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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 480 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 -0.05 43.07 143 -4 451
13 Nov 419.50 0.45 -0.20 34.25 179 -29 456
12 Nov 427.30 0.65 -0.50 31.64 298 29 486
11 Nov 440.95 1.15 -0.65 28.37 485 28 461
8 Nov 442.35 1.8 -0.25 27.22 826 -44 438
7 Nov 436.80 2.05 0.55 31.39 698 56 480
6 Nov 431.85 1.5 0.35 30.68 937 -171 433
5 Nov 420.55 1.15 0.25 33.05 104 0 599
4 Nov 412.60 0.9 -1.10 34.83 366 94 599
1 Nov 421.70 2 0.15 35.19 11 3 503
31 Oct 420.15 1.85 -0.80 - 490 167 502
30 Oct 420.90 2.65 0.20 - 364 116 335
29 Oct 417.20 2.45 -0.25 - 352 100 219
28 Oct 404.70 2.7 -0.85 - 76 7 116
25 Oct 413.55 3.55 -1.55 - 86 -3 109
24 Oct 428.35 5.1 -0.85 - 71 18 112
23 Oct 433.15 5.95 -0.45 - 72 15 93
22 Oct 433.05 6.4 -0.80 - 100 -17 76
21 Oct 443.15 7.2 -3.45 - 135 14 90
18 Oct 451.70 10.65 -72.85 - 180 77 77
17 Oct 504.55 83.5 83.50 - 0 0 0
16 Sept 529.85 0 0.00 - 0 0 0
12 Sept 524.80 0 0.00 - 0 0 0
11 Sept 527.85 0 - 0 0 0


For Indraprastha Gas Ltd - strike price 480 expiring on 28NOV2024

Delta for 480 CE is 0.03

Historical price for 480 CE is as follows

On 14 Nov IGL was trading at 405.80. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 43.07, the open interest changed by -4 which decreased total open position to 451


On 13 Nov IGL was trading at 419.50. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was 34.25, the open interest changed by -29 which decreased total open position to 456


On 12 Nov IGL was trading at 427.30. The strike last trading price was 0.65, which was -0.50 lower than the previous day. The implied volatity was 31.64, the open interest changed by 29 which increased total open position to 486


On 11 Nov IGL was trading at 440.95. The strike last trading price was 1.15, which was -0.65 lower than the previous day. The implied volatity was 28.37, the open interest changed by 28 which increased total open position to 461


On 8 Nov IGL was trading at 442.35. The strike last trading price was 1.8, which was -0.25 lower than the previous day. The implied volatity was 27.22, the open interest changed by -44 which decreased total open position to 438


On 7 Nov IGL was trading at 436.80. The strike last trading price was 2.05, which was 0.55 higher than the previous day. The implied volatity was 31.39, the open interest changed by 56 which increased total open position to 480


On 6 Nov IGL was trading at 431.85. The strike last trading price was 1.5, which was 0.35 higher than the previous day. The implied volatity was 30.68, the open interest changed by -171 which decreased total open position to 433


On 5 Nov IGL was trading at 420.55. The strike last trading price was 1.15, which was 0.25 higher than the previous day. The implied volatity was 33.05, the open interest changed by 0 which decreased total open position to 599


On 4 Nov IGL was trading at 412.60. The strike last trading price was 0.9, which was -1.10 lower than the previous day. The implied volatity was 34.83, the open interest changed by 94 which increased total open position to 599


On 1 Nov IGL was trading at 421.70. The strike last trading price was 2, which was 0.15 higher than the previous day. The implied volatity was 35.19, the open interest changed by 3 which increased total open position to 503


On 31 Oct IGL was trading at 420.15. The strike last trading price was 1.85, which was -0.80 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 2.65, which was 0.20 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 2.45, which was -0.25 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 2.7, 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 25 Oct IGL was trading at 413.55. The strike last trading price was 3.55, 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 24 Oct IGL was trading at 428.35. The strike last trading price was 5.1, 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 23 Oct IGL was trading at 433.15. The strike last trading price was 5.95, which was -0.45 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 -0.80 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 7.2, which was -3.45 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 10.65, which was -72.85 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 83.5, which was 83.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Sept IGL was trading at 529.85. 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 12 Sept IGL was trading at 524.80. 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 Sept IGL was trading at 527.85. 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 28NOV2024 480 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 405.80 55 0.00 0.00 0 0 0
13 Nov 419.50 55 0.00 0.00 0 -1 0
12 Nov 427.30 55 11.65 59.83 4 1 27
11 Nov 440.95 43.35 -0.10 47.12 16 1 25
8 Nov 442.35 43.45 -0.35 52.58 14 8 23
7 Nov 436.80 43.8 -11.20 37.49 4 0 15
6 Nov 431.85 55 -8.35 59.88 3 -1 16
5 Nov 420.55 63.35 -8.15 61.37 7 -4 17
4 Nov 412.60 71.5 4.50 64.06 4 0 21
1 Nov 421.70 67 0.00 0.00 0 0 0
31 Oct 420.15 67 0.00 - 0 19 0
30 Oct 420.90 67 13.00 - 27 20 22
29 Oct 417.20 54 0.00 - 0 0 0
28 Oct 404.70 54 0.00 - 0 0 0
25 Oct 413.55 54 0.00 - 0 -1 0
24 Oct 428.35 54 6.00 - 1 0 3
23 Oct 433.15 48 0.00 - 0 1 0
22 Oct 433.05 48 11.00 - 1 0 2
21 Oct 443.15 37 0.00 - 0 2 0
18 Oct 451.70 37 25.50 - 2 1 1
17 Oct 504.55 11.5 11.50 - 0 0 0
16 Sept 529.85 0 0.00 - 0 0 0
12 Sept 524.80 0 0.00 - 0 0 0
11 Sept 527.85 0 - 0 0 0


For Indraprastha Gas Ltd - strike price 480 expiring on 28NOV2024

Delta for 480 PE is 0.00

Historical price for 480 PE is as follows

On 14 Nov IGL was trading at 405.80. 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 13 Nov IGL was trading at 419.50. 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 -1 which decreased total open position to 0


On 12 Nov IGL was trading at 427.30. The strike last trading price was 55, which was 11.65 higher than the previous day. The implied volatity was 59.83, the open interest changed by 1 which increased total open position to 27


On 11 Nov IGL was trading at 440.95. The strike last trading price was 43.35, which was -0.10 lower than the previous day. The implied volatity was 47.12, the open interest changed by 1 which increased total open position to 25


On 8 Nov IGL was trading at 442.35. The strike last trading price was 43.45, which was -0.35 lower than the previous day. The implied volatity was 52.58, the open interest changed by 8 which increased total open position to 23


On 7 Nov IGL was trading at 436.80. The strike last trading price was 43.8, which was -11.20 lower than the previous day. The implied volatity was 37.49, the open interest changed by 0 which decreased total open position to 15


On 6 Nov IGL was trading at 431.85. The strike last trading price was 55, which was -8.35 lower than the previous day. The implied volatity was 59.88, the open interest changed by -1 which decreased total open position to 16


On 5 Nov IGL was trading at 420.55. The strike last trading price was 63.35, which was -8.15 lower than the previous day. The implied volatity was 61.37, the open interest changed by -4 which decreased total open position to 17


On 4 Nov IGL was trading at 412.60. The strike last trading price was 71.5, which was 4.50 higher than the previous day. The implied volatity was 64.06, the open interest changed by 0 which decreased total open position to 21


On 1 Nov IGL was trading at 421.70. The strike last trading price was 67, 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 31 Oct IGL was trading at 420.15. The strike last trading price was 67, 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 Oct IGL was trading at 420.90. The strike last trading price was 67, which was 13.00 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 54, 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 28 Oct IGL was trading at 404.70. The strike last trading price was 54, 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 54, 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 54, which was 6.00 higher 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 48, 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 48, which was 11.00 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 37, 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 37, which was 25.50 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 11.5, which was 11.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Sept IGL was trading at 529.85. 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 12 Sept IGL was trading at 524.80. 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 Sept IGL was trading at 527.85. 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