IGL
Indraprastha Gas Ltd
Historical option data for IGL
09 Apr 2025 04:10 PM IST
| IGL 24APR2025 162.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.78
Vega: 0.10
Theta: -0.22
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 9 Apr | 174.88 | 15.7 | -3.8 | 53.10 | 43 | 20 | 36 | |||
| 8 Apr | 181.25 | 19.5 | -7.35 | 24.34 | 21 | 10 | 16 | |||
| 7 Apr | 187.82 | 26.75 | -10.8 | 47.08 | 5 | -1 | 3 | |||
| 4 Apr | 198.06 | 37.55 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 207.84 | 37.55 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 202.94 | 37.55 | 0 | 0.00 | 0 | 3 | 0 | |||
| 1 Apr | 201.41 | 37.55 | 0.15 | - | 11 | 2 | 3 | |||
| 28 Mar | 203.12 | 37.4 | -0.4 | - | 2 | 1 | 1 | |||
| 27 Mar | 195.50 | 37.8 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 195.06 | 37.8 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 199.40 | 37.8 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 203.47 | 37.8 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 198.14 | 37.8 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 197.60 | 37.8 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 187.61 | 37.8 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 184.88 | 37.8 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 188.32 | 37.8 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 187.16 | 37.8 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 183.02 | 37.8 | 0 | - | 0 | 0 | 0 | |||
For Indraprastha Gas Ltd - strike price 162.5 expiring on 24APR2025
Delta for 162.5 CE is 0.78
Historical price for 162.5 CE is as follows
On 9 Apr IGL was trading at 174.88. The strike last trading price was 15.7, which was -3.8 lower than the previous day. The implied volatity was 53.10, the open interest changed by 20 which increased total open position to 36
On 8 Apr IGL was trading at 181.25. The strike last trading price was 19.5, which was -7.35 lower than the previous day. The implied volatity was 24.34, the open interest changed by 10 which increased total open position to 16
On 7 Apr IGL was trading at 187.82. The strike last trading price was 26.75, which was -10.8 lower than the previous day. The implied volatity was 47.08, the open interest changed by -1 which decreased total open position to 3
On 4 Apr IGL was trading at 198.06. The strike last trading price was 37.55, which was 0 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 3 Apr IGL was trading at 207.84. The strike last trading price was 37.55, which was 0 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 2 Apr IGL was trading at 202.94. The strike last trading price was 37.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 1 Apr IGL was trading at 201.41. The strike last trading price was 37.55, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3
On 28 Mar IGL was trading at 203.12. The strike last trading price was 37.4, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 27 Mar IGL was trading at 195.50. The strike last trading price was 37.8, 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 26 Mar IGL was trading at 195.06. The strike last trading price was 37.8, 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 25 Mar IGL was trading at 199.40. The strike last trading price was 37.8, 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 24 Mar IGL was trading at 203.47. The strike last trading price was 37.8, 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 21 Mar IGL was trading at 198.14. The strike last trading price was 37.8, 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 20 Mar IGL was trading at 197.60. The strike last trading price was 37.8, 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 17 Mar IGL was trading at 187.61. The strike last trading price was 37.8, 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 13 Mar IGL was trading at 184.88. The strike last trading price was 37.8, 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 37.8, 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 37.8, 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 37.8, 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 24APR2025 162.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.24
Vega: 0.11
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 174.88 | 3.05 | 0.3 | 58.68 | 170 | 50 | 90 |
| 8 Apr | 181.25 | 2.2 | 1.9 | 60.62 | 101 | 21 | 41 |
| 7 Apr | 187.82 | 0.3 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 198.06 | 0.3 | 0 | 0.00 | 0 | -11 | 0 |
| 3 Apr | 207.84 | 0.3 | -0.1 | - | 22 | -10 | 21 |
| 2 Apr | 202.94 | 0.4 | -0.2 | 52.98 | 9 | -4 | 32 |
| 1 Apr | 201.41 | 0.6 | 0 | 55.98 | 1 | -1 | 36 |
| 28 Mar | 203.12 | 0.6 | -0.25 | 53.46 | 128 | 29 | 37 |
| 27 Mar | 195.50 | 0.85 | 0 | 0.00 | 0 | -1 | 0 |
| 26 Mar | 195.06 | 0.85 | -0.1 | 48.11 | 3 | 0 | 9 |
| 25 Mar | 199.40 | 0.95 | 0 | 52.39 | 13 | -1 | 9 |
| 24 Mar | 203.47 | 0.9 | -1.65 | 54.41 | 42 | 11 | 11 |
| 21 Mar | 198.14 | 2.55 | 0 | 19.43 | 0 | 0 | 0 |
| 20 Mar | 197.60 | 2.55 | 0 | 19.75 | 0 | 0 | 0 |
| 17 Mar | 187.61 | 2.55 | 0 | 14.47 | 0 | 0 | 0 |
| 13 Mar | 184.88 | 2.55 | 0 | 12.01 | 0 | 0 | 0 |
| 12 Mar | 188.32 | 2.55 | 0 | 12.88 | 0 | 0 | 0 |
| 11 Mar | 187.16 | 2.55 | 0 | 12.30 | 0 | 0 | 0 |
| 10 Mar | 183.02 | 2.55 | 0 | 11.02 | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 162.5 expiring on 24APR2025
Delta for 162.5 PE is -0.24
Historical price for 162.5 PE is as follows
On 9 Apr IGL was trading at 174.88. The strike last trading price was 3.05, which was 0.3 higher than the previous day. The implied volatity was 58.68, the open interest changed by 50 which increased total open position to 90
On 8 Apr IGL was trading at 181.25. The strike last trading price was 2.2, which was 1.9 higher than the previous day. The implied volatity was 60.62, the open interest changed by 21 which increased total open position to 41
On 7 Apr IGL was trading at 187.82. The strike last trading price was 0.3, which was 0 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 4 Apr IGL was trading at 198.06. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -11 which decreased total open position to 0
On 3 Apr IGL was trading at 207.84. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 21
On 2 Apr IGL was trading at 202.94. The strike last trading price was 0.4, which was -0.2 lower than the previous day. The implied volatity was 52.98, the open interest changed by -4 which decreased total open position to 32
On 1 Apr IGL was trading at 201.41. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 55.98, the open interest changed by -1 which decreased total open position to 36
On 28 Mar IGL was trading at 203.12. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 53.46, the open interest changed by 29 which increased total open position to 37
On 27 Mar IGL was trading at 195.50. The strike last trading price was 0.85, which was 0 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 26 Mar IGL was trading at 195.06. The strike last trading price was 0.85, which was -0.1 lower than the previous day. The implied volatity was 48.11, the open interest changed by 0 which decreased total open position to 9
On 25 Mar IGL was trading at 199.40. The strike last trading price was 0.95, which was 0 lower than the previous day. The implied volatity was 52.39, the open interest changed by -1 which decreased total open position to 9
On 24 Mar IGL was trading at 203.47. The strike last trading price was 0.9, which was -1.65 lower than the previous day. The implied volatity was 54.41, the open interest changed by 11 which increased total open position to 11
On 21 Mar IGL was trading at 198.14. The strike last trading price was 2.55, which was 0 lower than the previous day. The implied volatity was 19.43, the open interest changed by 0 which decreased total open position to 0
On 20 Mar IGL was trading at 197.60. The strike last trading price was 2.55, which was 0 lower than the previous day. The implied volatity was 19.75, the open interest changed by 0 which decreased total open position to 0
On 17 Mar IGL was trading at 187.61. The strike last trading price was 2.55, which was 0 lower than the previous day. The implied volatity was 14.47, the open interest changed by 0 which decreased total open position to 0
On 13 Mar IGL was trading at 184.88. The strike last trading price was 2.55, which was 0 lower than the previous day. The implied volatity was 12.01, 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 2.55, which was 0 lower than the previous day. The implied volatity was 12.88, 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 2.55, which was 0 lower than the previous day. The implied volatity was 12.30, 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 2.55, which was 0 lower than the previous day. The implied volatity was 11.02, the open interest changed by 0 which decreased total open position to 0
