IGL
Indraprastha Gas Ltd
Historical option data for IGL
09 Apr 2025 04:10 PM IST
| IGL 24APR2025 187.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.29
Vega: 0.12
Theta: -0.23
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 174.88 | 3.25 | -1.75 | 52.79 | 507 | 92 | 210 | |||
| 8 Apr | 181.25 | 5 | -3.95 | 48.18 | 1,046 | 15 | 120 | |||
| 7 Apr | 187.82 | 9.2 | -2.3 | 52.89 | 275 | 87 | 105 | |||
| 4 Apr | 198.06 | 11.95 | -7.5 | - | 71 | -18 | 18 | |||
| 3 Apr | 207.84 | 18.8 | 3.15 | - | 59 | 1 | 36 | |||
| 2 Apr | 202.94 | 15.65 | 0.35 | - | 1 | 0 | 36 | |||
| 1 Apr | 201.41 | 15.3 | -0.25 | - | 26 | 3 | 37 | |||
| 28 Mar | 203.12 | 15.55 | 3.75 | - | 94 | 27 | 34 | |||
| 27 Mar | 195.50 | 11.8 | -1.1 | 26.74 | 4 | 3 | 6 | |||
| 26 Mar | 195.06 | 12.9 | 1.9 | 34.12 | 2 | 0 | 1 | |||
| 25 Mar | 199.40 | 11 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 203.47 | 11 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 198.14 | 11 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 197.60 | 11 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Mar | 193.29 | 11 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 190.53 | 11 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 187.61 | 11 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 13 Mar | 184.88 | 11 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 188.32 | 11 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 187.16 | 11 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 183.02 | 11 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 188.49 | 11 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 188.09 | 11 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 182.32 | 11 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 180.59 | 11 | 0 | 0.00 | 0 | 1 | 0 | |||
| 3 Mar | 182.53 | 11 | -9.2 | 43.29 | 1 | 0 | 0 | |||
| 28 Feb | 189.48 | 20.2 | 0 | - | 0 | 0 | 0 | |||
For Indraprastha Gas Ltd - strike price 187.5 expiring on 24APR2025
Delta for 187.5 CE is 0.29
Historical price for 187.5 CE is as follows
On 9 Apr IGL was trading at 174.88. The strike last trading price was 3.25, which was -1.75 lower than the previous day. The implied volatity was 52.79, the open interest changed by 92 which increased total open position to 210
On 8 Apr IGL was trading at 181.25. The strike last trading price was 5, which was -3.95 lower than the previous day. The implied volatity was 48.18, the open interest changed by 15 which increased total open position to 120
On 7 Apr IGL was trading at 187.82. The strike last trading price was 9.2, which was -2.3 lower than the previous day. The implied volatity was 52.89, the open interest changed by 87 which increased total open position to 105
On 4 Apr IGL was trading at 198.06. The strike last trading price was 11.95, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 18
On 3 Apr IGL was trading at 207.84. The strike last trading price was 18.8, which was 3.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 36
On 2 Apr IGL was trading at 202.94. The strike last trading price was 15.65, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 1 Apr IGL was trading at 201.41. The strike last trading price was 15.3, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 37
On 28 Mar IGL was trading at 203.12. The strike last trading price was 15.55, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 34
On 27 Mar IGL was trading at 195.50. The strike last trading price was 11.8, which was -1.1 lower than the previous day. The implied volatity was 26.74, the open interest changed by 3 which increased total open position to 6
On 26 Mar IGL was trading at 195.06. The strike last trading price was 12.9, which was 1.9 higher than the previous day. The implied volatity was 34.12, the open interest changed by 0 which decreased total open position to 1
On 25 Mar IGL was trading at 199.40. The strike last trading price was 11, 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 Mar IGL was trading at 203.47. The strike last trading price was 11, 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 21 Mar IGL was trading at 198.14. The strike last trading price was 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 7 Mar IGL was trading at 188.49. The strike last trading price was 11, 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 6 Mar IGL was trading at 188.09. The strike last trading price was 11, 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 5 Mar IGL was trading at 182.32. The strike last trading price was 11, 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 4 Mar IGL was trading at 180.59. The strike last trading price was 11, 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 3 Mar IGL was trading at 182.53. The strike last trading price was 11, which was -9.2 lower than the previous day. The implied volatity was 43.29, 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 20.2, 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 187.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.70
Vega: 0.12
Theta: -0.19
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 174.88 | 15.3 | 2.85 | 56.03 | 126 | -34 | 117 |
| 8 Apr | 181.25 | 11.6 | 2.45 | 56.10 | 703 | 5 | 142 |
| 7 Apr | 187.82 | 8.95 | 4.75 | 59.55 | 309 | 57 | 135 |
| 4 Apr | 198.06 | 3.95 | 2 | 48.17 | 217 | 42 | 80 |
| 3 Apr | 207.84 | 2.15 | -0.7 | 47.63 | 75 | -6 | 38 |
| 2 Apr | 202.94 | 2.8 | -0.75 | 44.58 | 42 | -1 | 43 |
| 1 Apr | 201.41 | 3.6 | 0.3 | 48.53 | 40 | 0 | 45 |
| 28 Mar | 203.12 | 3.05 | -2.45 | 44.23 | 124 | 42 | 45 |
| 27 Mar | 195.50 | 5.5 | 0.55 | 45.11 | 1 | 0 | 3 |
| 26 Mar | 195.06 | 4.95 | 0.35 | 41.26 | 12 | -8 | 3 |
| 25 Mar | 199.40 | 4.95 | -1.3 | 45.93 | 2 | 0 | 10 |
| 24 Mar | 203.47 | 6.25 | 0 | 0.00 | 0 | 10 | 0 |
| 21 Mar | 198.14 | 6.25 | -3.4 | 49.00 | 10 | 0 | 0 |
| 20 Mar | 197.60 | 9.65 | 0 | 6.28 | 0 | 0 | 0 |
| 19 Mar | 193.29 | 9.65 | 0 | 4.33 | 0 | 0 | 0 |
| 18 Mar | 190.53 | 9.65 | 0 | 3.02 | 0 | 0 | 0 |
| 17 Mar | 187.61 | 9.65 | 0 | 1.38 | 0 | 0 | 0 |
| 13 Mar | 184.88 | 9.65 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 188.32 | 9.65 | 0 | 1.28 | 0 | 0 | 0 |
| 11 Mar | 187.16 | 9.65 | 0 | 1.14 | 0 | 0 | 0 |
| 10 Mar | 183.02 | 9.65 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 188.49 | 9.65 | 0 | 1.49 | 0 | 0 | 0 |
| 6 Mar | 188.09 | 9.65 | 0 | 1.50 | 0 | 0 | 0 |
| 5 Mar | 182.32 | 9.65 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 180.59 | 9.65 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 182.53 | 9.65 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 189.48 | 9.65 | 0 | 2.40 | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 187.5 expiring on 24APR2025
Delta for 187.5 PE is -0.70
Historical price for 187.5 PE is as follows
On 9 Apr IGL was trading at 174.88. The strike last trading price was 15.3, which was 2.85 higher than the previous day. The implied volatity was 56.03, the open interest changed by -34 which decreased total open position to 117
On 8 Apr IGL was trading at 181.25. The strike last trading price was 11.6, which was 2.45 higher than the previous day. The implied volatity was 56.10, the open interest changed by 5 which increased total open position to 142
On 7 Apr IGL was trading at 187.82. The strike last trading price was 8.95, which was 4.75 higher than the previous day. The implied volatity was 59.55, the open interest changed by 57 which increased total open position to 135
On 4 Apr IGL was trading at 198.06. The strike last trading price was 3.95, which was 2 higher than the previous day. The implied volatity was 48.17, the open interest changed by 42 which increased total open position to 80
On 3 Apr IGL was trading at 207.84. The strike last trading price was 2.15, which was -0.7 lower than the previous day. The implied volatity was 47.63, the open interest changed by -6 which decreased total open position to 38
On 2 Apr IGL was trading at 202.94. The strike last trading price was 2.8, which was -0.75 lower than the previous day. The implied volatity was 44.58, the open interest changed by -1 which decreased total open position to 43
On 1 Apr IGL was trading at 201.41. The strike last trading price was 3.6, which was 0.3 higher than the previous day. The implied volatity was 48.53, the open interest changed by 0 which decreased total open position to 45
On 28 Mar IGL was trading at 203.12. The strike last trading price was 3.05, which was -2.45 lower than the previous day. The implied volatity was 44.23, the open interest changed by 42 which increased total open position to 45
On 27 Mar IGL was trading at 195.50. The strike last trading price was 5.5, which was 0.55 higher than the previous day. The implied volatity was 45.11, the open interest changed by 0 which decreased total open position to 3
On 26 Mar IGL was trading at 195.06. The strike last trading price was 4.95, which was 0.35 higher than the previous day. The implied volatity was 41.26, the open interest changed by -8 which decreased total open position to 3
On 25 Mar IGL was trading at 199.40. The strike last trading price was 4.95, which was -1.3 lower than the previous day. The implied volatity was 45.93, the open interest changed by 0 which decreased total open position to 10
On 24 Mar IGL was trading at 203.47. The strike last trading price was 6.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 21 Mar IGL was trading at 198.14. The strike last trading price was 6.25, which was -3.4 lower than the previous day. The implied volatity was 49.00, 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 9.65, which was 0 lower than the previous day. The implied volatity was 6.28, 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 9.65, which was 0 lower than the previous day. The implied volatity was 4.33, 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 9.65, which was 0 lower than the previous day. The implied volatity was 3.02, 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 9.65, which was 0 lower than the previous day. The implied volatity was 1.38, 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 9.65, 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 9.65, which was 0 lower than the previous day. The implied volatity was 1.28, 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 9.65, which was 0 lower than the previous day. The implied volatity was 1.14, 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 9.65, 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 9.65, which was 0 lower than the previous day. The implied volatity was 1.49, 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 9.65, which was 0 lower than the previous day. The implied volatity was 1.50, 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 9.65, 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 9.65, 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 9.65, 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 9.65, which was 0 lower than the previous day. The implied volatity was 2.40, the open interest changed by 0 which decreased total open position to 0
