IGL
Indraprastha Gas Ltd
Historical option data for IGL
13 Mar 2025 04:10 PM IST
| IGL 27MAR2025 180 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 0.12
Theta: -0.15
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 184.88 | 7.3 | -3.05 | 26.62 | 194 | 5 | 170 | |||
| 12 Mar | 188.32 | 10.15 | 0.2 | 30.26 | 304 | 7 | 161 | |||
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| 11 Mar | 187.16 | 10 | 2.25 | 31.66 | 165 | 7 | 155 | |||
| 10 Mar | 183.02 | 7.35 | -3.4 | 33.42 | 304 | 40 | 148 | |||
| 7 Mar | 188.49 | 10.7 | -1.35 | 29.01 | 78 | -14 | 108 | |||
| 6 Mar | 188.09 | 11.85 | 3.35 | 35.91 | 378 | -19 | 123 | |||
| 5 Mar | 182.32 | 8.3 | 0.45 | 38.12 | 689 | -68 | 145 | |||
| 4 Mar | 180.59 | 7.7 | -1.5 | 38.72 | 566 | 79 | 214 | |||
| 3 Mar | 182.53 | 9.2 | -4.6 | 39.37 | 298 | 61 | 90 | |||
| 28 Feb | 189.48 | 13.95 | -3.05 | 34.78 | 60 | 32 | 32 | |||
| 27 Feb | 195.99 | 17 | -40.55 | 15.69 | 1 | 0 | 0 | |||
| 26 Feb | 196.50 | 57.55 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 198.18 | 57.55 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 197.67 | 57.55 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 201.40 | 57.55 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 203.61 | 57.55 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 193.90 | 57.55 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 192.34 | 57.55 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 190.25 | 57.55 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 185.67 | 57.55 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 191.01 | 57.55 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 190.60 | 57.55 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 192.35 | 57.55 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 195.68 | 57.55 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 198.90 | 57.55 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 202.33 | 57.55 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 194.12 | 57.55 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 191.67 | 57.55 | 0 | - | 0 | 0 | 0 | |||
For Indraprastha Gas Ltd - strike price 180 expiring on 27MAR2025
Delta for 180 CE is 0.73
Historical price for 180 CE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 7.3, which was -3.05 lower than the previous day. The implied volatity was 26.62, the open interest changed by 5 which increased total open position to 170
On 12 Mar IGL was trading at 188.32. The strike last trading price was 10.15, which was 0.2 higher than the previous day. The implied volatity was 30.26, the open interest changed by 7 which increased total open position to 161
On 11 Mar IGL was trading at 187.16. The strike last trading price was 10, which was 2.25 higher than the previous day. The implied volatity was 31.66, the open interest changed by 7 which increased total open position to 155
On 10 Mar IGL was trading at 183.02. The strike last trading price was 7.35, which was -3.4 lower than the previous day. The implied volatity was 33.42, the open interest changed by 40 which increased total open position to 148
On 7 Mar IGL was trading at 188.49. The strike last trading price was 10.7, which was -1.35 lower than the previous day. The implied volatity was 29.01, the open interest changed by -14 which decreased total open position to 108
On 6 Mar IGL was trading at 188.09. The strike last trading price was 11.85, which was 3.35 higher than the previous day. The implied volatity was 35.91, the open interest changed by -19 which decreased total open position to 123
On 5 Mar IGL was trading at 182.32. The strike last trading price was 8.3, which was 0.45 higher than the previous day. The implied volatity was 38.12, the open interest changed by -68 which decreased total open position to 145
On 4 Mar IGL was trading at 180.59. The strike last trading price was 7.7, which was -1.5 lower than the previous day. The implied volatity was 38.72, the open interest changed by 79 which increased total open position to 214
On 3 Mar IGL was trading at 182.53. The strike last trading price was 9.2, which was -4.6 lower than the previous day. The implied volatity was 39.37, the open interest changed by 61 which increased total open position to 90
On 28 Feb IGL was trading at 189.48. The strike last trading price was 13.95, which was -3.05 lower than the previous day. The implied volatity was 34.78, the open interest changed by 32 which increased total open position to 32
On 27 Feb IGL was trading at 195.99. The strike last trading price was 17, which was -40.55 lower than the previous day. The implied volatity was 15.69, 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 57.55, 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 57.55, 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 57.55, 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 57.55, 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 57.55, 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 57.55, 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 57.55, 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 57.55, 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 57.55, 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 57.55, 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 57.55, 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 57.55, 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 Feb IGL was trading at 195.68. The strike last trading price was 57.55, 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 Feb IGL was trading at 198.90. The strike last trading price was 57.55, 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 Feb IGL was trading at 202.33. The strike last trading price was 57.55, 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 57.55, 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 Feb IGL was trading at 191.67. The strike last trading price was 57.55, 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 180 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 0.13
Theta: -0.18
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 184.88 | 3.5 | 0.8 | 41.60 | 202 | -10 | 332 |
| 12 Mar | 188.32 | 2.85 | -0.55 | 42.28 | 317 | -16 | 341 |
| 11 Mar | 187.16 | 3.35 | -1.7 | 43.51 | 532 | 10 | 357 |
| 10 Mar | 183.02 | 5.15 | 1.55 | 44.27 | 509 | -20 | 349 |
| 7 Mar | 188.49 | 3.7 | 0.05 | 42.82 | 303 | -21 | 369 |
| 6 Mar | 188.09 | 3.65 | -2.2 | 41.64 | 522 | 2 | 391 |
| 5 Mar | 182.32 | 5.95 | -0.95 | 41.47 | 778 | 20 | 389 |
| 4 Mar | 180.59 | 6.95 | 0.8 | 42.52 | 1,453 | -38 | 370 |
| 3 Mar | 182.53 | 6 | 2 | 41.46 | 1,572 | 173 | 415 |
| 28 Feb | 189.48 | 3.95 | 1.45 | 42.01 | 287 | 76 | 242 |
| 27 Feb | 195.99 | 2.45 | -0.25 | 40.28 | 123 | 4 | 166 |
| 26 Feb | 196.50 | 2.9 | -0.25 | 43.12 | 102 | 18 | 162 |
| 25 Feb | 198.18 | 2.9 | -0.25 | 43.12 | 102 | 18 | 162 |
| 24 Feb | 197.67 | 3.15 | 0.05 | 45.90 | 124 | 13 | 145 |
| 21 Feb | 201.40 | 3.15 | 0.4 | 47.10 | 120 | 35 | 132 |
| 20 Feb | 203.61 | 2.8 | -2.05 | 47.11 | 111 | -10 | 97 |
| 19 Feb | 193.90 | 4.85 | -1.2 | 47.09 | 54 | -4 | 108 |
| 18 Feb | 192.34 | 6.2 | -0.9 | 50.25 | 175 | 37 | 110 |
| 17 Feb | 190.25 | 6.6 | -2.7 | 49.85 | 173 | 11 | 74 |
| 14 Feb | 185.67 | 9.15 | 1.95 | 52.50 | 76 | 6 | 63 |
| 13 Feb | 191.01 | 7.2 | -1.1 | 50.85 | 47 | 5 | 58 |
| 12 Feb | 190.60 | 8.3 | 0.8 | 54.79 | 16 | 4 | 52 |
| 11 Feb | 192.35 | 7.5 | 2.15 | 50.44 | 22 | 12 | 47 |
| 10 Feb | 195.68 | 5.35 | 0.55 | 46.73 | 3 | 0 | 33 |
| 7 Feb | 198.90 | 4.8 | 0.55 | 47.44 | 3 | -1 | 33 |
| 6 Feb | 202.33 | 4.25 | -2.6 | 46.91 | 61 | 33 | 34 |
| 4 Feb | 194.12 | 6.85 | -13.7 | 48.94 | 1 | 0 | 0 |
| 3 Feb | 191.67 | 20.55 | 0 | 6.19 | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 180 expiring on 27MAR2025
Delta for 180 PE is -0.34
Historical price for 180 PE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 3.5, which was 0.8 higher than the previous day. The implied volatity was 41.60, the open interest changed by -10 which decreased total open position to 332
On 12 Mar IGL was trading at 188.32. The strike last trading price was 2.85, which was -0.55 lower than the previous day. The implied volatity was 42.28, the open interest changed by -16 which decreased total open position to 341
On 11 Mar IGL was trading at 187.16. The strike last trading price was 3.35, which was -1.7 lower than the previous day. The implied volatity was 43.51, the open interest changed by 10 which increased total open position to 357
On 10 Mar IGL was trading at 183.02. The strike last trading price was 5.15, which was 1.55 higher than the previous day. The implied volatity was 44.27, the open interest changed by -20 which decreased total open position to 349
On 7 Mar IGL was trading at 188.49. The strike last trading price was 3.7, which was 0.05 higher than the previous day. The implied volatity was 42.82, the open interest changed by -21 which decreased total open position to 369
On 6 Mar IGL was trading at 188.09. The strike last trading price was 3.65, which was -2.2 lower than the previous day. The implied volatity was 41.64, the open interest changed by 2 which increased total open position to 391
On 5 Mar IGL was trading at 182.32. The strike last trading price was 5.95, which was -0.95 lower than the previous day. The implied volatity was 41.47, the open interest changed by 20 which increased total open position to 389
On 4 Mar IGL was trading at 180.59. The strike last trading price was 6.95, which was 0.8 higher than the previous day. The implied volatity was 42.52, the open interest changed by -38 which decreased total open position to 370
On 3 Mar IGL was trading at 182.53. The strike last trading price was 6, which was 2 higher than the previous day. The implied volatity was 41.46, the open interest changed by 173 which increased total open position to 415
On 28 Feb IGL was trading at 189.48. The strike last trading price was 3.95, which was 1.45 higher than the previous day. The implied volatity was 42.01, the open interest changed by 76 which increased total open position to 242
On 27 Feb IGL was trading at 195.99. The strike last trading price was 2.45, which was -0.25 lower than the previous day. The implied volatity was 40.28, the open interest changed by 4 which increased total open position to 166
On 26 Feb IGL was trading at 196.50. The strike last trading price was 2.9, which was -0.25 lower than the previous day. The implied volatity was 43.12, the open interest changed by 18 which increased total open position to 162
On 25 Feb IGL was trading at 198.18. The strike last trading price was 2.9, which was -0.25 lower than the previous day. The implied volatity was 43.12, the open interest changed by 18 which increased total open position to 162
On 24 Feb IGL was trading at 197.67. The strike last trading price was 3.15, which was 0.05 higher than the previous day. The implied volatity was 45.90, the open interest changed by 13 which increased total open position to 145
On 21 Feb IGL was trading at 201.40. The strike last trading price was 3.15, which was 0.4 higher than the previous day. The implied volatity was 47.10, the open interest changed by 35 which increased total open position to 132
On 20 Feb IGL was trading at 203.61. The strike last trading price was 2.8, which was -2.05 lower than the previous day. The implied volatity was 47.11, the open interest changed by -10 which decreased total open position to 97
On 19 Feb IGL was trading at 193.90. The strike last trading price was 4.85, which was -1.2 lower than the previous day. The implied volatity was 47.09, the open interest changed by -4 which decreased total open position to 108
On 18 Feb IGL was trading at 192.34. The strike last trading price was 6.2, which was -0.9 lower than the previous day. The implied volatity was 50.25, the open interest changed by 37 which increased total open position to 110
On 17 Feb IGL was trading at 190.25. The strike last trading price was 6.6, which was -2.7 lower than the previous day. The implied volatity was 49.85, the open interest changed by 11 which increased total open position to 74
On 14 Feb IGL was trading at 185.67. The strike last trading price was 9.15, which was 1.95 higher than the previous day. The implied volatity was 52.50, the open interest changed by 6 which increased total open position to 63
On 13 Feb IGL was trading at 191.01. The strike last trading price was 7.2, which was -1.1 lower than the previous day. The implied volatity was 50.85, the open interest changed by 5 which increased total open position to 58
On 12 Feb IGL was trading at 190.60. The strike last trading price was 8.3, which was 0.8 higher than the previous day. The implied volatity was 54.79, the open interest changed by 4 which increased total open position to 52
On 11 Feb IGL was trading at 192.35. The strike last trading price was 7.5, which was 2.15 higher than the previous day. The implied volatity was 50.44, the open interest changed by 12 which increased total open position to 47
On 10 Feb IGL was trading at 195.68. The strike last trading price was 5.35, which was 0.55 higher than the previous day. The implied volatity was 46.73, the open interest changed by 0 which decreased total open position to 33
On 7 Feb IGL was trading at 198.90. The strike last trading price was 4.8, which was 0.55 higher than the previous day. The implied volatity was 47.44, the open interest changed by -1 which decreased total open position to 33
On 6 Feb IGL was trading at 202.33. The strike last trading price was 4.25, which was -2.6 lower than the previous day. The implied volatity was 46.91, the open interest changed by 33 which increased total open position to 34
On 4 Feb IGL was trading at 194.12. The strike last trading price was 6.85, which was -13.7 lower than the previous day. The implied volatity was 48.94, the open interest changed by 0 which decreased total open position to 0
On 3 Feb IGL was trading at 191.67. The strike last trading price was 20.55, which was 0 lower than the previous day. The implied volatity was 6.19, the open interest changed by 0 which decreased total open position to 0
