IGL
Indraprastha Gas Ltd
Historical option data for IGL
13 Mar 2025 04:10 PM IST
| IGL 27MAR2025 207.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.05
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 184.88 | 0.5 | -0.2 | 39.23 | 23 | -9 | 68 | |||
| 12 Mar | 188.32 | 0.7 | -0.1 | 37.03 | 13 | 1 | 75 | |||
| 11 Mar | 187.16 | 0.8 | 0.25 | 37.57 | 34 | 1 | 64 | |||
| 10 Mar | 183.02 | 0.55 | -0.65 | 38.97 | 32 | 9 | 63 | |||
| 7 Mar | 188.49 | 1.2 | -0.2 | 36.75 | 24 | 3 | 54 | |||
| 6 Mar | 188.09 | 1.4 | 0.45 | 37.59 | 44 | 3 | 50 | |||
| 5 Mar | 182.32 | 0.95 | 0.1 | 40.62 | 23 | 2 | 47 | |||
| 4 Mar | 180.59 | 0.85 | -0.25 | 40.45 | 21 | -12 | 45 | |||
| 3 Mar | 182.53 | 1.1 | -1 | 39.29 | 77 | 39 | 58 | |||
| 28 Feb | 189.48 | 2.1 | -1.65 | 35.31 | 144 | 12 | 19 | |||
| 27 Feb | 195.99 | 3.95 | -0.4 | 36.51 | 11 | 4 | 7 | |||
| 26 Feb | 196.50 | 4.35 | -19.35 | 35.54 | 3 | 3 | 0 | |||
| 25 Feb | 198.18 | 4.35 | -19.35 | 35.54 | 3 | 0 | 0 | |||
| 24 Feb | 197.67 | 23.7 | 0 | 4.35 | 0 | 0 | 0 | |||
| 21 Feb | 201.40 | 23.7 | 0 | 2.48 | 0 | 0 | 0 | |||
| 20 Feb | 203.61 | 23.7 | 0 | 1.46 | 0 | 0 | 0 | |||
| 19 Feb | 193.90 | 23.7 | 0 | 5.88 | 0 | 0 | 0 | |||
| 18 Feb | 192.34 | 23.7 | 0 | 6.83 | 0 | 0 | 0 | |||
| 17 Feb | 190.25 | 23.7 | 0 | 7.28 | 0 | 0 | 0 | |||
| 14 Feb | 185.67 | 23.7 | 0 | 9.27 | 0 | 0 | 0 | |||
| 13 Feb | 191.01 | 23.7 | 0 | 6.09 | 0 | 0 | 0 | |||
| 12 Feb | 190.60 | 23.7 | 0 | 6.24 | 0 | 0 | 0 | |||
| 11 Feb | 192.35 | 23.7 | 0 | 5.97 | 0 | 0 | 0 | |||
| 7 Feb | 198.90 | 23.7 | 0 | 2.37 | 0 | 0 | 0 | |||
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| 6 Feb | 202.33 | 23.7 | 0 | 0.97 | 0 | 0 | 0 | |||
| 5 Feb | 204.82 | 23.7 | 0 | 0.05 | 0 | 0 | 0 | |||
| 4 Feb | 194.12 | 23.7 | 0 | 4.27 | 0 | 0 | 0 | |||
For Indraprastha Gas Ltd - strike price 207.5 expiring on 27MAR2025
Delta for 207.5 CE is 0.08
Historical price for 207.5 CE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 0.5, which was -0.2 lower than the previous day. The implied volatity was 39.23, the open interest changed by -9 which decreased total open position to 68
On 12 Mar IGL was trading at 188.32. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 37.03, the open interest changed by 1 which increased total open position to 75
On 11 Mar IGL was trading at 187.16. The strike last trading price was 0.8, which was 0.25 higher than the previous day. The implied volatity was 37.57, the open interest changed by 1 which increased total open position to 64
On 10 Mar IGL was trading at 183.02. The strike last trading price was 0.55, which was -0.65 lower than the previous day. The implied volatity was 38.97, the open interest changed by 9 which increased total open position to 63
On 7 Mar IGL was trading at 188.49. The strike last trading price was 1.2, which was -0.2 lower than the previous day. The implied volatity was 36.75, the open interest changed by 3 which increased total open position to 54
On 6 Mar IGL was trading at 188.09. The strike last trading price was 1.4, which was 0.45 higher than the previous day. The implied volatity was 37.59, the open interest changed by 3 which increased total open position to 50
On 5 Mar IGL was trading at 182.32. The strike last trading price was 0.95, which was 0.1 higher than the previous day. The implied volatity was 40.62, the open interest changed by 2 which increased total open position to 47
On 4 Mar IGL was trading at 180.59. The strike last trading price was 0.85, which was -0.25 lower than the previous day. The implied volatity was 40.45, the open interest changed by -12 which decreased total open position to 45
On 3 Mar IGL was trading at 182.53. The strike last trading price was 1.1, which was -1 lower than the previous day. The implied volatity was 39.29, the open interest changed by 39 which increased total open position to 58
On 28 Feb IGL was trading at 189.48. The strike last trading price was 2.1, which was -1.65 lower than the previous day. The implied volatity was 35.31, the open interest changed by 12 which increased total open position to 19
On 27 Feb IGL was trading at 195.99. The strike last trading price was 3.95, which was -0.4 lower than the previous day. The implied volatity was 36.51, the open interest changed by 4 which increased total open position to 7
On 26 Feb IGL was trading at 196.50. The strike last trading price was 4.35, which was -19.35 lower than the previous day. The implied volatity was 35.54, the open interest changed by 3 which increased total open position to 0
On 25 Feb IGL was trading at 198.18. The strike last trading price was 4.35, which was -19.35 lower than the previous day. The implied volatity was 35.54, 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 23.7, which was 0 lower than the previous day. The implied volatity was 4.35, 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 23.7, which was 0 lower than the previous day. The implied volatity was 2.48, 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 23.7, which was 0 lower than the previous day. The implied volatity was 1.46, 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 23.7, which was 0 lower than the previous day. The implied volatity was 5.88, 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 23.7, which was 0 lower than the previous day. The implied volatity was 6.83, 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 23.7, which was 0 lower than the previous day. The implied volatity was 7.28, 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 23.7, which was 0 lower than the previous day. The implied volatity was 9.27, 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 23.7, which was 0 lower than the previous day. The implied volatity was 6.09, 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 23.7, which was 0 lower than the previous day. The implied volatity was 6.24, 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 23.7, which was 0 lower than the previous day. The implied volatity was 5.97, 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 23.7, 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 6 Feb IGL was trading at 202.33. The strike last trading price was 23.7, which was 0 lower than the previous day. The implied volatity was 0.97, 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 23.7, which was 0 lower than the previous day. The implied volatity was 0.05, 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 23.7, which was 0 lower than the previous day. The implied volatity was 4.27, the open interest changed by 0 which decreased total open position to 0
| IGL 27MAR2025 207.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.07
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 184.88 | 22.55 | 1.95 | 44.97 | 1 | 0 | 29 |
| 12 Mar | 188.32 | 20.6 | -4.9 | 48.21 | 13 | 2 | 28 |
| 11 Mar | 187.16 | 25.45 | -0.05 | 0.00 | 0 | 13 | 0 |
| 10 Mar | 183.02 | 25.45 | 3.25 | 55.63 | 39 | 11 | 24 |
| 7 Mar | 188.49 | 22.2 | 0.8 | 57.52 | 1 | 0 | 13 |
| 6 Mar | 188.09 | 21.4 | -1.8 | 51.12 | 6 | 2 | 13 |
| 5 Mar | 182.32 | 23.2 | -3.05 | - | 14 | 1 | 11 |
| 4 Mar | 180.59 | 26.25 | 0 | 0.00 | 0 | 1 | 0 |
| 3 Mar | 182.53 | 26.25 | 5.25 | 53.80 | 4 | 0 | 9 |
| 28 Feb | 189.48 | 21 | -17.4 | 52.06 | 13 | 8 | 8 |
| 27 Feb | 195.99 | 38.4 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 196.50 | 38.4 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 198.18 | 38.4 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 197.67 | 38.4 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 201.40 | 38.4 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 203.61 | 38.4 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 193.90 | 38.4 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 192.34 | 38.4 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 190.25 | 38.4 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 185.67 | 38.4 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 191.01 | 38.4 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 190.60 | 38.4 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 192.35 | 38.4 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 198.90 | 38.4 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 202.33 | 38.4 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 204.82 | 38.4 | 0 | 0.18 | 0 | 0 | 0 |
| 4 Feb | 194.12 | 38.4 | 0 | - | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 207.5 expiring on 27MAR2025
Delta for 207.5 PE is -0.89
Historical price for 207.5 PE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 22.55, which was 1.95 higher than the previous day. The implied volatity was 44.97, the open interest changed by 0 which decreased total open position to 29
On 12 Mar IGL was trading at 188.32. The strike last trading price was 20.6, which was -4.9 lower than the previous day. The implied volatity was 48.21, the open interest changed by 2 which increased total open position to 28
On 11 Mar IGL was trading at 187.16. The strike last trading price was 25.45, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 10 Mar IGL was trading at 183.02. The strike last trading price was 25.45, which was 3.25 higher than the previous day. The implied volatity was 55.63, the open interest changed by 11 which increased total open position to 24
On 7 Mar IGL was trading at 188.49. The strike last trading price was 22.2, which was 0.8 higher than the previous day. The implied volatity was 57.52, the open interest changed by 0 which decreased total open position to 13
On 6 Mar IGL was trading at 188.09. The strike last trading price was 21.4, which was -1.8 lower than the previous day. The implied volatity was 51.12, the open interest changed by 2 which increased total open position to 13
On 5 Mar IGL was trading at 182.32. The strike last trading price was 23.2, which was -3.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 11
On 4 Mar IGL was trading at 180.59. The strike last trading price was 26.25, 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 3 Mar IGL was trading at 182.53. The strike last trading price was 26.25, which was 5.25 higher than the previous day. The implied volatity was 53.80, the open interest changed by 0 which decreased total open position to 9
On 28 Feb IGL was trading at 189.48. The strike last trading price was 21, which was -17.4 lower than the previous day. The implied volatity was 52.06, the open interest changed by 8 which increased total open position to 8
On 27 Feb IGL was trading at 195.99. The strike last trading price was 38.4, 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 38.4, 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 38.4, 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 38.4, 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 38.4, 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 38.4, 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 38.4, 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 38.4, 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 38.4, 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 38.4, 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 38.4, 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 38.4, 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 38.4, 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 38.4, 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 38.4, 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 38.4, which was 0 lower than the previous day. The implied volatity was 0.18, 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 38.4, 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
