IGL
Indraprastha Gas Ltd
Historical option data for IGL
13 Mar 2025 04:10 PM IST
| IGL 27MAR2025 165 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 184.88 | 19.6 | -3.25 | - | 2 | 0 | 18 | |||
| 12 Mar | 188.32 | 22.8 | 3.6 | - | 10 | 0 | 18 | |||
| 11 Mar | 187.16 | 19.2 | -0.05 | - | 26 | 6 | 15 | |||
| 10 Mar | 183.02 | 19.25 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 188.49 | 19.25 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 188.09 | 19.25 | 0 | 0.00 | 0 | 2 | 0 | |||
| 5 Mar | 182.32 | 19.25 | 1.5 | 41.31 | 6 | 4 | 11 | |||
| 4 Mar | 180.59 | 17.6 | -3.15 | 36.90 | 9 | 6 | 8 | |||
| 3 Mar | 182.53 | 20.75 | -56.8 | 48.05 | 2 | 1 | 1 | |||
| 28 Feb | 189.48 | 77.55 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 195.99 | 77.55 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 196.50 | 77.55 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 198.18 | 77.55 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 197.67 | 77.55 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 201.40 | 77.55 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 203.61 | 77.55 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 193.90 | 77.55 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 192.34 | 77.55 | 0 | - | 0 | 0 | 0 | |||
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| 17 Feb | 190.25 | 77.55 | 0 | - | 0 | 0 | 0 | |||
For Indraprastha Gas Ltd - strike price 165 expiring on 27MAR2025
Delta for 165 CE is -
Historical price for 165 CE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 19.6, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 12 Mar IGL was trading at 188.32. The strike last trading price was 22.8, which was 3.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 11 Mar IGL was trading at 187.16. The strike last trading price was 19.2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 15
On 10 Mar IGL was trading at 183.02. The strike last trading price was 19.25, 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 7 Mar IGL was trading at 188.49. The strike last trading price was 19.25, 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 6 Mar IGL was trading at 188.09. The strike last trading price was 19.25, 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 5 Mar IGL was trading at 182.32. The strike last trading price was 19.25, which was 1.5 higher than the previous day. The implied volatity was 41.31, the open interest changed by 4 which increased total open position to 11
On 4 Mar IGL was trading at 180.59. The strike last trading price was 17.6, which was -3.15 lower than the previous day. The implied volatity was 36.90, the open interest changed by 6 which increased total open position to 8
On 3 Mar IGL was trading at 182.53. The strike last trading price was 20.75, which was -56.8 lower than the previous day. The implied volatity was 48.05, the open interest changed by 1 which increased total open position to 1
On 28 Feb IGL was trading at 189.48. The strike last trading price was 77.55, 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 27 Feb IGL was trading at 195.99. The strike last trading price was 77.55, 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 Feb IGL was trading at 196.50. The strike last trading price was 77.55, 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 Feb IGL was trading at 198.18. The strike last trading price was 77.55, 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 Feb IGL was trading at 197.67. The strike last trading price was 77.55, 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 Feb IGL was trading at 201.40. The strike last trading price was 77.55, 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 Feb IGL was trading at 203.61. The strike last trading price was 77.55, 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 19 Feb IGL was trading at 193.90. The strike last trading price was 77.55, 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 18 Feb IGL was trading at 192.34. The strike last trading price was 77.55, 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 Feb IGL was trading at 190.25. The strike last trading price was 77.55, 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 165 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0.05
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 184.88 | 0.6 | -0.05 | 44.29 | 17 | -6 | 120 |
| 12 Mar | 188.32 | 0.65 | -0.15 | 48.01 | 31 | 3 | 128 |
| 11 Mar | 187.16 | 0.8 | -0.55 | 48.25 | 58 | 11 | 124 |
| 10 Mar | 183.02 | 1.35 | 0.4 | 47.74 | 31 | 9 | 112 |
| 7 Mar | 188.49 | 1 | -0.15 | 46.93 | 31 | -15 | 103 |
| 6 Mar | 188.09 | 1.15 | -0.65 | 47.78 | 44 | -2 | 119 |
| 5 Mar | 182.32 | 1.8 | -0.45 | 45.04 | 74 | 26 | 122 |
| 4 Mar | 180.59 | 2.2 | 0.2 | 45.25 | 156 | 54 | 96 |
| 3 Mar | 182.53 | 2 | -9.05 | 46.21 | 58 | 40 | 40 |
| 28 Feb | 189.48 | 11.05 | 0 | 15.81 | 0 | 0 | 0 |
| 27 Feb | 195.99 | 11.05 | 0 | 18.92 | 0 | 0 | 0 |
| 26 Feb | 196.50 | 11.05 | 0 | 18.86 | 0 | 0 | 0 |
| 25 Feb | 198.18 | 11.05 | 0 | 18.86 | 0 | 0 | 0 |
| 24 Feb | 197.67 | 11.05 | 0 | 19.13 | 0 | 0 | 0 |
| 21 Feb | 201.40 | 11.05 | 0 | 19.49 | 0 | 0 | 0 |
| 20 Feb | 203.61 | 11.05 | 0 | 19.98 | 0 | 0 | 0 |
| 19 Feb | 193.90 | 11.05 | 0 | 15.85 | 0 | 0 | 0 |
| 18 Feb | 192.34 | 11.05 | 0 | 15.03 | 0 | 0 | 0 |
| 17 Feb | 190.25 | 11.05 | 0 | 13.43 | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 165 expiring on 27MAR2025
Delta for 165 PE is -0.08
Historical price for 165 PE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 44.29, the open interest changed by -6 which decreased total open position to 120
On 12 Mar IGL was trading at 188.32. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 48.01, the open interest changed by 3 which increased total open position to 128
On 11 Mar IGL was trading at 187.16. The strike last trading price was 0.8, which was -0.55 lower than the previous day. The implied volatity was 48.25, the open interest changed by 11 which increased total open position to 124
On 10 Mar IGL was trading at 183.02. The strike last trading price was 1.35, which was 0.4 higher than the previous day. The implied volatity was 47.74, the open interest changed by 9 which increased total open position to 112
On 7 Mar IGL was trading at 188.49. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 46.93, the open interest changed by -15 which decreased total open position to 103
On 6 Mar IGL was trading at 188.09. The strike last trading price was 1.15, which was -0.65 lower than the previous day. The implied volatity was 47.78, the open interest changed by -2 which decreased total open position to 119
On 5 Mar IGL was trading at 182.32. The strike last trading price was 1.8, which was -0.45 lower than the previous day. The implied volatity was 45.04, the open interest changed by 26 which increased total open position to 122
On 4 Mar IGL was trading at 180.59. The strike last trading price was 2.2, which was 0.2 higher than the previous day. The implied volatity was 45.25, the open interest changed by 54 which increased total open position to 96
On 3 Mar IGL was trading at 182.53. The strike last trading price was 2, which was -9.05 lower than the previous day. The implied volatity was 46.21, the open interest changed by 40 which increased total open position to 40
On 28 Feb IGL was trading at 189.48. The strike last trading price was 11.05, which was 0 lower than the previous day. The implied volatity was 15.81, the open interest changed by 0 which decreased total open position to 0
On 27 Feb IGL was trading at 195.99. The strike last trading price was 11.05, which was 0 lower than the previous day. The implied volatity was 18.92, the open interest changed by 0 which decreased total open position to 0
On 26 Feb IGL was trading at 196.50. The strike last trading price was 11.05, which was 0 lower than the previous day. The implied volatity was 18.86, the open interest changed by 0 which decreased total open position to 0
On 25 Feb IGL was trading at 198.18. The strike last trading price was 11.05, which was 0 lower than the previous day. The implied volatity was 18.86, the open interest changed by 0 which decreased total open position to 0
On 24 Feb IGL was trading at 197.67. The strike last trading price was 11.05, which was 0 lower than the previous day. The implied volatity was 19.13, the open interest changed by 0 which decreased total open position to 0
On 21 Feb IGL was trading at 201.40. The strike last trading price was 11.05, which was 0 lower than the previous day. The implied volatity was 19.49, the open interest changed by 0 which decreased total open position to 0
On 20 Feb IGL was trading at 203.61. The strike last trading price was 11.05, which was 0 lower than the previous day. The implied volatity was 19.98, the open interest changed by 0 which decreased total open position to 0
On 19 Feb IGL was trading at 193.90. The strike last trading price was 11.05, which was 0 lower than the previous day. The implied volatity was 15.85, the open interest changed by 0 which decreased total open position to 0
On 18 Feb IGL was trading at 192.34. The strike last trading price was 11.05, which was 0 lower than the previous day. The implied volatity was 15.03, the open interest changed by 0 which decreased total open position to 0
On 17 Feb IGL was trading at 190.25. The strike last trading price was 11.05, which was 0 lower than the previous day. The implied volatity was 13.43, the open interest changed by 0 which decreased total open position to 0
