IGL
Indraprastha Gas Ltd
Historical option data for IGL
13 Mar 2025 04:10 PM IST
| IGL 27MAR2025 195 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.24
Vega: 0.11
Theta: -0.14
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 184.88 | 1.6 | -1.2 | 33.05 | 256 | 5 | 263 | |||
| 12 Mar | 188.32 | 2.6 | -0.25 | 33.09 | 300 | 1 | 259 | |||
| 11 Mar | 187.16 | 2.9 | 0.8 | 35.43 | 237 | -25 | 258 | |||
| 10 Mar | 183.02 | 2 | -1.7 | 36.86 | 399 | 54 | 284 | |||
| 7 Mar | 188.49 | 3.55 | -0.6 | 34.00 | 491 | 6 | 230 | |||
| 6 Mar | 188.09 | 4.15 | 1.45 | 36.50 | 658 | 17 | 223 | |||
| 5 Mar | 182.32 | 2.65 | 0.2 | 38.55 | 519 | 3 | 205 | |||
| 4 Mar | 180.59 | 2.45 | -0.6 | 38.96 | 436 | -10 | 202 | |||
| 3 Mar | 182.53 | 3.05 | -2.3 | 37.79 | 480 | 32 | 212 | |||
| 28 Feb | 189.48 | 5.5 | -3 | 34.56 | 447 | 107 | 181 | |||
| 27 Feb | 195.99 | 8.55 | -0.45 | 34.79 | 160 | 10 | 74 | |||
| 26 Feb | 196.50 | 8.65 | 0.5 | 31.38 | 89 | 10 | 63 | |||
| 25 Feb | 198.18 | 8.65 | 0.5 | 31.38 | 89 | 9 | 63 | |||
| 24 Feb | 197.67 | 8.1 | -0.8 | 24.05 | 81 | 26 | 54 | |||
| 21 Feb | 201.40 | 8.9 | -0.85 | 17.34 | 53 | 13 | 27 | |||
| 20 Feb | 203.61 | 9.85 | 3.85 | - | 46 | 13 | 15 | |||
| 19 Feb | 193.90 | 6 | 1.4 | 22.93 | 1 | 0 | 1 | |||
| 18 Feb | 192.34 | 4.6 | -36.8 | 21.17 | 1 | 0 | 0 | |||
| 17 Feb | 190.25 | 41.4 | 0 | 1.29 | 0 | 0 | 0 | |||
| 14 Feb | 185.67 | 41.4 | 0 | 3.58 | 0 | 0 | 0 | |||
| 13 Feb | 191.01 | 41.4 | 0 | 1.04 | 0 | 0 | 0 | |||
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| 12 Feb | 190.60 | 41.4 | 0 | 1.00 | 0 | 0 | 0 | |||
| 11 Feb | 192.35 | 41.4 | 0 | 1.04 | 0 | 0 | 0 | |||
| 10 Feb | 195.68 | 41.4 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 198.90 | 41.4 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 202.33 | 41.4 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 194.12 | 41.4 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 191.67 | 41.4 | 0 | 0.05 | 0 | 0 | 0 | |||
For Indraprastha Gas Ltd - strike price 195 expiring on 27MAR2025
Delta for 195 CE is 0.24
Historical price for 195 CE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 1.6, which was -1.2 lower than the previous day. The implied volatity was 33.05, the open interest changed by 5 which increased total open position to 263
On 12 Mar IGL was trading at 188.32. The strike last trading price was 2.6, which was -0.25 lower than the previous day. The implied volatity was 33.09, the open interest changed by 1 which increased total open position to 259
On 11 Mar IGL was trading at 187.16. The strike last trading price was 2.9, which was 0.8 higher than the previous day. The implied volatity was 35.43, the open interest changed by -25 which decreased total open position to 258
On 10 Mar IGL was trading at 183.02. The strike last trading price was 2, which was -1.7 lower than the previous day. The implied volatity was 36.86, the open interest changed by 54 which increased total open position to 284
On 7 Mar IGL was trading at 188.49. The strike last trading price was 3.55, which was -0.6 lower than the previous day. The implied volatity was 34.00, the open interest changed by 6 which increased total open position to 230
On 6 Mar IGL was trading at 188.09. The strike last trading price was 4.15, which was 1.45 higher than the previous day. The implied volatity was 36.50, the open interest changed by 17 which increased total open position to 223
On 5 Mar IGL was trading at 182.32. The strike last trading price was 2.65, which was 0.2 higher than the previous day. The implied volatity was 38.55, the open interest changed by 3 which increased total open position to 205
On 4 Mar IGL was trading at 180.59. The strike last trading price was 2.45, which was -0.6 lower than the previous day. The implied volatity was 38.96, the open interest changed by -10 which decreased total open position to 202
On 3 Mar IGL was trading at 182.53. The strike last trading price was 3.05, which was -2.3 lower than the previous day. The implied volatity was 37.79, the open interest changed by 32 which increased total open position to 212
On 28 Feb IGL was trading at 189.48. The strike last trading price was 5.5, which was -3 lower than the previous day. The implied volatity was 34.56, the open interest changed by 107 which increased total open position to 181
On 27 Feb IGL was trading at 195.99. The strike last trading price was 8.55, which was -0.45 lower than the previous day. The implied volatity was 34.79, the open interest changed by 10 which increased total open position to 74
On 26 Feb IGL was trading at 196.50. The strike last trading price was 8.65, which was 0.5 higher than the previous day. The implied volatity was 31.38, the open interest changed by 10 which increased total open position to 63
On 25 Feb IGL was trading at 198.18. The strike last trading price was 8.65, which was 0.5 higher than the previous day. The implied volatity was 31.38, the open interest changed by 9 which increased total open position to 63
On 24 Feb IGL was trading at 197.67. The strike last trading price was 8.1, which was -0.8 lower than the previous day. The implied volatity was 24.05, the open interest changed by 26 which increased total open position to 54
On 21 Feb IGL was trading at 201.40. The strike last trading price was 8.9, which was -0.85 lower than the previous day. The implied volatity was 17.34, the open interest changed by 13 which increased total open position to 27
On 20 Feb IGL was trading at 203.61. The strike last trading price was 9.85, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 15
On 19 Feb IGL was trading at 193.90. The strike last trading price was 6, which was 1.4 higher than the previous day. The implied volatity was 22.93, the open interest changed by 0 which decreased total open position to 1
On 18 Feb IGL was trading at 192.34. The strike last trading price was 4.6, which was -36.8 lower than the previous day. The implied volatity was 21.17, 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 41.4, which was 0 lower than the previous day. The implied volatity was 1.29, 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 41.4, which was 0 lower than the previous day. The implied volatity was 3.58, 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 41.4, which was 0 lower than the previous day. The implied volatity was 1.04, 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 41.4, 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 11 Feb IGL was trading at 192.35. The strike last trading price was 41.4, which was 0 lower than the previous day. The implied volatity was 1.04, 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 41.4, 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 41.4, 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 41.4, 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 41.4, 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 41.4, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
| IGL 27MAR2025 195 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.69
Vega: 0.13
Theta: -0.17
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 184.88 | 12.45 | 2.25 | 46.33 | 47 | -1 | 51 |
| 12 Mar | 188.32 | 10.45 | -0.8 | 44.74 | 53 | -13 | 51 |
| 11 Mar | 187.16 | 11.05 | -3.3 | 45.07 | 33 | -3 | 65 |
| 10 Mar | 183.02 | 14.65 | 3.8 | 48.66 | 134 | -13 | 68 |
| 7 Mar | 188.49 | 11.15 | 0.25 | 43.91 | 83 | -12 | 81 |
| 6 Mar | 188.09 | 10.75 | -4.3 | 40.89 | 36 | 6 | 93 |
| 5 Mar | 182.32 | 15.1 | -1.55 | 41.71 | 49 | -3 | 87 |
| 4 Mar | 180.59 | 16.65 | 1.6 | 43.89 | 27 | 3 | 90 |
| 3 Mar | 182.53 | 14.95 | 4.35 | 43.15 | 110 | -13 | 88 |
| 28 Feb | 189.48 | 10.6 | 3.8 | 41.55 | 223 | 17 | 102 |
| 27 Feb | 195.99 | 6.85 | -0.4 | 36.47 | 146 | 36 | 85 |
| 26 Feb | 196.50 | 7.7 | -0.75 | 41.13 | 84 | 22 | 47 |
| 25 Feb | 198.18 | 7.7 | -0.75 | 41.13 | 84 | 20 | 47 |
| 24 Feb | 197.67 | 8.45 | -0.15 | 46.67 | 48 | 10 | 27 |
| 21 Feb | 201.40 | 8.6 | -1.35 | 49.92 | 31 | 20 | 21 |
| 20 Feb | 203.61 | 9.95 | -23.9 | 59.02 | 1 | 0 | 0 |
| 19 Feb | 193.90 | 33.85 | 0 | 0.55 | 0 | 0 | 0 |
| 18 Feb | 192.34 | 33.85 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 190.25 | 33.85 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 185.67 | 33.85 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 191.01 | 33.85 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 190.60 | 33.85 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 192.35 | 33.85 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 195.68 | 33.85 | 0 | 1.34 | 0 | 0 | 0 |
| 7 Feb | 198.90 | 33.85 | 0 | 3.36 | 0 | 0 | 0 |
| 6 Feb | 202.33 | 33.85 | 0 | 4.04 | 0 | 0 | 0 |
| 4 Feb | 194.12 | 33.85 | 0 | 0.91 | 0 | 0 | 0 |
| 3 Feb | 191.67 | 33.85 | 0 | - | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 195 expiring on 27MAR2025
Delta for 195 PE is -0.69
Historical price for 195 PE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 12.45, which was 2.25 higher than the previous day. The implied volatity was 46.33, the open interest changed by -1 which decreased total open position to 51
On 12 Mar IGL was trading at 188.32. The strike last trading price was 10.45, which was -0.8 lower than the previous day. The implied volatity was 44.74, the open interest changed by -13 which decreased total open position to 51
On 11 Mar IGL was trading at 187.16. The strike last trading price was 11.05, which was -3.3 lower than the previous day. The implied volatity was 45.07, the open interest changed by -3 which decreased total open position to 65
On 10 Mar IGL was trading at 183.02. The strike last trading price was 14.65, which was 3.8 higher than the previous day. The implied volatity was 48.66, the open interest changed by -13 which decreased total open position to 68
On 7 Mar IGL was trading at 188.49. The strike last trading price was 11.15, which was 0.25 higher than the previous day. The implied volatity was 43.91, the open interest changed by -12 which decreased total open position to 81
On 6 Mar IGL was trading at 188.09. The strike last trading price was 10.75, which was -4.3 lower than the previous day. The implied volatity was 40.89, the open interest changed by 6 which increased total open position to 93
On 5 Mar IGL was trading at 182.32. The strike last trading price was 15.1, which was -1.55 lower than the previous day. The implied volatity was 41.71, the open interest changed by -3 which decreased total open position to 87
On 4 Mar IGL was trading at 180.59. The strike last trading price was 16.65, which was 1.6 higher than the previous day. The implied volatity was 43.89, the open interest changed by 3 which increased total open position to 90
On 3 Mar IGL was trading at 182.53. The strike last trading price was 14.95, which was 4.35 higher than the previous day. The implied volatity was 43.15, the open interest changed by -13 which decreased total open position to 88
On 28 Feb IGL was trading at 189.48. The strike last trading price was 10.6, which was 3.8 higher than the previous day. The implied volatity was 41.55, the open interest changed by 17 which increased total open position to 102
On 27 Feb IGL was trading at 195.99. The strike last trading price was 6.85, which was -0.4 lower than the previous day. The implied volatity was 36.47, the open interest changed by 36 which increased total open position to 85
On 26 Feb IGL was trading at 196.50. The strike last trading price was 7.7, which was -0.75 lower than the previous day. The implied volatity was 41.13, the open interest changed by 22 which increased total open position to 47
On 25 Feb IGL was trading at 198.18. The strike last trading price was 7.7, which was -0.75 lower than the previous day. The implied volatity was 41.13, the open interest changed by 20 which increased total open position to 47
On 24 Feb IGL was trading at 197.67. The strike last trading price was 8.45, which was -0.15 lower than the previous day. The implied volatity was 46.67, the open interest changed by 10 which increased total open position to 27
On 21 Feb IGL was trading at 201.40. The strike last trading price was 8.6, which was -1.35 lower than the previous day. The implied volatity was 49.92, the open interest changed by 20 which increased total open position to 21
On 20 Feb IGL was trading at 203.61. The strike last trading price was 9.95, which was -23.9 lower than the previous day. The implied volatity was 59.02, 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 33.85, which was 0 lower than the previous day. The implied volatity was 0.55, 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 33.85, 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 33.85, 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 33.85, 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 33.85, 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 33.85, 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 33.85, 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 33.85, which was 0 lower than the previous day. The implied volatity was 1.34, 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 33.85, which was 0 lower than the previous day. The implied volatity was 3.36, 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 33.85, which was 0 lower than the previous day. The implied volatity was 4.04, 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 33.85, which was 0 lower than the previous day. The implied volatity was 0.91, 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 33.85, 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
