IGL
Indraprastha Gas Ltd
Historical option data for IGL
09 Apr 2025 12:30 PM IST
| IGL 24APR2025 165 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 0.12
Theta: -0.22
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 174.15 | 12.85 | -5.65 | 49.80 | 36 | 22 | 39 | |||
| 8 Apr | 181.25 | 18.5 | -13.55 | 48.27 | 42 | 21 | 21 | |||
| 7 Apr | 187.82 | 32.05 | 0 | 0.00 | 0 | 2 | 0 | |||
| 4 Apr | 198.06 | 32.05 | -48.25 | 0.00 | 4 | 2 | 0 | |||
| 3 Apr | 207.84 | 32.05 | -48.25 | 0.00 | 4 | 2 | 0 | |||
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| 2 Apr | 202.94 | 32.05 | -48.25 | 0.00 | 4 | 2 | 0 | |||
| 1 Apr | 201.41 | 32.05 | -48.25 | 0.00 | 4 | 2 | 0 | |||
| 28 Mar | 203.12 | 32.05 | -48.25 | - | 4 | 2 | 2 | |||
| 27 Mar | 195.50 | 80.3 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 195.06 | 80.3 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 199.40 | 80.3 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 203.47 | 80.3 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 198.14 | 80.3 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 197.60 | 80.3 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 187.61 | 80.3 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 184.88 | 80.3 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 188.32 | 80.3 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 187.16 | 80.3 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 183.02 | 80.3 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 185.67 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Indraprastha Gas Ltd - strike price 165 expiring on 24APR2025
Delta for 165 CE is 0.73
Historical price for 165 CE is as follows
On 9 Apr IGL was trading at 174.15. The strike last trading price was 12.85, which was -5.65 lower than the previous day. The implied volatity was 49.80, the open interest changed by 22 which increased total open position to 39
On 8 Apr IGL was trading at 181.25. The strike last trading price was 18.5, which was -13.55 lower than the previous day. The implied volatity was 48.27, the open interest changed by 21 which increased total open position to 21
On 7 Apr IGL was trading at 187.82. The strike last trading price was 32.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Apr IGL was trading at 198.06. The strike last trading price was 32.05, which was -48.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 3 Apr IGL was trading at 207.84. The strike last trading price was 32.05, which was -48.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 2 Apr IGL was trading at 202.94. The strike last trading price was 32.05, which was -48.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 1 Apr IGL was trading at 201.41. The strike last trading price was 32.05, which was -48.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 28 Mar IGL was trading at 203.12. The strike last trading price was 32.05, which was -48.25 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 27 Mar IGL was trading at 195.50. The strike last trading price was 80.3, 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 80.3, 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 80.3, 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 80.3, 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 80.3, 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 80.3, 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 80.3, 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 80.3, 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 80.3, 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 80.3, 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 80.3, 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 14 Feb IGL was trading at 185.67. The strike last trading price was 0, 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
| IGL 24APR2025 165 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.29
Vega: 0.12
Theta: -0.22
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 174.15 | 4.1 | 0.85 | 58.86 | 461 | 44 | 180 |
| 8 Apr | 181.25 | 2.75 | 0.5 | 60.63 | 614 | 82 | 137 |
| 7 Apr | 187.82 | 2.2 | 1.65 | 64.95 | 81 | 16 | 61 |
| 4 Apr | 198.06 | 0.55 | 0.2 | 51.84 | 16 | 5 | 46 |
| 3 Apr | 207.84 | 0.35 | -0.2 | 54.35 | 8 | -1 | 40 |
| 2 Apr | 202.94 | 0.55 | -0.1 | 53.29 | 1 | 0 | 41 |
| 1 Apr | 201.41 | 0.65 | -0.05 | 53.78 | 21 | -11 | 40 |
| 28 Mar | 203.12 | 0.7 | -0.2 | 52.30 | 77 | 26 | 51 |
| 27 Mar | 195.50 | 0.95 | -0.05 | 47.36 | 3 | 1 | 27 |
| 26 Mar | 195.06 | 1 | -0.05 | 46.99 | 5 | 0 | 26 |
| 25 Mar | 199.40 | 1.05 | 0.05 | 50.15 | 333 | 21 | 26 |
| 24 Mar | 203.47 | 0.95 | -0.25 | 52.22 | 39 | -8 | 4 |
| 21 Mar | 198.14 | 1.15 | -7.95 | 47.98 | 33 | 12 | 12 |
| 20 Mar | 197.60 | 9.1 | 0 | 17.06 | 0 | 0 | 0 |
| 17 Mar | 187.61 | 9.1 | 0 | 12.42 | 0 | 0 | 0 |
| 13 Mar | 184.88 | 9.1 | 0 | 10.97 | 0 | 0 | 0 |
| 12 Mar | 188.32 | 9.1 | 0 | 11.89 | 0 | 0 | 0 |
| 11 Mar | 187.16 | 9.1 | 0 | 11.76 | 0 | 0 | 0 |
| 10 Mar | 183.02 | 9.1 | 0 | 9.95 | 0 | 0 | 0 |
| 14 Feb | 185.67 | 0 | 0 | 0.00 | 0 | 1.018 | 0 |
For Indraprastha Gas Ltd - strike price 165 expiring on 24APR2025
Delta for 165 PE is -0.29
Historical price for 165 PE is as follows
On 9 Apr IGL was trading at 174.15. The strike last trading price was 4.1, which was 0.85 higher than the previous day. The implied volatity was 58.86, the open interest changed by 44 which increased total open position to 180
On 8 Apr IGL was trading at 181.25. The strike last trading price was 2.75, which was 0.5 higher than the previous day. The implied volatity was 60.63, the open interest changed by 82 which increased total open position to 137
On 7 Apr IGL was trading at 187.82. The strike last trading price was 2.2, which was 1.65 higher than the previous day. The implied volatity was 64.95, the open interest changed by 16 which increased total open position to 61
On 4 Apr IGL was trading at 198.06. The strike last trading price was 0.55, which was 0.2 higher than the previous day. The implied volatity was 51.84, the open interest changed by 5 which increased total open position to 46
On 3 Apr IGL was trading at 207.84. The strike last trading price was 0.35, which was -0.2 lower than the previous day. The implied volatity was 54.35, the open interest changed by -1 which decreased total open position to 40
On 2 Apr IGL was trading at 202.94. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 53.29, the open interest changed by 0 which decreased total open position to 41
On 1 Apr IGL was trading at 201.41. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 53.78, the open interest changed by -11 which decreased total open position to 40
On 28 Mar IGL was trading at 203.12. The strike last trading price was 0.7, which was -0.2 lower than the previous day. The implied volatity was 52.30, the open interest changed by 26 which increased total open position to 51
On 27 Mar IGL was trading at 195.50. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 47.36, the open interest changed by 1 which increased total open position to 27
On 26 Mar IGL was trading at 195.06. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 46.99, the open interest changed by 0 which decreased total open position to 26
On 25 Mar IGL was trading at 199.40. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 50.15, the open interest changed by 21 which increased total open position to 26
On 24 Mar IGL was trading at 203.47. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 52.22, the open interest changed by -8 which decreased total open position to 4
On 21 Mar IGL was trading at 198.14. The strike last trading price was 1.15, which was -7.95 lower than the previous day. The implied volatity was 47.98, the open interest changed by 12 which increased total open position to 12
On 20 Mar IGL was trading at 197.60. The strike last trading price was 9.1, which was 0 lower than the previous day. The implied volatity was 17.06, 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 9.1, which was 0 lower than the previous day. The implied volatity was 12.42, 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 9.1, which was 0 lower than the previous day. The implied volatity was 10.97, 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 9.1, which was 0 lower than the previous day. The implied volatity was 11.89, 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 9.1, which was 0 lower than the previous day. The implied volatity was 11.76, 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 9.1, which was 0 lower than the previous day. The implied volatity was 9.95, the open interest changed by 0 which decreased total open position to 0
On 14 Feb IGL was trading at 185.67. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1.018181818181818 which increased total open position to 0
