IGL
Indraprastha Gas Ltd
Historical option data for IGL
14 Nov 2024 04:10 PM IST
| IGL 28NOV2024 470 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.06
Theta: -0.09
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 405.80 | 0.4 | -0.20 | 38.41 | 182 | -47 | 360 | |||
| 13 Nov | 419.50 | 0.6 | -0.40 | 31.24 | 514 | -77 | 413 | |||
|
|
||||||||||
| 12 Nov | 427.30 | 1 | -0.90 | 29.51 | 835 | 12 | 521 | |||
| 11 Nov | 440.95 | 1.9 | -1.10 | 26.65 | 1,249 | -18 | 505 | |||
| 8 Nov | 442.35 | 3 | -0.15 | 26.09 | 1,863 | 78 | 517 | |||
| 7 Nov | 436.80 | 3.15 | 0.85 | 30.25 | 1,471 | 168 | 444 | |||
| 6 Nov | 431.85 | 2.3 | 0.65 | 29.40 | 610 | 95 | 275 | |||
| 5 Nov | 420.55 | 1.65 | 0.35 | 31.46 | 290 | 36 | 187 | |||
| 4 Nov | 412.60 | 1.3 | -1.45 | 33.51 | 227 | -11 | 151 | |||
| 1 Nov | 421.70 | 2.75 | 0.00 | 33.87 | 16 | -3 | 162 | |||
| 31 Oct | 420.15 | 2.75 | -0.75 | - | 203 | 39 | 165 | |||
| 30 Oct | 420.90 | 3.5 | 0.10 | - | 119 | 26 | 126 | |||
| 29 Oct | 417.20 | 3.4 | -0.05 | - | 250 | 13 | 100 | |||
| 28 Oct | 404.70 | 3.45 | -1.10 | - | 52 | 3 | 87 | |||
| 25 Oct | 413.55 | 4.55 | -2.20 | - | 84 | 46 | 84 | |||
| 24 Oct | 428.35 | 6.75 | -1.10 | - | 22 | 13 | 38 | |||
| 23 Oct | 433.15 | 7.85 | -0.75 | - | 46 | 4 | 25 | |||
| 22 Oct | 433.05 | 8.6 | -0.85 | - | 64 | 17 | 22 | |||
| 21 Oct | 443.15 | 9.45 | -81.60 | - | 9 | 3 | 3 | |||
| 18 Oct | 451.70 | 91.05 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 504.55 | 91.05 | - | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 470 expiring on 28NOV2024
Delta for 470 CE is 0.03
Historical price for 470 CE is as follows
On 14 Nov IGL was trading at 405.80. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 38.41, the open interest changed by -47 which decreased total open position to 360
On 13 Nov IGL was trading at 419.50. The strike last trading price was 0.6, which was -0.40 lower than the previous day. The implied volatity was 31.24, the open interest changed by -77 which decreased total open position to 413
On 12 Nov IGL was trading at 427.30. The strike last trading price was 1, which was -0.90 lower than the previous day. The implied volatity was 29.51, the open interest changed by 12 which increased total open position to 521
On 11 Nov IGL was trading at 440.95. The strike last trading price was 1.9, which was -1.10 lower than the previous day. The implied volatity was 26.65, the open interest changed by -18 which decreased total open position to 505
On 8 Nov IGL was trading at 442.35. The strike last trading price was 3, which was -0.15 lower than the previous day. The implied volatity was 26.09, the open interest changed by 78 which increased total open position to 517
On 7 Nov IGL was trading at 436.80. The strike last trading price was 3.15, which was 0.85 higher than the previous day. The implied volatity was 30.25, the open interest changed by 168 which increased total open position to 444
On 6 Nov IGL was trading at 431.85. The strike last trading price was 2.3, which was 0.65 higher than the previous day. The implied volatity was 29.40, the open interest changed by 95 which increased total open position to 275
On 5 Nov IGL was trading at 420.55. The strike last trading price was 1.65, which was 0.35 higher than the previous day. The implied volatity was 31.46, the open interest changed by 36 which increased total open position to 187
On 4 Nov IGL was trading at 412.60. The strike last trading price was 1.3, which was -1.45 lower than the previous day. The implied volatity was 33.51, the open interest changed by -11 which decreased total open position to 151
On 1 Nov IGL was trading at 421.70. The strike last trading price was 2.75, which was 0.00 lower than the previous day. The implied volatity was 33.87, the open interest changed by -3 which decreased total open position to 162
On 31 Oct IGL was trading at 420.15. The strike last trading price was 2.75, which was -0.75 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 3.5, which was 0.10 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 3.4, which was -0.05 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 3.45, which was -1.10 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 4.55, which was -2.20 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 6.75, which was -1.10 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 7.85, which was -0.75 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 8.6, which was -0.85 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 9.45, which was -81.60 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 91.05, 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 91.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IGL 28NOV2024 470 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 405.80 | 55.1 | 16.95 | - | 2 | 1 | 20 |
| 13 Nov | 419.50 | 38.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 427.30 | 38.15 | 0.00 | 0.00 | 0 | 3 | 0 |
| 11 Nov | 440.95 | 38.15 | 4.15 | 54.69 | 6 | 0 | 16 |
| 8 Nov | 442.35 | 34 | -4.70 | 46.52 | 21 | 1 | 16 |
| 7 Nov | 436.80 | 38.7 | -6.05 | 46.27 | 9 | -3 | 15 |
| 6 Nov | 431.85 | 44.75 | -10.25 | 52.42 | 3 | 0 | 20 |
| 5 Nov | 420.55 | 55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 412.60 | 55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 421.70 | 55 | 0.00 | 0.00 | 0 | 4 | 0 |
| 31 Oct | 420.15 | 55 | 0.15 | - | 11 | 3 | 19 |
| 30 Oct | 420.90 | 54.85 | -2.50 | - | 6 | 2 | 14 |
| 29 Oct | 417.20 | 57.35 | 48.10 | - | 12 | 2 | 2 |
| 28 Oct | 404.70 | 9.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 413.55 | 9.25 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 428.35 | 9.25 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 433.15 | 9.25 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 433.05 | 9.25 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 443.15 | 9.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 451.70 | 9.25 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 504.55 | 9.25 | - | 0 | 0 | 0 | |
For Indraprastha Gas Ltd - strike price 470 expiring on 28NOV2024
Delta for 470 PE is -
Historical price for 470 PE is as follows
On 14 Nov IGL was trading at 405.80. The strike last trading price was 55.1, which was 16.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 20
On 13 Nov IGL was trading at 419.50. The strike last trading price was 38.15, 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 38.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 11 Nov IGL was trading at 440.95. The strike last trading price was 38.15, which was 4.15 higher than the previous day. The implied volatity was 54.69, the open interest changed by 0 which decreased total open position to 16
On 8 Nov IGL was trading at 442.35. The strike last trading price was 34, which was -4.70 lower than the previous day. The implied volatity was 46.52, the open interest changed by 1 which increased total open position to 16
On 7 Nov IGL was trading at 436.80. The strike last trading price was 38.7, which was -6.05 lower than the previous day. The implied volatity was 46.27, the open interest changed by -3 which decreased total open position to 15
On 6 Nov IGL was trading at 431.85. The strike last trading price was 44.75, which was -10.25 lower than the previous day. The implied volatity was 52.42, the open interest changed by 0 which decreased total open position to 20
On 5 Nov IGL was trading at 420.55. The strike last trading price was 55, 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 Nov IGL was trading at 412.60. The strike last trading price was 55, 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 55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 31 Oct IGL was trading at 420.15. The strike last trading price was 55, which was 0.15 higher 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 54.85, which was -2.50 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 57.35, which was 48.10 higher 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 9.25, 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 25 Oct IGL was trading at 413.55. The strike last trading price was 9.25, 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 9.25, 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 9.25, 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 9.25, 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 9.25, 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 18 Oct IGL was trading at 451.70. The strike last trading price was 9.25, 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 9.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
