IGL
Indraprastha Gas Ltd
Historical option data for IGL
27 Dec 2024 04:10 PM IST
| IGL 30JAN2025 480 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.10
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 390.10 | 0.65 | -0.20 | 35.77 | 126 | 36 | 205 | |||
| 26 Dec | 390.50 | 0.85 | -0.65 | 36.71 | 175 | 54 | 169 | |||
| 24 Dec | 397.35 | 1.5 | 0.05 | 37.84 | 179 | 64 | 111 | |||
| 23 Dec | 390.10 | 1.45 | -0.65 | 39.46 | 43 | 19 | 48 | |||
| 20 Dec | 388.30 | 2.1 | -0.20 | 43.46 | 24 | 15 | 30 | |||
| 19 Dec | 389.85 | 2.3 | -1.10 | 42.58 | 10 | 7 | 15 | |||
| 18 Dec | 398.40 | 3.4 | 3.40 | 40.33 | 8 | 7 | 7 | |||
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| 14 Nov | 405.80 | 0 | 0.00 | 8.91 | 0 | 0 | 0 | |||
| 13 Nov | 419.50 | 0 | 0.00 | 7.25 | 0 | 0 | 0 | |||
| 12 Nov | 427.30 | 0 | 0.00 | 5.58 | 0 | 0 | 0 | |||
| 11 Nov | 440.95 | 0 | 0.00 | 3.85 | 0 | 0 | 0 | |||
| 8 Nov | 442.35 | 0 | 0.00 | 3.65 | 0 | 0 | 0 | |||
| 7 Nov | 436.80 | 0 | 0.00 | 4.13 | 0 | 0 | 0 | |||
| 6 Nov | 431.85 | 0 | 0.00 | 4.64 | 0 | 0 | 0 | |||
| 5 Nov | 420.55 | 0 | 0.00 | 6.25 | 0 | 0 | 0 | |||
| 4 Nov | 412.60 | 0 | 7.02 | 0 | 0 | 0 | ||||
For Indraprastha Gas Ltd - strike price 480 expiring on 30JAN2025
Delta for 480 CE is 0.04
Historical price for 480 CE is as follows
On 27 Dec IGL was trading at 390.10. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 35.77, the open interest changed by 36 which increased total open position to 205
On 26 Dec IGL was trading at 390.50. The strike last trading price was 0.85, which was -0.65 lower than the previous day. The implied volatity was 36.71, the open interest changed by 54 which increased total open position to 169
On 24 Dec IGL was trading at 397.35. The strike last trading price was 1.5, which was 0.05 higher than the previous day. The implied volatity was 37.84, the open interest changed by 64 which increased total open position to 111
On 23 Dec IGL was trading at 390.10. The strike last trading price was 1.45, which was -0.65 lower than the previous day. The implied volatity was 39.46, the open interest changed by 19 which increased total open position to 48
On 20 Dec IGL was trading at 388.30. The strike last trading price was 2.1, which was -0.20 lower than the previous day. The implied volatity was 43.46, the open interest changed by 15 which increased total open position to 30
On 19 Dec IGL was trading at 389.85. The strike last trading price was 2.3, which was -1.10 lower than the previous day. The implied volatity was 42.58, the open interest changed by 7 which increased total open position to 15
On 18 Dec IGL was trading at 398.40. The strike last trading price was 3.4, which was 3.40 higher than the previous day. The implied volatity was 40.33, the open interest changed by 7 which increased total open position to 7
On 14 Nov IGL was trading at 405.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 8.91, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.25, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.58, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.85, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.65, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.13, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.64, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.25, 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 0, which was lower than the previous day. The implied volatity was 7.02, the open interest changed by 0 which decreased total open position to 0
| IGL 30JAN2025 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 |
| 27 Dec | 390.10 | 92.5 | 0.00 | 0.00 | 0 | 80 | 0 |
| 26 Dec | 390.50 | 92.5 | 5.45 | 66.29 | 81 | 77 | 95 |
| 24 Dec | 397.35 | 87.05 | -11.95 | 61.54 | 14 | 13 | 17 |
| 23 Dec | 390.10 | 99 | 33.10 | 79.65 | 4 | 0 | 0 |
| 20 Dec | 388.30 | 65.9 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 389.85 | 65.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 398.40 | 65.9 | 65.90 | - | 0 | 0 | 0 |
| 14 Nov | 405.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 419.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 427.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 440.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 442.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 436.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 431.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 420.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 412.60 | 0 | - | 0 | 0 | 0 | |
For Indraprastha Gas Ltd - strike price 480 expiring on 30JAN2025
Delta for 480 PE is 0.00
Historical price for 480 PE is as follows
On 27 Dec IGL was trading at 390.10. The strike last trading price was 92.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 80 which increased total open position to 0
On 26 Dec IGL was trading at 390.50. The strike last trading price was 92.5, which was 5.45 higher than the previous day. The implied volatity was 66.29, the open interest changed by 77 which increased total open position to 95
On 24 Dec IGL was trading at 397.35. The strike last trading price was 87.05, which was -11.95 lower than the previous day. The implied volatity was 61.54, the open interest changed by 13 which increased total open position to 17
On 23 Dec IGL was trading at 390.10. The strike last trading price was 99, which was 33.10 higher than the previous day. The implied volatity was 79.65, the open interest changed by 0 which decreased total open position to 0
On 20 Dec IGL was trading at 388.30. The strike last trading price was 65.9, 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 Dec IGL was trading at 389.85. The strike last trading price was 65.9, 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 Dec IGL was trading at 398.40. The strike last trading price was 65.9, which was 65.90 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
