IGL
Indraprastha Gas Ltd
Historical option data for IGL
13 Mar 2025 04:10 PM IST
| IGL 27MAR2025 200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.08
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 13 Mar | 184.88 | 0.9 | -0.75 | 34.55 | 584 | 117 | 824 | |||
| 12 Mar | 188.32 | 1.55 | -0.2 | 34.47 | 730 | 57 | 711 | |||
| 11 Mar | 187.16 | 1.85 | 0.55 | 36.99 | 402 | -5 | 655 | |||
| 10 Mar | 183.02 | 1.2 | -1.15 | 37.59 | 723 | 2 | 661 | |||
| 7 Mar | 188.49 | 2.2 | -0.5 | 34.24 | 837 | 41 | 659 | |||
| 6 Mar | 188.09 | 2.65 | 0.9 | 36.31 | 983 | -30 | 619 | |||
| 5 Mar | 182.32 | 1.8 | 0.15 | 39.60 | 621 | -4 | 669 | |||
| 4 Mar | 180.59 | 1.6 | -0.45 | 39.36 | 567 | 131 | 675 | |||
| 3 Mar | 182.53 | 2.05 | -1.7 | 38.84 | 1,085 | 134 | 546 | |||
| 28 Feb | 189.48 | 3.8 | -2.35 | 34.77 | 892 | 141 | 416 | |||
| 27 Feb | 195.99 | 6.05 | -0.55 | 34.05 | 503 | -12 | 275 | |||
| 26 Feb | 196.50 | 6.25 | 0.2 | 31.64 | 480 | 49 | 286 | |||
| 25 Feb | 198.18 | 6.25 | 0.2 | 31.64 | 480 | 48 | 286 | |||
| 24 Feb | 197.67 | 6.1 | -0.85 | 27.17 | 480 | 39 | 242 | |||
| 21 Feb | 201.40 | 6.7 | -0.75 | 22.09 | 277 | 13 | 202 | |||
| 20 Feb | 203.61 | 7.5 | 3.2 | 18.12 | 492 | 14 | 189 | |||
| 19 Feb | 193.90 | 4.3 | 0.1 | 24.96 | 152 | 28 | 175 | |||
| 18 Feb | 192.34 | 3.75 | -0.45 | 25.68 | 156 | 33 | 145 | |||
| 17 Feb | 190.25 | 4.55 | 1.5 | 30.60 | 188 | -19 | 114 | |||
| 14 Feb | 185.67 | 3 | -1.5 | 29.06 | 111 | 69 | 134 | |||
| 13 Feb | 191.01 | 4.5 | -0.2 | 28.05 | 46 | 7 | 65 | |||
| 12 Feb | 190.60 | 4.7 | -0.05 | 28.76 | 81 | 43 | 59 | |||
| 11 Feb | 192.35 | 4.75 | -4.65 | 29.02 | 31 | 10 | 16 | |||
| 10 Feb | 195.68 | 9.4 | -0.4 | 38.14 | 1 | 0 | 5 | |||
| 7 Feb | 198.90 | 9.8 | -1.15 | 30.13 | 1 | 0 | 5 | |||
| 6 Feb | 202.33 | 10.85 | -0.1 | 0.00 | 0 | 1 | 0 | |||
| 5 Feb | 204.82 | 10.85 | 2.95 | 22.21 | 8 | 1 | 5 | |||
| 4 Feb | 194.12 | 8.05 | -4.35 | 32.77 | 7 | 2 | 3 | |||
| 3 Feb | 191.67 | 12.4 | 0 | 0.00 | 0 | 0 | 0 | |||
For Indraprastha Gas Ltd - strike price 200 expiring on 27MAR2025
Delta for 200 CE is 0.14
Historical price for 200 CE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 0.9, which was -0.75 lower than the previous day. The implied volatity was 34.55, the open interest changed by 117 which increased total open position to 824
On 12 Mar IGL was trading at 188.32. The strike last trading price was 1.55, which was -0.2 lower than the previous day. The implied volatity was 34.47, the open interest changed by 57 which increased total open position to 711
On 11 Mar IGL was trading at 187.16. The strike last trading price was 1.85, which was 0.55 higher than the previous day. The implied volatity was 36.99, the open interest changed by -5 which decreased total open position to 655
On 10 Mar IGL was trading at 183.02. The strike last trading price was 1.2, which was -1.15 lower than the previous day. The implied volatity was 37.59, the open interest changed by 2 which increased total open position to 661
On 7 Mar IGL was trading at 188.49. The strike last trading price was 2.2, which was -0.5 lower than the previous day. The implied volatity was 34.24, the open interest changed by 41 which increased total open position to 659
On 6 Mar IGL was trading at 188.09. The strike last trading price was 2.65, which was 0.9 higher than the previous day. The implied volatity was 36.31, the open interest changed by -30 which decreased total open position to 619
On 5 Mar IGL was trading at 182.32. The strike last trading price was 1.8, which was 0.15 higher than the previous day. The implied volatity was 39.60, the open interest changed by -4 which decreased total open position to 669
On 4 Mar IGL was trading at 180.59. The strike last trading price was 1.6, which was -0.45 lower than the previous day. The implied volatity was 39.36, the open interest changed by 131 which increased total open position to 675
On 3 Mar IGL was trading at 182.53. The strike last trading price was 2.05, which was -1.7 lower than the previous day. The implied volatity was 38.84, the open interest changed by 134 which increased total open position to 546
On 28 Feb IGL was trading at 189.48. The strike last trading price was 3.8, which was -2.35 lower than the previous day. The implied volatity was 34.77, the open interest changed by 141 which increased total open position to 416
On 27 Feb IGL was trading at 195.99. The strike last trading price was 6.05, which was -0.55 lower than the previous day. The implied volatity was 34.05, the open interest changed by -12 which decreased total open position to 275
On 26 Feb IGL was trading at 196.50. The strike last trading price was 6.25, which was 0.2 higher than the previous day. The implied volatity was 31.64, the open interest changed by 49 which increased total open position to 286
On 25 Feb IGL was trading at 198.18. The strike last trading price was 6.25, which was 0.2 higher than the previous day. The implied volatity was 31.64, the open interest changed by 48 which increased total open position to 286
On 24 Feb IGL was trading at 197.67. The strike last trading price was 6.1, which was -0.85 lower than the previous day. The implied volatity was 27.17, the open interest changed by 39 which increased total open position to 242
On 21 Feb IGL was trading at 201.40. The strike last trading price was 6.7, which was -0.75 lower than the previous day. The implied volatity was 22.09, the open interest changed by 13 which increased total open position to 202
On 20 Feb IGL was trading at 203.61. The strike last trading price was 7.5, which was 3.2 higher than the previous day. The implied volatity was 18.12, the open interest changed by 14 which increased total open position to 189
On 19 Feb IGL was trading at 193.90. The strike last trading price was 4.3, which was 0.1 higher than the previous day. The implied volatity was 24.96, the open interest changed by 28 which increased total open position to 175
On 18 Feb IGL was trading at 192.34. The strike last trading price was 3.75, which was -0.45 lower than the previous day. The implied volatity was 25.68, the open interest changed by 33 which increased total open position to 145
On 17 Feb IGL was trading at 190.25. The strike last trading price was 4.55, which was 1.5 higher than the previous day. The implied volatity was 30.60, the open interest changed by -19 which decreased total open position to 114
On 14 Feb IGL was trading at 185.67. The strike last trading price was 3, which was -1.5 lower than the previous day. The implied volatity was 29.06, the open interest changed by 69 which increased total open position to 134
On 13 Feb IGL was trading at 191.01. The strike last trading price was 4.5, which was -0.2 lower than the previous day. The implied volatity was 28.05, the open interest changed by 7 which increased total open position to 65
On 12 Feb IGL was trading at 190.60. The strike last trading price was 4.7, which was -0.05 lower than the previous day. The implied volatity was 28.76, the open interest changed by 43 which increased total open position to 59
On 11 Feb IGL was trading at 192.35. The strike last trading price was 4.75, which was -4.65 lower than the previous day. The implied volatity was 29.02, the open interest changed by 10 which increased total open position to 16
On 10 Feb IGL was trading at 195.68. The strike last trading price was 9.4, which was -0.4 lower than the previous day. The implied volatity was 38.14, the open interest changed by 0 which decreased total open position to 5
On 7 Feb IGL was trading at 198.90. The strike last trading price was 9.8, which was -1.15 lower than the previous day. The implied volatity was 30.13, the open interest changed by 0 which decreased total open position to 5
On 6 Feb IGL was trading at 202.33. The strike last trading price was 10.85, which was -0.1 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Feb IGL was trading at 204.82. The strike last trading price was 10.85, which was 2.95 higher than the previous day. The implied volatity was 22.21, the open interest changed by 1 which increased total open position to 5
On 4 Feb IGL was trading at 194.12. The strike last trading price was 8.05, which was -4.35 lower than the previous day. The implied volatity was 32.77, the open interest changed by 2 which increased total open position to 3
On 3 Feb IGL was trading at 191.67. The strike last trading price was 12.4, 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
| IGL 27MAR2025 200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.74
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 | 17.1 | 3.45 | 53.82 | 49 | -7 | 216 |
| 12 Mar | 188.32 | 13.55 | -1.45 | 41.44 | 62 | -10 | 223 |
| 11 Mar | 187.16 | 14.95 | -3.4 | 47.80 | 51 | -8 | 234 |
| 10 Mar | 183.02 | 18.3 | 2.4 | 47.20 | 52 | 3 | 243 |
| 7 Mar | 188.49 | 15.9 | 1.55 | 52.43 | 41 | 18 | 240 |
| 6 Mar | 188.09 | 14.35 | -4.55 | 42.05 | 61 | 17 | 222 |
| 5 Mar | 182.32 | 19.1 | -1.7 | 42.40 | 69 | -8 | 205 |
| 4 Mar | 180.59 | 20.9 | 1.85 | 46.20 | 41 | 5 | 213 |
| 3 Mar | 182.53 | 18.7 | 4.8 | 43.06 | 85 | 6 | 207 |
| 28 Feb | 189.48 | 13.7 | 4.35 | 41.36 | 281 | -46 | 201 |
| 27 Feb | 195.99 | 9.9 | 0.2 | 38.46 | 402 | 64 | 247 |
| 26 Feb | 196.50 | 10.45 | -0.7 | 42.05 | 194 | 23 | 184 |
| 25 Feb | 198.18 | 10.45 | -0.7 | 42.05 | 194 | 24 | 184 |
| 24 Feb | 197.67 | 11.05 | 0.5 | 47.31 | 248 | 17 | 161 |
| 21 Feb | 201.40 | 10.8 | 0.9 | 49.50 | 327 | 95 | 144 |
| 20 Feb | 203.61 | 10 | -5.25 | 50.03 | 66 | 15 | 49 |
| 19 Feb | 193.90 | 15.2 | -2.9 | 53.23 | 24 | 19 | 33 |
| 18 Feb | 192.34 | 18.1 | 0.1 | 59.98 | 1 | 0 | 13 |
| 17 Feb | 190.25 | 18 | -3.5 | 56.29 | 11 | 8 | 12 |
| 14 Feb | 185.67 | 21.5 | -17.65 | 58.12 | 4 | 3 | 3 |
| 13 Feb | 191.01 | 39.15 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 190.60 | 39.15 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 192.35 | 39.15 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 195.68 | 39.15 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 198.90 | 39.15 | 0 | 1.05 | 0 | 0 | 0 |
| 6 Feb | 202.33 | 39.15 | 0 | 2.36 | 0 | 0 | 0 |
| 5 Feb | 204.82 | 39.15 | 0 | 3.44 | 0 | 0 | 0 |
| 4 Feb | 194.12 | 39.15 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 191.67 | 39.15 | 0 | - | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 200 expiring on 27MAR2025
Delta for 200 PE is -0.74
Historical price for 200 PE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 17.1, which was 3.45 higher than the previous day. The implied volatity was 53.82, the open interest changed by -7 which decreased total open position to 216
On 12 Mar IGL was trading at 188.32. The strike last trading price was 13.55, which was -1.45 lower than the previous day. The implied volatity was 41.44, the open interest changed by -10 which decreased total open position to 223
On 11 Mar IGL was trading at 187.16. The strike last trading price was 14.95, which was -3.4 lower than the previous day. The implied volatity was 47.80, the open interest changed by -8 which decreased total open position to 234
On 10 Mar IGL was trading at 183.02. The strike last trading price was 18.3, which was 2.4 higher than the previous day. The implied volatity was 47.20, the open interest changed by 3 which increased total open position to 243
On 7 Mar IGL was trading at 188.49. The strike last trading price was 15.9, which was 1.55 higher than the previous day. The implied volatity was 52.43, the open interest changed by 18 which increased total open position to 240
On 6 Mar IGL was trading at 188.09. The strike last trading price was 14.35, which was -4.55 lower than the previous day. The implied volatity was 42.05, the open interest changed by 17 which increased total open position to 222
On 5 Mar IGL was trading at 182.32. The strike last trading price was 19.1, which was -1.7 lower than the previous day. The implied volatity was 42.40, the open interest changed by -8 which decreased total open position to 205
On 4 Mar IGL was trading at 180.59. The strike last trading price was 20.9, which was 1.85 higher than the previous day. The implied volatity was 46.20, the open interest changed by 5 which increased total open position to 213
On 3 Mar IGL was trading at 182.53. The strike last trading price was 18.7, which was 4.8 higher than the previous day. The implied volatity was 43.06, the open interest changed by 6 which increased total open position to 207
On 28 Feb IGL was trading at 189.48. The strike last trading price was 13.7, which was 4.35 higher than the previous day. The implied volatity was 41.36, the open interest changed by -46 which decreased total open position to 201
On 27 Feb IGL was trading at 195.99. The strike last trading price was 9.9, which was 0.2 higher than the previous day. The implied volatity was 38.46, the open interest changed by 64 which increased total open position to 247
On 26 Feb IGL was trading at 196.50. The strike last trading price was 10.45, which was -0.7 lower than the previous day. The implied volatity was 42.05, the open interest changed by 23 which increased total open position to 184
On 25 Feb IGL was trading at 198.18. The strike last trading price was 10.45, which was -0.7 lower than the previous day. The implied volatity was 42.05, the open interest changed by 24 which increased total open position to 184
On 24 Feb IGL was trading at 197.67. The strike last trading price was 11.05, which was 0.5 higher than the previous day. The implied volatity was 47.31, the open interest changed by 17 which increased total open position to 161
On 21 Feb IGL was trading at 201.40. The strike last trading price was 10.8, which was 0.9 higher than the previous day. The implied volatity was 49.50, the open interest changed by 95 which increased total open position to 144
On 20 Feb IGL was trading at 203.61. The strike last trading price was 10, which was -5.25 lower than the previous day. The implied volatity was 50.03, the open interest changed by 15 which increased total open position to 49
On 19 Feb IGL was trading at 193.90. The strike last trading price was 15.2, which was -2.9 lower than the previous day. The implied volatity was 53.23, the open interest changed by 19 which increased total open position to 33
On 18 Feb IGL was trading at 192.34. The strike last trading price was 18.1, which was 0.1 higher than the previous day. The implied volatity was 59.98, the open interest changed by 0 which decreased total open position to 13
On 17 Feb IGL was trading at 190.25. The strike last trading price was 18, which was -3.5 lower than the previous day. The implied volatity was 56.29, the open interest changed by 8 which increased total open position to 12
On 14 Feb IGL was trading at 185.67. The strike last trading price was 21.5, which was -17.65 lower than the previous day. The implied volatity was 58.12, the open interest changed by 3 which increased total open position to 3
On 13 Feb IGL was trading at 191.01. The strike last trading price was 39.15, 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 12 Feb IGL was trading at 190.60. The strike last trading price was 39.15, 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 11 Feb IGL was trading at 192.35. The strike last trading price was 39.15, 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 10 Feb IGL was trading at 195.68. The strike last trading price was 39.15, 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 7 Feb IGL was trading at 198.90. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 1.05, 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 39.15, 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 5 Feb IGL was trading at 204.82. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 3.44, 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 39.15, 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 3 Feb IGL was trading at 191.67. The strike last trading price was 39.15, 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
