IGL
Indraprastha Gas Ltd
Historical option data for IGL
11 Apr 2025 04:10 PM IST
| IGL 24APR2025 170 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 0.12
Theta: -0.25
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 174.76 | 9 | -1.4 | 47.76 | 454 | 10 | 147 | |||
| 9 Apr | 174.88 | 10.35 | -3.8 | 50.94 | 243 | 79 | 137 | |||
| 8 Apr | 181.25 | 14.9 | -5.7 | 50.66 | 112 | 12 | 58 | |||
| 7 Apr | 187.82 | 20.7 | -3.15 | 52.81 | 28 | 15 | 46 | |||
| 4 Apr | 198.06 | 23.85 | -7.45 | - | 1 | 0 | 31 | |||
| 3 Apr | 207.84 | 31.3 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 202.94 | 31.3 | 0 | 0.00 | 0 | -1 | 0 | |||
| 1 Apr | 201.41 | 31.3 | -1.15 | - | 1 | 4 | 32 | |||
| 28 Mar | 203.12 | 32.45 | 4.95 | - | 6 | 2 | 28 | |||
| 27 Mar | 195.50 | 27.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 195.06 | 27.5 | 0 | 0.00 | 0 | 5 | 0 | |||
| 25 Mar | 199.40 | 27.5 | -0.4 | - | 15 | 6 | 27 | |||
| 24 Mar | 203.47 | 27.9 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 198.14 | 27.9 | 0 | 0.00 | 0 | -1 | 0 | |||
| 20 Mar | 197.60 | 27.9 | 6.9 | - | 1 | 0 | 22 | |||
| 19 Mar | 193.29 | 21 | 0 | 0.00 | 0 | 1 | 0 | |||
| 18 Mar | 190.53 | 21 | 2.2 | - | 1 | 0 | 21 | |||
| 17 Mar | 187.61 | 18.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 184.88 | 18.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 188.32 | 18.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 187.16 | 18.8 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 10 Mar | 183.02 | 18.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 188.49 | 18.8 | -2.3 | - | 1 | 0 | 21 | |||
| 6 Mar | 188.09 | 21.1 | 6.85 | 25.03 | 1 | 0 | 22 | |||
| 19 Feb | 193.90 | 0 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 192.34 | 0 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 190.25 | 0 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 185.67 | 0 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 191.01 | 0 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 190.60 | 0 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 192.35 | 0 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 194.12 | 0 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 191.67 | 0 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 194.21 | 0 | 0 | - | 0 | 0 | 0 | |||
For Indraprastha Gas Ltd - strike price 170 expiring on 24APR2025
Delta for 170 CE is 0.64
Historical price for 170 CE is as follows
On 11 Apr IGL was trading at 174.76. The strike last trading price was 9, which was -1.4 lower than the previous day. The implied volatity was 47.76, the open interest changed by 10 which increased total open position to 147
On 9 Apr IGL was trading at 174.88. The strike last trading price was 10.35, which was -3.8 lower than the previous day. The implied volatity was 50.94, the open interest changed by 79 which increased total open position to 137
On 8 Apr IGL was trading at 181.25. The strike last trading price was 14.9, which was -5.7 lower than the previous day. The implied volatity was 50.66, the open interest changed by 12 which increased total open position to 58
On 7 Apr IGL was trading at 187.82. The strike last trading price was 20.7, which was -3.15 lower than the previous day. The implied volatity was 52.81, the open interest changed by 15 which increased total open position to 46
On 4 Apr IGL was trading at 198.06. The strike last trading price was 23.85, which was -7.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 3 Apr IGL was trading at 207.84. The strike last trading price was 31.3, 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 2 Apr IGL was trading at 202.94. The strike last trading price was 31.3, 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 1 Apr IGL was trading at 201.41. The strike last trading price was 31.3, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 32
On 28 Mar IGL was trading at 203.12. The strike last trading price was 32.45, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 28
On 27 Mar IGL was trading at 195.50. The strike last trading price was 27.5, 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 27.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 25 Mar IGL was trading at 199.40. The strike last trading price was 27.5, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 27
On 24 Mar IGL was trading at 203.47. The strike last trading price was 27.9, 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 21 Mar IGL was trading at 198.14. The strike last trading price was 27.9, 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 20 Mar IGL was trading at 197.60. The strike last trading price was 27.9, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 19 Mar IGL was trading at 193.29. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 18 Mar IGL was trading at 190.53. The strike last trading price was 21, which was 2.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 17 Mar IGL was trading at 187.61. The strike last trading price was 18.8, 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 13 Mar IGL was trading at 184.88. The strike last trading price was 18.8, 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 12 Mar IGL was trading at 188.32. The strike last trading price was 18.8, 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 11 Mar IGL was trading at 187.16. The strike last trading price was 18.8, 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 10 Mar IGL was trading at 183.02. The strike last trading price was 18.8, 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 7 Mar IGL was trading at 188.49. The strike last trading price was 18.8, which was -2.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 6 Mar IGL was trading at 188.09. The strike last trading price was 21.1, which was 6.85 higher than the previous day. The implied volatity was 25.03, the open interest changed by 0 which decreased total open position to 22
On 19 Feb IGL was trading at 193.90. The strike last trading price was 0, 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 0, 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 0, 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 -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb IGL was trading at 191.01. The strike last trading price was 0, 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 Feb IGL was trading at 190.60. The strike last trading price was 0, 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 Feb IGL was trading at 192.35. The strike last trading price was 0, 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 Feb IGL was trading at 194.12. The strike last trading price was 0, 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 Feb IGL was trading at 191.67. The strike last trading price was 0, 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 1 Feb IGL was trading at 194.21. The strike last trading price was 0, 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 170 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.36
Vega: 0.12
Theta: -0.21
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 174.76 | 4.15 | -1.1 | 49.01 | 4,075 | 145 | 805 |
| 9 Apr | 174.88 | 5.25 | 0.6 | 56.05 | 1,979 | 271 | 669 |
| 8 Apr | 181.25 | 3.9 | 0.7 | 58.80 | 2,601 | 191 | 395 |
| 7 Apr | 187.82 | 3.15 | 2.3 | 63.84 | 325 | -10 | 203 |
| 4 Apr | 198.06 | 0.85 | 0.35 | 50.15 | 97 | -24 | 212 |
| 3 Apr | 207.84 | 0.55 | -0.15 | 53.03 | 29 | -6 | 241 |
| 2 Apr | 202.94 | 0.7 | -0.3 | 49.67 | 104 | 1 | 247 |
| 1 Apr | 201.41 | 1 | 0.05 | 52.71 | 104 | 36 | 246 |
| 28 Mar | 203.12 | 0.95 | -0.3 | 50.01 | 241 | 55 | 210 |
| 27 Mar | 195.50 | 1.2 | -0.35 | 43.91 | 111 | -6 | 155 |
| 26 Mar | 195.06 | 1.55 | 0.15 | 46.37 | 43 | 25 | 159 |
| 25 Mar | 199.40 | 1.4 | 0.1 | 47.80 | 315 | 37 | 133 |
| 24 Mar | 203.47 | 1.3 | -0.45 | 50.48 | 1,229 | 28 | 96 |
| 21 Mar | 198.14 | 1.75 | 0.2 | 47.74 | 212 | 48 | 68 |
| 20 Mar | 197.60 | 1.55 | -0.55 | 44.60 | 30 | 7 | 18 |
| 19 Mar | 193.29 | 2 | -9.6 | 43.67 | 15 | 10 | 10 |
| 18 Mar | 190.53 | 11.6 | 0 | 11.70 | 0 | 0 | 0 |
| 17 Mar | 187.61 | 11.6 | 0 | 10.31 | 0 | 0 | 0 |
| 13 Mar | 184.88 | 11.6 | 0 | 8.74 | 0 | 0 | 0 |
| 12 Mar | 188.32 | 11.6 | 0 | 9.77 | 0 | 0 | 0 |
| 11 Mar | 187.16 | 11.6 | 0 | 9.66 | 0 | 0 | 0 |
| 10 Mar | 183.02 | 11.6 | 0 | 7.69 | 0 | 0 | 0 |
| 7 Mar | 188.49 | 11.6 | 0 | 9.54 | 0 | 0 | 0 |
| 6 Mar | 188.09 | 11.6 | 0 | 9.49 | 0 | 0 | 0 |
| 19 Feb | 193.90 | 11.6 | 0 | 10.59 | 0 | 0 | 0 |
| 18 Feb | 192.34 | 11.6 | 0 | 9.92 | 0 | 0 | 0 |
| 17 Feb | 190.25 | 11.6 | 0 | 8.07 | 0 | 0 | 0 |
| 14 Feb | 185.67 | 0 | 0 | 7.50 | 0 | 0 | 0 |
| 13 Feb | 191.01 | 0 | 0 | 9.48 | 0 | 0 | 0 |
| 12 Feb | 190.60 | 0 | 0 | 8.59 | 0 | 0 | 0 |
| 11 Feb | 192.35 | 0 | 0 | 9.85 | 0 | 0 | 0 |
| 4 Feb | 194.12 | 0 | 0 | 9.97 | 0 | 0 | 0 |
| 3 Feb | 191.67 | 0 | 0 | 8.58 | 0 | 0 | 0 |
| 1 Feb | 194.21 | 0 | 0 | 10.09 | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 170 expiring on 24APR2025
Delta for 170 PE is -0.36
Historical price for 170 PE is as follows
On 11 Apr IGL was trading at 174.76. The strike last trading price was 4.15, which was -1.1 lower than the previous day. The implied volatity was 49.01, the open interest changed by 145 which increased total open position to 805
On 9 Apr IGL was trading at 174.88. The strike last trading price was 5.25, which was 0.6 higher than the previous day. The implied volatity was 56.05, the open interest changed by 271 which increased total open position to 669
On 8 Apr IGL was trading at 181.25. The strike last trading price was 3.9, which was 0.7 higher than the previous day. The implied volatity was 58.80, the open interest changed by 191 which increased total open position to 395
On 7 Apr IGL was trading at 187.82. The strike last trading price was 3.15, which was 2.3 higher than the previous day. The implied volatity was 63.84, the open interest changed by -10 which decreased total open position to 203
On 4 Apr IGL was trading at 198.06. The strike last trading price was 0.85, which was 0.35 higher than the previous day. The implied volatity was 50.15, the open interest changed by -24 which decreased total open position to 212
On 3 Apr IGL was trading at 207.84. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 53.03, the open interest changed by -6 which decreased total open position to 241
On 2 Apr IGL was trading at 202.94. The strike last trading price was 0.7, which was -0.3 lower than the previous day. The implied volatity was 49.67, the open interest changed by 1 which increased total open position to 247
On 1 Apr IGL was trading at 201.41. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 52.71, the open interest changed by 36 which increased total open position to 246
On 28 Mar IGL was trading at 203.12. The strike last trading price was 0.95, which was -0.3 lower than the previous day. The implied volatity was 50.01, the open interest changed by 55 which increased total open position to 210
On 27 Mar IGL was trading at 195.50. The strike last trading price was 1.2, which was -0.35 lower than the previous day. The implied volatity was 43.91, the open interest changed by -6 which decreased total open position to 155
On 26 Mar IGL was trading at 195.06. The strike last trading price was 1.55, which was 0.15 higher than the previous day. The implied volatity was 46.37, the open interest changed by 25 which increased total open position to 159
On 25 Mar IGL was trading at 199.40. The strike last trading price was 1.4, which was 0.1 higher than the previous day. The implied volatity was 47.80, the open interest changed by 37 which increased total open position to 133
On 24 Mar IGL was trading at 203.47. The strike last trading price was 1.3, which was -0.45 lower than the previous day. The implied volatity was 50.48, the open interest changed by 28 which increased total open position to 96
On 21 Mar IGL was trading at 198.14. The strike last trading price was 1.75, which was 0.2 higher than the previous day. The implied volatity was 47.74, the open interest changed by 48 which increased total open position to 68
On 20 Mar IGL was trading at 197.60. The strike last trading price was 1.55, which was -0.55 lower than the previous day. The implied volatity was 44.60, the open interest changed by 7 which increased total open position to 18
On 19 Mar IGL was trading at 193.29. The strike last trading price was 2, which was -9.6 lower than the previous day. The implied volatity was 43.67, the open interest changed by 10 which increased total open position to 10
On 18 Mar IGL was trading at 190.53. The strike last trading price was 11.6, which was 0 lower than the previous day. The implied volatity was 11.70, 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 11.6, which was 0 lower than the previous day. The implied volatity was 10.31, 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 11.6, which was 0 lower than the previous day. The implied volatity was 8.74, 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 11.6, which was 0 lower than the previous day. The implied volatity was 9.77, 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 11.6, which was 0 lower than the previous day. The implied volatity was 9.66, 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 11.6, which was 0 lower than the previous day. The implied volatity was 7.69, 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 11.6, which was 0 lower than the previous day. The implied volatity was 9.54, 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 11.6, which was 0 lower than the previous day. The implied volatity was 9.49, 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 11.6, which was 0 lower than the previous day. The implied volatity was 10.59, 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 11.6, which was 0 lower than the previous day. The implied volatity was 9.92, 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 11.6, which was 0 lower than the previous day. The implied volatity was 8.07, 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 7.50, the open interest changed by 0 which decreased total open position to 0
On 13 Feb IGL was trading at 191.01. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 9.48, the open interest changed by 0 which decreased total open position to 0
On 12 Feb IGL was trading at 190.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.59, the open interest changed by 0 which decreased total open position to 0
On 11 Feb IGL was trading at 192.35. The strike last trading price was 0, 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 4 Feb IGL was trading at 194.12. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 9.97, the open interest changed by 0 which decreased total open position to 0
On 3 Feb IGL was trading at 191.67. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.58, the open interest changed by 0 which decreased total open position to 0
On 1 Feb IGL was trading at 194.21. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 10.09, the open interest changed by 0 which decreased total open position to 0
