IGL
Indraprastha Gas Ltd
Historical option data for IGL
13 Mar 2025 04:10 PM IST
| IGL 27MAR2025 177.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 0.09
Theta: -0.12
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 184.88 | 9 | -0.65 | 24.57 | 4 | -1 | 29 | |||
| 12 Mar | 188.32 | 9.65 | -1.75 | - | 13 | 0 | 29 | |||
| 11 Mar | 187.16 | 11.4 | -2 | 26.16 | 10 | 1 | 31 | |||
| 10 Mar | 183.02 | 13.4 | 0.45 | 64.12 | 6 | 4 | 29 | |||
| 7 Mar | 188.49 | 12.95 | -1 | 31.61 | 10 | 3 | 25 | |||
| 6 Mar | 188.09 | 13.7 | 3.7 | 36.18 | 41 | -7 | 22 | |||
| 5 Mar | 182.32 | 9.9 | 0.75 | 39.08 | 58 | 8 | 28 | |||
| 4 Mar | 180.59 | 9.15 | -1.5 | 39.32 | 63 | 12 | 20 | |||
| 3 Mar | 182.53 | 10.7 | -5.35 | 39.64 | 17 | 2 | 9 | |||
| 28 Feb | 189.48 | 16.05 | -39.95 | 36.43 | 7 | 4 | 4 | |||
| 27 Feb | 195.99 | 56 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 196.50 | 56 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 198.18 | 56 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 197.67 | 56 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 201.40 | 56 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 203.61 | 56 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 193.90 | 56 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 192.34 | 56 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 190.25 | 56 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 185.67 | 56 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 191.01 | 56 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 190.60 | 56 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 192.35 | 56 | 0 | - | 0 | 0 | 0 | |||
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| 4 Feb | 194.12 | 56 | 0 | - | 0 | 0 | 0 | |||
For Indraprastha Gas Ltd - strike price 177.5 expiring on 27MAR2025
Delta for 177.5 CE is 0.83
Historical price for 177.5 CE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 9, which was -0.65 lower than the previous day. The implied volatity was 24.57, the open interest changed by -1 which decreased total open position to 29
On 12 Mar IGL was trading at 188.32. The strike last trading price was 9.65, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 11 Mar IGL was trading at 187.16. The strike last trading price was 11.4, which was -2 lower than the previous day. The implied volatity was 26.16, the open interest changed by 1 which increased total open position to 31
On 10 Mar IGL was trading at 183.02. The strike last trading price was 13.4, which was 0.45 higher than the previous day. The implied volatity was 64.12, the open interest changed by 4 which increased total open position to 29
On 7 Mar IGL was trading at 188.49. The strike last trading price was 12.95, which was -1 lower than the previous day. The implied volatity was 31.61, the open interest changed by 3 which increased total open position to 25
On 6 Mar IGL was trading at 188.09. The strike last trading price was 13.7, which was 3.7 higher than the previous day. The implied volatity was 36.18, the open interest changed by -7 which decreased total open position to 22
On 5 Mar IGL was trading at 182.32. The strike last trading price was 9.9, which was 0.75 higher than the previous day. The implied volatity was 39.08, the open interest changed by 8 which increased total open position to 28
On 4 Mar IGL was trading at 180.59. The strike last trading price was 9.15, which was -1.5 lower than the previous day. The implied volatity was 39.32, the open interest changed by 12 which increased total open position to 20
On 3 Mar IGL was trading at 182.53. The strike last trading price was 10.7, which was -5.35 lower than the previous day. The implied volatity was 39.64, the open interest changed by 2 which increased total open position to 9
On 28 Feb IGL was trading at 189.48. The strike last trading price was 16.05, which was -39.95 lower than the previous day. The implied volatity was 36.43, the open interest changed by 4 which increased total open position to 4
On 27 Feb IGL was trading at 195.99. The strike last trading price was 56, 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 56, 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 56, 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 56, 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 56, 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 56, 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 56, 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 56, 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 56, 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 56, 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 56, 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 56, 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 56, 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 56, 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 177.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.28
Vega: 0.12
Theta: -0.17
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 184.88 | 2.75 | 0.65 | 42.28 | 84 | -4 | 91 |
| 12 Mar | 188.32 | 2.2 | -0.4 | 42.02 | 77 | 0 | 95 |
| 11 Mar | 187.16 | 2.6 | -1.55 | 43.51 | 176 | 9 | 87 |
| 10 Mar | 183.02 | 4.05 | 1.1 | 43.59 | 150 | 19 | 81 |
| 7 Mar | 188.49 | 3 | 0 | 43.25 | 68 | 4 | 62 |
| 6 Mar | 188.09 | 2.9 | -1.85 | 41.67 | 97 | -3 | 59 |
| 5 Mar | 182.32 | 5 | -0.8 | 42.17 | 157 | 5 | 63 |
| 4 Mar | 180.59 | 6 | 0.85 | 43.71 | 214 | 18 | 58 |
| 3 Mar | 182.53 | 5.05 | 1.75 | 42.63 | 151 | 23 | 43 |
| 28 Feb | 189.48 | 3.25 | 0.6 | 42.22 | 77 | 18 | 18 |
| 27 Feb | 195.99 | 2.65 | -8.7 | 45.42 | 2 | 0 | 0 |
| 26 Feb | 196.50 | 11.35 | 0 | 11.27 | 0 | 0 | 0 |
| 25 Feb | 198.18 | 11.35 | 0 | 11.27 | 0 | 0 | 0 |
| 24 Feb | 197.67 | 11.35 | 0 | 11.75 | 0 | 0 | 0 |
| 21 Feb | 201.40 | 11.35 | 0 | 12.52 | 0 | 0 | 0 |
| 20 Feb | 203.61 | 11.35 | 0 | 13.17 | 0 | 0 | 0 |
| 19 Feb | 193.90 | 11.35 | 0 | 9.57 | 0 | 0 | 0 |
| 18 Feb | 192.34 | 11.35 | 0 | 8.54 | 0 | 0 | 0 |
| 17 Feb | 190.25 | 11.35 | 0 | 7.93 | 0 | 0 | 0 |
| 14 Feb | 185.67 | 11.35 | 0 | 5.26 | 0 | 0 | 0 |
| 13 Feb | 191.01 | 11.35 | 0 | 7.90 | 0 | 0 | 0 |
| 12 Feb | 190.60 | 11.35 | 0 | 7.68 | 0 | 0 | 0 |
| 11 Feb | 192.35 | 11.35 | 0 | 8.13 | 0 | 0 | 0 |
| 4 Feb | 194.12 | 11.35 | 0 | 8.60 | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 177.5 expiring on 27MAR2025
Delta for 177.5 PE is -0.28
Historical price for 177.5 PE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 2.75, which was 0.65 higher than the previous day. The implied volatity was 42.28, the open interest changed by -4 which decreased total open position to 91
On 12 Mar IGL was trading at 188.32. The strike last trading price was 2.2, which was -0.4 lower than the previous day. The implied volatity was 42.02, the open interest changed by 0 which decreased total open position to 95
On 11 Mar IGL was trading at 187.16. The strike last trading price was 2.6, which was -1.55 lower than the previous day. The implied volatity was 43.51, the open interest changed by 9 which increased total open position to 87
On 10 Mar IGL was trading at 183.02. The strike last trading price was 4.05, which was 1.1 higher than the previous day. The implied volatity was 43.59, the open interest changed by 19 which increased total open position to 81
On 7 Mar IGL was trading at 188.49. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 43.25, the open interest changed by 4 which increased total open position to 62
On 6 Mar IGL was trading at 188.09. The strike last trading price was 2.9, which was -1.85 lower than the previous day. The implied volatity was 41.67, the open interest changed by -3 which decreased total open position to 59
On 5 Mar IGL was trading at 182.32. The strike last trading price was 5, which was -0.8 lower than the previous day. The implied volatity was 42.17, the open interest changed by 5 which increased total open position to 63
On 4 Mar IGL was trading at 180.59. The strike last trading price was 6, which was 0.85 higher than the previous day. The implied volatity was 43.71, the open interest changed by 18 which increased total open position to 58
On 3 Mar IGL was trading at 182.53. The strike last trading price was 5.05, which was 1.75 higher than the previous day. The implied volatity was 42.63, the open interest changed by 23 which increased total open position to 43
On 28 Feb IGL was trading at 189.48. The strike last trading price was 3.25, which was 0.6 higher than the previous day. The implied volatity was 42.22, the open interest changed by 18 which increased total open position to 18
On 27 Feb IGL was trading at 195.99. The strike last trading price was 2.65, which was -8.7 lower than the previous day. The implied volatity was 45.42, 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 11.35, which was 0 lower than the previous day. The implied volatity was 11.27, 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 11.35, which was 0 lower than the previous day. The implied volatity was 11.27, 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 11.35, which was 0 lower than the previous day. The implied volatity was 11.75, 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 11.35, which was 0 lower than the previous day. The implied volatity was 12.52, 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 11.35, which was 0 lower than the previous day. The implied volatity was 13.17, 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 11.35, which was 0 lower than the previous day. The implied volatity was 9.57, 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 11.35, which was 0 lower than the previous day. The implied volatity was 8.54, 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 11.35, which was 0 lower than the previous day. The implied volatity was 7.93, 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 11.35, which was 0 lower than the previous day. The implied volatity was 5.26, 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 11.35, which was 0 lower than the previous day. The implied volatity was 7.90, 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 11.35, which was 0 lower than the previous day. The implied volatity was 7.68, 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 11.35, which was 0 lower than the previous day. The implied volatity was 8.13, 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 11.35, which was 0 lower than the previous day. The implied volatity was 8.60, the open interest changed by 0 which decreased total open position to 0
