IGL
Indraprastha Gas Ltd
Historical option data for IGL
13 Mar 2025 04:10 PM IST
| IGL 27MAR2025 190 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 0.14
Theta: -0.17
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 184.88 | 2.7 | -1.9 | 30.89 | 566 | -4 | 558 | |||
| 12 Mar | 188.32 | 4.35 | -0.1 | 32.37 | 867 | -33 | 562 | |||
| 11 Mar | 187.16 | 4.5 | 1.2 | 33.95 | 598 | -33 | 604 | |||
| 10 Mar | 183.02 | 3.2 | -2.35 | 35.90 | 1,099 | 72 | 638 | |||
| 7 Mar | 188.49 | 5.3 | -0.85 | 32.78 | 1,084 | 42 | 566 | |||
| 6 Mar | 188.09 | 6.1 | 2.1 | 36.20 | 2,229 | 133 | 523 | |||
| 5 Mar | 182.32 | 4 | 0.2 | 38.30 | 1,195 | 2 | 394 | |||
| 4 Mar | 180.59 | 3.75 | -0.8 | 39.09 | 816 | 43 | 393 | |||
| 3 Mar | 182.53 | 4.6 | -3.05 | 38.71 | 887 | 119 | 347 | |||
| 28 Feb | 189.48 | 7.75 | -4 | 34.52 | 409 | 66 | 219 | |||
| 27 Feb | 195.99 | 11.8 | -0.05 | 36.73 | 79 | 18 | 153 | |||
| 26 Feb | 196.50 | 11.5 | 0.45 | 30.53 | 105 | 17 | 133 | |||
| 25 Feb | 198.18 | 11.5 | 0.45 | 30.53 | 105 | 15 | 133 | |||
| 24 Feb | 197.67 | 11.1 | -0.95 | 21.69 | 142 | 9 | 117 | |||
| 21 Feb | 201.40 | 12 | -0.9 | - | 105 | 21 | 104 | |||
| 20 Feb | 203.61 | 13.35 | 5.6 | - | 175 | 14 | 83 | |||
| 19 Feb | 193.90 | 7.8 | 0.25 | 17.88 | 103 | 32 | 69 | |||
| 18 Feb | 192.34 | 7.5 | 1.25 | 22.45 | 71 | 34 | 36 | |||
| 17 Feb | 190.25 | 6.25 | -1.15 | 19.84 | 2 | 0 | 1 | |||
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| 14 Feb | 185.67 | 7.4 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Feb | 191.01 | 7.4 | 0 | 0.00 | 0 | 1 | 0 | |||
| 12 Feb | 190.60 | 7.4 | -38.95 | 22.23 | 1 | 0 | 0 | |||
| 11 Feb | 192.35 | 46.35 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 195.68 | 46.35 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 198.90 | 46.35 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 202.33 | 46.35 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 194.12 | 46.35 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 191.67 | 46.35 | 0 | - | 0 | 0 | 0 | |||
For Indraprastha Gas Ltd - strike price 190 expiring on 27MAR2025
Delta for 190 CE is 0.36
Historical price for 190 CE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 2.7, which was -1.9 lower than the previous day. The implied volatity was 30.89, the open interest changed by -4 which decreased total open position to 558
On 12 Mar IGL was trading at 188.32. The strike last trading price was 4.35, which was -0.1 lower than the previous day. The implied volatity was 32.37, the open interest changed by -33 which decreased total open position to 562
On 11 Mar IGL was trading at 187.16. The strike last trading price was 4.5, which was 1.2 higher than the previous day. The implied volatity was 33.95, the open interest changed by -33 which decreased total open position to 604
On 10 Mar IGL was trading at 183.02. The strike last trading price was 3.2, which was -2.35 lower than the previous day. The implied volatity was 35.90, the open interest changed by 72 which increased total open position to 638
On 7 Mar IGL was trading at 188.49. The strike last trading price was 5.3, which was -0.85 lower than the previous day. The implied volatity was 32.78, the open interest changed by 42 which increased total open position to 566
On 6 Mar IGL was trading at 188.09. The strike last trading price was 6.1, which was 2.1 higher than the previous day. The implied volatity was 36.20, the open interest changed by 133 which increased total open position to 523
On 5 Mar IGL was trading at 182.32. The strike last trading price was 4, which was 0.2 higher than the previous day. The implied volatity was 38.30, the open interest changed by 2 which increased total open position to 394
On 4 Mar IGL was trading at 180.59. The strike last trading price was 3.75, which was -0.8 lower than the previous day. The implied volatity was 39.09, the open interest changed by 43 which increased total open position to 393
On 3 Mar IGL was trading at 182.53. The strike last trading price was 4.6, which was -3.05 lower than the previous day. The implied volatity was 38.71, the open interest changed by 119 which increased total open position to 347
On 28 Feb IGL was trading at 189.48. The strike last trading price was 7.75, which was -4 lower than the previous day. The implied volatity was 34.52, the open interest changed by 66 which increased total open position to 219
On 27 Feb IGL was trading at 195.99. The strike last trading price was 11.8, which was -0.05 lower than the previous day. The implied volatity was 36.73, the open interest changed by 18 which increased total open position to 153
On 26 Feb IGL was trading at 196.50. The strike last trading price was 11.5, which was 0.45 higher than the previous day. The implied volatity was 30.53, the open interest changed by 17 which increased total open position to 133
On 25 Feb IGL was trading at 198.18. The strike last trading price was 11.5, which was 0.45 higher than the previous day. The implied volatity was 30.53, the open interest changed by 15 which increased total open position to 133
On 24 Feb IGL was trading at 197.67. The strike last trading price was 11.1, which was -0.95 lower than the previous day. The implied volatity was 21.69, the open interest changed by 9 which increased total open position to 117
On 21 Feb IGL was trading at 201.40. The strike last trading price was 12, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 104
On 20 Feb IGL was trading at 203.61. The strike last trading price was 13.35, which was 5.6 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 83
On 19 Feb IGL was trading at 193.90. The strike last trading price was 7.8, which was 0.25 higher than the previous day. The implied volatity was 17.88, the open interest changed by 32 which increased total open position to 69
On 18 Feb IGL was trading at 192.34. The strike last trading price was 7.5, which was 1.25 higher than the previous day. The implied volatity was 22.45, the open interest changed by 34 which increased total open position to 36
On 17 Feb IGL was trading at 190.25. The strike last trading price was 6.25, which was -1.15 lower than the previous day. The implied volatity was 19.84, the open interest changed by 0 which decreased total open position to 1
On 14 Feb IGL was trading at 185.67. The strike last trading price was 7.4, 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 Feb IGL was trading at 191.01. The strike last trading price was 7.4, 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 12 Feb IGL was trading at 190.60. The strike last trading price was 7.4, which was -38.95 lower than the previous day. The implied volatity was 22.23, 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 46.35, 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 46.35, 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 46.35, 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 46.35, 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 46.35, 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 46.35, 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 190 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.60
Vega: 0.14
Theta: -0.17
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 184.88 | 8.3 | 1.5 | 40.54 | 150 | -7 | 348 |
| 12 Mar | 188.32 | 7 | -0.8 | 41.78 | 174 | -3 | 355 |
| 11 Mar | 187.16 | 7.75 | -2.8 | 43.44 | 121 | -14 | 358 |
| 10 Mar | 183.02 | 10.5 | 2.7 | 43.85 | 583 | -9 | 366 |
| 7 Mar | 188.49 | 8 | 0.2 | 42.68 | 399 | 32 | 375 |
| 6 Mar | 188.09 | 7.75 | -3.55 | 40.53 | 282 | -5 | 344 |
| 5 Mar | 182.32 | 11.7 | -1 | 42.40 | 164 | 6 | 351 |
| 4 Mar | 180.59 | 12.85 | 1.25 | 42.65 | 151 | -7 | 344 |
| 3 Mar | 182.53 | 11.7 | 3.9 | 43.84 | 431 | -50 | 352 |
| 28 Feb | 189.48 | 7.6 | 2.55 | 40.10 | 725 | 74 | 400 |
| 27 Feb | 195.99 | 4.9 | -0.6 | 37.34 | 326 | 29 | 326 |
| 26 Feb | 196.50 | 5.6 | -0.6 | 41.20 | 136 | 53 | 297 |
| 25 Feb | 198.18 | 5.6 | -0.6 | 41.20 | 136 | 53 | 297 |
| 24 Feb | 197.67 | 6.25 | 0.25 | 46.12 | 300 | 96 | 244 |
| 21 Feb | 201.40 | 6.1 | 0.65 | 47.48 | 134 | 30 | 149 |
| 20 Feb | 203.61 | 5.5 | -3.55 | 47.55 | 122 | 18 | 124 |
| 19 Feb | 193.90 | 8.8 | -2.2 | 47.98 | 43 | 9 | 87 |
| 18 Feb | 192.34 | 11.2 | -1.8 | 53.91 | 89 | 70 | 78 |
| 17 Feb | 190.25 | 13 | -2 | 58.62 | 3 | 2 | 7 |
| 14 Feb | 185.67 | 15 | 3 | 56.26 | 1 | 0 | 4 |
| 13 Feb | 191.01 | 12 | 0 | 0.00 | 0 | 1 | 0 |
| 12 Feb | 190.60 | 12 | 1 | 52.00 | 1 | 0 | 3 |
| 11 Feb | 192.35 | 11 | 2.05 | 47.14 | 1 | 0 | 2 |
| 10 Feb | 195.68 | 8.95 | 0 | 0.00 | 0 | 2 | 0 |
| 7 Feb | 198.90 | 8.95 | -20.05 | 50.73 | 2 | 1 | 1 |
| 6 Feb | 202.33 | 29 | 0 | 6.02 | 0 | 0 | 0 |
| 4 Feb | 194.12 | 29 | 0 | 3.12 | 0 | 0 | 0 |
| 3 Feb | 191.67 | 29 | 0 | 2.30 | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 190 expiring on 27MAR2025
Delta for 190 PE is -0.60
Historical price for 190 PE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 8.3, which was 1.5 higher than the previous day. The implied volatity was 40.54, the open interest changed by -7 which decreased total open position to 348
On 12 Mar IGL was trading at 188.32. The strike last trading price was 7, which was -0.8 lower than the previous day. The implied volatity was 41.78, the open interest changed by -3 which decreased total open position to 355
On 11 Mar IGL was trading at 187.16. The strike last trading price was 7.75, which was -2.8 lower than the previous day. The implied volatity was 43.44, the open interest changed by -14 which decreased total open position to 358
On 10 Mar IGL was trading at 183.02. The strike last trading price was 10.5, which was 2.7 higher than the previous day. The implied volatity was 43.85, the open interest changed by -9 which decreased total open position to 366
On 7 Mar IGL was trading at 188.49. The strike last trading price was 8, which was 0.2 higher than the previous day. The implied volatity was 42.68, the open interest changed by 32 which increased total open position to 375
On 6 Mar IGL was trading at 188.09. The strike last trading price was 7.75, which was -3.55 lower than the previous day. The implied volatity was 40.53, the open interest changed by -5 which decreased total open position to 344
On 5 Mar IGL was trading at 182.32. The strike last trading price was 11.7, which was -1 lower than the previous day. The implied volatity was 42.40, the open interest changed by 6 which increased total open position to 351
On 4 Mar IGL was trading at 180.59. The strike last trading price was 12.85, which was 1.25 higher than the previous day. The implied volatity was 42.65, the open interest changed by -7 which decreased total open position to 344
On 3 Mar IGL was trading at 182.53. The strike last trading price was 11.7, which was 3.9 higher than the previous day. The implied volatity was 43.84, the open interest changed by -50 which decreased total open position to 352
On 28 Feb IGL was trading at 189.48. The strike last trading price was 7.6, which was 2.55 higher than the previous day. The implied volatity was 40.10, the open interest changed by 74 which increased total open position to 400
On 27 Feb IGL was trading at 195.99. The strike last trading price was 4.9, which was -0.6 lower than the previous day. The implied volatity was 37.34, the open interest changed by 29 which increased total open position to 326
On 26 Feb IGL was trading at 196.50. The strike last trading price was 5.6, which was -0.6 lower than the previous day. The implied volatity was 41.20, the open interest changed by 53 which increased total open position to 297
On 25 Feb IGL was trading at 198.18. The strike last trading price was 5.6, which was -0.6 lower than the previous day. The implied volatity was 41.20, the open interest changed by 53 which increased total open position to 297
On 24 Feb IGL was trading at 197.67. The strike last trading price was 6.25, which was 0.25 higher than the previous day. The implied volatity was 46.12, the open interest changed by 96 which increased total open position to 244
On 21 Feb IGL was trading at 201.40. The strike last trading price was 6.1, which was 0.65 higher than the previous day. The implied volatity was 47.48, the open interest changed by 30 which increased total open position to 149
On 20 Feb IGL was trading at 203.61. The strike last trading price was 5.5, which was -3.55 lower than the previous day. The implied volatity was 47.55, the open interest changed by 18 which increased total open position to 124
On 19 Feb IGL was trading at 193.90. The strike last trading price was 8.8, which was -2.2 lower than the previous day. The implied volatity was 47.98, the open interest changed by 9 which increased total open position to 87
On 18 Feb IGL was trading at 192.34. The strike last trading price was 11.2, which was -1.8 lower than the previous day. The implied volatity was 53.91, the open interest changed by 70 which increased total open position to 78
On 17 Feb IGL was trading at 190.25. The strike last trading price was 13, which was -2 lower than the previous day. The implied volatity was 58.62, the open interest changed by 2 which increased total open position to 7
On 14 Feb IGL was trading at 185.67. The strike last trading price was 15, which was 3 higher than the previous day. The implied volatity was 56.26, the open interest changed by 0 which decreased total open position to 4
On 13 Feb IGL was trading at 191.01. The strike last trading price was 12, 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 12 Feb IGL was trading at 190.60. The strike last trading price was 12, which was 1 higher than the previous day. The implied volatity was 52.00, the open interest changed by 0 which decreased total open position to 3
On 11 Feb IGL was trading at 192.35. The strike last trading price was 11, which was 2.05 higher than the previous day. The implied volatity was 47.14, the open interest changed by 0 which decreased total open position to 2
On 10 Feb IGL was trading at 195.68. The strike last trading price was 8.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 7 Feb IGL was trading at 198.90. The strike last trading price was 8.95, which was -20.05 lower than the previous day. The implied volatity was 50.73, the open interest changed by 1 which increased total open position to 1
On 6 Feb IGL was trading at 202.33. The strike last trading price was 29, which was 0 lower than the previous day. The implied volatity was 6.02, 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 29, which was 0 lower than the previous day. The implied volatity was 3.12, 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 29, which was 0 lower than the previous day. The implied volatity was 2.30, the open interest changed by 0 which decreased total open position to 0
