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

405.8 -13.70 (-3.27%)

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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