IGL
Indraprastha Gas Ltd
Historical option data for IGL
09 Apr 2025 04:10 PM IST
| IGL 24APR2025 167.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 0.12
Theta: -0.24
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 174.88 | 12 | -7.75 | 51.50 | 30 | 9 | 17 | |||
| 8 Apr | 181.25 | 19.75 | -14.05 | 76.01 | 21 | 8 | 8 | |||
| 7 Apr | 187.82 | 33.8 | 0 | - | 0 | 0 | 0 | |||
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| 4 Apr | 198.06 | 33.8 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 207.84 | 33.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 202.94 | 33.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 201.41 | 33.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 203.12 | 33.8 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 195.50 | 33.8 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 195.06 | 33.8 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 199.40 | 33.8 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 203.47 | 33.8 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 198.14 | 33.8 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 197.60 | 33.8 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 187.61 | 33.8 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 184.88 | 33.8 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 188.32 | 33.8 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 187.16 | 33.8 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 183.02 | 33.8 | 0 | - | 0 | 0 | 0 | |||
For Indraprastha Gas Ltd - strike price 167.5 expiring on 24APR2025
Delta for 167.5 CE is 0.70
Historical price for 167.5 CE is as follows
On 9 Apr IGL was trading at 174.88. The strike last trading price was 12, which was -7.75 lower than the previous day. The implied volatity was 51.50, the open interest changed by 9 which increased total open position to 17
On 8 Apr IGL was trading at 181.25. The strike last trading price was 19.75, which was -14.05 lower than the previous day. The implied volatity was 76.01, the open interest changed by 8 which increased total open position to 8
On 7 Apr IGL was trading at 187.82. The strike last trading price was 33.8, 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 Apr IGL was trading at 198.06. The strike last trading price was 33.8, 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 Apr IGL was trading at 207.84. The strike last trading price was 33.8, 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 33.8, 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 1 Apr IGL was trading at 201.41. The strike last trading price was 33.8, 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 28 Mar IGL was trading at 203.12. The strike last trading price was 33.8, 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 27 Mar IGL was trading at 195.50. The strike last trading price was 33.8, 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 33.8, 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 33.8, 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 33.8, 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 33.8, 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 33.8, 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 33.8, 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 33.8, 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 33.8, 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 33.8, 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 33.8, 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 167.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.32
Vega: 0.13
Theta: -0.22
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 174.88 | 4.35 | 0.4 | 56.43 | 248 | 70 | 124 |
| 8 Apr | 181.25 | 3.1 | 2.65 | 58.12 | 164 | 52 | 56 |
| 7 Apr | 187.82 | 0.45 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 198.06 | 0.45 | 0 | 0.00 | 0 | -6 | 0 |
| 3 Apr | 207.84 | 0.45 | -0.25 | 53.92 | 11 | -3 | 7 |
| 2 Apr | 202.94 | 0.7 | -0.25 | 52.89 | 3 | 0 | 11 |
| 1 Apr | 201.41 | 0.95 | 0 | 0.00 | 0 | -4 | 0 |
| 28 Mar | 203.12 | 0.95 | -0.15 | 53.04 | 50 | -4 | 11 |
| 27 Mar | 195.50 | 1.1 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 195.06 | 1.1 | 0 | 0.00 | 0 | 3 | 0 |
| 25 Mar | 199.40 | 1.1 | -0.05 | 47.77 | 118 | 3 | 15 |
| 24 Mar | 203.47 | 1.1 | -2.35 | 51.20 | 227 | 14 | 14 |
| 21 Mar | 198.14 | 3.45 | 0 | 16.47 | 0 | 0 | 0 |
| 20 Mar | 197.60 | 3.45 | 0 | 16.82 | 0 | 0 | 0 |
| 17 Mar | 187.61 | 3.45 | 0 | 11.22 | 0 | 0 | 0 |
| 13 Mar | 184.88 | 3.45 | 0 | 9.85 | 0 | 0 | 0 |
| 12 Mar | 188.32 | 3.45 | 0 | 10.85 | 0 | 0 | 0 |
| 11 Mar | 187.16 | 3.45 | 0 | 10.66 | 0 | 0 | 0 |
| 10 Mar | 183.02 | 3.45 | 0 | 8.84 | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 167.5 expiring on 24APR2025
Delta for 167.5 PE is -0.32
Historical price for 167.5 PE is as follows
On 9 Apr IGL was trading at 174.88. The strike last trading price was 4.35, which was 0.4 higher than the previous day. The implied volatity was 56.43, the open interest changed by 70 which increased total open position to 124
On 8 Apr IGL was trading at 181.25. The strike last trading price was 3.1, which was 2.65 higher than the previous day. The implied volatity was 58.12, the open interest changed by 52 which increased total open position to 56
On 7 Apr IGL was trading at 187.82. The strike last trading price was 0.45, 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 0.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 3 Apr IGL was trading at 207.84. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 53.92, the open interest changed by -3 which decreased total open position to 7
On 2 Apr IGL was trading at 202.94. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 52.89, the open interest changed by 0 which decreased total open position to 11
On 1 Apr IGL was trading at 201.41. The strike last trading price was 0.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 28 Mar IGL was trading at 203.12. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 53.04, the open interest changed by -4 which decreased total open position to 11
On 27 Mar IGL was trading at 195.50. The strike last trading price was 1.1, 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 26 Mar IGL was trading at 195.06. The strike last trading price was 1.1, 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 25 Mar IGL was trading at 199.40. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 47.77, the open interest changed by 3 which increased total open position to 15
On 24 Mar IGL was trading at 203.47. The strike last trading price was 1.1, which was -2.35 lower than the previous day. The implied volatity was 51.20, the open interest changed by 14 which increased total open position to 14
On 21 Mar IGL was trading at 198.14. The strike last trading price was 3.45, which was 0 lower than the previous day. The implied volatity was 16.47, 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 3.45, which was 0 lower than the previous day. The implied volatity was 16.82, 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 3.45, which was 0 lower than the previous day. The implied volatity was 11.22, 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 3.45, which was 0 lower than the previous day. The implied volatity was 9.85, 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 3.45, which was 0 lower than the previous day. The implied volatity was 10.85, 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 3.45, which was 0 lower than the previous day. The implied volatity was 10.66, 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 3.45, which was 0 lower than the previous day. The implied volatity was 8.84, the open interest changed by 0 which decreased total open position to 0
