IGL
Indraprastha Gas Ltd
Historical option data for IGL
09 Apr 2025 04:10 PM IST
| IGL 24APR2025 197.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.17
Vega: 0.09
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 174.88 | 1.65 | -0.7 | 55.77 | 212 | 67 | 158 | |||
| 8 Apr | 181.25 | 2.4 | -2.4 | 49.43 | 570 | 10 | 93 | |||
| 7 Apr | 187.82 | 4.9 | -1.25 | 51.57 | 278 | 9 | 84 | |||
| 4 Apr | 198.06 | 6.5 | -5.4 | 29.43 | 207 | 14 | 76 | |||
| 3 Apr | 207.84 | 11.45 | 2.05 | 19.70 | 134 | -29 | 62 | |||
| 2 Apr | 202.94 | 9.45 | 1.2 | 30.86 | 129 | 27 | 92 | |||
| 1 Apr | 201.41 | 8.05 | -2.6 | 23.39 | 121 | 15 | 65 | |||
| 28 Mar | 203.12 | 11.05 | 3.9 | 29.79 | 581 | 24 | 50 | |||
| 27 Mar | 195.50 | 7.15 | 0.5 | 34.05 | 43 | 6 | 26 | |||
| 26 Mar | 195.06 | 6.65 | -1.5 | 31.58 | 18 | 14 | 19 | |||
| 25 Mar | 199.40 | 8.15 | -2.95 | 29.20 | 10 | 1 | 4 | |||
| 24 Mar | 203.47 | 11.1 | -3.9 | 29.28 | 4 | 2 | 2 | |||
| 21 Mar | 198.14 | 15 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 197.60 | 15 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 193.29 | 15 | 0 | 1.17 | 0 | 0 | 0 | |||
| 18 Mar | 190.53 | 15 | 0 | 2.36 | 0 | 0 | 0 | |||
| 17 Mar | 187.61 | 15 | 0 | 4.11 | 0 | 0 | 0 | |||
| 13 Mar | 184.88 | 15 | 0 | 4.73 | 0 | 0 | 0 | |||
| 12 Mar | 188.32 | 15 | 0 | 3.78 | 0 | 0 | 0 | |||
| 11 Mar | 187.16 | 15 | 0 | 3.86 | 0 | 0 | 0 | |||
| 10 Mar | 183.02 | 15 | 0 | 5.40 | 0 | 0 | 0 | |||
| 7 Mar | 188.49 | 15 | 0 | 3.49 | 0 | 0 | 0 | |||
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| 6 Mar | 188.09 | 15 | 0 | 3.27 | 0 | 0 | 0 | |||
| 5 Mar | 182.32 | 15 | 0 | 5.44 | 0 | 0 | 0 | |||
| 4 Mar | 180.59 | 15 | 0 | 6.04 | 0 | 0 | 0 | |||
| 28 Feb | 189.48 | 15 | 0 | 2.35 | 0 | 0 | 0 | |||
For Indraprastha Gas Ltd - strike price 197.5 expiring on 24APR2025
Delta for 197.5 CE is 0.17
Historical price for 197.5 CE is as follows
On 9 Apr IGL was trading at 174.88. The strike last trading price was 1.65, which was -0.7 lower than the previous day. The implied volatity was 55.77, the open interest changed by 67 which increased total open position to 158
On 8 Apr IGL was trading at 181.25. The strike last trading price was 2.4, which was -2.4 lower than the previous day. The implied volatity was 49.43, the open interest changed by 10 which increased total open position to 93
On 7 Apr IGL was trading at 187.82. The strike last trading price was 4.9, which was -1.25 lower than the previous day. The implied volatity was 51.57, the open interest changed by 9 which increased total open position to 84
On 4 Apr IGL was trading at 198.06. The strike last trading price was 6.5, which was -5.4 lower than the previous day. The implied volatity was 29.43, the open interest changed by 14 which increased total open position to 76
On 3 Apr IGL was trading at 207.84. The strike last trading price was 11.45, which was 2.05 higher than the previous day. The implied volatity was 19.70, the open interest changed by -29 which decreased total open position to 62
On 2 Apr IGL was trading at 202.94. The strike last trading price was 9.45, which was 1.2 higher than the previous day. The implied volatity was 30.86, the open interest changed by 27 which increased total open position to 92
On 1 Apr IGL was trading at 201.41. The strike last trading price was 8.05, which was -2.6 lower than the previous day. The implied volatity was 23.39, the open interest changed by 15 which increased total open position to 65
On 28 Mar IGL was trading at 203.12. The strike last trading price was 11.05, which was 3.9 higher than the previous day. The implied volatity was 29.79, the open interest changed by 24 which increased total open position to 50
On 27 Mar IGL was trading at 195.50. The strike last trading price was 7.15, which was 0.5 higher than the previous day. The implied volatity was 34.05, the open interest changed by 6 which increased total open position to 26
On 26 Mar IGL was trading at 195.06. The strike last trading price was 6.65, which was -1.5 lower than the previous day. The implied volatity was 31.58, the open interest changed by 14 which increased total open position to 19
On 25 Mar IGL was trading at 199.40. The strike last trading price was 8.15, which was -2.95 lower than the previous day. The implied volatity was 29.20, the open interest changed by 1 which increased total open position to 4
On 24 Mar IGL was trading at 203.47. The strike last trading price was 11.1, which was -3.9 lower than the previous day. The implied volatity was 29.28, the open interest changed by 2 which increased total open position to 2
On 21 Mar IGL was trading at 198.14. The strike last trading price was 15, 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 Mar IGL was trading at 197.60. The strike last trading price was 15, 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 Mar IGL was trading at 193.29. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was 1.17, 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 15, which was 0 lower than the previous day. The implied volatity was 2.36, 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 15, which was 0 lower than the previous day. The implied volatity was 4.11, 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 15, which was 0 lower than the previous day. The implied volatity was 4.73, 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 15, which was 0 lower than the previous day. The implied volatity was 3.78, 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 15, which was 0 lower than the previous day. The implied volatity was 3.86, 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 15, which was 0 lower than the previous day. The implied volatity was 5.40, 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 15, which was 0 lower than the previous day. The implied volatity was 3.49, 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 15, which was 0 lower than the previous day. The implied volatity was 3.27, 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 15, which was 0 lower than the previous day. The implied volatity was 5.44, 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 15, which was 0 lower than the previous day. The implied volatity was 6.04, 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 15, which was 0 lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0
| IGL 24APR2025 197.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 0.10
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 174.88 | 23.7 | 3.35 | 60.55 | 36 | 17 | 66 |
| 8 Apr | 181.25 | 20.1 | 5.15 | 67.84 | 191 | 4 | 47 |
| 7 Apr | 187.82 | 14.7 | 5.85 | 59.16 | 93 | -13 | 44 |
| 4 Apr | 198.06 | 8.35 | 4.1 | 50.63 | 229 | -38 | 58 |
| 3 Apr | 207.84 | 4.75 | -1.15 | 47.53 | 191 | 4 | 94 |
| 2 Apr | 202.94 | 5.9 | -1.45 | 43.79 | 138 | 32 | 87 |
| 1 Apr | 201.41 | 7.5 | 0.85 | 50.65 | 170 | 19 | 57 |
| 28 Mar | 203.12 | 6.2 | -3.3 | 44.17 | 447 | 20 | 38 |
| 27 Mar | 195.50 | 9.5 | -0.55 | 42.93 | 6 | 1 | 18 |
| 26 Mar | 195.06 | 10.1 | 0.55 | 44.56 | 28 | 4 | 16 |
| 25 Mar | 199.40 | 9.55 | 2.55 | 48.54 | 7 | 1 | 7 |
| 24 Mar | 203.47 | 7 | -4.8 | 44.61 | 6 | 0 | 4 |
| 21 Mar | 198.14 | 11.8 | 1.55 | 54.57 | 5 | 2 | 4 |
| 20 Mar | 197.60 | 10.25 | -4.1 | 45.70 | 2 | 1 | 1 |
| 19 Mar | 193.29 | 14.35 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 190.53 | 14.35 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 187.61 | 14.35 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 184.88 | 14.35 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 188.32 | 14.35 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 187.16 | 14.35 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 183.02 | 14.35 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 188.49 | 14.35 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 188.09 | 14.35 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 182.32 | 14.35 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 180.59 | 14.35 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 189.48 | 14.35 | 0 | - | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 197.5 expiring on 24APR2025
Delta for 197.5 PE is -0.81
Historical price for 197.5 PE is as follows
On 9 Apr IGL was trading at 174.88. The strike last trading price was 23.7, which was 3.35 higher than the previous day. The implied volatity was 60.55, the open interest changed by 17 which increased total open position to 66
On 8 Apr IGL was trading at 181.25. The strike last trading price was 20.1, which was 5.15 higher than the previous day. The implied volatity was 67.84, the open interest changed by 4 which increased total open position to 47
On 7 Apr IGL was trading at 187.82. The strike last trading price was 14.7, which was 5.85 higher than the previous day. The implied volatity was 59.16, the open interest changed by -13 which decreased total open position to 44
On 4 Apr IGL was trading at 198.06. The strike last trading price was 8.35, which was 4.1 higher than the previous day. The implied volatity was 50.63, the open interest changed by -38 which decreased total open position to 58
On 3 Apr IGL was trading at 207.84. The strike last trading price was 4.75, which was -1.15 lower than the previous day. The implied volatity was 47.53, the open interest changed by 4 which increased total open position to 94
On 2 Apr IGL was trading at 202.94. The strike last trading price was 5.9, which was -1.45 lower than the previous day. The implied volatity was 43.79, the open interest changed by 32 which increased total open position to 87
On 1 Apr IGL was trading at 201.41. The strike last trading price was 7.5, which was 0.85 higher than the previous day. The implied volatity was 50.65, the open interest changed by 19 which increased total open position to 57
On 28 Mar IGL was trading at 203.12. The strike last trading price was 6.2, which was -3.3 lower than the previous day. The implied volatity was 44.17, the open interest changed by 20 which increased total open position to 38
On 27 Mar IGL was trading at 195.50. The strike last trading price was 9.5, which was -0.55 lower than the previous day. The implied volatity was 42.93, the open interest changed by 1 which increased total open position to 18
On 26 Mar IGL was trading at 195.06. The strike last trading price was 10.1, which was 0.55 higher than the previous day. The implied volatity was 44.56, the open interest changed by 4 which increased total open position to 16
On 25 Mar IGL was trading at 199.40. The strike last trading price was 9.55, which was 2.55 higher than the previous day. The implied volatity was 48.54, the open interest changed by 1 which increased total open position to 7
On 24 Mar IGL was trading at 203.47. The strike last trading price was 7, which was -4.8 lower than the previous day. The implied volatity was 44.61, the open interest changed by 0 which decreased total open position to 4
On 21 Mar IGL was trading at 198.14. The strike last trading price was 11.8, which was 1.55 higher than the previous day. The implied volatity was 54.57, the open interest changed by 2 which increased total open position to 4
On 20 Mar IGL was trading at 197.60. The strike last trading price was 10.25, which was -4.1 lower than the previous day. The implied volatity was 45.70, the open interest changed by 1 which increased total open position to 1
On 19 Mar IGL was trading at 193.29. The strike last trading price was 14.35, 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 18 Mar IGL was trading at 190.53. The strike last trading price was 14.35, 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 17 Mar IGL was trading at 187.61. The strike last trading price was 14.35, 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 13 Mar IGL was trading at 184.88. The strike last trading price was 14.35, 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 12 Mar IGL was trading at 188.32. The strike last trading price was 14.35, 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 11 Mar IGL was trading at 187.16. The strike last trading price was 14.35, 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 Mar IGL was trading at 183.02. The strike last trading price was 14.35, 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 Mar IGL was trading at 188.49. The strike last trading price was 14.35, 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 Mar IGL was trading at 188.09. The strike last trading price was 14.35, 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 5 Mar IGL was trading at 182.32. The strike last trading price was 14.35, 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 Mar IGL was trading at 180.59. The strike last trading price was 14.35, 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 28 Feb IGL was trading at 189.48. The strike last trading price was 14.35, 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
