IGL
Indraprastha Gas Ltd
Historical option data for IGL
13 Mar 2025 04:10 PM IST
| IGL 27MAR2025 182.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 0.14
Theta: -0.17
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 184.88 | 5.85 | -3 | 28.24 | 70 | 0 | 40 | |||
| 12 Mar | 188.32 | 8.9 | 0.65 | 36.25 | 79 | -12 | 40 | |||
| 11 Mar | 187.16 | 8.35 | 2.25 | 32.39 | 101 | -8 | 52 | |||
| 10 Mar | 183.02 | 6 | -3.5 | 33.76 | 107 | -19 | 61 | |||
| 7 Mar | 188.49 | 9.4 | -0.9 | 32.22 | 26 | 0 | 80 | |||
| 6 Mar | 188.09 | 10.15 | 2.95 | 35.75 | 123 | 0 | 80 | |||
| 5 Mar | 182.32 | 7.1 | 0.45 | 38.66 | 313 | 17 | 79 | |||
| 4 Mar | 180.59 | 6.6 | -1.1 | 39.31 | 196 | 26 | 61 | |||
| 3 Mar | 182.53 | 7.9 | -4 | 38.58 | 136 | 28 | 33 | |||
| 28 Feb | 189.48 | 11.9 | -37.35 | 32.99 | 20 | 6 | 6 | |||
| 27 Feb | 195.99 | 49.25 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 196.50 | 49.25 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 198.18 | 49.25 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 197.67 | 49.25 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 201.40 | 49.25 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 203.61 | 49.25 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 193.90 | 49.25 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 192.34 | 49.25 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 190.25 | 49.25 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 185.67 | 49.25 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 191.01 | 49.25 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 190.60 | 49.25 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 192.35 | 49.25 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 195.68 | 49.25 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 198.90 | 49.25 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 202.33 | 49.25 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 194.12 | 49.25 | 0 | - | 0 | 0 | 0 | |||
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| 3 Feb | 191.67 | 49.25 | 0 | - | 0 | 0 | 0 | |||
For Indraprastha Gas Ltd - strike price 182.5 expiring on 27MAR2025
Delta for 182.5 CE is 0.63
Historical price for 182.5 CE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 5.85, which was -3 lower than the previous day. The implied volatity was 28.24, the open interest changed by 0 which decreased total open position to 40
On 12 Mar IGL was trading at 188.32. The strike last trading price was 8.9, which was 0.65 higher than the previous day. The implied volatity was 36.25, the open interest changed by -12 which decreased total open position to 40
On 11 Mar IGL was trading at 187.16. The strike last trading price was 8.35, which was 2.25 higher than the previous day. The implied volatity was 32.39, the open interest changed by -8 which decreased total open position to 52
On 10 Mar IGL was trading at 183.02. The strike last trading price was 6, which was -3.5 lower than the previous day. The implied volatity was 33.76, the open interest changed by -19 which decreased total open position to 61
On 7 Mar IGL was trading at 188.49. The strike last trading price was 9.4, which was -0.9 lower than the previous day. The implied volatity was 32.22, the open interest changed by 0 which decreased total open position to 80
On 6 Mar IGL was trading at 188.09. The strike last trading price was 10.15, which was 2.95 higher than the previous day. The implied volatity was 35.75, the open interest changed by 0 which decreased total open position to 80
On 5 Mar IGL was trading at 182.32. The strike last trading price was 7.1, which was 0.45 higher than the previous day. The implied volatity was 38.66, the open interest changed by 17 which increased total open position to 79
On 4 Mar IGL was trading at 180.59. The strike last trading price was 6.6, which was -1.1 lower than the previous day. The implied volatity was 39.31, the open interest changed by 26 which increased total open position to 61
On 3 Mar IGL was trading at 182.53. The strike last trading price was 7.9, which was -4 lower than the previous day. The implied volatity was 38.58, the open interest changed by 28 which increased total open position to 33
On 28 Feb IGL was trading at 189.48. The strike last trading price was 11.9, which was -37.35 lower than the previous day. The implied volatity was 32.99, the open interest changed by 6 which increased total open position to 6
On 27 Feb IGL was trading at 195.99. The strike last trading price was 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 182.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.40
Vega: 0.14
Theta: -0.19
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 184.88 | 4.65 | 1.05 | 42.73 | 144 | 3 | 90 |
| 12 Mar | 188.32 | 3.6 | -0.65 | 40.98 | 139 | 0 | 89 |
| 11 Mar | 187.16 | 4.1 | -2.05 | 42.57 | 219 | -7 | 89 |
| 10 Mar | 183.02 | 6.05 | 1.55 | 42.71 | 369 | 15 | 102 |
| 7 Mar | 188.49 | 4.45 | -0.05 | 41.98 | 98 | 1 | 87 |
| 6 Mar | 188.09 | 4.4 | -2.5 | 40.86 | 131 | 3 | 86 |
| 5 Mar | 182.32 | 7.1 | -1.3 | 41.17 | 212 | 4 | 84 |
| 4 Mar | 180.59 | 8.3 | 1 | 42.88 | 176 | -6 | 70 |
| 3 Mar | 182.53 | 7.1 | 2.4 | 41.80 | 324 | 49 | 77 |
| 28 Feb | 189.48 | 4.65 | -9.85 | 41.24 | 73 | 27 | 27 |
| 27 Feb | 195.99 | 14.5 | 0 | 8.58 | 0 | 0 | 0 |
| 26 Feb | 196.50 | 14.5 | 0 | 8.82 | 0 | 0 | 0 |
| 25 Feb | 198.18 | 14.5 | 0 | 8.82 | 0 | 0 | 0 |
| 24 Feb | 197.67 | 14.5 | 0 | 9.41 | 0 | 0 | 0 |
| 21 Feb | 201.40 | 14.5 | 0 | 10.24 | 0 | 0 | 0 |
| 20 Feb | 203.61 | 14.5 | 0 | 11.14 | 0 | 0 | 0 |
| 19 Feb | 193.90 | 14.5 | 0 | 7.16 | 0 | 0 | 0 |
| 18 Feb | 192.34 | 14.5 | 0 | 6.07 | 0 | 0 | 0 |
| 17 Feb | 190.25 | 14.5 | 0 | 5.44 | 0 | 0 | 0 |
| 14 Feb | 185.67 | 14.5 | 0 | 2.65 | 0 | 0 | 0 |
| 13 Feb | 191.01 | 14.5 | 0 | 5.46 | 0 | 0 | 0 |
| 12 Feb | 190.60 | 14.5 | 0 | 5.33 | 0 | 0 | 0 |
| 11 Feb | 192.35 | 14.5 | 0 | 4.73 | 0 | 0 | 0 |
| 10 Feb | 195.68 | 14.5 | 0 | 6.68 | 0 | 0 | 0 |
| 7 Feb | 198.90 | 14.5 | 0 | 8.75 | 0 | 0 | 0 |
| 6 Feb | 202.33 | 14.5 | 0 | 9.57 | 0 | 0 | 0 |
| 4 Feb | 194.12 | 14.5 | 0 | 5.98 | 0 | 0 | 0 |
| 3 Feb | 191.67 | 14.5 | 0 | 5.19 | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 182.5 expiring on 27MAR2025
Delta for 182.5 PE is -0.40
Historical price for 182.5 PE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 4.65, which was 1.05 higher than the previous day. The implied volatity was 42.73, the open interest changed by 3 which increased total open position to 90
On 12 Mar IGL was trading at 188.32. The strike last trading price was 3.6, which was -0.65 lower than the previous day. The implied volatity was 40.98, the open interest changed by 0 which decreased total open position to 89
On 11 Mar IGL was trading at 187.16. The strike last trading price was 4.1, which was -2.05 lower than the previous day. The implied volatity was 42.57, the open interest changed by -7 which decreased total open position to 89
On 10 Mar IGL was trading at 183.02. The strike last trading price was 6.05, which was 1.55 higher than the previous day. The implied volatity was 42.71, the open interest changed by 15 which increased total open position to 102
On 7 Mar IGL was trading at 188.49. The strike last trading price was 4.45, which was -0.05 lower than the previous day. The implied volatity was 41.98, the open interest changed by 1 which increased total open position to 87
On 6 Mar IGL was trading at 188.09. The strike last trading price was 4.4, which was -2.5 lower than the previous day. The implied volatity was 40.86, the open interest changed by 3 which increased total open position to 86
On 5 Mar IGL was trading at 182.32. The strike last trading price was 7.1, which was -1.3 lower than the previous day. The implied volatity was 41.17, the open interest changed by 4 which increased total open position to 84
On 4 Mar IGL was trading at 180.59. The strike last trading price was 8.3, which was 1 higher than the previous day. The implied volatity was 42.88, the open interest changed by -6 which decreased total open position to 70
On 3 Mar IGL was trading at 182.53. The strike last trading price was 7.1, which was 2.4 higher than the previous day. The implied volatity was 41.80, the open interest changed by 49 which increased total open position to 77
On 28 Feb IGL was trading at 189.48. The strike last trading price was 4.65, which was -9.85 lower than the previous day. The implied volatity was 41.24, the open interest changed by 27 which increased total open position to 27
On 27 Feb IGL was trading at 195.99. The strike last trading price was 14.5, which was 0 lower than the previous day. The implied volatity was 8.58, 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 14.5, which was 0 lower than the previous day. The implied volatity was 8.82, 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 14.5, which was 0 lower than the previous day. The implied volatity was 8.82, 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 14.5, which was 0 lower than the previous day. The implied volatity was 9.41, 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 14.5, which was 0 lower than the previous day. The implied volatity was 10.24, 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 14.5, which was 0 lower than the previous day. The implied volatity was 11.14, 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 14.5, which was 0 lower than the previous day. The implied volatity was 7.16, 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 14.5, which was 0 lower than the previous day. The implied volatity was 6.07, 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 14.5, which was 0 lower than the previous day. The implied volatity was 5.44, 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 14.5, which was 0 lower than the previous day. The implied volatity was 2.65, 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 14.5, which was 0 lower than the previous day. The implied volatity was 5.46, 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 14.5, which was 0 lower than the previous day. The implied volatity was 5.33, 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 14.5, which was 0 lower than the previous day. The implied volatity was 4.73, 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 14.5, which was 0 lower than the previous day. The implied volatity was 6.68, 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 14.5, which was 0 lower than the previous day. The implied volatity was 8.75, 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 14.5, 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 4 Feb IGL was trading at 194.12. The strike last trading price was 14.5, which was 0 lower than the previous day. The implied volatity was 5.98, 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 14.5, which was 0 lower than the previous day. The implied volatity was 5.19, the open interest changed by 0 which decreased total open position to 0
