IGL
Indraprastha Gas Ltd
Historical option data for IGL
13 Mar 2025 04:10 PM IST
| IGL 27MAR2025 197.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.10
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 184.88 | 1.15 | -0.95 | 33.26 | 72 | -5 | 68 | |||
| 12 Mar | 188.32 | 2 | -0.15 | 34.32 | 113 | -8 | 74 | |||
| 11 Mar | 187.16 | 2.2 | 0.6 | 35.30 | 129 | 7 | 81 | |||
| 10 Mar | 183.02 | 1.55 | -1.4 | 37.19 | 83 | -5 | 73 | |||
| 7 Mar | 188.49 | 2.95 | -0.4 | 35.02 | 80 | 7 | 78 | |||
| 6 Mar | 188.09 | 3.3 | 1.1 | 36.18 | 73 | 19 | 71 | |||
| 5 Mar | 182.32 | 2.1 | 0.05 | 38.43 | 76 | 2 | 53 | |||
| 4 Mar | 180.59 | 2 | -0.55 | 39.27 | 139 | 3 | 54 | |||
| 3 Mar | 182.53 | 2.5 | -2.1 | 38.04 | 152 | 15 | 52 | |||
| 28 Feb | 189.48 | 4.65 | -2.65 | 34.97 | 144 | 19 | 36 | |||
| 27 Feb | 195.99 | 7.45 | -24.9 | 35.42 | 43 | 17 | 17 | |||
| 26 Feb | 196.50 | 32.35 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 198.18 | 32.35 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 197.67 | 32.35 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 201.40 | 32.35 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 203.61 | 32.35 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 193.90 | 32.35 | 0 | 1.01 | 0 | 0 | 0 | |||
| 18 Feb | 192.34 | 32.35 | 0 | 2.02 | 0 | 0 | 0 | |||
| 17 Feb | 190.25 | 32.35 | 0 | 2.60 | 0 | 0 | 0 | |||
| 14 Feb | 185.67 | 32.35 | 0 | 4.77 | 0 | 0 | 0 | |||
| 13 Feb | 191.01 | 32.35 | 0 | 2.19 | 0 | 0 | 0 | |||
| 12 Feb | 190.60 | 32.35 | 0 | 2.33 | 0 | 0 | 0 | |||
| 11 Feb | 192.35 | 32.35 | 0 | 2.27 | 0 | 0 | 0 | |||
| 10 Feb | 195.68 | 32.35 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 198.90 | 32.35 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 202.33 | 32.35 | 0 | - | 0 | 0 | 0 | |||
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| 4 Feb | 194.12 | 32.35 | 0 | 0.38 | 0 | 0 | 0 | |||
| 3 Feb | 191.67 | 32.35 | 0 | 1.18 | 0 | 0 | 0 | |||
For Indraprastha Gas Ltd - strike price 197.5 expiring on 27MAR2025
Delta for 197.5 CE is 0.18
Historical price for 197.5 CE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 1.15, which was -0.95 lower than the previous day. The implied volatity was 33.26, the open interest changed by -5 which decreased total open position to 68
On 12 Mar IGL was trading at 188.32. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 34.32, the open interest changed by -8 which decreased total open position to 74
On 11 Mar IGL was trading at 187.16. The strike last trading price was 2.2, which was 0.6 higher than the previous day. The implied volatity was 35.30, the open interest changed by 7 which increased total open position to 81
On 10 Mar IGL was trading at 183.02. The strike last trading price was 1.55, which was -1.4 lower than the previous day. The implied volatity was 37.19, the open interest changed by -5 which decreased total open position to 73
On 7 Mar IGL was trading at 188.49. The strike last trading price was 2.95, which was -0.4 lower than the previous day. The implied volatity was 35.02, the open interest changed by 7 which increased total open position to 78
On 6 Mar IGL was trading at 188.09. The strike last trading price was 3.3, which was 1.1 higher than the previous day. The implied volatity was 36.18, the open interest changed by 19 which increased total open position to 71
On 5 Mar IGL was trading at 182.32. The strike last trading price was 2.1, which was 0.05 higher than the previous day. The implied volatity was 38.43, the open interest changed by 2 which increased total open position to 53
On 4 Mar IGL was trading at 180.59. The strike last trading price was 2, which was -0.55 lower than the previous day. The implied volatity was 39.27, the open interest changed by 3 which increased total open position to 54
On 3 Mar IGL was trading at 182.53. The strike last trading price was 2.5, which was -2.1 lower than the previous day. The implied volatity was 38.04, the open interest changed by 15 which increased total open position to 52
On 28 Feb IGL was trading at 189.48. The strike last trading price was 4.65, which was -2.65 lower than the previous day. The implied volatity was 34.97, the open interest changed by 19 which increased total open position to 36
On 27 Feb IGL was trading at 195.99. The strike last trading price was 7.45, which was -24.9 lower than the previous day. The implied volatity was 35.42, the open interest changed by 17 which increased total open position to 17
On 26 Feb IGL was trading at 196.50. The strike last trading price was 32.35, 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 25 Feb IGL was trading at 198.18. The strike last trading price was 32.35, 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 24 Feb IGL was trading at 197.67. The strike last trading price was 32.35, 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 21 Feb IGL was trading at 201.40. The strike last trading price was 32.35, 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 20 Feb IGL was trading at 203.61. The strike last trading price was 32.35, 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 19 Feb IGL was trading at 193.90. The strike last trading price was 32.35, 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 18 Feb IGL was trading at 192.34. The strike last trading price was 32.35, which was 0 lower than the previous day. The implied volatity was 2.02, 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 32.35, which was 0 lower than the previous day. The implied volatity was 2.60, 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 32.35, which was 0 lower than the previous day. The implied volatity was 4.77, 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 32.35, which was 0 lower than the previous day. The implied volatity was 2.19, 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 32.35, which was 0 lower than the previous day. The implied volatity was 2.33, 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 32.35, which was 0 lower than the previous day. The implied volatity was 2.27, 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 32.35, 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 32.35, 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 32.35, 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 32.35, which was 0 lower than the previous day. The implied volatity was 0.38, 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 32.35, which was 0 lower than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0
| IGL 27MAR2025 197.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 0.12
Theta: -0.18
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 184.88 | 14.85 | 2.9 | 50.88 | 14 | -6 | 40 |
| 12 Mar | 188.32 | 12.3 | -2.6 | 44.37 | 12 | -3 | 45 |
| 11 Mar | 187.16 | 14.9 | -1.05 | 59.79 | 9 | 4 | 49 |
| 10 Mar | 183.02 | 15.95 | 3.75 | 44.19 | 46 | 12 | 45 |
| 7 Mar | 188.49 | 12.2 | -0.3 | 40.26 | 21 | -4 | 33 |
| 6 Mar | 188.09 | 12.5 | -5.05 | 41.48 | 18 | 1 | 37 |
| 5 Mar | 182.32 | 17.55 | -0.6 | 45.48 | 33 | 9 | 36 |
| 4 Mar | 180.59 | 18.15 | 1.65 | 40.72 | 18 | 4 | 27 |
| 3 Mar | 182.53 | 16.5 | 4.25 | 41.30 | 45 | 10 | 23 |
| 28 Feb | 189.48 | 12.25 | 3.3 | 42.22 | 66 | 14 | 14 |
| 27 Feb | 195.99 | 8.95 | -18.3 | 40.41 | 1 | 0 | 0 |
| 26 Feb | 196.50 | 27.25 | 0 | 0.42 | 0 | 0 | 0 |
| 25 Feb | 198.18 | 27.25 | 0 | 0.42 | 0 | 0 | 0 |
| 24 Feb | 197.67 | 27.25 | 0 | 1.29 | 0 | 0 | 0 |
| 21 Feb | 201.40 | 27.25 | 0 | 2.76 | 0 | 0 | 0 |
| 20 Feb | 203.61 | 27.25 | 0 | 4.06 | 0 | 0 | 0 |
| 19 Feb | 193.90 | 27.25 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 192.34 | 27.25 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 190.25 | 27.25 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 185.67 | 27.25 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 191.01 | 27.25 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 190.60 | 27.25 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 192.35 | 27.25 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 195.68 | 27.25 | 0 | 0.14 | 0 | 0 | 0 |
| 7 Feb | 198.90 | 27.25 | 0 | 2.21 | 0 | 0 | 0 |
| 6 Feb | 202.33 | 27.25 | 0 | 3.32 | 0 | 0 | 0 |
| 4 Feb | 194.12 | 27.25 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 191.67 | 27.25 | 0 | - | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 197.5 expiring on 27MAR2025
Delta for 197.5 PE is -0.71
Historical price for 197.5 PE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 14.85, which was 2.9 higher than the previous day. The implied volatity was 50.88, the open interest changed by -6 which decreased total open position to 40
On 12 Mar IGL was trading at 188.32. The strike last trading price was 12.3, which was -2.6 lower than the previous day. The implied volatity was 44.37, the open interest changed by -3 which decreased total open position to 45
On 11 Mar IGL was trading at 187.16. The strike last trading price was 14.9, which was -1.05 lower than the previous day. The implied volatity was 59.79, the open interest changed by 4 which increased total open position to 49
On 10 Mar IGL was trading at 183.02. The strike last trading price was 15.95, which was 3.75 higher than the previous day. The implied volatity was 44.19, the open interest changed by 12 which increased total open position to 45
On 7 Mar IGL was trading at 188.49. The strike last trading price was 12.2, which was -0.3 lower than the previous day. The implied volatity was 40.26, the open interest changed by -4 which decreased total open position to 33
On 6 Mar IGL was trading at 188.09. The strike last trading price was 12.5, which was -5.05 lower than the previous day. The implied volatity was 41.48, the open interest changed by 1 which increased total open position to 37
On 5 Mar IGL was trading at 182.32. The strike last trading price was 17.55, which was -0.6 lower than the previous day. The implied volatity was 45.48, the open interest changed by 9 which increased total open position to 36
On 4 Mar IGL was trading at 180.59. The strike last trading price was 18.15, which was 1.65 higher than the previous day. The implied volatity was 40.72, the open interest changed by 4 which increased total open position to 27
On 3 Mar IGL was trading at 182.53. The strike last trading price was 16.5, which was 4.25 higher than the previous day. The implied volatity was 41.30, the open interest changed by 10 which increased total open position to 23
On 28 Feb IGL was trading at 189.48. The strike last trading price was 12.25, which was 3.3 higher than the previous day. The implied volatity was 42.22, the open interest changed by 14 which increased total open position to 14
On 27 Feb IGL was trading at 195.99. The strike last trading price was 8.95, which was -18.3 lower than the previous day. The implied volatity was 40.41, 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 27.25, 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 25 Feb IGL was trading at 198.18. The strike last trading price was 27.25, 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 24 Feb IGL was trading at 197.67. The strike last trading price was 27.25, 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 21 Feb IGL was trading at 201.40. The strike last trading price was 27.25, which was 0 lower than the previous day. The implied volatity was 2.76, 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 27.25, which was 0 lower than the previous day. The implied volatity was 4.06, 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 27.25, 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 27.25, 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 27.25, 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 27.25, 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 27.25, 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 27.25, 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 27.25, 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 27.25, which was 0 lower than the previous day. The implied volatity was 0.14, 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 27.25, which was 0 lower than the previous day. The implied volatity was 2.21, 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 27.25, which was 0 lower than the previous day. The implied volatity was 3.32, 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 27.25, 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 27.25, 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
