IGL
Indraprastha Gas Ltd
Historical option data for IGL
09 Apr 2025 04:10 PM IST
| IGL 24APR2025 207.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.06
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 174.88 | 0.8 | -0.35 | 57.98 | 133 | 24 | 156 | |||
| 8 Apr | 181.25 | 1.15 | -1.15 | 51.67 | 180 | 19 | 134 | |||
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| 7 Apr | 187.82 | 2.4 | -0.5 | 51.40 | 220 | 0 | 121 | |||
| 4 Apr | 198.06 | 3.1 | -3.3 | 33.24 | 544 | 42 | 121 | |||
| 3 Apr | 207.84 | 6.4 | 1.5 | 30.02 | 514 | 25 | 83 | |||
| 2 Apr | 202.94 | 4.8 | 0.5 | 33.05 | 135 | -13 | 58 | |||
| 1 Apr | 201.41 | 4.2 | -1.75 | 29.80 | 272 | 20 | 71 | |||
| 28 Mar | 203.12 | 6.25 | 3 | 32.82 | 297 | 31 | 51 | |||
| 27 Mar | 195.50 | 3.15 | -0.4 | 32.34 | 6 | 0 | 22 | |||
| 26 Mar | 195.06 | 3.4 | -1.2 | 33.35 | 27 | 5 | 21 | |||
| 25 Mar | 199.40 | 4.6 | -1.65 | 32.48 | 12 | 3 | 15 | |||
| 24 Mar | 203.47 | 6.25 | 2.9 | 30.99 | 24 | 7 | 12 | |||
| 21 Mar | 198.14 | 3.35 | -7.55 | 25.77 | 5 | 0 | 0 | |||
| 20 Mar | 197.60 | 10.9 | 0 | 4.34 | 0 | 0 | 0 | |||
| 19 Mar | 193.29 | 10.9 | 0 | 6.15 | 0 | 0 | 0 | |||
| 18 Mar | 190.53 | 10.9 | 0 | 7.25 | 0 | 0 | 0 | |||
| 12 Mar | 188.32 | 10.9 | 0 | 6.96 | 0 | 0 | 0 | |||
For Indraprastha Gas Ltd - strike price 207.5 expiring on 24APR2025
Delta for 207.5 CE is 0.09
Historical price for 207.5 CE is as follows
On 9 Apr IGL was trading at 174.88. The strike last trading price was 0.8, which was -0.35 lower than the previous day. The implied volatity was 57.98, the open interest changed by 24 which increased total open position to 156
On 8 Apr IGL was trading at 181.25. The strike last trading price was 1.15, which was -1.15 lower than the previous day. The implied volatity was 51.67, the open interest changed by 19 which increased total open position to 134
On 7 Apr IGL was trading at 187.82. The strike last trading price was 2.4, which was -0.5 lower than the previous day. The implied volatity was 51.40, the open interest changed by 0 which decreased total open position to 121
On 4 Apr IGL was trading at 198.06. The strike last trading price was 3.1, which was -3.3 lower than the previous day. The implied volatity was 33.24, the open interest changed by 42 which increased total open position to 121
On 3 Apr IGL was trading at 207.84. The strike last trading price was 6.4, which was 1.5 higher than the previous day. The implied volatity was 30.02, the open interest changed by 25 which increased total open position to 83
On 2 Apr IGL was trading at 202.94. The strike last trading price was 4.8, which was 0.5 higher than the previous day. The implied volatity was 33.05, the open interest changed by -13 which decreased total open position to 58
On 1 Apr IGL was trading at 201.41. The strike last trading price was 4.2, which was -1.75 lower than the previous day. The implied volatity was 29.80, the open interest changed by 20 which increased total open position to 71
On 28 Mar IGL was trading at 203.12. The strike last trading price was 6.25, which was 3 higher than the previous day. The implied volatity was 32.82, the open interest changed by 31 which increased total open position to 51
On 27 Mar IGL was trading at 195.50. The strike last trading price was 3.15, which was -0.4 lower than the previous day. The implied volatity was 32.34, the open interest changed by 0 which decreased total open position to 22
On 26 Mar IGL was trading at 195.06. The strike last trading price was 3.4, which was -1.2 lower than the previous day. The implied volatity was 33.35, the open interest changed by 5 which increased total open position to 21
On 25 Mar IGL was trading at 199.40. The strike last trading price was 4.6, which was -1.65 lower than the previous day. The implied volatity was 32.48, the open interest changed by 3 which increased total open position to 15
On 24 Mar IGL was trading at 203.47. The strike last trading price was 6.25, which was 2.9 higher than the previous day. The implied volatity was 30.99, the open interest changed by 7 which increased total open position to 12
On 21 Mar IGL was trading at 198.14. The strike last trading price was 3.35, which was -7.55 lower than the previous day. The implied volatity was 25.77, 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 10.9, which was 0 lower than the previous day. The implied volatity was 4.34, 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 10.9, which was 0 lower than the previous day. The implied volatity was 6.15, 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 10.9, which was 0 lower than the previous day. The implied volatity was 7.25, 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 10.9, which was 0 lower than the previous day. The implied volatity was 6.96, the open interest changed by 0 which decreased total open position to 0
| IGL 24APR2025 207.5 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 | 26.8 | 0 | 0.00 | 0 | -5 | 0 |
| 8 Apr | 181.25 | 26.8 | 11.35 | 55.44 | 19 | -2 | 41 |
| 7 Apr | 187.82 | 14.9 | -0.55 | 0.00 | 0 | -11 | 0 |
| 4 Apr | 198.06 | 14.9 | 6 | 55.44 | 202 | -10 | 44 |
| 3 Apr | 207.84 | 9.55 | -1.8 | 50.55 | 161 | -7 | 53 |
| 2 Apr | 202.94 | 11.35 | -2 | 46.07 | 30 | 7 | 59 |
| 1 Apr | 201.41 | 13.45 | 1.55 | 54.84 | 47 | -1 | 49 |
| 28 Mar | 203.12 | 11.3 | -5.6 | 45.77 | 219 | 40 | 50 |
| 27 Mar | 195.50 | 16.9 | 0.9 | 50.54 | 3 | 0 | 7 |
| 26 Mar | 195.06 | 16 | 3.35 | 43.76 | 4 | 0 | 7 |
| 25 Mar | 199.40 | 12.65 | 0 | 0.00 | 0 | 7 | 0 |
| 24 Mar | 203.47 | 12.65 | -7.5 | 48.11 | 8 | 1 | 1 |
| 21 Mar | 198.14 | 20.15 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 197.60 | 20.15 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 193.29 | 20.15 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 190.53 | 20.15 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 188.32 | 20.15 | 0 | - | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 207.5 expiring on 24APR2025
Delta for 207.5 PE is 0.00
Historical price for 207.5 PE is as follows
On 9 Apr IGL was trading at 174.88. The strike last trading price was 26.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 8 Apr IGL was trading at 181.25. The strike last trading price was 26.8, which was 11.35 higher than the previous day. The implied volatity was 55.44, the open interest changed by -2 which decreased total open position to 41
On 7 Apr IGL was trading at 187.82. The strike last trading price was 14.9, which was -0.55 lower than the previous day. The implied volatity was 0.00, the open interest changed by -11 which decreased total open position to 0
On 4 Apr IGL was trading at 198.06. The strike last trading price was 14.9, which was 6 higher than the previous day. The implied volatity was 55.44, the open interest changed by -10 which decreased total open position to 44
On 3 Apr IGL was trading at 207.84. The strike last trading price was 9.55, which was -1.8 lower than the previous day. The implied volatity was 50.55, the open interest changed by -7 which decreased total open position to 53
On 2 Apr IGL was trading at 202.94. The strike last trading price was 11.35, which was -2 lower than the previous day. The implied volatity was 46.07, the open interest changed by 7 which increased total open position to 59
On 1 Apr IGL was trading at 201.41. The strike last trading price was 13.45, which was 1.55 higher than the previous day. The implied volatity was 54.84, the open interest changed by -1 which decreased total open position to 49
On 28 Mar IGL was trading at 203.12. The strike last trading price was 11.3, which was -5.6 lower than the previous day. The implied volatity was 45.77, the open interest changed by 40 which increased total open position to 50
On 27 Mar IGL was trading at 195.50. The strike last trading price was 16.9, which was 0.9 higher than the previous day. The implied volatity was 50.54, the open interest changed by 0 which decreased total open position to 7
On 26 Mar IGL was trading at 195.06. The strike last trading price was 16, which was 3.35 higher than the previous day. The implied volatity was 43.76, the open interest changed by 0 which decreased total open position to 7
On 25 Mar IGL was trading at 199.40. The strike last trading price was 12.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 24 Mar IGL was trading at 203.47. The strike last trading price was 12.65, which was -7.5 lower than the previous day. The implied volatity was 48.11, the open interest changed by 1 which increased total open position to 1
On 21 Mar IGL was trading at 198.14. The strike last trading price was 20.15, 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 20 Mar IGL was trading at 197.60. The strike last trading price was 20.15, 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 19 Mar IGL was trading at 193.29. The strike last trading price was 20.15, 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 18 Mar IGL was trading at 190.53. The strike last trading price was 20.15, 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 Mar IGL was trading at 188.32. The strike last trading price was 20.15, 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
