IGL
Indraprastha Gas Ltd
Historical option data for IGL
13 Mar 2025 04:10 PM IST
| IGL 27MAR2025 175 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.93
Vega: 0.05
Theta: -0.08
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 184.88 | 10.9 | -3.25 | 20.49 | 15 | 1 | 53 | |||
| 12 Mar | 188.32 | 13.85 | 0.15 | 21.53 | 22 | 1 | 49 | |||
| 11 Mar | 187.16 | 13.7 | 2.8 | 27.86 | 8 | 0 | 49 | |||
| 10 Mar | 183.02 | 10.45 | -4.2 | 31.32 | 77 | 10 | 46 | |||
| 7 Mar | 188.49 | 14.5 | -1.2 | 26.09 | 14 | 2 | 36 | |||
| 6 Mar | 188.09 | 15.6 | 4.05 | 35.88 | 37 | -5 | 34 | |||
| 5 Mar | 182.32 | 11.35 | 0.75 | 38.29 | 33 | 4 | 39 | |||
| 4 Mar | 180.59 | 10.7 | -1.5 | 39.73 | 90 | 6 | 35 | |||
| 3 Mar | 182.53 | 12.25 | -5.65 | 39.44 | 38 | 9 | 22 | |||
|
|
||||||||||
| 28 Feb | 189.48 | 17.9 | -0.9 | 35.75 | 21 | 12 | 12 | |||
| 27 Feb | 195.99 | 18.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Feb | 196.50 | 18.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Feb | 198.18 | 18.8 | 0 | 0.00 | 0 | 1 | 0 | |||
| 24 Feb | 197.67 | 18.8 | -45 | - | 2 | 1 | 1 | |||
| 21 Feb | 201.40 | 63.8 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 203.61 | 63.8 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 193.90 | 63.8 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 192.34 | 63.8 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 190.25 | 63.8 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 185.67 | 63.8 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 191.01 | 63.8 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 190.60 | 63.8 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 192.35 | 63.8 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 194.12 | 63.8 | 0 | - | 0 | 0 | 0 | |||
For Indraprastha Gas Ltd - strike price 175 expiring on 27MAR2025
Delta for 175 CE is 0.93
Historical price for 175 CE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 10.9, which was -3.25 lower than the previous day. The implied volatity was 20.49, the open interest changed by 1 which increased total open position to 53
On 12 Mar IGL was trading at 188.32. The strike last trading price was 13.85, which was 0.15 higher than the previous day. The implied volatity was 21.53, the open interest changed by 1 which increased total open position to 49
On 11 Mar IGL was trading at 187.16. The strike last trading price was 13.7, which was 2.8 higher than the previous day. The implied volatity was 27.86, the open interest changed by 0 which decreased total open position to 49
On 10 Mar IGL was trading at 183.02. The strike last trading price was 10.45, which was -4.2 lower than the previous day. The implied volatity was 31.32, the open interest changed by 10 which increased total open position to 46
On 7 Mar IGL was trading at 188.49. The strike last trading price was 14.5, which was -1.2 lower than the previous day. The implied volatity was 26.09, the open interest changed by 2 which increased total open position to 36
On 6 Mar IGL was trading at 188.09. The strike last trading price was 15.6, which was 4.05 higher than the previous day. The implied volatity was 35.88, the open interest changed by -5 which decreased total open position to 34
On 5 Mar IGL was trading at 182.32. The strike last trading price was 11.35, which was 0.75 higher than the previous day. The implied volatity was 38.29, the open interest changed by 4 which increased total open position to 39
On 4 Mar IGL was trading at 180.59. The strike last trading price was 10.7, which was -1.5 lower than the previous day. The implied volatity was 39.73, the open interest changed by 6 which increased total open position to 35
On 3 Mar IGL was trading at 182.53. The strike last trading price was 12.25, which was -5.65 lower than the previous day. The implied volatity was 39.44, the open interest changed by 9 which increased total open position to 22
On 28 Feb IGL was trading at 189.48. The strike last trading price was 17.9, which was -0.9 lower than the previous day. The implied volatity was 35.75, the open interest changed by 12 which increased total open position to 12
On 27 Feb IGL was trading at 195.99. 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 26 Feb IGL was trading at 196.50. 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 25 Feb IGL was trading at 198.18. 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 1 which increased total open position to 0
On 24 Feb IGL was trading at 197.67. The strike last trading price was 18.8, which was -45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 21 Feb IGL was trading at 201.40. The strike last trading price was 63.8, 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 63.8, 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 63.8, 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 63.8, 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 63.8, 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 63.8, 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 63.8, 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 63.8, 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 63.8, 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 63.8, 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 175 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.22
Vega: 0.11
Theta: -0.15
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 184.88 | 2.05 | 0.35 | 42.19 | 83 | -18 | 184 |
| 12 Mar | 188.32 | 1.7 | -0.4 | 43.25 | 68 | 1 | 202 |
| 11 Mar | 187.16 | 2.1 | -1.2 | 44.61 | 158 | 14 | 202 |
| 10 Mar | 183.02 | 3.35 | 1.05 | 44.76 | 165 | -9 | 190 |
| 7 Mar | 188.49 | 2.4 | -0.05 | 43.63 | 123 | 5 | 199 |
| 6 Mar | 188.09 | 2.4 | -1.6 | 42.74 | 165 | -34 | 195 |
| 5 Mar | 182.32 | 4.15 | -0.75 | 42.75 | 321 | 38 | 226 |
| 4 Mar | 180.59 | 4.85 | 0.5 | 43.03 | 496 | 49 | 186 |
| 3 Mar | 182.53 | 4.15 | 1.4 | 42.17 | 255 | 24 | 139 |
| 28 Feb | 189.48 | 2.7 | 1 | 42.81 | 186 | 20 | 114 |
| 27 Feb | 195.99 | 1.65 | -0.35 | 41.47 | 29 | 7 | 94 |
| 26 Feb | 196.50 | 2.05 | -0.25 | 44.39 | 52 | 13 | 92 |
| 25 Feb | 198.18 | 2.05 | -0.25 | 44.39 | 52 | 18 | 92 |
| 24 Feb | 197.67 | 2.25 | 0.05 | 46.90 | 44 | 0 | 74 |
| 21 Feb | 201.40 | 2.2 | 0.2 | 47.38 | 37 | 7 | 73 |
| 20 Feb | 203.61 | 2 | -1.4 | 47.78 | 45 | -7 | 66 |
| 19 Feb | 193.90 | 3.4 | -1.7 | 46.63 | 87 | 12 | 73 |
| 18 Feb | 192.34 | 5.1 | -0.2 | 52.79 | 206 | -4 | 61 |
| 17 Feb | 190.25 | 5 | -3.55 | 50.13 | 742 | 29 | 61 |
| 14 Feb | 185.67 | 8.55 | 3.95 | 58.82 | 41 | 12 | 30 |
| 13 Feb | 191.01 | 4.45 | -1.55 | 45.91 | 9 | 1 | 12 |
| 12 Feb | 190.60 | 6 | 0 | 52.19 | 1 | 0 | 10 |
| 11 Feb | 192.35 | 6 | 1.05 | 51.69 | 1 | 0 | 9 |
| 4 Feb | 194.12 | 4.95 | 0.95 | 47.65 | 5 | 4 | 8 |
For Indraprastha Gas Ltd - strike price 175 expiring on 27MAR2025
Delta for 175 PE is -0.22
Historical price for 175 PE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 2.05, which was 0.35 higher than the previous day. The implied volatity was 42.19, the open interest changed by -18 which decreased total open position to 184
On 12 Mar IGL was trading at 188.32. The strike last trading price was 1.7, which was -0.4 lower than the previous day. The implied volatity was 43.25, the open interest changed by 1 which increased total open position to 202
On 11 Mar IGL was trading at 187.16. The strike last trading price was 2.1, which was -1.2 lower than the previous day. The implied volatity was 44.61, the open interest changed by 14 which increased total open position to 202
On 10 Mar IGL was trading at 183.02. The strike last trading price was 3.35, which was 1.05 higher than the previous day. The implied volatity was 44.76, the open interest changed by -9 which decreased total open position to 190
On 7 Mar IGL was trading at 188.49. The strike last trading price was 2.4, which was -0.05 lower than the previous day. The implied volatity was 43.63, the open interest changed by 5 which increased total open position to 199
On 6 Mar IGL was trading at 188.09. The strike last trading price was 2.4, which was -1.6 lower than the previous day. The implied volatity was 42.74, the open interest changed by -34 which decreased total open position to 195
On 5 Mar IGL was trading at 182.32. The strike last trading price was 4.15, which was -0.75 lower than the previous day. The implied volatity was 42.75, the open interest changed by 38 which increased total open position to 226
On 4 Mar IGL was trading at 180.59. The strike last trading price was 4.85, which was 0.5 higher than the previous day. The implied volatity was 43.03, the open interest changed by 49 which increased total open position to 186
On 3 Mar IGL was trading at 182.53. The strike last trading price was 4.15, which was 1.4 higher than the previous day. The implied volatity was 42.17, the open interest changed by 24 which increased total open position to 139
On 28 Feb IGL was trading at 189.48. The strike last trading price was 2.7, which was 1 higher than the previous day. The implied volatity was 42.81, the open interest changed by 20 which increased total open position to 114
On 27 Feb IGL was trading at 195.99. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 41.47, the open interest changed by 7 which increased total open position to 94
On 26 Feb IGL was trading at 196.50. The strike last trading price was 2.05, which was -0.25 lower than the previous day. The implied volatity was 44.39, the open interest changed by 13 which increased total open position to 92
On 25 Feb IGL was trading at 198.18. The strike last trading price was 2.05, which was -0.25 lower than the previous day. The implied volatity was 44.39, the open interest changed by 18 which increased total open position to 92
On 24 Feb IGL was trading at 197.67. The strike last trading price was 2.25, which was 0.05 higher than the previous day. The implied volatity was 46.90, the open interest changed by 0 which decreased total open position to 74
On 21 Feb IGL was trading at 201.40. The strike last trading price was 2.2, which was 0.2 higher than the previous day. The implied volatity was 47.38, the open interest changed by 7 which increased total open position to 73
On 20 Feb IGL was trading at 203.61. The strike last trading price was 2, which was -1.4 lower than the previous day. The implied volatity was 47.78, the open interest changed by -7 which decreased total open position to 66
On 19 Feb IGL was trading at 193.90. The strike last trading price was 3.4, which was -1.7 lower than the previous day. The implied volatity was 46.63, the open interest changed by 12 which increased total open position to 73
On 18 Feb IGL was trading at 192.34. The strike last trading price was 5.1, which was -0.2 lower than the previous day. The implied volatity was 52.79, the open interest changed by -4 which decreased total open position to 61
On 17 Feb IGL was trading at 190.25. The strike last trading price was 5, which was -3.55 lower than the previous day. The implied volatity was 50.13, the open interest changed by 29 which increased total open position to 61
On 14 Feb IGL was trading at 185.67. The strike last trading price was 8.55, which was 3.95 higher than the previous day. The implied volatity was 58.82, the open interest changed by 12 which increased total open position to 30
On 13 Feb IGL was trading at 191.01. The strike last trading price was 4.45, which was -1.55 lower than the previous day. The implied volatity was 45.91, the open interest changed by 1 which increased total open position to 12
On 12 Feb IGL was trading at 190.60. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 52.19, the open interest changed by 0 which decreased total open position to 10
On 11 Feb IGL was trading at 192.35. The strike last trading price was 6, which was 1.05 higher than the previous day. The implied volatity was 51.69, the open interest changed by 0 which decreased total open position to 9
On 4 Feb IGL was trading at 194.12. The strike last trading price was 4.95, which was 0.95 higher than the previous day. The implied volatity was 47.65, the open interest changed by 4 which increased total open position to 8
