IGL
Indraprastha Gas Ltd
Historical option data for IGL
13 Mar 2025 04:10 PM IST
| IGL 27MAR2025 187.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 0.14
Theta: -0.18
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 184.88 | 3.6 | -2.05 | 30.50 | 446 | 42 | 141 | |||
| 12 Mar | 188.32 | 5.45 | -0.05 | 32.70 | 222 | -3 | 102 | |||
| 11 Mar | 187.16 | 5.65 | 1.5 | 33.82 | 298 | -22 | 104 | |||
| 10 Mar | 183.02 | 3.95 | -2.85 | 35.06 | 379 | 27 | 129 | |||
| 7 Mar | 188.49 | 6.45 | -0.95 | 32.35 | 223 | 6 | 102 | |||
| 6 Mar | 188.09 | 7.35 | 2.4 | 36.35 | 409 | 31 | 96 | |||
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| 5 Mar | 182.32 | 4.8 | 0.2 | 37.86 | 197 | 15 | 66 | |||
| 4 Mar | 180.59 | 4.45 | -1 | 38.45 | 171 | 17 | 50 | |||
| 3 Mar | 182.53 | 5.55 | -3.3 | 38.14 | 197 | 22 | 32 | |||
| 28 Feb | 189.48 | 8.95 | -5.85 | 33.84 | 41 | 10 | 10 | |||
| 27 Feb | 195.99 | 14.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Feb | 196.50 | 14.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Feb | 198.18 | 14.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Feb | 197.67 | 14.8 | 0 | 0.00 | 0 | 1 | 0 | |||
| 21 Feb | 201.40 | 14.8 | -28.3 | - | 1 | 0 | 0 | |||
| 20 Feb | 203.61 | 43.1 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 193.90 | 43.1 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 192.34 | 43.1 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 190.25 | 43.1 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 185.67 | 43.1 | 0 | 0.08 | 0 | 0 | 0 | |||
| 13 Feb | 191.01 | 43.1 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 190.60 | 43.1 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 192.35 | 43.1 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 195.68 | 43.1 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 198.90 | 43.1 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 202.33 | 43.1 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 194.12 | 43.1 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 191.67 | 43.1 | 0 | - | 0 | 0 | 0 | |||
For Indraprastha Gas Ltd - strike price 187.5 expiring on 27MAR2025
Delta for 187.5 CE is 0.45
Historical price for 187.5 CE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 3.6, which was -2.05 lower than the previous day. The implied volatity was 30.50, the open interest changed by 42 which increased total open position to 141
On 12 Mar IGL was trading at 188.32. The strike last trading price was 5.45, which was -0.05 lower than the previous day. The implied volatity was 32.70, the open interest changed by -3 which decreased total open position to 102
On 11 Mar IGL was trading at 187.16. The strike last trading price was 5.65, which was 1.5 higher than the previous day. The implied volatity was 33.82, the open interest changed by -22 which decreased total open position to 104
On 10 Mar IGL was trading at 183.02. The strike last trading price was 3.95, which was -2.85 lower than the previous day. The implied volatity was 35.06, the open interest changed by 27 which increased total open position to 129
On 7 Mar IGL was trading at 188.49. The strike last trading price was 6.45, which was -0.95 lower than the previous day. The implied volatity was 32.35, the open interest changed by 6 which increased total open position to 102
On 6 Mar IGL was trading at 188.09. The strike last trading price was 7.35, which was 2.4 higher than the previous day. The implied volatity was 36.35, the open interest changed by 31 which increased total open position to 96
On 5 Mar IGL was trading at 182.32. The strike last trading price was 4.8, which was 0.2 higher than the previous day. The implied volatity was 37.86, the open interest changed by 15 which increased total open position to 66
On 4 Mar IGL was trading at 180.59. The strike last trading price was 4.45, which was -1 lower than the previous day. The implied volatity was 38.45, the open interest changed by 17 which increased total open position to 50
On 3 Mar IGL was trading at 182.53. The strike last trading price was 5.55, which was -3.3 lower than the previous day. The implied volatity was 38.14, the open interest changed by 22 which increased total open position to 32
On 28 Feb IGL was trading at 189.48. The strike last trading price was 8.95, which was -5.85 lower than the previous day. The implied volatity was 33.84, the open interest changed by 10 which increased total open position to 10
On 27 Feb IGL was trading at 195.99. The strike last trading price was 14.8, 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 26 Feb IGL was trading at 196.50. The strike last trading price was 14.8, 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 Feb IGL was trading at 198.18. The strike last trading price was 14.8, 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 24 Feb IGL was trading at 197.67. The strike last trading price was 14.8, 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 21 Feb IGL was trading at 201.40. The strike last trading price was 14.8, which was -28.3 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 43.1, 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 43.1, 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 43.1, 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 43.1, 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 43.1, which was 0 lower than the previous day. The implied volatity was 0.08, 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 43.1, 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 43.1, 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 43.1, 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 43.1, 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 43.1, 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 43.1, 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 43.1, 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 43.1, 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 187.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 0.14
Theta: -0.20
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 184.88 | 7.3 | 1.8 | 43.90 | 121 | -7 | 70 |
| 12 Mar | 188.32 | 5.8 | -0.7 | 41.44 | 154 | -3 | 77 |
| 11 Mar | 187.16 | 6.4 | -2.65 | 43.25 | 63 | 0 | 80 |
| 10 Mar | 183.02 | 9.3 | 2.75 | 46.17 | 263 | -13 | 81 |
| 7 Mar | 188.49 | 6.75 | 0.25 | 42.84 | 119 | 16 | 94 |
| 6 Mar | 188.09 | 6.5 | -3.25 | 40.65 | 188 | 5 | 77 |
| 5 Mar | 182.32 | 9.7 | -1.25 | 40.02 | 155 | 19 | 73 |
| 4 Mar | 180.59 | 11.1 | 0.95 | 42.07 | 33 | 1 | 53 |
| 3 Mar | 182.53 | 9.9 | 3.35 | 42.35 | 245 | 25 | 52 |
| 28 Feb | 189.48 | 6.55 | 2.55 | 40.71 | 78 | 25 | 28 |
| 27 Feb | 195.99 | 4 | -1.5 | 37.27 | 1 | 0 | 3 |
| 26 Feb | 196.50 | 5.5 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Feb | 198.18 | 5.5 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Feb | 197.67 | 5.5 | 0 | 0.00 | 0 | 3 | 0 |
| 21 Feb | 201.40 | 5.5 | -12.75 | 48.67 | 5 | 3 | 3 |
| 20 Feb | 203.61 | 18.25 | 0 | 8.93 | 0 | 0 | 0 |
| 19 Feb | 193.90 | 18.25 | 0 | 4.57 | 0 | 0 | 0 |
| 18 Feb | 192.34 | 18.25 | 0 | 3.46 | 0 | 0 | 0 |
| 17 Feb | 190.25 | 18.25 | 0 | 2.81 | 0 | 0 | 0 |
| 14 Feb | 185.67 | 18.25 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 191.01 | 18.25 | 0 | 2.97 | 0 | 0 | 0 |
| 12 Feb | 190.60 | 18.25 | 0 | 2.86 | 0 | 0 | 0 |
| 11 Feb | 192.35 | 18.25 | 0 | 2.70 | 0 | 0 | 0 |
| 10 Feb | 195.68 | 18.25 | 0 | 4.67 | 0 | 0 | 0 |
| 7 Feb | 198.90 | 18.25 | 0 | 6.14 | 0 | 0 | 0 |
| 6 Feb | 202.33 | 18.25 | 0 | 7.12 | 0 | 0 | 0 |
| 4 Feb | 194.12 | 18.25 | 0 | 3.88 | 0 | 0 | 0 |
| 3 Feb | 191.67 | 18.25 | 0 | 3.44 | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 187.5 expiring on 27MAR2025
Delta for 187.5 PE is -0.53
Historical price for 187.5 PE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 7.3, which was 1.8 higher than the previous day. The implied volatity was 43.90, the open interest changed by -7 which decreased total open position to 70
On 12 Mar IGL was trading at 188.32. The strike last trading price was 5.8, which was -0.7 lower than the previous day. The implied volatity was 41.44, the open interest changed by -3 which decreased total open position to 77
On 11 Mar IGL was trading at 187.16. The strike last trading price was 6.4, which was -2.65 lower than the previous day. The implied volatity was 43.25, the open interest changed by 0 which decreased total open position to 80
On 10 Mar IGL was trading at 183.02. The strike last trading price was 9.3, which was 2.75 higher than the previous day. The implied volatity was 46.17, the open interest changed by -13 which decreased total open position to 81
On 7 Mar IGL was trading at 188.49. The strike last trading price was 6.75, which was 0.25 higher than the previous day. The implied volatity was 42.84, the open interest changed by 16 which increased total open position to 94
On 6 Mar IGL was trading at 188.09. The strike last trading price was 6.5, which was -3.25 lower than the previous day. The implied volatity was 40.65, the open interest changed by 5 which increased total open position to 77
On 5 Mar IGL was trading at 182.32. The strike last trading price was 9.7, which was -1.25 lower than the previous day. The implied volatity was 40.02, the open interest changed by 19 which increased total open position to 73
On 4 Mar IGL was trading at 180.59. The strike last trading price was 11.1, which was 0.95 higher than the previous day. The implied volatity was 42.07, the open interest changed by 1 which increased total open position to 53
On 3 Mar IGL was trading at 182.53. The strike last trading price was 9.9, which was 3.35 higher than the previous day. The implied volatity was 42.35, the open interest changed by 25 which increased total open position to 52
On 28 Feb IGL was trading at 189.48. The strike last trading price was 6.55, which was 2.55 higher than the previous day. The implied volatity was 40.71, the open interest changed by 25 which increased total open position to 28
On 27 Feb IGL was trading at 195.99. The strike last trading price was 4, which was -1.5 lower than the previous day. The implied volatity was 37.27, the open interest changed by 0 which decreased total open position to 3
On 26 Feb IGL was trading at 196.50. The strike last trading price was 5.5, 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 Feb IGL was trading at 198.18. The strike last trading price was 5.5, 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 24 Feb IGL was trading at 197.67. The strike last trading price was 5.5, 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 21 Feb IGL was trading at 201.40. The strike last trading price was 5.5, which was -12.75 lower than the previous day. The implied volatity was 48.67, the open interest changed by 3 which increased total open position to 3
On 20 Feb IGL was trading at 203.61. The strike last trading price was 18.25, which was 0 lower than the previous day. The implied volatity was 8.93, 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 18.25, which was 0 lower than the previous day. The implied volatity was 4.57, 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 18.25, which was 0 lower than the previous day. The implied volatity was 3.46, 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 18.25, which was 0 lower than the previous day. The implied volatity was 2.81, 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 18.25, 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 18.25, which was 0 lower than the previous day. The implied volatity was 2.97, 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 18.25, which was 0 lower than the previous day. The implied volatity was 2.86, 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 18.25, which was 0 lower than the previous day. The implied volatity was 2.70, 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 18.25, which was 0 lower than the previous day. The implied volatity was 4.67, 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 18.25, 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 6 Feb IGL was trading at 202.33. The strike last trading price was 18.25, which was 0 lower than the previous day. The implied volatity was 7.12, 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 18.25, which was 0 lower than the previous day. The implied volatity was 3.88, 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 18.25, which was 0 lower than the previous day. The implied volatity was 3.44, the open interest changed by 0 which decreased total open position to 0
