IGL
Indraprastha Gas Ltd
Historical option data for IGL
09 Apr 2025 04:10 PM IST
| IGL 24APR2025 192.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 0.10
Theta: -0.20
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 174.88 | 2.25 | -1.2 | 53.64 | 387 | 111 | 242 | |||
| 8 Apr | 181.25 | 3.5 | -3.15 | 48.81 | 911 | 104 | 149 | |||
| 7 Apr | 187.82 | 6.8 | -1.5 | 52.07 | 196 | 23 | 44 | |||
| 4 Apr | 198.06 | 8.95 | -6.35 | 25.45 | 104 | 1 | 22 | |||
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| 3 Apr | 207.84 | 14.85 | 1.7 | - | 62 | 1 | 22 | |||
| 2 Apr | 202.94 | 13.15 | 1.9 | 32.38 | 27 | 2 | 21 | |||
| 1 Apr | 201.41 | 11 | -2.65 | 16.23 | 76 | 2 | 20 | |||
| 28 Mar | 203.12 | 14.25 | 4.7 | 27.22 | 159 | 13 | 18 | |||
| 27 Mar | 195.50 | 9.55 | -4.4 | 33.04 | 17 | 0 | 6 | |||
| 26 Mar | 195.06 | 13.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 199.40 | 13.95 | 0 | 0.00 | 0 | 2 | 0 | |||
| 24 Mar | 203.47 | 13.95 | 2.35 | 25.44 | 3 | 2 | 6 | |||
| 21 Mar | 198.14 | 11.6 | 0 | 0.00 | 0 | 3 | 0 | |||
| 20 Mar | 197.60 | 11.6 | 3.05 | 32.67 | 6 | 3 | 4 | |||
| 19 Mar | 193.29 | 8.55 | -8.9 | 29.20 | 1 | 0 | 0 | |||
| 18 Mar | 190.53 | 17.45 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 187.61 | 17.45 | 0 | 1.40 | 0 | 0 | 0 | |||
| 13 Mar | 184.88 | 17.45 | 0 | 2.91 | 0 | 0 | 0 | |||
| 12 Mar | 188.32 | 17.45 | 0 | 1.21 | 0 | 0 | 0 | |||
| 11 Mar | 187.16 | 17.45 | 0 | 1.50 | 0 | 0 | 0 | |||
| 10 Mar | 183.02 | 17.45 | 0 | 3.63 | 0 | 0 | 0 | |||
| 7 Mar | 188.49 | 17.45 | 0 | 1.00 | 0 | 0 | 0 | |||
| 6 Mar | 188.09 | 17.45 | 0 | 1.01 | 0 | 0 | 0 | |||
| 5 Mar | 182.32 | 17.45 | 0 | 3.80 | 0 | 0 | 0 | |||
| 4 Mar | 180.59 | 17.45 | 0 | 4.13 | 0 | 0 | 0 | |||
| 3 Mar | 182.53 | 17.45 | 0 | 3.34 | 0 | 0 | 0 | |||
| 28 Feb | 189.48 | 17.45 | 0 | 0.15 | 0 | 0 | 0 | |||
For Indraprastha Gas Ltd - strike price 192.5 expiring on 24APR2025
Delta for 192.5 CE is 0.22
Historical price for 192.5 CE is as follows
On 9 Apr IGL was trading at 174.88. The strike last trading price was 2.25, which was -1.2 lower than the previous day. The implied volatity was 53.64, the open interest changed by 111 which increased total open position to 242
On 8 Apr IGL was trading at 181.25. The strike last trading price was 3.5, which was -3.15 lower than the previous day. The implied volatity was 48.81, the open interest changed by 104 which increased total open position to 149
On 7 Apr IGL was trading at 187.82. The strike last trading price was 6.8, which was -1.5 lower than the previous day. The implied volatity was 52.07, the open interest changed by 23 which increased total open position to 44
On 4 Apr IGL was trading at 198.06. The strike last trading price was 8.95, which was -6.35 lower than the previous day. The implied volatity was 25.45, the open interest changed by 1 which increased total open position to 22
On 3 Apr IGL was trading at 207.84. The strike last trading price was 14.85, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 22
On 2 Apr IGL was trading at 202.94. The strike last trading price was 13.15, which was 1.9 higher than the previous day. The implied volatity was 32.38, the open interest changed by 2 which increased total open position to 21
On 1 Apr IGL was trading at 201.41. The strike last trading price was 11, which was -2.65 lower than the previous day. The implied volatity was 16.23, the open interest changed by 2 which increased total open position to 20
On 28 Mar IGL was trading at 203.12. The strike last trading price was 14.25, which was 4.7 higher than the previous day. The implied volatity was 27.22, the open interest changed by 13 which increased total open position to 18
On 27 Mar IGL was trading at 195.50. The strike last trading price was 9.55, which was -4.4 lower than the previous day. The implied volatity was 33.04, the open interest changed by 0 which decreased total open position to 6
On 26 Mar IGL was trading at 195.06. The strike last trading price was 13.95, 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 Mar IGL was trading at 199.40. The strike last trading price was 13.95, 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 24 Mar IGL was trading at 203.47. The strike last trading price was 13.95, which was 2.35 higher than the previous day. The implied volatity was 25.44, the open interest changed by 2 which increased total open position to 6
On 21 Mar IGL was trading at 198.14. The strike last trading price was 11.6, 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 20 Mar IGL was trading at 197.60. The strike last trading price was 11.6, which was 3.05 higher than the previous day. The implied volatity was 32.67, the open interest changed by 3 which increased total open position to 4
On 19 Mar IGL was trading at 193.29. The strike last trading price was 8.55, which was -8.9 lower than the previous day. The implied volatity was 29.20, 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 17.45, 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 17.45, which was 0 lower than the previous day. The implied volatity was 1.40, 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 17.45, which was 0 lower than the previous day. The implied volatity was 2.91, 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 17.45, which was 0 lower than the previous day. The implied volatity was 1.21, 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 17.45, 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 10 Mar IGL was trading at 183.02. The strike last trading price was 17.45, which was 0 lower than the previous day. The implied volatity was 3.63, 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 17.45, which was 0 lower than the previous day. The implied volatity was 1.00, 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 17.45, which was 0 lower than the previous day. The implied volatity was 1.01, 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 17.45, which was 0 lower than the previous day. The implied volatity was 3.80, 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 17.45, which was 0 lower than the previous day. The implied volatity was 4.13, 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 17.45, which was 0 lower than the previous day. The implied volatity was 3.34, 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 17.45, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
| IGL 24APR2025 192.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.75
Vega: 0.11
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 174.88 | 19.55 | 3.45 | 59.83 | 12 | -2 | 87 |
| 8 Apr | 181.25 | 14.35 | 2.35 | 52.08 | 339 | 5 | 89 |
| 7 Apr | 187.82 | 11.6 | 5.3 | 59.18 | 109 | 11 | 84 |
| 4 Apr | 198.06 | 5.9 | 3 | 49.30 | 184 | 20 | 73 |
| 3 Apr | 207.84 | 3.2 | -0.9 | 47.12 | 119 | -7 | 54 |
| 2 Apr | 202.94 | 4.05 | -1.1 | 43.62 | 69 | -1 | 60 |
| 1 Apr | 201.41 | 5.2 | 0.5 | 48.81 | 125 | 17 | 62 |
| 28 Mar | 203.12 | 4.7 | -1.65 | 45.62 | 364 | 42 | 45 |
| 27 Mar | 195.50 | 6.35 | -5.55 | 39.46 | 5 | 3 | 3 |
| 26 Mar | 195.06 | 11.9 | 0 | 2.70 | 0 | 0 | 0 |
| 25 Mar | 199.40 | 11.9 | 0 | 4.63 | 0 | 0 | 0 |
| 24 Mar | 203.47 | 11.9 | 0 | 6.93 | 0 | 0 | 0 |
| 21 Mar | 198.14 | 11.9 | 0 | 4.22 | 0 | 0 | 0 |
| 20 Mar | 197.60 | 11.9 | 0 | 3.68 | 0 | 0 | 0 |
| 19 Mar | 193.29 | 11.9 | 0 | 1.62 | 0 | 0 | 0 |
| 18 Mar | 190.53 | 11.9 | 0 | 0.41 | 0 | 0 | 0 |
| 17 Mar | 187.61 | 11.9 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 184.88 | 11.9 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 188.32 | 11.9 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 187.16 | 11.9 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 183.02 | 11.9 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 188.49 | 11.9 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 188.09 | 11.9 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 182.32 | 11.9 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 180.59 | 11.9 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 182.53 | 11.9 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 189.48 | 11.9 | 0 | - | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 192.5 expiring on 24APR2025
Delta for 192.5 PE is -0.75
Historical price for 192.5 PE is as follows
On 9 Apr IGL was trading at 174.88. The strike last trading price was 19.55, which was 3.45 higher than the previous day. The implied volatity was 59.83, the open interest changed by -2 which decreased total open position to 87
On 8 Apr IGL was trading at 181.25. The strike last trading price was 14.35, which was 2.35 higher than the previous day. The implied volatity was 52.08, the open interest changed by 5 which increased total open position to 89
On 7 Apr IGL was trading at 187.82. The strike last trading price was 11.6, which was 5.3 higher than the previous day. The implied volatity was 59.18, the open interest changed by 11 which increased total open position to 84
On 4 Apr IGL was trading at 198.06. The strike last trading price was 5.9, which was 3 higher than the previous day. The implied volatity was 49.30, the open interest changed by 20 which increased total open position to 73
On 3 Apr IGL was trading at 207.84. The strike last trading price was 3.2, which was -0.9 lower than the previous day. The implied volatity was 47.12, the open interest changed by -7 which decreased total open position to 54
On 2 Apr IGL was trading at 202.94. The strike last trading price was 4.05, which was -1.1 lower than the previous day. The implied volatity was 43.62, the open interest changed by -1 which decreased total open position to 60
On 1 Apr IGL was trading at 201.41. The strike last trading price was 5.2, which was 0.5 higher than the previous day. The implied volatity was 48.81, the open interest changed by 17 which increased total open position to 62
On 28 Mar IGL was trading at 203.12. The strike last trading price was 4.7, which was -1.65 lower than the previous day. The implied volatity was 45.62, 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 6.35, which was -5.55 lower than the previous day. The implied volatity was 39.46, the open interest changed by 3 which increased total open position to 3
On 26 Mar IGL was trading at 195.06. The strike last trading price was 11.9, 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 25 Mar IGL was trading at 199.40. The strike last trading price was 11.9, which was 0 lower than the previous day. The implied volatity was 4.63, 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 11.9, which was 0 lower than the previous day. The implied volatity was 6.93, 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 11.9, which was 0 lower than the previous day. The implied volatity was 4.22, 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 11.9, which was 0 lower than the previous day. The implied volatity was 3.68, 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 11.9, which was 0 lower than the previous day. The implied volatity was 1.62, 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 11.9, which was 0 lower than the previous day. The implied volatity was 0.41, 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 11.9, 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 11.9, 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 11.9, 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 11.9, 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 11.9, 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 11.9, 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 11.9, 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 11.9, 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 11.9, 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 11.9, 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 11.9, 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
