IGL
Indraprastha Gas Ltd
Historical option data for IGL
09 Apr 2025 04:10 PM IST
| IGL 24APR2025 182.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 0.14
Theta: -0.25
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 174.88 | 4.6 | -2.45 | 51.78 | 339 | 25 | 126 | |||
| 8 Apr | 181.25 | 7.1 | -4.7 | 48.33 | 620 | -1 | 100 | |||
| 7 Apr | 187.82 | 11.9 | -3.1 | 52.68 | 197 | 86 | 99 | |||
| 4 Apr | 198.06 | 15.5 | -5.45 | - | 21 | -4 | 15 | |||
| 3 Apr | 207.84 | 20.95 | 1.85 | - | 2 | 0 | 19 | |||
| 2 Apr | 202.94 | 19.1 | 0.95 | - | 2 | 0 | 19 | |||
| 1 Apr | 201.41 | 18.15 | -2.45 | - | 23 | 7 | 19 | |||
| 28 Mar | 203.12 | 20.6 | -2.6 | - | 37 | 12 | 12 | |||
| 27 Mar | 195.50 | 23.2 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 195.06 | 23.2 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 199.40 | 23.2 | 0 | - | 0 | 0 | 0 | |||
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| 24 Mar | 203.47 | 23.2 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 198.14 | 23.2 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 197.60 | 23.2 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 193.29 | 23.2 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 190.53 | 23.2 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 187.61 | 23.2 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 184.88 | 23.2 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 188.32 | 23.2 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 187.16 | 23.2 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 183.02 | 23.2 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 188.49 | 23.2 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 188.09 | 23.2 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 182.32 | 23.2 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 180.59 | 23.2 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 182.53 | 23.2 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 189.48 | 23.2 | 0 | - | 0 | 0 | 0 | |||
For Indraprastha Gas Ltd - strike price 182.5 expiring on 24APR2025
Delta for 182.5 CE is 0.38
Historical price for 182.5 CE is as follows
On 9 Apr IGL was trading at 174.88. The strike last trading price was 4.6, which was -2.45 lower than the previous day. The implied volatity was 51.78, the open interest changed by 25 which increased total open position to 126
On 8 Apr IGL was trading at 181.25. The strike last trading price was 7.1, which was -4.7 lower than the previous day. The implied volatity was 48.33, the open interest changed by -1 which decreased total open position to 100
On 7 Apr IGL was trading at 187.82. The strike last trading price was 11.9, which was -3.1 lower than the previous day. The implied volatity was 52.68, the open interest changed by 86 which increased total open position to 99
On 4 Apr IGL was trading at 198.06. The strike last trading price was 15.5, which was -5.45 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 15
On 3 Apr IGL was trading at 207.84. The strike last trading price was 20.95, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 2 Apr IGL was trading at 202.94. The strike last trading price was 19.1, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 1 Apr IGL was trading at 201.41. The strike last trading price was 18.15, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 19
On 28 Mar IGL was trading at 203.12. The strike last trading price was 20.6, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 12
On 27 Mar IGL was trading at 195.50. The strike last trading price was 23.2, 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 Mar IGL was trading at 195.06. The strike last trading price was 23.2, 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 Mar IGL was trading at 199.40. The strike last trading price was 23.2, 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 Mar IGL was trading at 203.47. The strike last trading price was 23.2, 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 Mar IGL was trading at 198.14. The strike last trading price was 23.2, 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 Mar IGL was trading at 197.60. The strike last trading price was 23.2, 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 Mar IGL was trading at 193.29. The strike last trading price was 23.2, 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 Mar IGL was trading at 190.53. The strike last trading price was 23.2, 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 Mar IGL was trading at 187.61. The strike last trading price was 23.2, 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 13 Mar IGL was trading at 184.88. The strike last trading price was 23.2, 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 12 Mar IGL was trading at 188.32. The strike last trading price was 23.2, 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 11 Mar IGL was trading at 187.16. The strike last trading price was 23.2, 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 10 Mar IGL was trading at 183.02. The strike last trading price was 23.2, 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 7 Mar IGL was trading at 188.49. The strike last trading price was 23.2, 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 6 Mar IGL was trading at 188.09. The strike last trading price was 23.2, 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 5 Mar IGL was trading at 182.32. The strike last trading price was 23.2, 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 4 Mar IGL was trading at 180.59. The strike last trading price was 23.2, 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 3 Mar IGL was trading at 182.53. The strike last trading price was 23.2, 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 28 Feb IGL was trading at 189.48. The strike last trading price was 23.2, 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 24APR2025 182.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 0.14
Theta: -0.22
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 174.88 | 11.85 | 2.1 | 56.04 | 224 | -11 | 117 |
| 8 Apr | 181.25 | 8.8 | 1.85 | 56.58 | 617 | 52 | 126 |
| 7 Apr | 187.82 | 6.75 | 4.05 | 60.21 | 237 | 32 | 70 |
| 4 Apr | 198.06 | 2.65 | 1.3 | 48.49 | 85 | 13 | 39 |
| 3 Apr | 207.84 | 1.4 | -0.5 | 48.24 | 32 | -5 | 26 |
| 2 Apr | 202.94 | 1.9 | -0.55 | 45.75 | 18 | 5 | 30 |
| 1 Apr | 201.41 | 2.55 | 0.2 | 49.59 | 19 | 4 | 25 |
| 28 Mar | 203.12 | 2.3 | -1.35 | 46.47 | 95 | 1 | 21 |
| 27 Mar | 195.50 | 3.65 | -0.25 | 43.83 | 33 | 11 | 20 |
| 26 Mar | 195.06 | 3.85 | 1.1 | 43.99 | 8 | 5 | 10 |
| 25 Mar | 199.40 | 2.75 | 0 | 0.00 | 0 | 3 | 0 |
| 24 Mar | 203.47 | 2.75 | -7.6 | 46.23 | 4 | 1 | 3 |
| 21 Mar | 198.14 | 10.35 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 197.60 | 10.35 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 193.29 | 10.35 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 190.53 | 10.35 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 187.61 | 10.35 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 184.88 | 10.35 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 188.32 | 10.35 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 187.16 | 10.35 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 183.02 | 10.35 | 0 | 0.00 | 0 | 1 | 0 |
| 7 Mar | 188.49 | 10.35 | 0.45 | 52.42 | 1 | 0 | 1 |
| 6 Mar | 188.09 | 9.9 | 0 | 0.00 | 0 | 1 | 0 |
| 5 Mar | 182.32 | 9.9 | 2.2 | 40.68 | 1 | 0 | 0 |
| 4 Mar | 180.59 | 7.7 | 0 | 0.30 | 0 | 0 | 0 |
| 3 Mar | 182.53 | 7.7 | 0 | 1.44 | 0 | 0 | 0 |
| 28 Feb | 189.48 | 7.7 | 0 | 4.16 | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 182.5 expiring on 24APR2025
Delta for 182.5 PE is -0.61
Historical price for 182.5 PE is as follows
On 9 Apr IGL was trading at 174.88. The strike last trading price was 11.85, which was 2.1 higher than the previous day. The implied volatity was 56.04, the open interest changed by -11 which decreased total open position to 117
On 8 Apr IGL was trading at 181.25. The strike last trading price was 8.8, which was 1.85 higher than the previous day. The implied volatity was 56.58, the open interest changed by 52 which increased total open position to 126
On 7 Apr IGL was trading at 187.82. The strike last trading price was 6.75, which was 4.05 higher than the previous day. The implied volatity was 60.21, the open interest changed by 32 which increased total open position to 70
On 4 Apr IGL was trading at 198.06. The strike last trading price was 2.65, which was 1.3 higher than the previous day. The implied volatity was 48.49, the open interest changed by 13 which increased total open position to 39
On 3 Apr IGL was trading at 207.84. The strike last trading price was 1.4, which was -0.5 lower than the previous day. The implied volatity was 48.24, the open interest changed by -5 which decreased total open position to 26
On 2 Apr IGL was trading at 202.94. The strike last trading price was 1.9, which was -0.55 lower than the previous day. The implied volatity was 45.75, the open interest changed by 5 which increased total open position to 30
On 1 Apr IGL was trading at 201.41. The strike last trading price was 2.55, which was 0.2 higher than the previous day. The implied volatity was 49.59, the open interest changed by 4 which increased total open position to 25
On 28 Mar IGL was trading at 203.12. The strike last trading price was 2.3, which was -1.35 lower than the previous day. The implied volatity was 46.47, the open interest changed by 1 which increased total open position to 21
On 27 Mar IGL was trading at 195.50. The strike last trading price was 3.65, which was -0.25 lower than the previous day. The implied volatity was 43.83, the open interest changed by 11 which increased total open position to 20
On 26 Mar IGL was trading at 195.06. The strike last trading price was 3.85, which was 1.1 higher than the previous day. The implied volatity was 43.99, the open interest changed by 5 which increased total open position to 10
On 25 Mar IGL was trading at 199.40. The strike last trading price was 2.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 24 Mar IGL was trading at 203.47. The strike last trading price was 2.75, which was -7.6 lower than the previous day. The implied volatity was 46.23, the open interest changed by 1 which increased total open position to 3
On 21 Mar IGL was trading at 198.14. The strike last trading price was 10.35, 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 20 Mar IGL was trading at 197.60. The strike last trading price was 10.35, 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 19 Mar IGL was trading at 193.29. The strike last trading price was 10.35, 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 18 Mar IGL was trading at 190.53. The strike last trading price was 10.35, 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 17 Mar IGL was trading at 187.61. The strike last trading price was 10.35, 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 13 Mar IGL was trading at 184.88. The strike last trading price was 10.35, 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 12 Mar IGL was trading at 188.32. The strike last trading price was 10.35, 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 11 Mar IGL was trading at 187.16. The strike last trading price was 10.35, 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 10 Mar IGL was trading at 183.02. The strike last trading price was 10.35, 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 7 Mar IGL was trading at 188.49. The strike last trading price was 10.35, which was 0.45 higher than the previous day. The implied volatity was 52.42, the open interest changed by 0 which decreased total open position to 1
On 6 Mar IGL was trading at 188.09. The strike last trading price was 9.9, 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 5 Mar IGL was trading at 182.32. The strike last trading price was 9.9, which was 2.2 higher than the previous day. The implied volatity was 40.68, 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 7.7, which was 0 lower than the previous day. The implied volatity was 0.30, 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 7.7, which was 0 lower than the previous day. The implied volatity was 1.44, 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 7.7, which was 0 lower than the previous day. The implied volatity was 4.16, the open interest changed by 0 which decreased total open position to 0
