IGL
Indraprastha Gas Ltd
Historical option data for IGL
09 Apr 2025 04:10 PM IST
| IGL 24APR2025 177.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.48
Vega: 0.14
Theta: -0.26
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 174.88 | 6.4 | -3.35 | 50.73 | 394 | 75 | 101 | |||
| 8 Apr | 181.25 | 10.1 | -5.05 | 51.02 | 160 | -22 | 26 | |||
| 7 Apr | 187.82 | 15.15 | -4.75 | 53.09 | 139 | 36 | 49 | |||
| 4 Apr | 198.06 | 19.9 | -2.95 | - | 8 | 3 | 13 | |||
| 3 Apr | 207.84 | 22.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 202.94 | 22.85 | 0 | 0.00 | 0 | 4 | 0 | |||
| 1 Apr | 201.41 | 22.85 | -2.3 | - | 7 | 5 | 10 | |||
| 28 Mar | 203.12 | 25.15 | -1.35 | - | 24 | 5 | 5 | |||
| 27 Mar | 195.50 | 26.5 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 195.06 | 26.5 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 199.40 | 26.5 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 203.47 | 26.5 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 198.14 | 26.5 | 0 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 20 Mar | 197.60 | 26.5 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 193.29 | 26.5 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 190.53 | 26.5 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 187.61 | 26.5 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 184.88 | 26.5 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 188.32 | 26.5 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 187.16 | 26.5 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 183.02 | 26.5 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 188.49 | 26.5 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 188.09 | 26.5 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 182.32 | 26.5 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 180.59 | 26.5 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 182.53 | 26.5 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 189.48 | 26.5 | 0 | - | 0 | 0 | 0 | |||
For Indraprastha Gas Ltd - strike price 177.5 expiring on 24APR2025
Delta for 177.5 CE is 0.48
Historical price for 177.5 CE is as follows
On 9 Apr IGL was trading at 174.88. The strike last trading price was 6.4, which was -3.35 lower than the previous day. The implied volatity was 50.73, the open interest changed by 75 which increased total open position to 101
On 8 Apr IGL was trading at 181.25. The strike last trading price was 10.1, which was -5.05 lower than the previous day. The implied volatity was 51.02, the open interest changed by -22 which decreased total open position to 26
On 7 Apr IGL was trading at 187.82. The strike last trading price was 15.15, which was -4.75 lower than the previous day. The implied volatity was 53.09, the open interest changed by 36 which increased total open position to 49
On 4 Apr IGL was trading at 198.06. The strike last trading price was 19.9, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 13
On 3 Apr IGL was trading at 207.84. The strike last trading price was 22.85, 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 22.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 1 Apr IGL was trading at 201.41. The strike last trading price was 22.85, which was -2.3 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 10
On 28 Mar IGL was trading at 203.12. The strike last trading price was 25.15, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 27 Mar IGL was trading at 195.50. The strike last trading price was 26.5, 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 Mar IGL was trading at 195.06. The strike last trading price was 26.5, 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 Mar IGL was trading at 199.40. The strike last trading price was 26.5, 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 Mar IGL was trading at 203.47. The strike last trading price was 26.5, 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 Mar IGL was trading at 198.14. The strike last trading price was 26.5, 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 Mar IGL was trading at 197.60. The strike last trading price was 26.5, 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 Mar IGL was trading at 193.29. The strike last trading price was 26.5, 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 Mar IGL was trading at 190.53. The strike last trading price was 26.5, 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 Mar IGL was trading at 187.61. The strike last trading price was 26.5, 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 Mar IGL was trading at 184.88. The strike last trading price was 26.5, 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 Mar IGL was trading at 188.32. The strike last trading price was 26.5, 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 Mar IGL was trading at 187.16. The strike last trading price was 26.5, 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 10 Mar IGL was trading at 183.02. The strike last trading price was 26.5, 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 7 Mar IGL was trading at 188.49. The strike last trading price was 26.5, 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 6 Mar IGL was trading at 188.09. The strike last trading price was 26.5, 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 5 Mar IGL was trading at 182.32. The strike last trading price was 26.5, 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 Mar IGL was trading at 180.59. The strike last trading price was 26.5, 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 Mar IGL was trading at 182.53. The strike last trading price was 26.5, 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 28 Feb IGL was trading at 189.48. The strike last trading price was 26.5, 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 177.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.14
Theta: -0.22
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 174.88 | 8.35 | 0.9 | 52.55 | 530 | -38 | 103 |
| 8 Apr | 181.25 | 6.4 | 1.2 | 56.70 | 636 | 109 | 139 |
| 7 Apr | 187.82 | 5 | 3.25 | 61.24 | 114 | 10 | 33 |
| 4 Apr | 198.06 | 1.65 | 0.8 | 48.34 | 38 | 1 | 21 |
| 3 Apr | 207.84 | 0.85 | -0.55 | 48.48 | 19 | -2 | 17 |
| 2 Apr | 202.94 | 1.4 | -0.4 | 48.46 | 14 | 4 | 17 |
| 1 Apr | 201.41 | 1.8 | 0.2 | 50.99 | 5 | 1 | 13 |
| 28 Mar | 203.12 | 1.6 | -0.8 | 47.56 | 55 | 0 | 12 |
| 27 Mar | 195.50 | 2.4 | 0.35 | 43.65 | 22 | 10 | 12 |
| 26 Mar | 195.06 | 2.05 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 199.40 | 2.05 | 0 | 0.00 | 0 | 2 | 0 |
| 24 Mar | 203.47 | 2.05 | -4 | 47.90 | 4 | 1 | 1 |
| 21 Mar | 198.14 | 6.05 | 0 | 11.41 | 0 | 0 | 0 |
| 20 Mar | 197.60 | 6.05 | 0 | 11.01 | 0 | 0 | 0 |
| 19 Mar | 193.29 | 6.05 | 0 | 9.33 | 0 | 0 | 0 |
| 18 Mar | 190.53 | 6.05 | 0 | 8.25 | 0 | 0 | 0 |
| 17 Mar | 187.61 | 6.05 | 0 | 6.71 | 0 | 0 | 0 |
| 13 Mar | 184.88 | 6.05 | 0 | 5.11 | 0 | 0 | 0 |
| 12 Mar | 188.32 | 6.05 | 0 | 6.32 | 0 | 0 | 0 |
| 11 Mar | 187.16 | 6.05 | 0 | 6.14 | 0 | 0 | 0 |
| 10 Mar | 183.02 | 6.05 | 0 | 4.03 | 0 | 0 | 0 |
| 7 Mar | 188.49 | 6.05 | 0 | 5.74 | 0 | 0 | 0 |
| 6 Mar | 188.09 | 6.05 | 0 | 5.71 | 0 | 0 | 0 |
| 5 Mar | 182.32 | 6.05 | 0 | 3.49 | 0 | 0 | 0 |
| 4 Mar | 180.59 | 6.05 | 0 | 2.69 | 0 | 0 | 0 |
| 3 Mar | 182.53 | 6.05 | 0 | 3.84 | 0 | 0 | 0 |
| 28 Feb | 189.48 | 6.05 | 0 | 6.11 | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 177.5 expiring on 24APR2025
Delta for 177.5 PE is -0.51
Historical price for 177.5 PE is as follows
On 9 Apr IGL was trading at 174.88. The strike last trading price was 8.35, which was 0.9 higher than the previous day. The implied volatity was 52.55, the open interest changed by -38 which decreased total open position to 103
On 8 Apr IGL was trading at 181.25. The strike last trading price was 6.4, which was 1.2 higher than the previous day. The implied volatity was 56.70, the open interest changed by 109 which increased total open position to 139
On 7 Apr IGL was trading at 187.82. The strike last trading price was 5, which was 3.25 higher than the previous day. The implied volatity was 61.24, the open interest changed by 10 which increased total open position to 33
On 4 Apr IGL was trading at 198.06. The strike last trading price was 1.65, which was 0.8 higher than the previous day. The implied volatity was 48.34, the open interest changed by 1 which increased total open position to 21
On 3 Apr IGL was trading at 207.84. The strike last trading price was 0.85, which was -0.55 lower than the previous day. The implied volatity was 48.48, the open interest changed by -2 which decreased total open position to 17
On 2 Apr IGL was trading at 202.94. The strike last trading price was 1.4, which was -0.4 lower than the previous day. The implied volatity was 48.46, the open interest changed by 4 which increased total open position to 17
On 1 Apr IGL was trading at 201.41. The strike last trading price was 1.8, which was 0.2 higher than the previous day. The implied volatity was 50.99, the open interest changed by 1 which increased total open position to 13
On 28 Mar IGL was trading at 203.12. The strike last trading price was 1.6, which was -0.8 lower than the previous day. The implied volatity was 47.56, the open interest changed by 0 which decreased total open position to 12
On 27 Mar IGL was trading at 195.50. The strike last trading price was 2.4, which was 0.35 higher than the previous day. The implied volatity was 43.65, the open interest changed by 10 which increased total open position to 12
On 26 Mar IGL was trading at 195.06. The strike last trading price was 2.05, 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 2.05, 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 24 Mar IGL was trading at 203.47. The strike last trading price was 2.05, which was -4 lower than the previous day. The implied volatity was 47.90, the open interest changed by 1 which increased total open position to 1
On 21 Mar IGL was trading at 198.14. The strike last trading price was 6.05, which was 0 lower than the previous day. The implied volatity was 11.41, 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 6.05, which was 0 lower than the previous day. The implied volatity was 11.01, 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 6.05, which was 0 lower than the previous day. The implied volatity was 9.33, 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 6.05, which was 0 lower than the previous day. The implied volatity was 8.25, 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 6.05, which was 0 lower than the previous day. The implied volatity was 6.71, 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 6.05, which was 0 lower than the previous day. The implied volatity was 5.11, 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 6.05, which was 0 lower than the previous day. The implied volatity was 6.32, 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 6.05, which was 0 lower than the previous day. The implied volatity was 6.14, 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 6.05, which was 0 lower than the previous day. The implied volatity was 4.03, 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 6.05, which was 0 lower than the previous day. The implied volatity was 5.74, 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 6.05, which was 0 lower than the previous day. The implied volatity was 5.71, the open interest changed by 0 which decreased total open position to 0
On 5 Mar IGL was trading at 182.32. The strike last trading price was 6.05, which was 0 lower than the previous day. The implied volatity was 3.49, the open interest changed by 0 which decreased total open position to 0
On 4 Mar IGL was trading at 180.59. The strike last trading price was 6.05, which was 0 lower than the previous day. The implied volatity was 2.69, 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 6.05, which was 0 lower than the previous day. The implied volatity was 3.84, the open interest changed by 0 which decreased total open position to 0
On 28 Feb IGL was trading at 189.48. The strike last trading price was 6.05, which was 0 lower than the previous day. The implied volatity was 6.11, the open interest changed by 0 which decreased total open position to 0
