IGL
Indraprastha Gas Ltd
Historical option data for IGL
08 Apr 2025 01:50 PM IST
| IGL 24APR2025 215 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.08
Theta: -0.12
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 188.88 | 1.05 | -0.25 | 48.28 | 96 | -5 | 247 | |||
| 7 Apr | 187.82 | 1.35 | -0.25 | 51.69 | 261 | 18 | 252 | |||
| 4 Apr | 198.06 | 1.75 | -2.1 | 35.70 | 494 | 9 | 239 | |||
| 3 Apr | 207.84 | 3.85 | 1.05 | 32.87 | 567 | 11 | 228 | |||
| 2 Apr | 202.94 | 2.7 | 0.2 | 34.31 | 242 | -2 | 215 | |||
| 1 Apr | 201.41 | 2.55 | -1.05 | 33.05 | 328 | 55 | 221 | |||
| 28 Mar | 203.12 | 3.85 | 1.65 | 34.18 | 522 | 99 | 166 | |||
| 27 Mar | 195.50 | 2.15 | 0.1 | 36.04 | 36 | 1 | 68 | |||
| 26 Mar | 195.06 | 2.05 | -0.75 | 34.98 | 59 | -12 | 64 | |||
| 25 Mar | 199.40 | 2.8 | -1.2 | 34.15 | 70 | 18 | 76 | |||
| 24 Mar | 203.47 | 3.95 | 1.45 | 32.64 | 87 | 36 | 58 | |||
| 21 Mar | 198.14 | 2.5 | -0.15 | 31.09 | 30 | 10 | 21 | |||
| 20 Mar | 197.60 | 2.65 | 0.8 | 32.22 | 21 | 9 | 12 | |||
| 19 Mar | 193.29 | 1.85 | -24 | 31.93 | 6 | 3 | 3 | |||
| 18 Mar | 190.53 | 25.85 | 0 | 10.11 | 0 | 0 | 0 | |||
| 27 Feb | 195.99 | 25.85 | 0 | 5.84 | 0 | 0 | 0 | |||
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| 26 Feb | 196.50 | 25.85 | 0 | 5.61 | 0 | 0 | 0 | |||
| 25 Feb | 198.18 | 25.85 | 0 | 5.61 | 0 | 0 | 0 | |||
| 24 Feb | 197.67 | 25.85 | 0 | 4.64 | 0 | 0 | 0 | |||
| 21 Feb | 201.40 | 25.85 | 0 | 3.45 | 0 | 0 | 0 | |||
| 20 Feb | 203.61 | 25.85 | 0 | 3.04 | 0 | 0 | 0 | |||
| 19 Feb | 193.90 | 25.85 | 0 | 5.95 | 0 | 0 | 0 | |||
| 18 Feb | 192.34 | 25.85 | 0 | 6.50 | 0 | 0 | 0 | |||
| 17 Feb | 190.25 | 25.85 | 0 | 7.69 | 0 | 0 | 0 | |||
| 13 Feb | 191.01 | 25.85 | 0 | 5.66 | 0 | 0 | 0 | |||
| 12 Feb | 190.60 | 25.85 | 0 | 7.45 | 0 | 0 | 0 | |||
| 11 Feb | 192.35 | 25.85 | 0 | 6.28 | 0 | 0 | 0 | |||
| 10 Feb | 195.68 | 25.85 | 0 | 4.94 | 0 | 0 | 0 | |||
| 7 Feb | 198.90 | 25.85 | 0 | 3.69 | 0 | 0 | 0 | |||
| 6 Feb | 202.33 | 25.85 | 0 | 2.61 | 0 | 0 | 0 | |||
| 5 Feb | 204.82 | 25.85 | 0 | 1.64 | 0 | 0 | 0 | |||
| 4 Feb | 194.12 | 0 | 0 | 5.17 | 0 | 0 | 0 | |||
| 3 Feb | 191.67 | 0 | 0 | 5.83 | 0 | 0 | 0 | |||
| 1 Feb | 194.21 | 0 | 0 | 4.79 | 0 | 0 | 0 | |||
For Indraprastha Gas Ltd - strike price 215 expiring on 24APR2025
Delta for 215 CE is 0.12
Historical price for 215 CE is as follows
On 8 Apr IGL was trading at 188.88. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 48.28, the open interest changed by -5 which decreased total open position to 247
On 7 Apr IGL was trading at 187.82. The strike last trading price was 1.35, which was -0.25 lower than the previous day. The implied volatity was 51.69, the open interest changed by 18 which increased total open position to 252
On 4 Apr IGL was trading at 198.06. The strike last trading price was 1.75, which was -2.1 lower than the previous day. The implied volatity was 35.70, the open interest changed by 9 which increased total open position to 239
On 3 Apr IGL was trading at 207.84. The strike last trading price was 3.85, which was 1.05 higher than the previous day. The implied volatity was 32.87, the open interest changed by 11 which increased total open position to 228
On 2 Apr IGL was trading at 202.94. The strike last trading price was 2.7, which was 0.2 higher than the previous day. The implied volatity was 34.31, the open interest changed by -2 which decreased total open position to 215
On 1 Apr IGL was trading at 201.41. The strike last trading price was 2.55, which was -1.05 lower than the previous day. The implied volatity was 33.05, the open interest changed by 55 which increased total open position to 221
On 28 Mar IGL was trading at 203.12. The strike last trading price was 3.85, which was 1.65 higher than the previous day. The implied volatity was 34.18, the open interest changed by 99 which increased total open position to 166
On 27 Mar IGL was trading at 195.50. The strike last trading price was 2.15, which was 0.1 higher than the previous day. The implied volatity was 36.04, the open interest changed by 1 which increased total open position to 68
On 26 Mar IGL was trading at 195.06. The strike last trading price was 2.05, which was -0.75 lower than the previous day. The implied volatity was 34.98, the open interest changed by -12 which decreased total open position to 64
On 25 Mar IGL was trading at 199.40. The strike last trading price was 2.8, which was -1.2 lower than the previous day. The implied volatity was 34.15, the open interest changed by 18 which increased total open position to 76
On 24 Mar IGL was trading at 203.47. The strike last trading price was 3.95, which was 1.45 higher than the previous day. The implied volatity was 32.64, the open interest changed by 36 which increased total open position to 58
On 21 Mar IGL was trading at 198.14. The strike last trading price was 2.5, which was -0.15 lower than the previous day. The implied volatity was 31.09, the open interest changed by 10 which increased total open position to 21
On 20 Mar IGL was trading at 197.60. The strike last trading price was 2.65, which was 0.8 higher than the previous day. The implied volatity was 32.22, the open interest changed by 9 which increased total open position to 12
On 19 Mar IGL was trading at 193.29. The strike last trading price was 1.85, which was -24 lower than the previous day. The implied volatity was 31.93, the open interest changed by 3 which increased total open position to 3
On 18 Mar IGL was trading at 190.53. The strike last trading price was 25.85, which was 0 lower than the previous day. The implied volatity was 10.11, 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 25.85, which was 0 lower than the previous day. The implied volatity was 5.84, 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 25.85, which was 0 lower than the previous day. The implied volatity was 5.61, 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 25.85, which was 0 lower than the previous day. The implied volatity was 5.61, 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 25.85, which was 0 lower than the previous day. The implied volatity was 4.64, 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 25.85, which was 0 lower than the previous day. The implied volatity was 3.45, 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 25.85, which was 0 lower than the previous day. The implied volatity was 3.04, 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 25.85, which was 0 lower than the previous day. The implied volatity was 5.95, 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 25.85, which was 0 lower than the previous day. The implied volatity was 6.50, 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 25.85, which was 0 lower than the previous day. The implied volatity was 7.69, 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 25.85, which was 0 lower than the previous day. The implied volatity was 5.66, 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 25.85, which was 0 lower than the previous day. The implied volatity was 7.45, 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 25.85, which was 0 lower than the previous day. The implied volatity was 6.28, 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 25.85, which was 0 lower than the previous day. The implied volatity was 4.94, 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 25.85, which was 0 lower than the previous day. The implied volatity was 3.69, 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 25.85, which was 0 lower than the previous day. The implied volatity was 2.61, 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 25.85, which was 0 lower than the previous day. The implied volatity was 1.64, 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 5.17, 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 5.83, 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 4.79, the open interest changed by 0 which decreased total open position to 0
| IGL 24APR2025 215 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 0.07
Theta: -0.04
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 188.88 | 26.1 | 4.4 | 45.23 | 1 | 0 | 33 |
| 7 Apr | 187.82 | 21.25 | -0.45 | 0.00 | 0 | 6 | 0 |
| 4 Apr | 198.06 | 21.25 | 7.7 | 62.59 | 71 | 7 | 34 |
| 3 Apr | 207.84 | 14.2 | -2.6 | 52.67 | 52 | -2 | 25 |
| 2 Apr | 202.94 | 16.75 | -2.45 | 49.10 | 23 | 6 | 27 |
| 1 Apr | 201.41 | 19.15 | 2.65 | 59.82 | 23 | -3 | 23 |
| 28 Mar | 203.12 | 15.9 | -2.1 | 45.89 | 69 | 16 | 26 |
| 27 Mar | 195.50 | 18 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 195.06 | 18 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 199.40 | 18 | 0 | 0.00 | 0 | 2 | 0 |
| 24 Mar | 203.47 | 18 | -4 | 51.67 | 4 | 1 | 9 |
| 21 Mar | 198.14 | 22 | 2.55 | 53.12 | 2 | 1 | 7 |
| 20 Mar | 197.60 | 19.45 | -5.55 | 38.87 | 1 | 0 | 5 |
| 19 Mar | 193.29 | 25 | -2.5 | 49.82 | 1 | 0 | 4 |
| 18 Mar | 190.53 | 27.5 | -25.45 | 55.31 | 4 | 3 | 3 |
| 27 Feb | 195.99 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 196.50 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 198.18 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 197.67 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 201.40 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 203.61 | 0 | 0 | - | 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 |
| 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 | 0 | 0 |
| 5 Feb | 204.82 | 0 | 0 | - | 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 215 expiring on 24APR2025
Delta for 215 PE is -0.90
Historical price for 215 PE is as follows
On 8 Apr IGL was trading at 188.88. The strike last trading price was 26.1, which was 4.4 higher than the previous day. The implied volatity was 45.23, the open interest changed by 0 which decreased total open position to 33
On 7 Apr IGL was trading at 187.82. The strike last trading price was 21.25, which was -0.45 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 4 Apr IGL was trading at 198.06. The strike last trading price was 21.25, which was 7.7 higher than the previous day. The implied volatity was 62.59, the open interest changed by 7 which increased total open position to 34
On 3 Apr IGL was trading at 207.84. The strike last trading price was 14.2, which was -2.6 lower than the previous day. The implied volatity was 52.67, the open interest changed by -2 which decreased total open position to 25
On 2 Apr IGL was trading at 202.94. The strike last trading price was 16.75, which was -2.45 lower than the previous day. The implied volatity was 49.10, the open interest changed by 6 which increased total open position to 27
On 1 Apr IGL was trading at 201.41. The strike last trading price was 19.15, which was 2.65 higher than the previous day. The implied volatity was 59.82, the open interest changed by -3 which decreased total open position to 23
On 28 Mar IGL was trading at 203.12. The strike last trading price was 15.9, which was -2.1 lower than the previous day. The implied volatity was 45.89, the open interest changed by 16 which increased total open position to 26
On 27 Mar IGL was trading at 195.50. The strike last trading price was 18, 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 26 Mar IGL was trading at 195.06. The strike last trading price was 18, 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 25 Mar IGL was trading at 199.40. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 24 Mar IGL was trading at 203.47. The strike last trading price was 18, which was -4 lower than the previous day. The implied volatity was 51.67, the open interest changed by 1 which increased total open position to 9
On 21 Mar IGL was trading at 198.14. The strike last trading price was 22, which was 2.55 higher than the previous day. The implied volatity was 53.12, the open interest changed by 1 which increased total open position to 7
On 20 Mar IGL was trading at 197.60. The strike last trading price was 19.45, which was -5.55 lower than the previous day. The implied volatity was 38.87, the open interest changed by 0 which decreased total open position to 5
On 19 Mar IGL was trading at 193.29. The strike last trading price was 25, which was -2.5 lower than the previous day. The implied volatity was 49.82, the open interest changed by 0 which decreased total open position to 4
On 18 Mar IGL was trading at 190.53. The strike last trading price was 27.5, which was -25.45 lower than the previous day. The implied volatity was 55.31, the open interest changed by 3 which increased total open position to 3
On 27 Feb IGL was trading at 195.99. 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 26 Feb IGL was trading at 196.50. 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 25 Feb IGL was trading at 198.18. 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 24 Feb IGL was trading at 197.67. 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 21 Feb IGL was trading at 201.40. 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 20 Feb IGL was trading at 203.61. 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 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 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 -, 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 -, 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
