IGL
Indraprastha Gas Ltd
Historical option data for IGL
14 Nov 2024 04:10 PM IST
| IGL 28NOV2024 480 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.06
Theta: -0.09
Gamma: 0.00
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| 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 | |||
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| 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
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| 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
