IGL
INDRAPRASTHA GAS LTD
Historical option data for IGL
05 Jul 2024 04:10 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 522.30 | 4.25 | 0.00 | - | 6,76,500 | 89,375 | 3,98,750 | |||
| 4 Jul | 518.20 | 4.25 | - | 3,75,375 | -57,750 | 3,09,375 | ||||
| 3 Jul | 517.45 | 4.55 | - | 2,99,750 | -13,750 | 3,67,125 | ||||
| 2 Jul | 519.60 | 5.35 | - | 26,45,500 | -1,03,125 | 3,78,125 | ||||
| 1 Jul | 524.90 | 7.75 | - | 34,99,375 | 3,69,875 | 4,81,250 | ||||
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| 28 Jun | 503.70 | 3.6 | - | 3,31,375 | 1,11,375 | 1,11,375 | ||||
For INDRAPRASTHA GAS LTD - strike price 570 expiring on 25JUL2024
Delta for 570 CE is -
Historical price for 570 CE is as follows
On 5 Jul IGL was trading at 522.30. The strike last trading price was 4.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 89375 which increased total open position to 398750
On 4 Jul IGL was trading at 518.20. The strike last trading price was 4.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -57750 which decreased total open position to 309375
On 3 Jul IGL was trading at 517.45. The strike last trading price was 4.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -13750 which decreased total open position to 367125
On 2 Jul IGL was trading at 519.60. The strike last trading price was 5.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -103125 which decreased total open position to 378125
On 1 Jul IGL was trading at 524.90. The strike last trading price was 7.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 369875 which increased total open position to 481250
On 28 Jun IGL was trading at 503.70. The strike last trading price was 3.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 111375 which increased total open position to 111375
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 522.30 | 56.4 | 0.00 | - | 0 | 5,500 | 0 |
| 4 Jul | 518.20 | 56.4 | - | 1,375 | 5,500 | 5,500 | |
| 3 Jul | 517.45 | 49.55 | - | 0 | 1,375 | 0 | |
| 2 Jul | 519.60 | 49.55 | - | 6,875 | 4,125 | 6,875 | |
| 1 Jul | 524.90 | 52.5 | - | 11,000 | 2,750 | 2,750 | |
| 28 Jun | 503.70 | 66.35 | - | 1,375 | 0 | 0 | |
For INDRAPRASTHA GAS LTD - strike price 570 expiring on 25JUL2024
Delta for 570 PE is -
Historical price for 570 PE is as follows
On 5 Jul IGL was trading at 522.30. The strike last trading price was 56.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 0
On 4 Jul IGL was trading at 518.20. The strike last trading price was 56.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 5500
On 3 Jul IGL was trading at 517.45. The strike last trading price was 49.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1375 which increased total open position to 0
On 2 Jul IGL was trading at 519.60. The strike last trading price was 49.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 4125 which increased total open position to 6875
On 1 Jul IGL was trading at 524.90. The strike last trading price was 52.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 2750 which increased total open position to 2750
On 28 Jun IGL was trading at 503.70. The strike last trading price was 66.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0