IGL
Indraprastha Gas Ltd
Historical option data for IGL
09 Apr 2025 04:10 PM IST
| IGL 24APR2025 172.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 0.14
Theta: -0.26
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 174.88 | 8.8 | -3.9 | 50.17 | 221 | 63 | 98 | |||
| 8 Apr | 181.25 | 13.4 | -5.3 | 52.52 | 61 | 10 | 34 | |||
| 7 Apr | 187.82 | 18.9 | -5.45 | 54.23 | 39 | 14 | 24 | |||
| 4 Apr | 198.06 | 24.35 | -3.65 | - | 4 | 0 | 11 | |||
| 3 Apr | 207.84 | 28 | 0 | 0.00 | 0 | -13 | 0 | |||
| 2 Apr | 202.94 | 28 | -1.8 | - | 15 | -7 | 17 | |||
| 1 Apr | 201.41 | 29.8 | 0 | 0.00 | 0 | 7 | 0 | |||
| 28 Mar | 203.12 | 29.8 | 7 | - | 13 | 7 | 18 | |||
| 27 Mar | 195.50 | 22.8 | -1.9 | - | 10 | 5 | 6 | |||
| 26 Mar | 195.06 | 24.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 199.40 | 24.7 | 8.75 | - | 1 | 0 | 1 | |||
| 24 Mar | 203.47 | 15.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 198.14 | 15.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 197.60 | 15.95 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 19 Mar | 193.29 | 15.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 190.53 | 15.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 187.61 | 15.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 184.88 | 15.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 188.32 | 15.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 187.16 | 15.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 183.02 | 15.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 188.49 | 15.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 188.09 | 15.95 | -3.95 | - | 1 | 0 | 1 | |||
| 3 Mar | 182.53 | 19.9 | -10.1 | 47.18 | 1 | 0 | 0 | |||
For Indraprastha Gas Ltd - strike price 172.5 expiring on 24APR2025
Delta for 172.5 CE is 0.59
Historical price for 172.5 CE is as follows
On 9 Apr IGL was trading at 174.88. The strike last trading price was 8.8, which was -3.9 lower than the previous day. The implied volatity was 50.17, the open interest changed by 63 which increased total open position to 98
On 8 Apr IGL was trading at 181.25. The strike last trading price was 13.4, which was -5.3 lower than the previous day. The implied volatity was 52.52, the open interest changed by 10 which increased total open position to 34
On 7 Apr IGL was trading at 187.82. The strike last trading price was 18.9, which was -5.45 lower than the previous day. The implied volatity was 54.23, the open interest changed by 14 which increased total open position to 24
On 4 Apr IGL was trading at 198.06. The strike last trading price was 24.35, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 3 Apr IGL was trading at 207.84. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -13 which decreased total open position to 0
On 2 Apr IGL was trading at 202.94. The strike last trading price was 28, which was -1.8 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 17
On 1 Apr IGL was trading at 201.41. The strike last trading price was 29.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 28 Mar IGL was trading at 203.12. The strike last trading price was 29.8, which was 7 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 18
On 27 Mar IGL was trading at 195.50. The strike last trading price was 22.8, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 6
On 26 Mar IGL was trading at 195.06. The strike last trading price was 24.7, 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 Mar IGL was trading at 199.40. The strike last trading price was 24.7, which was 8.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Mar IGL was trading at 203.47. The strike last trading price was 15.95, 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 15.95, 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 20 Mar IGL was trading at 197.60. The strike last trading price was 15.95, 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 19 Mar IGL was trading at 193.29. The strike last trading price was 15.95, 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 18 Mar IGL was trading at 190.53. The strike last trading price was 15.95, 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 17 Mar IGL was trading at 187.61. The strike last trading price was 15.95, 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 15.95, 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 15.95, 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 15.95, 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 15.95, 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 15.95, 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 15.95, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Mar IGL was trading at 182.53. The strike last trading price was 19.9, which was -10.1 lower than the previous day. The implied volatity was 47.18, the open interest changed by 0 which decreased total open position to 0
| IGL 24APR2025 172.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.41
Vega: 0.14
Theta: -0.23
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 174.88 | 6.25 | 0.85 | 55.52 | 691 | 104 | 168 |
| 8 Apr | 181.25 | 4.65 | 0.75 | 58.23 | 278 | 25 | 63 |
| 7 Apr | 187.82 | 3.6 | 2.5 | 62.23 | 102 | 15 | 37 |
| 4 Apr | 198.06 | 1.05 | -0.7 | 49.31 | 7 | 2 | 24 |
| 3 Apr | 207.84 | 1.75 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 202.94 | 1.75 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 201.41 | 1.75 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 203.12 | 1.75 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 195.50 | 1.75 | 0 | 0.00 | 0 | 2 | 0 |
| 26 Mar | 195.06 | 1.75 | -0.1 | 44.78 | 12 | 6 | 26 |
| 25 Mar | 199.40 | 1.85 | 0.35 | 48.89 | 63 | 9 | 21 |
| 24 Mar | 203.47 | 1.5 | -3.15 | 49.46 | 60 | 10 | 10 |
| 21 Mar | 198.14 | 4.65 | 0 | 14.56 | 0 | 0 | 0 |
| 20 Mar | 197.60 | 4.65 | 0 | 13.12 | 0 | 0 | 0 |
| 19 Mar | 193.29 | 4.65 | 0 | 11.39 | 0 | 0 | 0 |
| 18 Mar | 190.53 | 4.65 | 0 | 10.41 | 0 | 0 | 0 |
| 17 Mar | 187.61 | 4.65 | 0 | 9.15 | 0 | 0 | 0 |
| 13 Mar | 184.88 | 4.65 | 0 | 7.49 | 0 | 0 | 0 |
| 12 Mar | 188.32 | 4.65 | 0 | 8.66 | 0 | 0 | 0 |
| 11 Mar | 187.16 | 4.65 | 0 | 8.47 | 0 | 0 | 0 |
| 10 Mar | 183.02 | 4.65 | 0 | 6.28 | 0 | 0 | 0 |
| 7 Mar | 188.49 | 4.65 | 0 | 8.77 | 0 | 0 | 0 |
| 6 Mar | 188.09 | 4.65 | 0 | 8.42 | 0 | 0 | 0 |
| 3 Mar | 182.53 | 4.65 | 0 | 5.64 | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 172.5 expiring on 24APR2025
Delta for 172.5 PE is -0.41
Historical price for 172.5 PE is as follows
On 9 Apr IGL was trading at 174.88. The strike last trading price was 6.25, which was 0.85 higher than the previous day. The implied volatity was 55.52, the open interest changed by 104 which increased total open position to 168
On 8 Apr IGL was trading at 181.25. The strike last trading price was 4.65, which was 0.75 higher than the previous day. The implied volatity was 58.23, the open interest changed by 25 which increased total open position to 63
On 7 Apr IGL was trading at 187.82. The strike last trading price was 3.6, which was 2.5 higher than the previous day. The implied volatity was 62.23, the open interest changed by 15 which increased total open position to 37
On 4 Apr IGL was trading at 198.06. The strike last trading price was 1.05, which was -0.7 lower than the previous day. The implied volatity was 49.31, the open interest changed by 2 which increased total open position to 24
On 3 Apr IGL was trading at 207.84. The strike last trading price was 1.75, 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 1.75, 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 1.75, 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 1.75, 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 27 Mar IGL was trading at 195.50. The strike last trading price was 1.75, 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 26 Mar IGL was trading at 195.06. The strike last trading price was 1.75, which was -0.1 lower than the previous day. The implied volatity was 44.78, the open interest changed by 6 which increased total open position to 26
On 25 Mar IGL was trading at 199.40. The strike last trading price was 1.85, which was 0.35 higher than the previous day. The implied volatity was 48.89, the open interest changed by 9 which increased total open position to 21
On 24 Mar IGL was trading at 203.47. The strike last trading price was 1.5, which was -3.15 lower than the previous day. The implied volatity was 49.46, the open interest changed by 10 which increased total open position to 10
On 21 Mar IGL was trading at 198.14. The strike last trading price was 4.65, which was 0 lower than the previous day. The implied volatity was 14.56, 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 4.65, which was 0 lower than the previous day. The implied volatity was 13.12, the open interest changed by 0 which decreased total open position to 0
On 19 Mar IGL was trading at 193.29. The strike last trading price was 4.65, which was 0 lower than the previous day. The implied volatity was 11.39, the open interest changed by 0 which decreased total open position to 0
On 18 Mar IGL was trading at 190.53. The strike last trading price was 4.65, which was 0 lower than the previous day. The implied volatity was 10.41, 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 4.65, which was 0 lower than the previous day. The implied volatity was 9.15, 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 4.65, which was 0 lower than the previous day. The implied volatity was 7.49, 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 4.65, which was 0 lower than the previous day. The implied volatity was 8.66, 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 4.65, which was 0 lower than the previous day. The implied volatity was 8.47, 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 4.65, which was 0 lower than the previous day. The implied volatity was 6.28, 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 4.65, which was 0 lower than the previous day. The implied volatity was 8.77, 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 4.65, which was 0 lower than the previous day. The implied volatity was 8.42, the open interest changed by 0 which decreased total open position to 0
On 3 Mar IGL was trading at 182.53. The strike last trading price was 4.65, which was 0 lower than the previous day. The implied volatity was 5.64, the open interest changed by 0 which decreased total open position to 0
