IGL
Indraprastha Gas Ltd
Historical option data for IGL
13 Mar 2025 04:10 PM IST
| IGL 27MAR2025 202.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.07
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 184.88 | 0.7 | -0.6 | 35.68 | 157 | 0 | 104 | |||
| 12 Mar | 188.32 | 1.1 | -0.25 | 34.75 | 72 | 13 | 103 | |||
| 11 Mar | 187.16 | 1.3 | 0.25 | 36.09 | 68 | 18 | 94 | |||
| 10 Mar | 183.02 | 1 | -0.95 | 38.91 | 133 | -4 | 81 | |||
| 7 Mar | 188.49 | 1.9 | -0.25 | 35.90 | 158 | 17 | 85 | |||
| 6 Mar | 188.09 | 2.15 | 0.7 | 36.74 | 55 | 1 | 68 | |||
| 5 Mar | 182.32 | 1.4 | 0.1 | 39.40 | 65 | 8 | 68 | |||
| 4 Mar | 180.59 | 1.25 | -0.45 | 39.25 | 24 | -2 | 60 | |||
| 3 Mar | 182.53 | 1.65 | -1.45 | 38.50 | 256 | 23 | 62 | |||
| 28 Feb | 189.48 | 3.2 | -2.05 | 35.30 | 117 | 2 | 39 | |||
| 27 Feb | 195.99 | 5.15 | -0.5 | 34.42 | 31 | 9 | 37 | |||
| 26 Feb | 196.50 | 5.3 | 1.8 | 31.99 | 13 | 5 | 29 | |||
| 25 Feb | 198.18 | 5.3 | 1.8 | 31.99 | 13 | 6 | 29 | |||
| 24 Feb | 197.67 | 3.5 | -2.4 | 20.63 | 1 | 0 | 23 | |||
| 21 Feb | 201.40 | 5.9 | -1.1 | 24.12 | 22 | 1 | 2 | |||
| 20 Feb | 203.61 | 7 | -20.75 | 23.32 | 1 | 0 | 0 | |||
| 19 Feb | 193.90 | 27.75 | 0 | 3.48 | 0 | 0 | 0 | |||
| 18 Feb | 192.34 | 27.75 | 0 | 4.54 | 0 | 0 | 0 | |||
| 17 Feb | 190.25 | 27.75 | 0 | 5.05 | 0 | 0 | 0 | |||
| 14 Feb | 185.67 | 27.75 | 0 | 7.31 | 0 | 0 | 0 | |||
| 13 Feb | 191.01 | 27.75 | 0 | 4.46 | 0 | 0 | 0 | |||
| 12 Feb | 190.60 | 27.75 | 0 | 4.26 | 0 | 0 | 0 | |||
| 11 Feb | 192.35 | 27.75 | 0 | 4.01 | 0 | 0 | 0 | |||
| 7 Feb | 198.90 | 27.75 | 0 | 0.16 | 0 | 0 | 0 | |||
| 6 Feb | 202.33 | 27.75 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 204.82 | 27.75 | 0 | - | 0 | 0 | 0 | |||
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| 4 Feb | 194.12 | 27.75 | 0 | 2.58 | 0 | 0 | 0 | |||
| 3 Feb | 191.67 | 27.75 | 0 | 3.45 | 0 | 0 | 0 | |||
For Indraprastha Gas Ltd - strike price 202.5 expiring on 27MAR2025
Delta for 202.5 CE is 0.11
Historical price for 202.5 CE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 0.7, which was -0.6 lower than the previous day. The implied volatity was 35.68, the open interest changed by 0 which decreased total open position to 104
On 12 Mar IGL was trading at 188.32. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 34.75, the open interest changed by 13 which increased total open position to 103
On 11 Mar IGL was trading at 187.16. The strike last trading price was 1.3, which was 0.25 higher than the previous day. The implied volatity was 36.09, the open interest changed by 18 which increased total open position to 94
On 10 Mar IGL was trading at 183.02. The strike last trading price was 1, which was -0.95 lower than the previous day. The implied volatity was 38.91, the open interest changed by -4 which decreased total open position to 81
On 7 Mar IGL was trading at 188.49. The strike last trading price was 1.9, which was -0.25 lower than the previous day. The implied volatity was 35.90, the open interest changed by 17 which increased total open position to 85
On 6 Mar IGL was trading at 188.09. The strike last trading price was 2.15, which was 0.7 higher than the previous day. The implied volatity was 36.74, the open interest changed by 1 which increased total open position to 68
On 5 Mar IGL was trading at 182.32. The strike last trading price was 1.4, which was 0.1 higher than the previous day. The implied volatity was 39.40, the open interest changed by 8 which increased total open position to 68
On 4 Mar IGL was trading at 180.59. The strike last trading price was 1.25, which was -0.45 lower than the previous day. The implied volatity was 39.25, the open interest changed by -2 which decreased total open position to 60
On 3 Mar IGL was trading at 182.53. The strike last trading price was 1.65, which was -1.45 lower than the previous day. The implied volatity was 38.50, the open interest changed by 23 which increased total open position to 62
On 28 Feb IGL was trading at 189.48. The strike last trading price was 3.2, which was -2.05 lower than the previous day. The implied volatity was 35.30, the open interest changed by 2 which increased total open position to 39
On 27 Feb IGL was trading at 195.99. The strike last trading price was 5.15, which was -0.5 lower than the previous day. The implied volatity was 34.42, the open interest changed by 9 which increased total open position to 37
On 26 Feb IGL was trading at 196.50. The strike last trading price was 5.3, which was 1.8 higher than the previous day. The implied volatity was 31.99, the open interest changed by 5 which increased total open position to 29
On 25 Feb IGL was trading at 198.18. The strike last trading price was 5.3, which was 1.8 higher than the previous day. The implied volatity was 31.99, the open interest changed by 6 which increased total open position to 29
On 24 Feb IGL was trading at 197.67. The strike last trading price was 3.5, which was -2.4 lower than the previous day. The implied volatity was 20.63, the open interest changed by 0 which decreased total open position to 23
On 21 Feb IGL was trading at 201.40. The strike last trading price was 5.9, which was -1.1 lower than the previous day. The implied volatity was 24.12, the open interest changed by 1 which increased total open position to 2
On 20 Feb IGL was trading at 203.61. The strike last trading price was 7, which was -20.75 lower than the previous day. The implied volatity was 23.32, 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 27.75, which was 0 lower than the previous day. The implied volatity was 3.48, 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 27.75, which was 0 lower than the previous day. The implied volatity was 4.54, 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 27.75, which was 0 lower than the previous day. The implied volatity was 5.05, 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 27.75, which was 0 lower than the previous day. The implied volatity was 7.31, 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 27.75, which was 0 lower than the previous day. The implied volatity was 4.46, 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 27.75, which was 0 lower than the previous day. The implied volatity was 4.26, 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 27.75, which was 0 lower than the previous day. The implied volatity was 4.01, 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 27.75, which was 0 lower than the previous day. The implied volatity was 0.16, 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 27.75, 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 Feb IGL was trading at 204.82. The strike last trading price was 27.75, 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 27.75, which was 0 lower than the previous day. The implied volatity was 2.58, 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 27.75, which was 0 lower than the previous day. The implied volatity was 3.45, the open interest changed by 0 which decreased total open position to 0
| IGL 27MAR2025 202.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 0.11
Theta: -0.17
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 184.88 | 19.25 | 3.6 | 55.45 | 28 | -5 | 26 |
| 12 Mar | 188.32 | 15.85 | -2.15 | 42.34 | 21 | -5 | 33 |
| 11 Mar | 187.16 | 18 | 0 | 0.00 | 0 | -1 | 0 |
| 10 Mar | 183.02 | 18 | -0.2 | - | 16 | 1 | 39 |
| 7 Mar | 188.49 | 18.2 | 2 | 55.75 | 6 | 2 | 38 |
| 6 Mar | 188.09 | 16.3 | -4.8 | 42.67 | 7 | 0 | 37 |
| 5 Mar | 182.32 | 21.5 | -0.9 | 45.16 | 23 | -4 | 36 |
| 4 Mar | 180.59 | 22.4 | 1.7 | 41.35 | 3 | -1 | 40 |
| 3 Mar | 182.53 | 20.7 | 5.25 | 43.01 | 15 | -2 | 41 |
| 28 Feb | 189.48 | 15.45 | 3.85 | 41.51 | 44 | 42 | 42 |
| 27 Feb | 195.99 | 11.6 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Feb | 196.50 | 11.6 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Feb | 198.18 | 11.6 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Feb | 197.67 | 11.6 | 0 | 0.00 | 0 | 15 | 0 |
| 21 Feb | 201.40 | 11.6 | 0.45 | 47.56 | 28 | 16 | 34 |
| 20 Feb | 203.61 | 11.15 | -21.4 | 49.17 | 26 | 18 | 18 |
| 19 Feb | 193.90 | 32.55 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 192.34 | 32.55 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 190.25 | 32.55 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 185.67 | 32.55 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 191.01 | 32.55 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 190.60 | 32.55 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 192.35 | 32.55 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 198.90 | 32.55 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 202.33 | 32.55 | 0 | 1.23 | 0 | 0 | 0 |
| 5 Feb | 204.82 | 32.55 | 0 | 2.37 | 0 | 0 | 0 |
| 4 Feb | 194.12 | 32.55 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 191.67 | 32.55 | 0 | - | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 202.5 expiring on 27MAR2025
Delta for 202.5 PE is -0.77
Historical price for 202.5 PE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 19.25, which was 3.6 higher than the previous day. The implied volatity was 55.45, the open interest changed by -5 which decreased total open position to 26
On 12 Mar IGL was trading at 188.32. The strike last trading price was 15.85, which was -2.15 lower than the previous day. The implied volatity was 42.34, the open interest changed by -5 which decreased total open position to 33
On 11 Mar IGL was trading at 187.16. The strike last trading price was 18, 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 10 Mar IGL was trading at 183.02. The strike last trading price was 18, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 39
On 7 Mar IGL was trading at 188.49. The strike last trading price was 18.2, which was 2 higher than the previous day. The implied volatity was 55.75, the open interest changed by 2 which increased total open position to 38
On 6 Mar IGL was trading at 188.09. The strike last trading price was 16.3, which was -4.8 lower than the previous day. The implied volatity was 42.67, the open interest changed by 0 which decreased total open position to 37
On 5 Mar IGL was trading at 182.32. The strike last trading price was 21.5, which was -0.9 lower than the previous day. The implied volatity was 45.16, the open interest changed by -4 which decreased total open position to 36
On 4 Mar IGL was trading at 180.59. The strike last trading price was 22.4, which was 1.7 higher than the previous day. The implied volatity was 41.35, the open interest changed by -1 which decreased total open position to 40
On 3 Mar IGL was trading at 182.53. The strike last trading price was 20.7, which was 5.25 higher than the previous day. The implied volatity was 43.01, the open interest changed by -2 which decreased total open position to 41
On 28 Feb IGL was trading at 189.48. The strike last trading price was 15.45, which was 3.85 higher than the previous day. The implied volatity was 41.51, the open interest changed by 42 which increased total open position to 42
On 27 Feb IGL was trading at 195.99. The strike last trading price was 11.6, 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
On 26 Feb IGL was trading at 196.50. The strike last trading price was 11.6, 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
On 25 Feb IGL was trading at 198.18. The strike last trading price was 11.6, 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
On 24 Feb IGL was trading at 197.67. The strike last trading price was 11.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 21 Feb IGL was trading at 201.40. The strike last trading price was 11.6, which was 0.45 higher than the previous day. The implied volatity was 47.56, the open interest changed by 16 which increased total open position to 34
On 20 Feb IGL was trading at 203.61. The strike last trading price was 11.15, which was -21.4 lower than the previous day. The implied volatity was 49.17, the open interest changed by 18 which increased total open position to 18
On 19 Feb IGL was trading at 193.90. The strike last trading price was 32.55, 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 32.55, 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 32.55, 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 32.55, 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 32.55, 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 32.55, 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 32.55, 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 32.55, 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 32.55, which was 0 lower than the previous day. The implied volatity was 1.23, 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 32.55, which was 0 lower than the previous day. The implied volatity was 2.37, 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 32.55, 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 32.55, 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
