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[--[65.84.65.76]--]
IGL
Indraprastha Gas Ltd

184.88 -3.44 (-1.83%)

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Historical option data for IGL

13 Mar 2025 04:10 PM IST
IGL 27MAR2025 155 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
13 Mar 184.88 92.8 0 - 0 0 0
12 Mar 188.32 92.8 0 - 0 0 0
11 Mar 187.16 92.8 0 - 0 0 0
10 Mar 183.02 92.8 0 - 0 0 0
7 Mar 188.49 92.8 0 - 0 0 0
6 Mar 188.09 92.8 0 - 0 0 0
5 Mar 182.32 92.8 0 - 0 0 0
4 Mar 180.59 92.8 0 - 0 0 0
3 Mar 182.53 92.8 0 - 0 0 0
28 Feb 189.48 92.8 0 - 0 0 0


For Indraprastha Gas Ltd - strike price 155 expiring on 27MAR2025

Delta for 155 CE is -

Historical price for 155 CE is as follows

On 13 Mar IGL was trading at 184.88. The strike last trading price was 92.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Mar IGL was trading at 188.32. The strike last trading price was 92.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Mar IGL was trading at 187.16. The strike last trading price was 92.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Mar IGL was trading at 183.02. The strike last trading price was 92.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Mar IGL was trading at 188.49. The strike last trading price was 92.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Mar IGL was trading at 188.09. The strike last trading price was 92.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Mar IGL was trading at 182.32. The strike last trading price was 92.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Mar IGL was trading at 180.59. The strike last trading price was 92.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Mar IGL was trading at 182.53. The strike last trading price was 92.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Feb IGL was trading at 189.48. The strike last trading price was 92.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


IGL 27MAR2025 155 PE
Delta: -0.04
Vega: 0.03
Theta: -0.05
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 184.88 0.3 0 53.37 9 -7 168
12 Mar 188.32 0.25 -0.05 53.42 24 -9 179
11 Mar 187.16 0.3 -0.25 52.84 59 -18 179
10 Mar 183.02 0.55 0.1 52.53 37 2 185
7 Mar 188.49 0.45 0 52.08 3 -1 183
6 Mar 188.09 0.45 -0.35 50.77 39 13 184
5 Mar 182.32 0.85 -0.1 50.19 48 -11 172
4 Mar 180.59 0.95 0.05 48.71 162 67 184
3 Mar 182.53 0.95 0.3 50.22 153 54 119
28 Feb 189.48 0.65 -6.05 50.70 98 54 54


For Indraprastha Gas Ltd - strike price 155 expiring on 27MAR2025

Delta for 155 PE is -0.04

Historical price for 155 PE is as follows

On 13 Mar IGL was trading at 184.88. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 53.37, the open interest changed by -7 which decreased total open position to 168


On 12 Mar IGL was trading at 188.32. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 53.42, the open interest changed by -9 which decreased total open position to 179


On 11 Mar IGL was trading at 187.16. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 52.84, the open interest changed by -18 which decreased total open position to 179


On 10 Mar IGL was trading at 183.02. The strike last trading price was 0.55, which was 0.1 higher than the previous day. The implied volatity was 52.53, the open interest changed by 2 which increased total open position to 185


On 7 Mar IGL was trading at 188.49. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 52.08, the open interest changed by -1 which decreased total open position to 183


On 6 Mar IGL was trading at 188.09. The strike last trading price was 0.45, which was -0.35 lower than the previous day. The implied volatity was 50.77, the open interest changed by 13 which increased total open position to 184


On 5 Mar IGL was trading at 182.32. The strike last trading price was 0.85, which was -0.1 lower than the previous day. The implied volatity was 50.19, the open interest changed by -11 which decreased total open position to 172


On 4 Mar IGL was trading at 180.59. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 48.71, the open interest changed by 67 which increased total open position to 184


On 3 Mar IGL was trading at 182.53. The strike last trading price was 0.95, which was 0.3 higher than the previous day. The implied volatity was 50.22, the open interest changed by 54 which increased total open position to 119


On 28 Feb IGL was trading at 189.48. The strike last trading price was 0.65, which was -6.05 lower than the previous day. The implied volatity was 50.70, the open interest changed by 54 which increased total open position to 54