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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 470 CE
Delta: 0.03
Vega: 0.05
Theta: -0.10
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 387.95 0.45 -0.05 49.83 19 7 135
11 Dec 392.80 0.5 0.00 47.03 51 6 132
10 Dec 386.00 0.5 -0.10 48.34 37 5 126
9 Dec 385.55 0.6 0.05 48.85 40 1 121
6 Dec 384.00 0.55 -0.25 45.34 158 32 97
5 Dec 383.45 0.8 0.55 47.56 123 61 64
4 Dec 360.25 0.25 0.00 0.00 0 1 0
3 Dec 361.25 0.25 0.15 47.61 3 0 2
2 Dec 343.55 0.1 0.00 0.00 0 0 0
29 Nov 327.05 0.1 0.00 0.00 0 0 0
28 Nov 319.45 0.1 -1.15 - 1 0 2
27 Nov 319.50 1.25 0.00 0.00 0 1 0
26 Nov 320.00 1.25 0.00 - 1 0 1
25 Nov 324.15 1.25 0.00 0.00 0 0 1
22 Nov 312.65 1.25 0.00 0.00 0 0 1
21 Nov 311.40 1.25 0.00 0.00 0 0 1
20 Nov 320.45 1.25 0.00 0.00 0 0 0
19 Nov 320.45 1.25 0.00 0.00 0 0 0
18 Nov 325.05 1.25 -4.25 - 1 0 1
14 Nov 405.80 5.5 0.00 0.00 0 0 0
13 Nov 419.50 5.5 0.00 0.00 0 0 0
12 Nov 427.30 5.5 0.00 0.00 0 0 0
11 Nov 440.95 5.5 0.00 0.00 0 0 0
8 Nov 442.35 5.5 0.00 0.00 0 0 0
7 Nov 436.80 5.5 0.00 0.00 0 1 0
6 Nov 431.85 5.5 -4.70 25.27 1 0 0
5 Nov 420.55 10.2 0.00 8.63 0 0 0
4 Nov 412.60 10.2 8.63 0 0 0


For Indraprastha Gas Ltd - strike price 470 expiring on 26DEC2024

Delta for 470 CE is 0.03

Historical price for 470 CE is as follows

On 12 Dec IGL was trading at 387.95. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 49.83, the open interest changed by 7 which increased total open position to 135


On 11 Dec IGL was trading at 392.80. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 47.03, the open interest changed by 6 which increased total open position to 132


On 10 Dec IGL was trading at 386.00. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 48.34, the open interest changed by 5 which increased total open position to 126


On 9 Dec IGL was trading at 385.55. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 48.85, the open interest changed by 1 which increased total open position to 121


On 6 Dec IGL was trading at 384.00. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 45.34, the open interest changed by 32 which increased total open position to 97


On 5 Dec IGL was trading at 383.45. The strike last trading price was 0.8, which was 0.55 higher than the previous day. The implied volatity was 47.56, the open interest changed by 61 which increased total open position to 64


On 4 Dec IGL was trading at 360.25. The strike last trading price was 0.25, 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 3 Dec IGL was trading at 361.25. The strike last trading price was 0.25, which was 0.15 higher than the previous day. The implied volatity was 47.61, the open interest changed by 0 which decreased total open position to 2


On 2 Dec IGL was trading at 343.55. The strike last trading price was 0.1, 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 0.1, 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 0.1, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 27 Nov IGL was trading at 319.50. The strike last trading price was 1.25, 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 26 Nov IGL was trading at 320.00. The strike last trading price was 1.25, 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 1


On 25 Nov IGL was trading at 324.15. The strike last trading price was 1.25, 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 1


On 22 Nov IGL was trading at 312.65. The strike last trading price was 1.25, 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 1


On 21 Nov IGL was trading at 311.40. The strike last trading price was 1.25, 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 1


On 20 Nov IGL was trading at 320.45. The strike last trading price was 1.25, 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 19 Nov IGL was trading at 320.45. The strike last trading price was 1.25, 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 18 Nov IGL was trading at 325.05. The strike last trading price was 1.25, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 14 Nov IGL was trading at 405.80. The strike last trading price was 5.5, 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 13 Nov IGL was trading at 419.50. The strike last trading price was 5.5, 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 12 Nov IGL was trading at 427.30. The strike last trading price was 5.5, 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 Nov IGL was trading at 440.95. The strike last trading price was 5.5, 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 8 Nov IGL was trading at 442.35. The strike last trading price was 5.5, 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 7 Nov IGL was trading at 436.80. The strike last trading price was 5.5, 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 6 Nov IGL was trading at 431.85. The strike last trading price was 5.5, which was -4.70 lower than the previous day. The implied volatity was 25.27, 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 10.2, which was 0.00 lower than the previous day. The implied volatity was 8.63, 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 10.2, which was lower than the previous day. The implied volatity was 8.63, the open interest changed by 0 which decreased total open position to 0


IGL 26DEC2024 470 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 387.95 109.75 0.00 0.00 0 0 0
11 Dec 392.80 109.75 0.00 0.00 0 0 0
10 Dec 386.00 109.75 0.00 0.00 0 0 0
9 Dec 385.55 109.75 0.00 0.00 0 0 0
6 Dec 384.00 109.75 0.00 0.00 0 0 0
5 Dec 383.45 109.75 0.00 0.00 0 0 0
4 Dec 360.25 109.75 0.00 0.00 0 0 0
3 Dec 361.25 109.75 -37.25 - 2 0 2
2 Dec 343.55 147 0.00 0.00 0 0 0
29 Nov 327.05 147 0.00 0.00 0 1 0
28 Nov 319.45 147 4.35 - 1 0 1
27 Nov 319.50 142.65 87.80 - 1 0 0
26 Nov 320.00 54.85 0.00 - 0 0 0
25 Nov 324.15 54.85 0.00 - 0 0 0
22 Nov 312.65 54.85 0.00 - 0 0 0
21 Nov 311.40 54.85 0.00 - 0 0 0
20 Nov 320.45 54.85 0.00 - 0 0 0
19 Nov 320.45 54.85 0.00 - 0 0 0
18 Nov 325.05 54.85 0.00 - 0 0 0
14 Nov 405.80 54.85 0.00 - 0 0 0
13 Nov 419.50 54.85 0.00 - 0 0 0
12 Nov 427.30 54.85 0.00 - 0 0 0
11 Nov 440.95 54.85 0.00 - 0 0 0
8 Nov 442.35 54.85 0.00 - 0 0 0
7 Nov 436.80 54.85 0.00 - 0 0 0
6 Nov 431.85 54.85 0.00 - 0 0 0
5 Nov 420.55 54.85 0.00 - 0 0 0
4 Nov 412.60 54.85 - 0 0 0


For Indraprastha Gas Ltd - strike price 470 expiring on 26DEC2024

Delta for 470 PE is 0.00

Historical price for 470 PE is as follows

On 12 Dec IGL was trading at 387.95. The strike last trading price was 109.75, 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 109.75, 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 10 Dec IGL was trading at 386.00. The strike last trading price was 109.75, 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 9 Dec IGL was trading at 385.55. The strike last trading price was 109.75, 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 109.75, 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 5 Dec IGL was trading at 383.45. The strike last trading price was 109.75, 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 109.75, 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 109.75, which was -37.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 2 Dec IGL was trading at 343.55. The strike last trading price was 147, 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 147, 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 28 Nov IGL was trading at 319.45. The strike last trading price was 147, which was 4.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 27 Nov IGL was trading at 319.50. The strike last trading price was 142.65, which was 87.80 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 54.85, 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 54.85, 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 54.85, 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 54.85, 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 54.85, 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 54.85, 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 54.85, 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 54.85, 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 54.85, 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 54.85, 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 54.85, 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 54.85, 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 54.85, 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 54.85, 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 54.85, 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 54.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0