IGL
Indraprastha Gas Ltd
Historical option data for IGL
08 Apr 2025 01:00 PM IST
IGL 24APR2025 205 CE | ||||||||||
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Delta: 0.24
Vega: 0.13
Theta: -0.18
Gamma: 0.02
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
8 Apr | 190.61 | 2.4 | -0.45 | 43.74 | 299 | 28 | 511 | |||
7 Apr | 187.82 | 2.9 | -0.7 | 51.46 | 751 | 6 | 484 | |||
4 Apr | 198.06 | 3.8 | -3.75 | 32.68 | 1,216 | 74 | 476 | |||
3 Apr | 207.84 | 7.5 | 1.6 | 28.72 | 1,151 | -70 | 407 | |||
2 Apr | 202.94 | 5.8 | 0.7 | 32.86 | 818 | -99 | 481 | |||
1 Apr | 201.41 | 5.05 | -1.9 | 29.00 | 1,059 | 110 | 578 | |||
28 Mar | 203.12 | 7.4 | 3 | 32.84 | 2,389 | 364 | 468 | |||
27 Mar | 195.50 | 4.55 | 0.35 | 35.71 | 103 | 8 | 107 | |||
26 Mar | 195.06 | 4.25 | -1.05 | 33.93 | 117 | -13 | 96 | |||
25 Mar | 199.40 | 5.2 | -2 | 31.49 | 144 | 29 | 108 | |||
24 Mar | 203.47 | 7.1 | 2.6 | 29.78 | 227 | 33 | 80 | |||
21 Mar | 198.14 | 4.5 | -0.4 | 27.39 | 63 | 23 | 46 | |||
20 Mar | 197.60 | 4.85 | 1.6 | 29.78 | 42 | 17 | 23 | |||
19 Mar | 193.29 | 3.25 | 0.25 | 28.20 | 1 | 0 | 5 | |||
18 Mar | 190.53 | 3 | 0 | 0.00 | 0 | 0 | 0 | |||
12 Mar | 188.32 | 3 | 0.9 | 31.61 | 1 | 0 | 5 | |||
27 Feb | 195.99 | 33.35 | 0 | 2.47 | 0 | 0 | 0 | |||
26 Feb | 196.50 | 33.35 | 0 | 2.24 | 0 | 0 | 0 | |||
25 Feb | 198.18 | 33.35 | 0 | 2.24 | 0 | 0 | 0 | |||
24 Feb | 197.67 | 33.35 | 0 | 1.59 | 0 | 0 | 0 | |||
21 Feb | 201.40 | 33.35 | 0 | 0.25 | 0 | 0 | 0 | |||
20 Feb | 203.61 | 33.35 | 0 | - | 0 | 0 | 0 | |||
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19 Feb | 193.90 | 33.35 | 0 | 2.73 | 0 | 0 | 0 | |||
18 Feb | 192.34 | 33.35 | 0 | 3.51 | 0 | 0 | 0 | |||
17 Feb | 190.25 | 33.35 | 0 | 4.69 | 0 | 0 | 0 | |||
14 Feb | 185.67 | 33.35 | 0 | 5.09 | 0 | 0 | 0 | |||
13 Feb | 191.01 | 33.35 | 0 | 2.55 | 0 | 0 | 0 | |||
12 Feb | 190.60 | 33.35 | 0 | 4.53 | 0 | 0 | 0 | |||
11 Feb | 192.35 | 33.35 | 0 | 3.27 | 0 | 0 | 0 | |||
10 Feb | 195.68 | 33.35 | 0 | 2.01 | 0 | 0 | 0 | |||
7 Feb | 198.90 | 33.35 | 0 | 0.67 | 0 | 0 | 0 | |||
6 Feb | 202.33 | 33.35 | 0 | - | 0 | 0 | 0 | |||
5 Feb | 204.82 | 33.35 | 0 | - | 0 | 0 | 0 | |||
4 Feb | 194.12 | 33.35 | 0 | 2.42 | 0 | 0 | 0 | |||
3 Feb | 191.67 | 33.35 | 0 | 2.93 | 0 | 0 | 0 | |||
1 Feb | 194.21 | 33.35 | 0 | 2.02 | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 205 expiring on 24APR2025
Delta for 205 CE is 0.24
Historical price for 205 CE is as follows
On 8 Apr IGL was trading at 190.61. The strike last trading price was 2.4, which was -0.45 lower than the previous day. The implied volatity was 43.74, the open interest changed by 28 which increased total open position to 511
On 7 Apr IGL was trading at 187.82. The strike last trading price was 2.9, which was -0.7 lower than the previous day. The implied volatity was 51.46, the open interest changed by 6 which increased total open position to 484
On 4 Apr IGL was trading at 198.06. The strike last trading price was 3.8, which was -3.75 lower than the previous day. The implied volatity was 32.68, the open interest changed by 74 which increased total open position to 476
On 3 Apr IGL was trading at 207.84. The strike last trading price was 7.5, which was 1.6 higher than the previous day. The implied volatity was 28.72, the open interest changed by -70 which decreased total open position to 407
On 2 Apr IGL was trading at 202.94. The strike last trading price was 5.8, which was 0.7 higher than the previous day. The implied volatity was 32.86, the open interest changed by -99 which decreased total open position to 481
On 1 Apr IGL was trading at 201.41. The strike last trading price was 5.05, which was -1.9 lower than the previous day. The implied volatity was 29.00, the open interest changed by 110 which increased total open position to 578
On 28 Mar IGL was trading at 203.12. The strike last trading price was 7.4, which was 3 higher than the previous day. The implied volatity was 32.84, the open interest changed by 364 which increased total open position to 468
On 27 Mar IGL was trading at 195.50. The strike last trading price was 4.55, which was 0.35 higher than the previous day. The implied volatity was 35.71, the open interest changed by 8 which increased total open position to 107
On 26 Mar IGL was trading at 195.06. The strike last trading price was 4.25, which was -1.05 lower than the previous day. The implied volatity was 33.93, the open interest changed by -13 which decreased total open position to 96
On 25 Mar IGL was trading at 199.40. The strike last trading price was 5.2, which was -2 lower than the previous day. The implied volatity was 31.49, the open interest changed by 29 which increased total open position to 108
On 24 Mar IGL was trading at 203.47. The strike last trading price was 7.1, which was 2.6 higher than the previous day. The implied volatity was 29.78, the open interest changed by 33 which increased total open position to 80
On 21 Mar IGL was trading at 198.14. The strike last trading price was 4.5, which was -0.4 lower than the previous day. The implied volatity was 27.39, the open interest changed by 23 which increased total open position to 46
On 20 Mar IGL was trading at 197.60. The strike last trading price was 4.85, which was 1.6 higher than the previous day. The implied volatity was 29.78, the open interest changed by 17 which increased total open position to 23
On 19 Mar IGL was trading at 193.29. The strike last trading price was 3.25, which was 0.25 higher than the previous day. The implied volatity was 28.20, the open interest changed by 0 which decreased total open position to 5
On 18 Mar IGL was trading at 190.53. The strike last trading price was 3, 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 12 Mar IGL was trading at 188.32. The strike last trading price was 3, which was 0.9 higher than the previous day. The implied volatity was 31.61, the open interest changed by 0 which decreased total open position to 5
On 27 Feb IGL was trading at 195.99. The strike last trading price was 33.35, which was 0 lower than the previous day. The implied volatity was 2.47, 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 33.35, which was 0 lower than the previous day. The implied volatity was 2.24, 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 33.35, which was 0 lower than the previous day. The implied volatity was 2.24, 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 33.35, which was 0 lower than the previous day. The implied volatity was 1.59, 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 33.35, which was 0 lower than the previous day. The implied volatity was 0.25, 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 33.35, 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 33.35, which was 0 lower than the previous day. The implied volatity was 2.73, 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 33.35, which was 0 lower than the previous day. The implied volatity was 3.51, 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 33.35, which was 0 lower than the previous day. The implied volatity was 4.69, 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 33.35, which was 0 lower than the previous day. The implied volatity was 5.09, 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 33.35, which was 0 lower than the previous day. The implied volatity was 2.55, 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 33.35, which was 0 lower than the previous day. The implied volatity was 4.53, 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 33.35, 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 10 Feb IGL was trading at 195.68. The strike last trading price was 33.35, which was 0 lower than the previous day. The implied volatity was 2.01, 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 33.35, which was 0 lower than the previous day. The implied volatity was 0.67, 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 33.35, 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 Feb IGL was trading at 204.82. The strike last trading price was 33.35, 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 33.35, which was 0 lower than the previous day. The implied volatity was 2.42, 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 33.35, which was 0 lower than the previous day. The implied volatity was 2.93, the open interest changed by 0 which decreased total open position to 0
On 1 Feb IGL was trading at 194.21. The strike last trading price was 33.35, 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
IGL 24APR2025 205 PE | |||||||
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Delta: -0.65
Vega: 0.15
Theta: -0.28
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
8 Apr | 190.61 | 19.5 | -0.75 | 69.76 | 39 | -5 | 122 |
7 Apr | 187.82 | 20.15 | 6.65 | 60.12 | 46 | -7 | 126 |
4 Apr | 198.06 | 13.1 | 5.75 | 54.10 | 376 | -20 | 131 |
3 Apr | 207.84 | 8.1 | -1.45 | 49.35 | 660 | 46 | 152 |
2 Apr | 202.94 | 9.7 | -1.95 | 44.89 | 141 | 0 | 106 |
1 Apr | 201.41 | 11.85 | 1.4 | 53.93 | 216 | 35 | 106 |
28 Mar | 203.12 | 9.5 | -3.5 | 43.68 | 352 | 42 | 71 |
27 Mar | 195.50 | 13 | -2.15 | 38.56 | 7 | 4 | 29 |
26 Mar | 195.06 | 15.15 | 1.25 | 47.56 | 9 | 2 | 25 |
25 Mar | 199.40 | 13.9 | 2.3 | 50.04 | 28 | 4 | 21 |
24 Mar | 203.47 | 11.6 | -29.2 | 49.37 | 39 | 19 | 19 |
21 Mar | 198.14 | 40.8 | 0 | - | 0 | 0 | 0 |
20 Mar | 197.60 | 40.8 | 0 | - | 0 | 0 | 0 |
19 Mar | 193.29 | 40.8 | 0 | - | 0 | 0 | 0 |
18 Mar | 190.53 | 40.8 | 0 | - | 0 | 0 | 0 |
12 Mar | 188.32 | 40.8 | 0 | - | 0 | 0 | 0 |
27 Feb | 195.99 | 40.8 | 0 | - | 0 | 0 | 0 |
26 Feb | 196.50 | 40.8 | 0 | - | 0 | 0 | 0 |
25 Feb | 198.18 | 40.8 | 0 | - | 0 | 0 | 0 |
24 Feb | 197.67 | 40.8 | 0 | - | 0 | 0 | 0 |
21 Feb | 201.40 | 40.8 | 0 | - | 0 | 0 | 0 |
20 Feb | 203.61 | 40.8 | 0 | 0.84 | 0 | 0 | 0 |
19 Feb | 193.90 | 0 | 0 | - | 0 | 0 | 0 |
18 Feb | 192.34 | 0 | 0 | - | 0 | 0 | 0 |
17 Feb | 190.25 | 0 | 0 | - | 0 | 0 | 0 |
14 Feb | 185.67 | 0 | 0 | - | 0 | 0 | 0 |
13 Feb | 191.01 | 0 | 0 | - | 0 | 0 | 0 |
12 Feb | 190.60 | 0 | 0 | - | 0 | 0 | 0 |
11 Feb | 192.35 | 0 | 0 | - | 0 | 0 | 0 |
10 Feb | 195.68 | 0 | 0 | - | 0 | 0 | 0 |
7 Feb | 198.90 | 0 | 0 | - | 0 | 0 | 0 |
6 Feb | 202.33 | 0 | 0 | 0.72 | 0 | 0 | 0 |
5 Feb | 204.82 | 0 | 0 | 1.52 | 0 | 0 | 0 |
4 Feb | 194.12 | 0 | 0 | - | 0 | 0 | 0 |
3 Feb | 191.67 | 0 | 0 | - | 0 | 0 | 0 |
1 Feb | 194.21 | 0 | 0 | - | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 205 expiring on 24APR2025
Delta for 205 PE is -0.65
Historical price for 205 PE is as follows
On 8 Apr IGL was trading at 190.61. The strike last trading price was 19.5, which was -0.75 lower than the previous day. The implied volatity was 69.76, the open interest changed by -5 which decreased total open position to 122
On 7 Apr IGL was trading at 187.82. The strike last trading price was 20.15, which was 6.65 higher than the previous day. The implied volatity was 60.12, the open interest changed by -7 which decreased total open position to 126
On 4 Apr IGL was trading at 198.06. The strike last trading price was 13.1, which was 5.75 higher than the previous day. The implied volatity was 54.10, the open interest changed by -20 which decreased total open position to 131
On 3 Apr IGL was trading at 207.84. The strike last trading price was 8.1, which was -1.45 lower than the previous day. The implied volatity was 49.35, the open interest changed by 46 which increased total open position to 152
On 2 Apr IGL was trading at 202.94. The strike last trading price was 9.7, which was -1.95 lower than the previous day. The implied volatity was 44.89, the open interest changed by 0 which decreased total open position to 106
On 1 Apr IGL was trading at 201.41. The strike last trading price was 11.85, which was 1.4 higher than the previous day. The implied volatity was 53.93, the open interest changed by 35 which increased total open position to 106
On 28 Mar IGL was trading at 203.12. The strike last trading price was 9.5, which was -3.5 lower than the previous day. The implied volatity was 43.68, the open interest changed by 42 which increased total open position to 71
On 27 Mar IGL was trading at 195.50. The strike last trading price was 13, which was -2.15 lower than the previous day. The implied volatity was 38.56, the open interest changed by 4 which increased total open position to 29
On 26 Mar IGL was trading at 195.06. The strike last trading price was 15.15, which was 1.25 higher than the previous day. The implied volatity was 47.56, the open interest changed by 2 which increased total open position to 25
On 25 Mar IGL was trading at 199.40. The strike last trading price was 13.9, which was 2.3 higher than the previous day. The implied volatity was 50.04, the open interest changed by 4 which increased total open position to 21
On 24 Mar IGL was trading at 203.47. The strike last trading price was 11.6, which was -29.2 lower than the previous day. The implied volatity was 49.37, the open interest changed by 19 which increased total open position to 19
On 21 Mar IGL was trading at 198.14. The strike last trading price was 40.8, 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 40.8, 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 40.8, 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 40.8, 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 40.8, 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 27 Feb IGL was trading at 195.99. The strike last trading price was 40.8, 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 Feb IGL was trading at 196.50. The strike last trading price was 40.8, 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 40.8, 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 40.8, 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 40.8, 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 40.8, which was 0 lower than the previous day. The implied volatity was 0.84, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was 0 lower than the previous day. The implied volatity was 0.72, 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 0, which was 0 lower than the previous day. The implied volatity was 1.52, 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 0, 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 0, 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 1 Feb IGL was trading at 194.21. The strike last trading price was 0, 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