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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 167.5 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
13 Mar 184.88 17.9 0.6 - 4 -2 9
12 Mar 188.32 17.3 -2.8 - 2 0 11
11 Mar 187.16 20.1 1.35 - 22 -11 10
10 Mar 183.02 18.75 -3.25 54.23 4 23 23
7 Mar 188.49 22 0 0.00 0 0 0
6 Mar 188.09 22 5.8 35.13 1 0 25
5 Mar 182.32 16.2 0.35 31.42 18 -1 23
4 Mar 180.59 15.85 -55.05 39.16 26 24 24
3 Mar 182.53 70.9 0 - 0 0 0
28 Feb 189.48 70.9 0 - 0 0 0
27 Feb 195.99 70.9 0 - 0 0 0
26 Feb 196.50 70.9 0 - 0 0 0
25 Feb 198.18 70.9 0 - 0 0 0
24 Feb 197.67 70.9 0 - 0 0 0
21 Feb 201.40 70.9 0 - 0 0 0
20 Feb 203.61 70.9 0 - 0 0 0
19 Feb 193.90 70.9 0 - 0 0 0
18 Feb 192.34 70.9 0 - 0 0 0
17 Feb 190.25 70.9 0 - 0 0 0


For Indraprastha Gas Ltd - strike price 167.5 expiring on 27MAR2025

Delta for 167.5 CE is -

Historical price for 167.5 CE is as follows

On 13 Mar IGL was trading at 184.88. The strike last trading price was 17.9, which was 0.6 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 9


On 12 Mar IGL was trading at 188.32. The strike last trading price was 17.3, which was -2.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 11 Mar IGL was trading at 187.16. The strike last trading price was 20.1, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 10


On 10 Mar IGL was trading at 183.02. The strike last trading price was 18.75, which was -3.25 lower than the previous day. The implied volatity was 54.23, the open interest changed by 23 which increased total open position to 23


On 7 Mar IGL was trading at 188.49. The strike last trading price was 22, 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 22, which was 5.8 higher than the previous day. The implied volatity was 35.13, the open interest changed by 0 which decreased total open position to 25


On 5 Mar IGL was trading at 182.32. The strike last trading price was 16.2, which was 0.35 higher than the previous day. The implied volatity was 31.42, the open interest changed by -1 which decreased total open position to 23


On 4 Mar IGL was trading at 180.59. The strike last trading price was 15.85, which was -55.05 lower than the previous day. The implied volatity was 39.16, the open interest changed by 24 which increased total open position to 24


On 3 Mar IGL was trading at 182.53. The strike last trading price was 70.9, 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 70.9, 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 70.9, 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 70.9, 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 70.9, 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 70.9, 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 70.9, 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 70.9, 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 70.9, 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 70.9, 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 70.9, 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 167.5 PE
Delta: -0.11
Vega: 0.07
Theta: -0.11
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
13 Mar 184.88 0.95 -0.15 45.43 40 5 41
12 Mar 188.32 1.1 0.05 50.25 11 0 34
11 Mar 187.16 1.05 -0.65 47.61 68 -8 36
10 Mar 183.02 1.7 0.6 46.81 40 -6 44
7 Mar 188.49 1.1 -0.3 44.29 22 -9 50
6 Mar 188.09 1.4 -0.8 46.67 18 -6 60
5 Mar 182.32 2.2 -0.6 44.07 20 -4 66
4 Mar 180.59 2.8 0.3 45.32 57 14 70
3 Mar 182.53 2.5 1.15 45.97 95 44 56
28 Feb 189.48 1.35 -5.1 43.24 20 10 10
27 Feb 195.99 6.45 0 16.83 0 0 0
26 Feb 196.50 6.45 0 16.60 0 0 0
25 Feb 198.18 6.45 0 16.60 0 0 0
24 Feb 197.67 6.45 0 16.92 0 0 0
21 Feb 201.40 6.45 0 17.40 0 0 0
20 Feb 203.61 6.45 0 19.24 0 0 0
19 Feb 193.90 6.45 0 14.90 0 0 0
18 Feb 192.34 6.45 0 12.96 0 0 0
17 Feb 190.25 6.45 0 12.42 0 0 0


For Indraprastha Gas Ltd - strike price 167.5 expiring on 27MAR2025

Delta for 167.5 PE is -0.11

Historical price for 167.5 PE is as follows

On 13 Mar IGL was trading at 184.88. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 45.43, the open interest changed by 5 which increased total open position to 41


On 12 Mar IGL was trading at 188.32. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 50.25, the open interest changed by 0 which decreased total open position to 34


On 11 Mar IGL was trading at 187.16. The strike last trading price was 1.05, which was -0.65 lower than the previous day. The implied volatity was 47.61, the open interest changed by -8 which decreased total open position to 36


On 10 Mar IGL was trading at 183.02. The strike last trading price was 1.7, which was 0.6 higher than the previous day. The implied volatity was 46.81, the open interest changed by -6 which decreased total open position to 44


On 7 Mar IGL was trading at 188.49. The strike last trading price was 1.1, which was -0.3 lower than the previous day. The implied volatity was 44.29, the open interest changed by -9 which decreased total open position to 50


On 6 Mar IGL was trading at 188.09. The strike last trading price was 1.4, which was -0.8 lower than the previous day. The implied volatity was 46.67, the open interest changed by -6 which decreased total open position to 60


On 5 Mar IGL was trading at 182.32. The strike last trading price was 2.2, which was -0.6 lower than the previous day. The implied volatity was 44.07, the open interest changed by -4 which decreased total open position to 66


On 4 Mar IGL was trading at 180.59. The strike last trading price was 2.8, which was 0.3 higher than the previous day. The implied volatity was 45.32, the open interest changed by 14 which increased total open position to 70


On 3 Mar IGL was trading at 182.53. The strike last trading price was 2.5, which was 1.15 higher than the previous day. The implied volatity was 45.97, the open interest changed by 44 which increased total open position to 56


On 28 Feb IGL was trading at 189.48. The strike last trading price was 1.35, which was -5.1 lower than the previous day. The implied volatity was 43.24, the open interest changed by 10 which increased total open position to 10


On 27 Feb IGL was trading at 195.99. The strike last trading price was 6.45, which was 0 lower than the previous day. The implied volatity was 16.83, 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 6.45, which was 0 lower than the previous day. The implied volatity was 16.60, 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 6.45, which was 0 lower than the previous day. The implied volatity was 16.60, 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 6.45, which was 0 lower than the previous day. The implied volatity was 16.92, 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 6.45, which was 0 lower than the previous day. The implied volatity was 17.40, 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 6.45, which was 0 lower than the previous day. The implied volatity was 19.24, 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 6.45, which was 0 lower than the previous day. The implied volatity was 14.90, 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 6.45, which was 0 lower than the previous day. The implied volatity was 12.96, 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 6.45, 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