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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 500 CE
Delta: 0.02
Vega: 0.04
Theta: -0.06
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 405.80 0.25 0.05 48.31 112 -67 707
13 Nov 419.50 0.2 -0.10 38.03 158 -18 783
12 Nov 427.30 0.3 -0.15 35.70 191 16 804
11 Nov 440.95 0.45 -0.25 31.67 298 -8 790
8 Nov 442.35 0.7 -0.20 29.88 369 4 791
7 Nov 436.80 0.9 0.15 33.81 328 17 784
6 Nov 431.85 0.75 0.10 34.03 638 72 782
5 Nov 420.55 0.65 -0.05 36.77 383 44 712
4 Nov 412.60 0.7 -0.50 40.40 290 64 664
1 Nov 421.70 1.2 0.05 38.52 56 11 599
31 Oct 420.15 1.15 -0.35 - 229 100 588
30 Oct 420.90 1.5 0.00 - 333 81 489
29 Oct 417.20 1.5 -0.25 - 646 -71 400
28 Oct 404.70 1.75 -0.65 - 407 18 471
25 Oct 413.55 2.4 -0.60 - 210 39 453
24 Oct 428.35 3 -0.40 - 160 2 417
23 Oct 433.15 3.4 -0.15 - 214 16 416
22 Oct 433.05 3.55 -0.55 - 381 41 400
21 Oct 443.15 4.1 -1.95 - 387 35 356
18 Oct 451.70 6.05 -14.20 - 826 314 319
17 Oct 504.55 20.25 -11.65 - 6 4 5
16 Oct 518.55 31.9 0.00 - 0 1 0
15 Oct 524.65 31.9 -37.50 - 1 0 0
14 Oct 518.00 69.4 0.00 - 0 0 0
11 Oct 540.55 69.4 0.00 - 0 0 0
9 Oct 532.50 69.4 0.00 - 0 0 0
7 Oct 542.15 69.4 0.00 - 0 0 0
1 Oct 558.40 69.4 0.00 - 0 0 0
30 Sept 558.55 69.4 69.40 - 0 0 0
19 Sept 542.60 0 0.00 - 0 0 0
18 Sept 535.50 0 0.00 - 0 0 0
17 Sept 548.10 0 0.00 - 0 0 0
16 Sept 529.85 0 0.00 - 0 0 0
13 Sept 517.15 0 0.00 - 0 0 0
12 Sept 524.80 0 0.00 - 0 0 0
11 Sept 527.85 0 0.00 - 0 0 0
10 Sept 539.65 0 0.00 - 0 0 0
9 Sept 532.05 0 0.00 - 0 0 0
6 Sept 542.35 0 0.00 - 0 0 0
4 Sept 549.00 0 0.00 - 0 0 0
2 Sept 547.50 0 - 0 0 0


For Indraprastha Gas Ltd - strike price 500 expiring on 28NOV2024

Delta for 500 CE is 0.02

Historical price for 500 CE is as follows

On 14 Nov IGL was trading at 405.80. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 48.31, the open interest changed by -67 which decreased total open position to 707


On 13 Nov IGL was trading at 419.50. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 38.03, the open interest changed by -18 which decreased total open position to 783


On 12 Nov IGL was trading at 427.30. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 35.70, the open interest changed by 16 which increased total open position to 804


On 11 Nov IGL was trading at 440.95. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 31.67, the open interest changed by -8 which decreased total open position to 790


On 8 Nov IGL was trading at 442.35. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 29.88, the open interest changed by 4 which increased total open position to 791


On 7 Nov IGL was trading at 436.80. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 33.81, the open interest changed by 17 which increased total open position to 784


On 6 Nov IGL was trading at 431.85. The strike last trading price was 0.75, which was 0.10 higher than the previous day. The implied volatity was 34.03, the open interest changed by 72 which increased total open position to 782


On 5 Nov IGL was trading at 420.55. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 36.77, the open interest changed by 44 which increased total open position to 712


On 4 Nov IGL was trading at 412.60. The strike last trading price was 0.7, which was -0.50 lower than the previous day. The implied volatity was 40.40, the open interest changed by 64 which increased total open position to 664


On 1 Nov IGL was trading at 421.70. The strike last trading price was 1.2, which was 0.05 higher than the previous day. The implied volatity was 38.52, the open interest changed by 11 which increased total open position to 599


On 31 Oct IGL was trading at 420.15. The strike last trading price was 1.15, which was -0.35 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 1.5, 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 29 Oct IGL was trading at 417.20. The strike last trading price was 1.5, 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 1.75, which was -0.65 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 2.4, which was -0.60 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 3, which was -0.40 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 3.4, which was -0.15 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 3.55, which was -0.55 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 4.1, which was -1.95 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 6.05, which was -14.20 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 20.25, which was -11.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct IGL was trading at 518.55. The strike last trading price was 31.9, 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 15 Oct IGL was trading at 524.65. The strike last trading price was 31.9, which was -37.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct IGL was trading at 518.00. The strike last trading price was 69.4, 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 Oct IGL was trading at 540.55. The strike last trading price was 69.4, 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 9 Oct IGL was trading at 532.50. The strike last trading price was 69.4, 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 7 Oct IGL was trading at 542.15. The strike last trading price was 69.4, 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 1 Oct IGL was trading at 558.40. The strike last trading price was 69.4, 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 Sept IGL was trading at 558.55. The strike last trading price was 69.4, which was 69.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept IGL was trading at 542.60. 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 18 Sept IGL was trading at 535.50. 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 which decreased total open position to


On 17 Sept IGL was trading at 548.10. 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 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 13 Sept IGL was trading at 517.15. 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept IGL was trading at 539.65. 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 9 Sept IGL was trading at 532.05. 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 6 Sept IGL was trading at 542.35. 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 which decreased total open position to


On 4 Sept IGL was trading at 549.00. 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 2 Sept IGL was trading at 547.50. 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 500 PE
Delta: -0.94
Vega: 0.10
Theta: -0.09
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 405.80 92.4 12.40 64.40 11 -1 335
13 Nov 419.50 80 8.00 70.78 8 -1 337
12 Nov 427.30 72 9.35 59.09 11 0 346
11 Nov 440.95 62.65 0.65 57.46 7 0 346
8 Nov 442.35 62 -2.30 61.64 32 -3 338
7 Nov 436.80 64.3 -11.20 50.57 14 -4 341
6 Nov 431.85 75.5 -16.50 73.79 17 1 357
5 Nov 420.55 92 -1.25 98.30 37 9 355
4 Nov 412.60 93.25 11.50 80.72 24 -1 346
1 Nov 421.70 81.75 -0.25 62.03 23 13 343
31 Oct 420.15 82 4.10 - 72 67 328
30 Oct 420.90 77.9 -8.10 - 46 37 259
29 Oct 417.20 86 -7.00 - 20 6 219
28 Oct 404.70 93 3.65 - 82 13 147
25 Oct 413.55 89.35 17.35 - 9 3 134
24 Oct 428.35 72 4.00 - 11 -2 131
23 Oct 433.15 68 0.00 - 9 1 128
22 Oct 433.05 68 6.45 - 12 -2 126
21 Oct 443.15 61.55 10.05 - 46 1 128
18 Oct 451.70 51.5 32.35 - 82 7 126
17 Oct 504.55 19.15 6.10 - 50 9 117
16 Oct 518.55 13.05 2.65 - 37 24 108
15 Oct 524.65 10.4 -2.10 - 39 2 83
14 Oct 518.00 12.5 6.55 - 121 58 81
11 Oct 540.55 5.95 -3.05 - 255 14 23
9 Oct 532.50 9 1.15 - 2 1 8
7 Oct 542.15 7.85 1.85 - 6 3 7
1 Oct 558.40 6 -2.30 - 2 0 3
30 Sept 558.55 8.3 -3.00 - 2 0 2
19 Sept 542.60 11.3 -0.15 - 1 0 2
18 Sept 535.50 11.45 1.45 - 2 1 1
17 Sept 548.10 10 -5.00 - 3 -2 1
16 Sept 529.85 15 0.00 - 0 2 0
13 Sept 517.15 15 0.00 - 2 1 2
12 Sept 524.80 15 0.00 - 0 1 0
11 Sept 527.85 15 -2.05 - 1 0 0
10 Sept 539.65 17.05 17.05 - 0 0 0
9 Sept 532.05 0 0.00 - 0 0 0
6 Sept 542.35 0 0.00 - 0 0 0
4 Sept 549.00 0 0.00 - 0 0 0
2 Sept 547.50 0 - 0 0 0


For Indraprastha Gas Ltd - strike price 500 expiring on 28NOV2024

Delta for 500 PE is -0.94

Historical price for 500 PE is as follows

On 14 Nov IGL was trading at 405.80. The strike last trading price was 92.4, which was 12.40 higher than the previous day. The implied volatity was 64.40, the open interest changed by -1 which decreased total open position to 335


On 13 Nov IGL was trading at 419.50. The strike last trading price was 80, which was 8.00 higher than the previous day. The implied volatity was 70.78, the open interest changed by -1 which decreased total open position to 337


On 12 Nov IGL was trading at 427.30. The strike last trading price was 72, which was 9.35 higher than the previous day. The implied volatity was 59.09, the open interest changed by 0 which decreased total open position to 346


On 11 Nov IGL was trading at 440.95. The strike last trading price was 62.65, which was 0.65 higher than the previous day. The implied volatity was 57.46, the open interest changed by 0 which decreased total open position to 346


On 8 Nov IGL was trading at 442.35. The strike last trading price was 62, which was -2.30 lower than the previous day. The implied volatity was 61.64, the open interest changed by -3 which decreased total open position to 338


On 7 Nov IGL was trading at 436.80. The strike last trading price was 64.3, which was -11.20 lower than the previous day. The implied volatity was 50.57, the open interest changed by -4 which decreased total open position to 341


On 6 Nov IGL was trading at 431.85. The strike last trading price was 75.5, which was -16.50 lower than the previous day. The implied volatity was 73.79, the open interest changed by 1 which increased total open position to 357


On 5 Nov IGL was trading at 420.55. The strike last trading price was 92, which was -1.25 lower than the previous day. The implied volatity was 98.30, the open interest changed by 9 which increased total open position to 355


On 4 Nov IGL was trading at 412.60. The strike last trading price was 93.25, which was 11.50 higher than the previous day. The implied volatity was 80.72, the open interest changed by -1 which decreased total open position to 346


On 1 Nov IGL was trading at 421.70. The strike last trading price was 81.75, which was -0.25 lower than the previous day. The implied volatity was 62.03, the open interest changed by 13 which increased total open position to 343


On 31 Oct IGL was trading at 420.15. The strike last trading price was 82, which was 4.10 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 77.9, which was -8.10 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 86, which was -7.00 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 93, which was 3.65 higher 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 89.35, which was 17.35 higher 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 72, which was 4.00 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 68, 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 68, which was 6.45 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 61.55, which was 10.05 higher 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 51.5, which was 32.35 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 19.15, which was 6.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct IGL was trading at 518.55. The strike last trading price was 13.05, which was 2.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct IGL was trading at 524.65. The strike last trading price was 10.4, which was -2.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct IGL was trading at 518.00. The strike last trading price was 12.5, which was 6.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct IGL was trading at 540.55. The strike last trading price was 5.95, which was -3.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct IGL was trading at 532.50. The strike last trading price was 9, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct IGL was trading at 542.15. The strike last trading price was 7.85, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct IGL was trading at 558.40. The strike last trading price was 6, which was -2.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept IGL was trading at 558.55. The strike last trading price was 8.3, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept IGL was trading at 542.60. The strike last trading price was 11.3, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept IGL was trading at 535.50. The strike last trading price was 11.45, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Sept IGL was trading at 548.10. The strike last trading price was 10, which was -5.00 lower 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 15, 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 13 Sept IGL was trading at 517.15. The strike last trading price was 15, 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 15, 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 15, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept IGL was trading at 539.65. The strike last trading price was 17.05, which was 17.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept IGL was trading at 532.05. 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 6 Sept IGL was trading at 542.35. 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 which decreased total open position to


On 4 Sept IGL was trading at 549.00. 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 2 Sept IGL was trading at 547.50. 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