IGL
Indraprastha Gas Ltd
Historical option data for IGL
13 Mar 2025 04:10 PM IST
| IGL 27MAR2025 205 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.06
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 184.88 | 0.6 | -0.45 | 37.66 | 57 | 8 | 302 | |||
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| 12 Mar | 188.32 | 0.95 | -0.05 | 36.31 | 121 | 33 | 294 | |||
| 11 Mar | 187.16 | 1 | 0.15 | 36.61 | 101 | -18 | 266 | |||
| 10 Mar | 183.02 | 0.75 | -0.8 | 39.00 | 151 | 26 | 284 | |||
| 7 Mar | 188.49 | 1.45 | -0.35 | 35.78 | 125 | 19 | 258 | |||
| 6 Mar | 188.09 | 1.75 | 0.6 | 37.26 | 210 | -5 | 239 | |||
| 5 Mar | 182.32 | 1.15 | 0.05 | 39.98 | 130 | -4 | 240 | |||
| 4 Mar | 180.59 | 1.05 | -0.3 | 40.07 | 183 | -1 | 247 | |||
| 3 Mar | 182.53 | 1.35 | -1.2 | 39.32 | 283 | 78 | 247 | |||
| 28 Feb | 189.48 | 2.55 | -1.85 | 34.98 | 307 | 4 | 168 | |||
| 27 Feb | 195.99 | 4.1 | -0.6 | 33.47 | 192 | 25 | 164 | |||
| 26 Feb | 196.50 | 4.45 | 0.15 | 32.22 | 100 | 22 | 139 | |||
| 25 Feb | 198.18 | 4.45 | 0.15 | 32.22 | 100 | 22 | 139 | |||
| 24 Feb | 197.67 | 4.35 | -0.65 | 28.56 | 110 | -1 | 118 | |||
| 21 Feb | 201.40 | 4.9 | -0.7 | 24.62 | 184 | 51 | 114 | |||
| 20 Feb | 203.61 | 5.7 | 2.5 | 22.41 | 113 | 28 | 59 | |||
| 19 Feb | 193.90 | 3.2 | 0.25 | 27.29 | 23 | 3 | 32 | |||
| 18 Feb | 192.34 | 2.85 | -0.25 | 28.14 | 19 | 10 | 29 | |||
| 17 Feb | 190.25 | 3.15 | 0.4 | 30.95 | 23 | 4 | 19 | |||
| 14 Feb | 185.67 | 2.75 | -9.4 | 33.36 | 18 | 12 | 14 | |||
| 13 Feb | 191.01 | 12.15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Feb | 190.60 | 12.15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Feb | 192.35 | 12.15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Feb | 198.90 | 12.15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Feb | 202.33 | 12.15 | 0 | 0.00 | 0 | 1 | 0 | |||
| 5 Feb | 204.82 | 12.15 | 0 | 36.37 | 1 | 0 | 1 | |||
| 4 Feb | 194.12 | 12.15 | 0 | 0.00 | 0 | 0 | 0 | |||
For Indraprastha Gas Ltd - strike price 205 expiring on 27MAR2025
Delta for 205 CE is 0.10
Historical price for 205 CE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 0.6, which was -0.45 lower than the previous day. The implied volatity was 37.66, the open interest changed by 8 which increased total open position to 302
On 12 Mar IGL was trading at 188.32. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 36.31, the open interest changed by 33 which increased total open position to 294
On 11 Mar IGL was trading at 187.16. The strike last trading price was 1, which was 0.15 higher than the previous day. The implied volatity was 36.61, the open interest changed by -18 which decreased total open position to 266
On 10 Mar IGL was trading at 183.02. The strike last trading price was 0.75, which was -0.8 lower than the previous day. The implied volatity was 39.00, the open interest changed by 26 which increased total open position to 284
On 7 Mar IGL was trading at 188.49. The strike last trading price was 1.45, which was -0.35 lower than the previous day. The implied volatity was 35.78, the open interest changed by 19 which increased total open position to 258
On 6 Mar IGL was trading at 188.09. The strike last trading price was 1.75, which was 0.6 higher than the previous day. The implied volatity was 37.26, the open interest changed by -5 which decreased total open position to 239
On 5 Mar IGL was trading at 182.32. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 39.98, the open interest changed by -4 which decreased total open position to 240
On 4 Mar IGL was trading at 180.59. The strike last trading price was 1.05, which was -0.3 lower than the previous day. The implied volatity was 40.07, the open interest changed by -1 which decreased total open position to 247
On 3 Mar IGL was trading at 182.53. The strike last trading price was 1.35, which was -1.2 lower than the previous day. The implied volatity was 39.32, the open interest changed by 78 which increased total open position to 247
On 28 Feb IGL was trading at 189.48. The strike last trading price was 2.55, which was -1.85 lower than the previous day. The implied volatity was 34.98, the open interest changed by 4 which increased total open position to 168
On 27 Feb IGL was trading at 195.99. The strike last trading price was 4.1, which was -0.6 lower than the previous day. The implied volatity was 33.47, the open interest changed by 25 which increased total open position to 164
On 26 Feb IGL was trading at 196.50. The strike last trading price was 4.45, which was 0.15 higher than the previous day. The implied volatity was 32.22, the open interest changed by 22 which increased total open position to 139
On 25 Feb IGL was trading at 198.18. The strike last trading price was 4.45, which was 0.15 higher than the previous day. The implied volatity was 32.22, the open interest changed by 22 which increased total open position to 139
On 24 Feb IGL was trading at 197.67. The strike last trading price was 4.35, which was -0.65 lower than the previous day. The implied volatity was 28.56, the open interest changed by -1 which decreased total open position to 118
On 21 Feb IGL was trading at 201.40. The strike last trading price was 4.9, which was -0.7 lower than the previous day. The implied volatity was 24.62, the open interest changed by 51 which increased total open position to 114
On 20 Feb IGL was trading at 203.61. The strike last trading price was 5.7, which was 2.5 higher than the previous day. The implied volatity was 22.41, the open interest changed by 28 which increased total open position to 59
On 19 Feb IGL was trading at 193.90. The strike last trading price was 3.2, which was 0.25 higher than the previous day. The implied volatity was 27.29, the open interest changed by 3 which increased total open position to 32
On 18 Feb IGL was trading at 192.34. The strike last trading price was 2.85, which was -0.25 lower than the previous day. The implied volatity was 28.14, the open interest changed by 10 which increased total open position to 29
On 17 Feb IGL was trading at 190.25. The strike last trading price was 3.15, which was 0.4 higher than the previous day. The implied volatity was 30.95, the open interest changed by 4 which increased total open position to 19
On 14 Feb IGL was trading at 185.67. The strike last trading price was 2.75, which was -9.4 lower than the previous day. The implied volatity was 33.36, the open interest changed by 12 which increased total open position to 14
On 13 Feb IGL was trading at 191.01. The strike last trading price was 12.15, 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 Feb IGL was trading at 190.60. The strike last trading price was 12.15, 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 11 Feb IGL was trading at 192.35. The strike last trading price was 12.15, 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 7 Feb IGL was trading at 198.90. The strike last trading price was 12.15, 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 6 Feb IGL was trading at 202.33. The strike last trading price was 12.15, which was 0 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 12.15, which was 0 lower than the previous day. The implied volatity was 36.37, the open interest changed by 0 which decreased total open position to 1
On 4 Feb IGL was trading at 194.12. The strike last trading price was 12.15, 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 205 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 184.88 | 19 | 0.75 | - | 5 | 1 | 28 |
| 12 Mar | 188.32 | 18.25 | -3.1 | 47.87 | 4 | 1 | 26 |
| 11 Mar | 187.16 | 21.35 | -0.5 | 67.67 | 4 | -3 | 25 |
| 10 Mar | 183.02 | 21.85 | 3.75 | 39.72 | 41 | 0 | 28 |
| 7 Mar | 188.49 | 18.1 | -0.05 | 42.06 | 1 | 0 | 28 |
| 6 Mar | 188.09 | 18.3 | -4.95 | 43.08 | 13 | 0 | 26 |
| 5 Mar | 182.32 | 23.45 | 0.2 | 43.73 | 19 | -2 | 26 |
| 4 Mar | 180.59 | 23.05 | -0.2 | 0.00 | 0 | 6 | 0 |
| 3 Mar | 182.53 | 23.05 | 5.25 | 43.20 | 32 | 4 | 26 |
| 28 Feb | 189.48 | 17.8 | -27 | 44.52 | 39 | 21 | 21 |
| 27 Feb | 195.99 | 44.8 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 196.50 | 44.8 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 198.18 | 44.8 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 197.67 | 44.8 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 201.40 | 44.8 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 203.61 | 44.8 | 0 | 0.35 | 0 | 0 | 0 |
| 19 Feb | 193.90 | 44.8 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 192.34 | 44.8 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 190.25 | 44.8 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 185.67 | 44.8 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 191.01 | 44.8 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 190.60 | 44.8 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 192.35 | 44.8 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 198.90 | 44.8 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 202.33 | 44.8 | 0 | 0.12 | 0 | 0 | 0 |
| 5 Feb | 204.82 | 44.8 | 0 | 1.26 | 0 | 0 | 0 |
| 4 Feb | 194.12 | 44.8 | 0 | - | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 205 expiring on 27MAR2025
Delta for 205 PE is -
Historical price for 205 PE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 19, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 28
On 12 Mar IGL was trading at 188.32. The strike last trading price was 18.25, which was -3.1 lower than the previous day. The implied volatity was 47.87, the open interest changed by 1 which increased total open position to 26
On 11 Mar IGL was trading at 187.16. The strike last trading price was 21.35, which was -0.5 lower than the previous day. The implied volatity was 67.67, the open interest changed by -3 which decreased total open position to 25
On 10 Mar IGL was trading at 183.02. The strike last trading price was 21.85, which was 3.75 higher than the previous day. The implied volatity was 39.72, the open interest changed by 0 which decreased total open position to 28
On 7 Mar IGL was trading at 188.49. The strike last trading price was 18.1, which was -0.05 lower than the previous day. The implied volatity was 42.06, the open interest changed by 0 which decreased total open position to 28
On 6 Mar IGL was trading at 188.09. The strike last trading price was 18.3, which was -4.95 lower than the previous day. The implied volatity was 43.08, the open interest changed by 0 which decreased total open position to 26
On 5 Mar IGL was trading at 182.32. The strike last trading price was 23.45, which was 0.2 higher than the previous day. The implied volatity was 43.73, the open interest changed by -2 which decreased total open position to 26
On 4 Mar IGL was trading at 180.59. The strike last trading price was 23.05, which was -0.2 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 3 Mar IGL was trading at 182.53. The strike last trading price was 23.05, which was 5.25 higher than the previous day. The implied volatity was 43.20, the open interest changed by 4 which increased total open position to 26
On 28 Feb IGL was trading at 189.48. The strike last trading price was 17.8, which was -27 lower than the previous day. The implied volatity was 44.52, the open interest changed by 21 which increased total open position to 21
On 27 Feb IGL was trading at 195.99. The strike last trading price was 44.8, 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 44.8, 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 44.8, 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 44.8, 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 44.8, 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 44.8, which was 0 lower than the previous day. The implied volatity was 0.35, 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 44.8, 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 Feb IGL was trading at 192.34. The strike last trading price was 44.8, 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 17 Feb IGL was trading at 190.25. The strike last trading price was 44.8, 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 14 Feb IGL was trading at 185.67. The strike last trading price was 44.8, 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 13 Feb IGL was trading at 191.01. The strike last trading price was 44.8, 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 Feb IGL was trading at 190.60. The strike last trading price was 44.8, 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 11 Feb IGL was trading at 192.35. The strike last trading price was 44.8, 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 7 Feb IGL was trading at 198.90. The strike last trading price was 44.8, 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 6 Feb IGL was trading at 202.33. The strike last trading price was 44.8, which was 0 lower than the previous day. The implied volatity was 0.12, 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 44.8, which was 0 lower than the previous day. The implied volatity was 1.26, 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 44.8, 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
