IGL
Indraprastha Gas Ltd
Historical option data for IGL
13 Mar 2025 04:10 PM IST
| IGL 27MAR2025 192.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.29
Vega: 0.12
Theta: -0.15
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 184.88 | 2 | -1.55 | 31.34 | 124 | 19 | 125 | |||
| 12 Mar | 188.32 | 3.45 | -0.05 | 33.98 | 100 | 3 | 105 | |||
| 11 Mar | 187.16 | 3.7 | 1.05 | 35.21 | 58 | -12 | 102 | |||
| 10 Mar | 183.02 | 2.5 | -2.05 | 36.10 | 176 | -15 | 113 | |||
| 7 Mar | 188.49 | 4.45 | -0.65 | 33.97 | 348 | -16 | 128 | |||
| 6 Mar | 188.09 | 5.05 | 1.7 | 36.33 | 315 | 27 | 151 | |||
| 5 Mar | 182.32 | 3.3 | 0.3 | 38.62 | 259 | 11 | 123 | |||
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| 4 Mar | 180.59 | 3 | -0.75 | 38.73 | 109 | 27 | 113 | |||
| 3 Mar | 182.53 | 3.75 | -2.65 | 37.83 | 252 | 46 | 87 | |||
| 28 Feb | 189.48 | 6.65 | -30.8 | 35.00 | 100 | 41 | 41 | |||
| 27 Feb | 195.99 | 37.45 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 196.50 | 37.45 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 198.18 | 37.45 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 197.67 | 37.45 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 201.40 | 37.45 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 203.61 | 37.45 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 193.90 | 37.45 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 192.34 | 37.45 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 190.25 | 37.45 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 185.67 | 37.45 | 0 | 2.68 | 0 | 0 | 0 | |||
| 13 Feb | 191.01 | 37.45 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 190.60 | 37.45 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 192.35 | 37.45 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 195.68 | 37.45 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 198.90 | 37.45 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 202.33 | 37.45 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 194.12 | 37.45 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 191.67 | 37.45 | 0 | - | 0 | 0 | 0 | |||
For Indraprastha Gas Ltd - strike price 192.5 expiring on 27MAR2025
Delta for 192.5 CE is 0.29
Historical price for 192.5 CE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 2, which was -1.55 lower than the previous day. The implied volatity was 31.34, the open interest changed by 19 which increased total open position to 125
On 12 Mar IGL was trading at 188.32. The strike last trading price was 3.45, which was -0.05 lower than the previous day. The implied volatity was 33.98, the open interest changed by 3 which increased total open position to 105
On 11 Mar IGL was trading at 187.16. The strike last trading price was 3.7, which was 1.05 higher than the previous day. The implied volatity was 35.21, the open interest changed by -12 which decreased total open position to 102
On 10 Mar IGL was trading at 183.02. The strike last trading price was 2.5, which was -2.05 lower than the previous day. The implied volatity was 36.10, the open interest changed by -15 which decreased total open position to 113
On 7 Mar IGL was trading at 188.49. The strike last trading price was 4.45, which was -0.65 lower than the previous day. The implied volatity was 33.97, the open interest changed by -16 which decreased total open position to 128
On 6 Mar IGL was trading at 188.09. The strike last trading price was 5.05, which was 1.7 higher than the previous day. The implied volatity was 36.33, the open interest changed by 27 which increased total open position to 151
On 5 Mar IGL was trading at 182.32. The strike last trading price was 3.3, which was 0.3 higher than the previous day. The implied volatity was 38.62, the open interest changed by 11 which increased total open position to 123
On 4 Mar IGL was trading at 180.59. The strike last trading price was 3, which was -0.75 lower than the previous day. The implied volatity was 38.73, the open interest changed by 27 which increased total open position to 113
On 3 Mar IGL was trading at 182.53. The strike last trading price was 3.75, which was -2.65 lower than the previous day. The implied volatity was 37.83, the open interest changed by 46 which increased total open position to 87
On 28 Feb IGL was trading at 189.48. The strike last trading price was 6.65, which was -30.8 lower than the previous day. The implied volatity was 35.00, the open interest changed by 41 which increased total open position to 41
On 27 Feb IGL was trading at 195.99. The strike last trading price was 37.45, 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 26 Feb IGL was trading at 196.50. The strike last trading price was 37.45, 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 25 Feb IGL was trading at 198.18. The strike last trading price was 37.45, 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 24 Feb IGL was trading at 197.67. The strike last trading price was 37.45, 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 21 Feb IGL was trading at 201.40. The strike last trading price was 37.45, 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 20 Feb IGL was trading at 203.61. The strike last trading price was 37.45, 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 19 Feb IGL was trading at 193.90. The strike last trading price was 37.45, 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 18 Feb IGL was trading at 192.34. The strike last trading price was 37.45, 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 Feb IGL was trading at 190.25. The strike last trading price was 37.45, 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 14 Feb IGL was trading at 185.67. The strike last trading price was 37.45, which was 0 lower than the previous day. The implied volatity was 2.68, 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 37.45, 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 12 Feb IGL was trading at 190.60. The strike last trading price was 37.45, 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 11 Feb IGL was trading at 192.35. The strike last trading price was 37.45, 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 10 Feb IGL was trading at 195.68. The strike last trading price was 37.45, 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 7 Feb IGL was trading at 198.90. The strike last trading price was 37.45, 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 6 Feb IGL was trading at 202.33. The strike last trading price was 37.45, 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 4 Feb IGL was trading at 194.12. The strike last trading price was 37.45, 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 3 Feb IGL was trading at 191.67. The strike last trading price was 37.45, 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
| IGL 27MAR2025 192.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.63
Vega: 0.14
Theta: -0.20
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 184.88 | 10.85 | 2.4 | 47.30 | 41 | -5 | 24 |
| 12 Mar | 188.32 | 8.6 | -2.55 | 41.70 | 76 | -3 | 30 |
| 11 Mar | 187.16 | 11.15 | -1.3 | 55.99 | 2 | 0 | 31 |
| 10 Mar | 183.02 | 12.8 | 3.25 | 48.09 | 51 | -5 | 30 |
| 7 Mar | 188.49 | 9.55 | 0.35 | 43.50 | 54 | 5 | 35 |
| 6 Mar | 188.09 | 9.25 | -3.9 | 41.07 | 47 | -8 | 31 |
| 5 Mar | 182.32 | 13.15 | -0.6 | 40.86 | 58 | 2 | 38 |
| 4 Mar | 180.59 | 13.75 | 0.6 | 37.15 | 23 | 7 | 36 |
| 3 Mar | 182.53 | 12.85 | 3.75 | 39.95 | 105 | 2 | 27 |
| 28 Feb | 189.48 | 8.95 | 3.9 | 40.38 | 139 | 23 | 26 |
| 27 Feb | 195.99 | 5.85 | -16.6 | 37.07 | 5 | 3 | 3 |
| 26 Feb | 196.50 | 22.45 | 0 | 3.35 | 0 | 0 | 0 |
| 25 Feb | 198.18 | 22.45 | 0 | 3.35 | 0 | 0 | 0 |
| 24 Feb | 197.67 | 22.45 | 0 | 4.15 | 0 | 0 | 0 |
| 21 Feb | 201.40 | 22.45 | 0 | 5.42 | 0 | 0 | 0 |
| 20 Feb | 203.61 | 22.45 | 0 | 6.57 | 0 | 0 | 0 |
| 19 Feb | 193.90 | 22.45 | 0 | 1.88 | 0 | 0 | 0 |
| 18 Feb | 192.34 | 22.45 | 0 | 0.81 | 0 | 0 | 0 |
| 17 Feb | 190.25 | 22.45 | 0 | 0.12 | 0 | 0 | 0 |
| 14 Feb | 185.67 | 22.45 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 191.01 | 22.45 | 0 | 0.42 | 0 | 0 | 0 |
| 12 Feb | 190.60 | 22.45 | 0 | 0.33 | 0 | 0 | 0 |
| 11 Feb | 192.35 | 22.45 | 0 | 0.20 | 0 | 0 | 0 |
| 10 Feb | 195.68 | 22.45 | 0 | 2.56 | 0 | 0 | 0 |
| 7 Feb | 198.90 | 22.45 | 0 | 4.10 | 0 | 0 | 0 |
| 6 Feb | 202.33 | 22.45 | 0 | 5.18 | 0 | 0 | 0 |
| 4 Feb | 194.12 | 22.45 | 0 | 2.00 | 0 | 0 | 0 |
| 3 Feb | 191.67 | 22.45 | 0 | 1.14 | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 192.5 expiring on 27MAR2025
Delta for 192.5 PE is -0.63
Historical price for 192.5 PE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 10.85, which was 2.4 higher than the previous day. The implied volatity was 47.30, the open interest changed by -5 which decreased total open position to 24
On 12 Mar IGL was trading at 188.32. The strike last trading price was 8.6, which was -2.55 lower than the previous day. The implied volatity was 41.70, the open interest changed by -3 which decreased total open position to 30
On 11 Mar IGL was trading at 187.16. The strike last trading price was 11.15, which was -1.3 lower than the previous day. The implied volatity was 55.99, the open interest changed by 0 which decreased total open position to 31
On 10 Mar IGL was trading at 183.02. The strike last trading price was 12.8, which was 3.25 higher than the previous day. The implied volatity was 48.09, the open interest changed by -5 which decreased total open position to 30
On 7 Mar IGL was trading at 188.49. The strike last trading price was 9.55, which was 0.35 higher than the previous day. The implied volatity was 43.50, the open interest changed by 5 which increased total open position to 35
On 6 Mar IGL was trading at 188.09. The strike last trading price was 9.25, which was -3.9 lower than the previous day. The implied volatity was 41.07, the open interest changed by -8 which decreased total open position to 31
On 5 Mar IGL was trading at 182.32. The strike last trading price was 13.15, which was -0.6 lower than the previous day. The implied volatity was 40.86, the open interest changed by 2 which increased total open position to 38
On 4 Mar IGL was trading at 180.59. The strike last trading price was 13.75, which was 0.6 higher than the previous day. The implied volatity was 37.15, the open interest changed by 7 which increased total open position to 36
On 3 Mar IGL was trading at 182.53. The strike last trading price was 12.85, which was 3.75 higher than the previous day. The implied volatity was 39.95, the open interest changed by 2 which increased total open position to 27
On 28 Feb IGL was trading at 189.48. The strike last trading price was 8.95, which was 3.9 higher than the previous day. The implied volatity was 40.38, the open interest changed by 23 which increased total open position to 26
On 27 Feb IGL was trading at 195.99. The strike last trading price was 5.85, which was -16.6 lower than the previous day. The implied volatity was 37.07, the open interest changed by 3 which increased total open position to 3
On 26 Feb IGL was trading at 196.50. The strike last trading price was 22.45, which was 0 lower than the previous day. The implied volatity was 3.35, 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 22.45, which was 0 lower than the previous day. The implied volatity was 3.35, 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 22.45, which was 0 lower than the previous day. The implied volatity was 4.15, 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 22.45, which was 0 lower than the previous day. The implied volatity was 5.42, 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 22.45, which was 0 lower than the previous day. The implied volatity was 6.57, 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 22.45, which was 0 lower than the previous day. The implied volatity was 1.88, 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 22.45, which was 0 lower than the previous day. The implied volatity was 0.81, 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 22.45, which was 0 lower than the previous day. The implied volatity was 0.12, 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 22.45, 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 13 Feb IGL was trading at 191.01. The strike last trading price was 22.45, which was 0 lower than the previous day. The implied volatity was 0.42, 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 22.45, which was 0 lower than the previous day. The implied volatity was 0.33, 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 22.45, which was 0 lower than the previous day. The implied volatity was 0.20, 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 22.45, which was 0 lower than the previous day. The implied volatity was 2.56, 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 22.45, which was 0 lower than the previous day. The implied volatity was 4.10, 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 22.45, which was 0 lower than the previous day. The implied volatity was 5.18, 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 22.45, which was 0 lower than the previous day. The implied volatity was 2.00, 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 22.45, 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
