IGL
Indraprastha Gas Ltd
Historical option data for IGL
09 Apr 2025 04:10 PM IST
| IGL 24APR2025 202.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.12
Vega: 0.07
Theta: -0.14
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 9 Apr | 174.88 | 1.15 | -0.45 | 56.87 | 163 | 29 | 162 | |||
| 8 Apr | 181.25 | 1.6 | -1.8 | 49.87 | 546 | 24 | 132 | |||
| 7 Apr | 187.82 | 3.45 | -0.95 | 51.30 | 201 | -16 | 110 | |||
| 4 Apr | 198.06 | 4.6 | -4.25 | 31.91 | 335 | -13 | 128 | |||
| 3 Apr | 207.84 | 8.7 | 1.75 | 26.86 | 421 | -30 | 140 | |||
| 2 Apr | 202.94 | 6.8 | 0.75 | 31.91 | 351 | -7 | 171 | |||
| 1 Apr | 201.41 | 5.95 | -2.05 | 27.65 | 438 | 20 | 173 | |||
| 28 Mar | 203.12 | 8.6 | 3.45 | 32.47 | 948 | 131 | 153 | |||
| 27 Mar | 195.50 | 5.2 | 0.2 | 34.68 | 38 | 1 | 23 | |||
| 26 Mar | 195.06 | 5 | -0.95 | 33.46 | 19 | 0 | 23 | |||
| 25 Mar | 199.40 | 5.95 | -2.3 | 30.30 | 18 | 10 | 22 | |||
| 24 Mar | 203.47 | 8.05 | 2.85 | 28.39 | 32 | 12 | 14 | |||
| 21 Mar | 198.14 | 5.2 | -2 | 25.92 | 9 | 1 | 3 | |||
| 20 Mar | 197.60 | 7.2 | -5.65 | 35.53 | 2 | 0 | 0 | |||
| 19 Mar | 193.29 | 12.85 | 0 | 3.78 | 0 | 0 | 0 | |||
| 18 Mar | 190.53 | 12.85 | 0 | 4.86 | 0 | 0 | 0 | |||
| 12 Mar | 188.32 | 12.85 | 0 | 5.53 | 0 | 0 | 0 | |||
For Indraprastha Gas Ltd - strike price 202.5 expiring on 24APR2025
Delta for 202.5 CE is 0.12
Historical price for 202.5 CE is as follows
On 9 Apr IGL was trading at 174.88. The strike last trading price was 1.15, which was -0.45 lower than the previous day. The implied volatity was 56.87, the open interest changed by 29 which increased total open position to 162
On 8 Apr IGL was trading at 181.25. The strike last trading price was 1.6, which was -1.8 lower than the previous day. The implied volatity was 49.87, the open interest changed by 24 which increased total open position to 132
On 7 Apr IGL was trading at 187.82. The strike last trading price was 3.45, which was -0.95 lower than the previous day. The implied volatity was 51.30, the open interest changed by -16 which decreased total open position to 110
On 4 Apr IGL was trading at 198.06. The strike last trading price was 4.6, which was -4.25 lower than the previous day. The implied volatity was 31.91, the open interest changed by -13 which decreased total open position to 128
On 3 Apr IGL was trading at 207.84. The strike last trading price was 8.7, which was 1.75 higher than the previous day. The implied volatity was 26.86, the open interest changed by -30 which decreased total open position to 140
On 2 Apr IGL was trading at 202.94. The strike last trading price was 6.8, which was 0.75 higher than the previous day. The implied volatity was 31.91, the open interest changed by -7 which decreased total open position to 171
On 1 Apr IGL was trading at 201.41. The strike last trading price was 5.95, which was -2.05 lower than the previous day. The implied volatity was 27.65, the open interest changed by 20 which increased total open position to 173
On 28 Mar IGL was trading at 203.12. The strike last trading price was 8.6, which was 3.45 higher than the previous day. The implied volatity was 32.47, the open interest changed by 131 which increased total open position to 153
On 27 Mar IGL was trading at 195.50. The strike last trading price was 5.2, which was 0.2 higher than the previous day. The implied volatity was 34.68, the open interest changed by 1 which increased total open position to 23
On 26 Mar IGL was trading at 195.06. The strike last trading price was 5, which was -0.95 lower than the previous day. The implied volatity was 33.46, the open interest changed by 0 which decreased total open position to 23
On 25 Mar IGL was trading at 199.40. The strike last trading price was 5.95, which was -2.3 lower than the previous day. The implied volatity was 30.30, the open interest changed by 10 which increased total open position to 22
On 24 Mar IGL was trading at 203.47. The strike last trading price was 8.05, which was 2.85 higher than the previous day. The implied volatity was 28.39, the open interest changed by 12 which increased total open position to 14
On 21 Mar IGL was trading at 198.14. The strike last trading price was 5.2, which was -2 lower than the previous day. The implied volatity was 25.92, the open interest changed by 1 which increased total open position to 3
On 20 Mar IGL was trading at 197.60. The strike last trading price was 7.2, which was -5.65 lower than the previous day. The implied volatity was 35.53, 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 12.85, 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 18 Mar IGL was trading at 190.53. The strike last trading price was 12.85, which was 0 lower than the previous day. The implied volatity was 4.86, 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 12.85, which was 0 lower than the previous day. The implied volatity was 5.53, the open interest changed by 0 which decreased total open position to 0
| IGL 24APR2025 202.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 174.88 | 19.95 | 0 | 0.00 | 0 | -1 | 0 |
| 8 Apr | 181.25 | 19.95 | 1.5 | - | 26 | -2 | 71 |
| 7 Apr | 187.82 | 18.4 | 6.65 | 60.79 | 49 | -7 | 72 |
| 4 Apr | 198.06 | 11.35 | 5.1 | 52.57 | 213 | -47 | 80 |
| 3 Apr | 207.84 | 6.7 | -1.55 | 47.83 | 282 | 17 | 129 |
| 2 Apr | 202.94 | 8.4 | -1.7 | 44.94 | 119 | 10 | 114 |
| 1 Apr | 201.41 | 10.2 | 1.2 | 52.33 | 175 | -4 | 103 |
| 28 Mar | 203.12 | 8.65 | -8.45 | 45.45 | 1,051 | 107 | 107 |
| 27 Mar | 195.50 | 17.1 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 195.06 | 17.1 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 199.40 | 17.1 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 203.47 | 17.1 | 0 | 1.51 | 0 | 0 | 0 |
| 21 Mar | 198.14 | 17.1 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 197.60 | 17.1 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 193.29 | 17.1 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 190.53 | 17.1 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 188.32 | 17.1 | 0 | - | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 202.5 expiring on 24APR2025
Delta for 202.5 PE is 0.00
Historical price for 202.5 PE is as follows
On 9 Apr IGL was trading at 174.88. The strike last trading price was 19.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 8 Apr IGL was trading at 181.25. The strike last trading price was 19.95, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 71
On 7 Apr IGL was trading at 187.82. The strike last trading price was 18.4, which was 6.65 higher than the previous day. The implied volatity was 60.79, the open interest changed by -7 which decreased total open position to 72
On 4 Apr IGL was trading at 198.06. The strike last trading price was 11.35, which was 5.1 higher than the previous day. The implied volatity was 52.57, the open interest changed by -47 which decreased total open position to 80
On 3 Apr IGL was trading at 207.84. The strike last trading price was 6.7, which was -1.55 lower than the previous day. The implied volatity was 47.83, the open interest changed by 17 which increased total open position to 129
On 2 Apr IGL was trading at 202.94. The strike last trading price was 8.4, which was -1.7 lower than the previous day. The implied volatity was 44.94, the open interest changed by 10 which increased total open position to 114
On 1 Apr IGL was trading at 201.41. The strike last trading price was 10.2, which was 1.2 higher than the previous day. The implied volatity was 52.33, the open interest changed by -4 which decreased total open position to 103
On 28 Mar IGL was trading at 203.12. The strike last trading price was 8.65, which was -8.45 lower than the previous day. The implied volatity was 45.45, the open interest changed by 107 which increased total open position to 107
On 27 Mar IGL was trading at 195.50. The strike last trading price was 17.1, 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 Mar IGL was trading at 195.06. The strike last trading price was 17.1, 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 Mar IGL was trading at 199.40. The strike last trading price was 17.1, 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 Mar IGL was trading at 203.47. The strike last trading price was 17.1, which was 0 lower than the previous day. The implied volatity was 1.51, the open interest changed by 0 which decreased total open position to 0
On 21 Mar IGL was trading at 198.14. The strike last trading price was 17.1, 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 17.1, 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 17.1, 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 17.1, 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 17.1, 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
