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Related Pages for IGL
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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
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
IGL 27MAR2025 172.5 CE
Delta: 0.89
Vega: 0.07
Theta: -0.12
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
13 Mar 184.88 13.8 -2.55 31.63 8 -1 18
12 Mar 188.32 16.2 0.3 28.73 6 1 20
11 Mar 187.16 15.85 -1.75 25.25 6 -2 18
10 Mar 183.02 17.6 0.15 72.41 3 3 19
7 Mar 188.49 17.45 -0.6 35.36 6 3 16
6 Mar 188.09 17.95 4.95 38.79 8 3 13
5 Mar 182.32 13 0.8 37.80 26 -1 9
4 Mar 180.59 12.15 -1.7 38.67 13 2 10
3 Mar 182.53 13.85 -5.45 38.68 15 -2 9
28 Feb 189.48 19.3 -43.9 29.09 15 10 10
27 Feb 195.99 63.2 0 - 0 0 0
26 Feb 196.50 63.2 0 - 0 0 0
25 Feb 198.18 63.2 0 - 0 0 0
24 Feb 197.67 63.2 0 - 0 0 0
21 Feb 201.40 63.2 0 - 0 0 0
20 Feb 203.61 63.2 0 - 0 0 0
19 Feb 193.90 63.2 0 - 0 0 0
18 Feb 192.34 63.2 0 - 0 0 0
17 Feb 190.25 63.2 0 - 0 0 0

For Indraprastha Gas Ltd - strike price 172.5 expiring on 27MAR2025

Delta for 172.5 CE is 0.89

Historical price for 172.5 CE is as follows

On 13 Mar IGL was trading at 184.88. The strike last trading price was 13.8, which was -2.55 lower than the previous day. The implied volatity was 31.63, the open interest changed by -1 which decreased total open position to 18


On 12 Mar IGL was trading at 188.32. The strike last trading price was 16.2, which was 0.3 higher than the previous day. The implied volatity was 28.73, the open interest changed by 1 which increased total open position to 20


On 11 Mar IGL was trading at 187.16. The strike last trading price was 15.85, which was -1.75 lower than the previous day. The implied volatity was 25.25, the open interest changed by -2 which decreased total open position to 18


On 10 Mar IGL was trading at 183.02. The strike last trading price was 17.6, which was 0.15 higher than the previous day. The implied volatity was 72.41, the open interest changed by 3 which increased total open position to 19


On 7 Mar IGL was trading at 188.49. The strike last trading price was 17.45, which was -0.6 lower than the previous day. The implied volatity was 35.36, the open interest changed by 3 which increased total open position to 16


On 6 Mar IGL was trading at 188.09. The strike last trading price was 17.95, which was 4.95 higher than the previous day. The implied volatity was 38.79, the open interest changed by 3 which increased total open position to 13


On 5 Mar IGL was trading at 182.32. The strike last trading price was 13, which was 0.8 higher than the previous day. The implied volatity was 37.80, the open interest changed by -1 which decreased total open position to 9


On 4 Mar IGL was trading at 180.59. The strike last trading price was 12.15, which was -1.7 lower than the previous day. The implied volatity was 38.67, the open interest changed by 2 which increased total open position to 10


On 3 Mar IGL was trading at 182.53. The strike last trading price was 13.85, which was -5.45 lower than the previous day. The implied volatity was 38.68, the open interest changed by -2 which decreased total open position to 9


On 28 Feb IGL was trading at 189.48. The strike last trading price was 19.3, which was -43.9 lower than the previous day. The implied volatity was 29.09, 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 63.2, 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 63.2, 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 63.2, 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 63.2, 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 63.2, 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 63.2, 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 63.2, 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 63.2, 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 63.2, 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 172.5 PE
Delta: -0.18
Vega: 0.10
Theta: -0.14
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
13 Mar 184.88 1.6 0.4 43.29 41 4 58
12 Mar 188.32 1.2 -0.5 42.25 45 -11 53
11 Mar 187.16 1.65 -1 45.33 51 7 65
10 Mar 183.02 2.55 0.7 44.23 66 0 57
7 Mar 188.49 1.85 -0.1 43.60 41 -9 57
6 Mar 188.09 1.95 -1.3 43.55 54 -6 66
5 Mar 182.32 3.3 -0.55 42.55 109 4 74
4 Mar 180.59 3.85 0.2 42.42 120 0 69
3 Mar 182.53 3.5 1.25 43.18 136 35 68
28 Feb 189.48 2.25 -6.4 43.55 79 33 33
27 Feb 195.99 8.65 0 14.65 0 0 0
26 Feb 196.50 8.65 0 14.56 0 0 0
25 Feb 198.18 8.65 0 14.56 0 0 0
24 Feb 197.67 8.65 0 14.96 0 0 0
21 Feb 201.40 8.65 0 15.57 0 0 0
20 Feb 203.61 8.65 0 16.25 0 0 0
19 Feb 193.90 8.65 0 11.76 0 0 0
18 Feb 192.34 8.65 0 10.84 0 0 0
17 Feb 190.25 8.65 0 10.26 0 0 0

For Indraprastha Gas Ltd - strike price 172.5 expiring on 27MAR2025

Delta for 172.5 PE is -0.18

Historical price for 172.5 PE is as follows

On 13 Mar IGL was trading at 184.88. The strike last trading price was 1.6, which was 0.4 higher than the previous day. The implied volatity was 43.29, the open interest changed by 4 which increased total open position to 58


On 12 Mar IGL was trading at 188.32. The strike last trading price was 1.2, which was -0.5 lower than the previous day. The implied volatity was 42.25, the open interest changed by -11 which decreased total open position to 53


On 11 Mar IGL was trading at 187.16. The strike last trading price was 1.65, which was -1 lower than the previous day. The implied volatity was 45.33, the open interest changed by 7 which increased total open position to 65


On 10 Mar IGL was trading at 183.02. The strike last trading price was 2.55, which was 0.7 higher than the previous day. The implied volatity was 44.23, the open interest changed by 0 which decreased total open position to 57


On 7 Mar IGL was trading at 188.49. The strike last trading price was 1.85, which was -0.1 lower than the previous day. The implied volatity was 43.60, the open interest changed by -9 which decreased total open position to 57


On 6 Mar IGL was trading at 188.09. The strike last trading price was 1.95, which was -1.3 lower than the previous day. The implied volatity was 43.55, the open interest changed by -6 which decreased total open position to 66


On 5 Mar IGL was trading at 182.32. The strike last trading price was 3.3, which was -0.55 lower than the previous day. The implied volatity was 42.55, the open interest changed by 4 which increased total open position to 74


On 4 Mar IGL was trading at 180.59. The strike last trading price was 3.85, which was 0.2 higher than the previous day. The implied volatity was 42.42, the open interest changed by 0 which decreased total open position to 69


On 3 Mar IGL was trading at 182.53. The strike last trading price was 3.5, which was 1.25 higher than the previous day. The implied volatity was 43.18, the open interest changed by 35 which increased total open position to 68


On 28 Feb IGL was trading at 189.48. The strike last trading price was 2.25, which was -6.4 lower than the previous day. The implied volatity was 43.55, the open interest changed by 33 which increased total open position to 33


On 27 Feb IGL was trading at 195.99. The strike last trading price was 8.65, which was 0 lower than the previous day. The implied volatity was 14.65, 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 8.65, 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 25 Feb IGL was trading at 198.18. The strike last trading price was 8.65, 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 24 Feb IGL was trading at 197.67. The strike last trading price was 8.65, which was 0 lower than the previous day. The implied volatity was 14.96, 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 8.65, which was 0 lower than the previous day. The implied volatity was 15.57, 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 8.65, which was 0 lower than the previous day. The implied volatity was 16.25, 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 8.65, which was 0 lower than the previous day. The implied volatity was 11.76, 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 8.65, which was 0 lower than the previous day. The implied volatity was 10.84, 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 8.65, which was 0 lower than the previous day. The implied volatity was 10.26, the open interest changed by 0 which decreased total open position to 0