IGL
Indraprastha Gas Ltd
Historical option data for IGL
13 Mar 2025 04:10 PM IST
| IGL 27MAR2025 210 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.04
Theta: -0.06
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 184.88 | 0.35 | -0.25 | 39.19 | 162 | -6 | 920 | |||
| 12 Mar | 188.32 | 0.55 | -0.15 | 37.49 | 135 | 33 | 925 | |||
| 11 Mar | 187.16 | 0.7 | 0.1 | 39.39 | 190 | -7 | 896 | |||
| 10 Mar | 183.02 | 0.55 | -0.4 | 41.83 | 251 | 140 | 901 | |||
| 7 Mar | 188.49 | 0.95 | -0.2 | 37.18 | 227 | 43 | 761 | |||
| 6 Mar | 188.09 | 1.15 | 0.4 | 38.27 | 373 | -25 | 718 | |||
| 5 Mar | 182.32 | 0.75 | 0 | 40.78 | 233 | 2 | 745 | |||
| 4 Mar | 180.59 | 0.7 | -0.25 | 41.01 | 210 | 34 | 744 | |||
| 3 Mar | 182.53 | 1 | -0.7 | 41.25 | 391 | 106 | 710 | |||
| 28 Feb | 189.48 | 1.75 | -1.2 | 35.83 | 726 | 119 | 603 | |||
| 27 Feb | 195.99 | 2.9 | -0.45 | 34.37 | 597 | 30 | 484 | |||
| 26 Feb | 196.50 | 3.2 | 0.25 | 33.28 | 587 | 238 | 453 | |||
| 25 Feb | 198.18 | 3.2 | 0.25 | 33.28 | 587 | 237 | 453 | |||
| 24 Feb | 197.67 | 3 | -0.6 | 29.45 | 260 | 4 | 217 | |||
| 21 Feb | 201.40 | 3.45 | -0.75 | 26.11 | 220 | 68 | 213 | |||
| 20 Feb | 203.61 | 4.1 | 2 | 24.44 | 282 | 74 | 145 | |||
| 19 Feb | 193.90 | 2.1 | -0.15 | 27.72 | 16 | 1 | 71 | |||
| 18 Feb | 192.34 | 2 | -0.3 | 29.26 | 46 | 16 | 69 | |||
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| 17 Feb | 190.25 | 2.3 | 0.65 | 31.91 | 18 | -2 | 54 | |||
| 14 Feb | 185.67 | 1.65 | -0.85 | 31.89 | 26 | 15 | 56 | |||
| 13 Feb | 191.01 | 2.5 | 0 | 0.00 | 0 | 7 | 0 | |||
| 12 Feb | 190.60 | 2.5 | 0 | 30.77 | 8 | 6 | 40 | |||
| 11 Feb | 192.35 | 2.5 | -3.35 | 30.51 | 47 | 11 | 34 | |||
| 7 Feb | 198.90 | 5.85 | 0 | 0.00 | 0 | 12 | 0 | |||
| 6 Feb | 202.33 | 5.85 | -1.25 | 27.26 | 29 | 12 | 23 | |||
| 5 Feb | 204.82 | 7.1 | 3.9 | 26.74 | 12 | 7 | 12 | |||
| 4 Feb | 194.12 | 3.2 | -25.75 | 27.17 | 5 | 4 | 4 | |||
For Indraprastha Gas Ltd - strike price 210 expiring on 27MAR2025
Delta for 210 CE is 0.06
Historical price for 210 CE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 39.19, the open interest changed by -6 which decreased total open position to 920
On 12 Mar IGL was trading at 188.32. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 37.49, the open interest changed by 33 which increased total open position to 925
On 11 Mar IGL was trading at 187.16. The strike last trading price was 0.7, which was 0.1 higher than the previous day. The implied volatity was 39.39, the open interest changed by -7 which decreased total open position to 896
On 10 Mar IGL was trading at 183.02. The strike last trading price was 0.55, which was -0.4 lower than the previous day. The implied volatity was 41.83, the open interest changed by 140 which increased total open position to 901
On 7 Mar IGL was trading at 188.49. The strike last trading price was 0.95, which was -0.2 lower than the previous day. The implied volatity was 37.18, the open interest changed by 43 which increased total open position to 761
On 6 Mar IGL was trading at 188.09. The strike last trading price was 1.15, which was 0.4 higher than the previous day. The implied volatity was 38.27, the open interest changed by -25 which decreased total open position to 718
On 5 Mar IGL was trading at 182.32. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 40.78, the open interest changed by 2 which increased total open position to 745
On 4 Mar IGL was trading at 180.59. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 41.01, the open interest changed by 34 which increased total open position to 744
On 3 Mar IGL was trading at 182.53. The strike last trading price was 1, which was -0.7 lower than the previous day. The implied volatity was 41.25, the open interest changed by 106 which increased total open position to 710
On 28 Feb IGL was trading at 189.48. The strike last trading price was 1.75, which was -1.2 lower than the previous day. The implied volatity was 35.83, the open interest changed by 119 which increased total open position to 603
On 27 Feb IGL was trading at 195.99. The strike last trading price was 2.9, which was -0.45 lower than the previous day. The implied volatity was 34.37, the open interest changed by 30 which increased total open position to 484
On 26 Feb IGL was trading at 196.50. The strike last trading price was 3.2, which was 0.25 higher than the previous day. The implied volatity was 33.28, the open interest changed by 238 which increased total open position to 453
On 25 Feb IGL was trading at 198.18. The strike last trading price was 3.2, which was 0.25 higher than the previous day. The implied volatity was 33.28, the open interest changed by 237 which increased total open position to 453
On 24 Feb IGL was trading at 197.67. The strike last trading price was 3, which was -0.6 lower than the previous day. The implied volatity was 29.45, the open interest changed by 4 which increased total open position to 217
On 21 Feb IGL was trading at 201.40. The strike last trading price was 3.45, which was -0.75 lower than the previous day. The implied volatity was 26.11, the open interest changed by 68 which increased total open position to 213
On 20 Feb IGL was trading at 203.61. The strike last trading price was 4.1, which was 2 higher than the previous day. The implied volatity was 24.44, the open interest changed by 74 which increased total open position to 145
On 19 Feb IGL was trading at 193.90. The strike last trading price was 2.1, which was -0.15 lower than the previous day. The implied volatity was 27.72, the open interest changed by 1 which increased total open position to 71
On 18 Feb IGL was trading at 192.34. The strike last trading price was 2, which was -0.3 lower than the previous day. The implied volatity was 29.26, the open interest changed by 16 which increased total open position to 69
On 17 Feb IGL was trading at 190.25. The strike last trading price was 2.3, which was 0.65 higher than the previous day. The implied volatity was 31.91, the open interest changed by -2 which decreased total open position to 54
On 14 Feb IGL was trading at 185.67. The strike last trading price was 1.65, which was -0.85 lower than the previous day. The implied volatity was 31.89, the open interest changed by 15 which increased total open position to 56
On 13 Feb IGL was trading at 191.01. The strike last trading price was 2.5, 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 12 Feb IGL was trading at 190.60. The strike last trading price was 2.5, which was 0 lower than the previous day. The implied volatity was 30.77, the open interest changed by 6 which increased total open position to 40
On 11 Feb IGL was trading at 192.35. The strike last trading price was 2.5, which was -3.35 lower than the previous day. The implied volatity was 30.51, the open interest changed by 11 which increased total open position to 34
On 7 Feb IGL was trading at 198.90. The strike last trading price was 5.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 6 Feb IGL was trading at 202.33. The strike last trading price was 5.85, which was -1.25 lower than the previous day. The implied volatity was 27.26, the open interest changed by 12 which increased total open position to 23
On 5 Feb IGL was trading at 204.82. The strike last trading price was 7.1, which was 3.9 higher than the previous day. The implied volatity was 26.74, the open interest changed by 7 which increased total open position to 12
On 4 Feb IGL was trading at 194.12. The strike last trading price was 3.2, which was -25.75 lower than the previous day. The implied volatity was 27.17, the open interest changed by 4 which increased total open position to 4
| IGL 27MAR2025 210 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
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 | 25.3 | -2.75 | 52.08 | 16 | -7 | 130 |
| 12 Mar | 188.32 | 28.05 | 0 | 0.00 | 0 | -2 | 0 |
| 11 Mar | 187.16 | 28.05 | 6.65 | 89.25 | 2 | -1 | 138 |
| 10 Mar | 183.02 | 21.4 | -3.2 | - | 3 | -1 | 138 |
| 7 Mar | 188.49 | 24.6 | 2 | 60.68 | 11 | 1 | 139 |
| 6 Mar | 188.09 | 22.7 | -5 | 45.51 | 19 | -4 | 138 |
| 5 Mar | 182.32 | 27.7 | -1.55 | 41.59 | 6 | 0 | 143 |
| 4 Mar | 180.59 | 29.25 | 2.05 | 43.28 | 3 | 0 | 144 |
| 3 Mar | 182.53 | 27.2 | 5.55 | 40.99 | 27 | -1 | 144 |
| 28 Feb | 189.48 | 21.45 | 5.45 | 43.52 | 42 | 15 | 144 |
| 27 Feb | 195.99 | 15.75 | -0.25 | 34.51 | 19 | 13 | 129 |
| 26 Feb | 196.50 | 16.2 | -1.6 | 39.45 | 14 | 8 | 116 |
| 25 Feb | 198.18 | 16.2 | -1.6 | 39.45 | 14 | 8 | 116 |
| 24 Feb | 197.67 | 17.8 | 0.55 | 50.85 | 21 | 15 | 109 |
| 21 Feb | 201.40 | 17.2 | 0.7 | 52.97 | 111 | 57 | 92 |
| 20 Feb | 203.61 | 16.4 | -7.1 | 54.68 | 31 | 26 | 34 |
| 19 Feb | 193.90 | 23.5 | -27.35 | 61.74 | 8 | 6 | 6 |
| 18 Feb | 192.34 | 50.85 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 190.25 | 50.85 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 185.67 | 50.85 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 191.01 | 50.85 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 190.60 | 50.85 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 192.35 | 50.85 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 198.90 | 50.85 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 202.33 | 50.85 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 204.82 | 50.85 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 194.12 | 50.85 | 0 | - | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 210 expiring on 27MAR2025
Delta for 210 PE is -0.88
Historical price for 210 PE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 25.3, which was -2.75 lower than the previous day. The implied volatity was 52.08, the open interest changed by -7 which decreased total open position to 130
On 12 Mar IGL was trading at 188.32. The strike last trading price was 28.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 11 Mar IGL was trading at 187.16. The strike last trading price was 28.05, which was 6.65 higher than the previous day. The implied volatity was 89.25, the open interest changed by -1 which decreased total open position to 138
On 10 Mar IGL was trading at 183.02. The strike last trading price was 21.4, which was -3.2 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 138
On 7 Mar IGL was trading at 188.49. The strike last trading price was 24.6, which was 2 higher than the previous day. The implied volatity was 60.68, the open interest changed by 1 which increased total open position to 139
On 6 Mar IGL was trading at 188.09. The strike last trading price was 22.7, which was -5 lower than the previous day. The implied volatity was 45.51, the open interest changed by -4 which decreased total open position to 138
On 5 Mar IGL was trading at 182.32. The strike last trading price was 27.7, which was -1.55 lower than the previous day. The implied volatity was 41.59, the open interest changed by 0 which decreased total open position to 143
On 4 Mar IGL was trading at 180.59. The strike last trading price was 29.25, which was 2.05 higher than the previous day. The implied volatity was 43.28, the open interest changed by 0 which decreased total open position to 144
On 3 Mar IGL was trading at 182.53. The strike last trading price was 27.2, which was 5.55 higher than the previous day. The implied volatity was 40.99, the open interest changed by -1 which decreased total open position to 144
On 28 Feb IGL was trading at 189.48. The strike last trading price was 21.45, which was 5.45 higher than the previous day. The implied volatity was 43.52, the open interest changed by 15 which increased total open position to 144
On 27 Feb IGL was trading at 195.99. The strike last trading price was 15.75, which was -0.25 lower than the previous day. The implied volatity was 34.51, the open interest changed by 13 which increased total open position to 129
On 26 Feb IGL was trading at 196.50. The strike last trading price was 16.2, which was -1.6 lower than the previous day. The implied volatity was 39.45, the open interest changed by 8 which increased total open position to 116
On 25 Feb IGL was trading at 198.18. The strike last trading price was 16.2, which was -1.6 lower than the previous day. The implied volatity was 39.45, the open interest changed by 8 which increased total open position to 116
On 24 Feb IGL was trading at 197.67. The strike last trading price was 17.8, which was 0.55 higher than the previous day. The implied volatity was 50.85, the open interest changed by 15 which increased total open position to 109
On 21 Feb IGL was trading at 201.40. The strike last trading price was 17.2, which was 0.7 higher than the previous day. The implied volatity was 52.97, the open interest changed by 57 which increased total open position to 92
On 20 Feb IGL was trading at 203.61. The strike last trading price was 16.4, which was -7.1 lower than the previous day. The implied volatity was 54.68, the open interest changed by 26 which increased total open position to 34
On 19 Feb IGL was trading at 193.90. The strike last trading price was 23.5, which was -27.35 lower than the previous day. The implied volatity was 61.74, the open interest changed by 6 which increased total open position to 6
On 18 Feb IGL was trading at 192.34. The strike last trading price was 50.85, 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 50.85, 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 50.85, 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 50.85, 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 50.85, 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 50.85, 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 50.85, 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 50.85, 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 50.85, 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 50.85, 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
