IGL
Indraprastha Gas Ltd
Historical option data for IGL
13 Mar 2025 04:10 PM IST
| IGL 27MAR2025 170 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 | 15 | -3.3 | - | 15 | 1 | 57 | |||
| 12 Mar | 188.32 | 18.15 | 2.55 | - | 30 | 2 | 57 | |||
| 11 Mar | 187.16 | 15.6 | 1.15 | - | 38 | 14 | 55 | |||
| 10 Mar | 183.02 | 14.45 | -4.55 | 30.47 | 56 | 4 | 38 | |||
| 7 Mar | 188.49 | 18.6 | -1.4 | - | 23 | -1 | 34 | |||
| 6 Mar | 188.09 | 19.7 | 4.65 | 34.46 | 27 | -1 | 35 | |||
| 5 Mar | 182.32 | 15 | 0.1 | 38.93 | 54 | 8 | 36 | |||
| 4 Mar | 180.59 | 14.9 | -1.25 | 45.55 | 54 | 10 | 28 | |||
| 3 Mar | 182.53 | 16.15 | -5.15 | 42.03 | 16 | 9 | 18 | |||
| 28 Feb | 189.48 | 21.3 | -7.2 | 23.84 | 12 | 9 | 9 | |||
| 27 Feb | 195.99 | 28.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Feb | 196.50 | 28.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Feb | 198.18 | 28.5 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 24 Feb | 197.67 | 28.5 | 0 | 0.00 | 0 | 1 | 0 | |||
| 21 Feb | 201.40 | 28.5 | -41.95 | 42267.70 | 1 | 0 | 0 | |||
| 20 Feb | 203.61 | 70.45 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 193.90 | 70.45 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 192.34 | 70.45 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 190.25 | 70.45 | 0 | - | 0 | 0 | 0 | |||
For Indraprastha Gas Ltd - strike price 170 expiring on 27MAR2025
Delta for 170 CE is -
Historical price for 170 CE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 15, which was -3.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 57
On 12 Mar IGL was trading at 188.32. The strike last trading price was 18.15, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 57
On 11 Mar IGL was trading at 187.16. The strike last trading price was 15.6, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 55
On 10 Mar IGL was trading at 183.02. The strike last trading price was 14.45, which was -4.55 lower than the previous day. The implied volatity was 30.47, the open interest changed by 4 which increased total open position to 38
On 7 Mar IGL was trading at 188.49. The strike last trading price was 18.6, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 34
On 6 Mar IGL was trading at 188.09. The strike last trading price was 19.7, which was 4.65 higher than the previous day. The implied volatity was 34.46, the open interest changed by -1 which decreased total open position to 35
On 5 Mar IGL was trading at 182.32. The strike last trading price was 15, which was 0.1 higher than the previous day. The implied volatity was 38.93, the open interest changed by 8 which increased total open position to 36
On 4 Mar IGL was trading at 180.59. The strike last trading price was 14.9, which was -1.25 lower than the previous day. The implied volatity was 45.55, the open interest changed by 10 which increased total open position to 28
On 3 Mar IGL was trading at 182.53. The strike last trading price was 16.15, which was -5.15 lower than the previous day. The implied volatity was 42.03, the open interest changed by 9 which increased total open position to 18
On 28 Feb IGL was trading at 189.48. The strike last trading price was 21.3, which was -7.2 lower than the previous day. The implied volatity was 23.84, the open interest changed by 9 which increased total open position to 9
On 27 Feb IGL was trading at 195.99. The strike last trading price was 28.5, 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 Feb IGL was trading at 196.50. The strike last trading price was 28.5, 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 25 Feb IGL was trading at 198.18. The strike last trading price was 28.5, 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 24 Feb IGL was trading at 197.67. The strike last trading price was 28.5, 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 21 Feb IGL was trading at 201.40. The strike last trading price was 28.5, which was -41.95 lower than the previous day. The implied volatity was 42267.70, 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 70.45, 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 70.45, 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 70.45, 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 70.45, 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 170 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.08
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 184.88 | 1.2 | 0.2 | 43.91 | 155 | 43 | 382 |
| 12 Mar | 188.32 | 1.05 | -0.25 | 45.49 | 204 | -21 | 341 |
| 11 Mar | 187.16 | 1.25 | -0.85 | 45.67 | 197 | 2 | 362 |
| 10 Mar | 183.02 | 2.15 | 0.75 | 46.10 | 253 | 53 | 360 |
| 7 Mar | 188.49 | 1.5 | -0.05 | 44.59 | 105 | 2 | 307 |
| 6 Mar | 188.09 | 1.55 | -1.1 | 44.14 | 264 | -41 | 305 |
| 5 Mar | 182.32 | 2.75 | -0.6 | 43.65 | 422 | 24 | 349 |
| 4 Mar | 180.59 | 3.3 | 0.3 | 43.97 | 424 | 58 | 324 |
| 3 Mar | 182.53 | 2.95 | 1.05 | 44.26 | 392 | 69 | 267 |
| 28 Feb | 189.48 | 1.85 | 0.5 | 44.17 | 188 | 59 | 194 |
| 27 Feb | 195.99 | 1.25 | 0 | 44.43 | 194 | 38 | 135 |
| 26 Feb | 196.50 | 1.25 | -0.35 | 43.99 | 62 | -3 | 98 |
| 25 Feb | 198.18 | 1.25 | -0.35 | 43.99 | 62 | -2 | 98 |
| 24 Feb | 197.67 | 1.55 | -0.05 | 47.69 | 180 | 1 | 96 |
| 21 Feb | 201.40 | 1.6 | 0.1 | 48.68 | 76 | 62 | 91 |
| 20 Feb | 203.61 | 1.5 | -0.85 | 49.47 | 43 | 18 | 29 |
| 19 Feb | 193.90 | 2.35 | -1.9 | 46.70 | 16 | 7 | 13 |
| 18 Feb | 192.34 | 4.25 | 0.3 | 55.69 | 7 | 4 | 5 |
| 17 Feb | 190.25 | 3.65 | -10.15 | 50.16 | 8 | 3 | 3 |
For Indraprastha Gas Ltd - strike price 170 expiring on 27MAR2025
Delta for 170 PE is -0.14
Historical price for 170 PE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 1.2, which was 0.2 higher than the previous day. The implied volatity was 43.91, the open interest changed by 43 which increased total open position to 382
On 12 Mar IGL was trading at 188.32. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 45.49, the open interest changed by -21 which decreased total open position to 341
On 11 Mar IGL was trading at 187.16. The strike last trading price was 1.25, which was -0.85 lower than the previous day. The implied volatity was 45.67, the open interest changed by 2 which increased total open position to 362
On 10 Mar IGL was trading at 183.02. The strike last trading price was 2.15, which was 0.75 higher than the previous day. The implied volatity was 46.10, the open interest changed by 53 which increased total open position to 360
On 7 Mar IGL was trading at 188.49. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 44.59, the open interest changed by 2 which increased total open position to 307
On 6 Mar IGL was trading at 188.09. The strike last trading price was 1.55, which was -1.1 lower than the previous day. The implied volatity was 44.14, the open interest changed by -41 which decreased total open position to 305
On 5 Mar IGL was trading at 182.32. The strike last trading price was 2.75, which was -0.6 lower than the previous day. The implied volatity was 43.65, the open interest changed by 24 which increased total open position to 349
On 4 Mar IGL was trading at 180.59. The strike last trading price was 3.3, which was 0.3 higher than the previous day. The implied volatity was 43.97, the open interest changed by 58 which increased total open position to 324
On 3 Mar IGL was trading at 182.53. The strike last trading price was 2.95, which was 1.05 higher than the previous day. The implied volatity was 44.26, the open interest changed by 69 which increased total open position to 267
On 28 Feb IGL was trading at 189.48. The strike last trading price was 1.85, which was 0.5 higher than the previous day. The implied volatity was 44.17, the open interest changed by 59 which increased total open position to 194
On 27 Feb IGL was trading at 195.99. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 44.43, the open interest changed by 38 which increased total open position to 135
On 26 Feb IGL was trading at 196.50. The strike last trading price was 1.25, which was -0.35 lower than the previous day. The implied volatity was 43.99, the open interest changed by -3 which decreased total open position to 98
On 25 Feb IGL was trading at 198.18. The strike last trading price was 1.25, which was -0.35 lower than the previous day. The implied volatity was 43.99, the open interest changed by -2 which decreased total open position to 98
On 24 Feb IGL was trading at 197.67. The strike last trading price was 1.55, which was -0.05 lower than the previous day. The implied volatity was 47.69, the open interest changed by 1 which increased total open position to 96
On 21 Feb IGL was trading at 201.40. The strike last trading price was 1.6, which was 0.1 higher than the previous day. The implied volatity was 48.68, the open interest changed by 62 which increased total open position to 91
On 20 Feb IGL was trading at 203.61. The strike last trading price was 1.5, which was -0.85 lower than the previous day. The implied volatity was 49.47, the open interest changed by 18 which increased total open position to 29
On 19 Feb IGL was trading at 193.90. The strike last trading price was 2.35, which was -1.9 lower than the previous day. The implied volatity was 46.70, the open interest changed by 7 which increased total open position to 13
On 18 Feb IGL was trading at 192.34. The strike last trading price was 4.25, which was 0.3 higher than the previous day. The implied volatity was 55.69, the open interest changed by 4 which increased total open position to 5
On 17 Feb IGL was trading at 190.25. The strike last trading price was 3.65, which was -10.15 lower than the previous day. The implied volatity was 50.16, the open interest changed by 3 which increased total open position to 3
