IGL
Indraprastha Gas Ltd
Historical option data for IGL
13 Mar 2025 04:10 PM IST
| IGL 27MAR2025 215 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.03
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 184.88 | 0.25 | -0.15 | 42.15 | 38 | -2 | 107 | |||
| 12 Mar | 188.32 | 0.35 | 0 | 39.45 | 20 | -6 | 105 | |||
| 11 Mar | 187.16 | 0.35 | 0 | 38.89 | 74 | 1 | 103 | |||
| 10 Mar | 183.02 | 0.35 | -0.2 | 43.09 | 29 | 8 | 103 | |||
| 7 Mar | 188.49 | 0.55 | -0.15 | 37.40 | 26 | 5 | 95 | |||
| 6 Mar | 188.09 | 0.7 | 0.2 | 38.56 | 64 | -7 | 91 | |||
| 5 Mar | 182.32 | 0.5 | 0 | 41.79 | 46 | -12 | 99 | |||
| 4 Mar | 180.59 | 0.45 | -0.2 | 41.63 | 68 | 27 | 107 | |||
| 3 Mar | 182.53 | 0.65 | -0.65 | 41.67 | 64 | 12 | 80 | |||
| 28 Feb | 189.48 | 1.3 | -0.75 | 37.62 | 83 | 35 | 69 | |||
| 27 Feb | 195.99 | 1.95 | -0.1 | 34.70 | 21 | 6 | 34 | |||
| 26 Feb | 196.50 | 2.05 | 0 | 32.85 | 34 | 3 | 28 | |||
| 25 Feb | 198.18 | 2.05 | 0 | 32.85 | 34 | 3 | 28 | |||
| 24 Feb | 197.67 | 2.05 | -0.55 | 30.36 | 33 | 11 | 25 | |||
| 21 Feb | 201.40 | 2.5 | -0.8 | 27.88 | 29 | 13 | 14 | |||
| 20 Feb | 203.61 | 3.3 | -22.25 | 27.79 | 1 | 0 | 0 | |||
| 19 Feb | 193.90 | 25.55 | 0 | 9.05 | 0 | 0 | 0 | |||
| 18 Feb | 192.34 | 25.55 | 0 | 9.86 | 0 | 0 | 0 | |||
| 17 Feb | 190.25 | 25.55 | 0 | 10.27 | 0 | 0 | 0 | |||
| 14 Feb | 185.67 | 25.55 | 0 | 11.91 | 0 | 0 | 0 | |||
| 13 Feb | 191.01 | 25.55 | 0 | 9.50 | 0 | 0 | 0 | |||
| 12 Feb | 190.60 | 25.55 | 0 | 9.57 | 0 | 0 | 0 | |||
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| 11 Feb | 192.35 | 25.55 | 0 | 9.32 | 0 | 0 | 0 | |||
| 7 Feb | 198.90 | 25.55 | 0 | 5.00 | 0 | 0 | 0 | |||
| 6 Feb | 202.33 | 25.55 | 0 | 3.99 | 0 | 0 | 0 | |||
| 5 Feb | 204.82 | 25.55 | 0 | 3.09 | 0 | 0 | 0 | |||
For Indraprastha Gas Ltd - strike price 215 expiring on 27MAR2025
Delta for 215 CE is 0.04
Historical price for 215 CE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 42.15, the open interest changed by -2 which decreased total open position to 107
On 12 Mar IGL was trading at 188.32. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 39.45, the open interest changed by -6 which decreased total open position to 105
On 11 Mar IGL was trading at 187.16. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 38.89, the open interest changed by 1 which increased total open position to 103
On 10 Mar IGL was trading at 183.02. The strike last trading price was 0.35, which was -0.2 lower than the previous day. The implied volatity was 43.09, the open interest changed by 8 which increased total open position to 103
On 7 Mar IGL was trading at 188.49. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 37.40, the open interest changed by 5 which increased total open position to 95
On 6 Mar IGL was trading at 188.09. The strike last trading price was 0.7, which was 0.2 higher than the previous day. The implied volatity was 38.56, the open interest changed by -7 which decreased total open position to 91
On 5 Mar IGL was trading at 182.32. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 41.79, the open interest changed by -12 which decreased total open position to 99
On 4 Mar IGL was trading at 180.59. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 41.63, the open interest changed by 27 which increased total open position to 107
On 3 Mar IGL was trading at 182.53. The strike last trading price was 0.65, which was -0.65 lower than the previous day. The implied volatity was 41.67, the open interest changed by 12 which increased total open position to 80
On 28 Feb IGL was trading at 189.48. The strike last trading price was 1.3, which was -0.75 lower than the previous day. The implied volatity was 37.62, the open interest changed by 35 which increased total open position to 69
On 27 Feb IGL was trading at 195.99. The strike last trading price was 1.95, which was -0.1 lower than the previous day. The implied volatity was 34.70, the open interest changed by 6 which increased total open position to 34
On 26 Feb IGL was trading at 196.50. The strike last trading price was 2.05, which was 0 lower than the previous day. The implied volatity was 32.85, the open interest changed by 3 which increased total open position to 28
On 25 Feb IGL was trading at 198.18. The strike last trading price was 2.05, which was 0 lower than the previous day. The implied volatity was 32.85, the open interest changed by 3 which increased total open position to 28
On 24 Feb IGL was trading at 197.67. The strike last trading price was 2.05, which was -0.55 lower than the previous day. The implied volatity was 30.36, the open interest changed by 11 which increased total open position to 25
On 21 Feb IGL was trading at 201.40. The strike last trading price was 2.5, which was -0.8 lower than the previous day. The implied volatity was 27.88, the open interest changed by 13 which increased total open position to 14
On 20 Feb IGL was trading at 203.61. The strike last trading price was 3.3, which was -22.25 lower than the previous day. The implied volatity was 27.79, 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 25.55, which was 0 lower than the previous day. The implied volatity was 9.05, 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 25.55, which was 0 lower than the previous day. The implied volatity was 9.86, 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 25.55, which was 0 lower than the previous day. The implied volatity was 10.27, 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 25.55, which was 0 lower than the previous day. The implied volatity was 11.91, 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 25.55, which was 0 lower than the previous day. The implied volatity was 9.50, 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 25.55, which was 0 lower than the previous day. The implied volatity was 9.57, 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 25.55, which was 0 lower than the previous day. The implied volatity was 9.32, 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 25.55, which was 0 lower than the previous day. The implied volatity was 5.00, 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 25.55, which was 0 lower than the previous day. The implied volatity was 3.99, 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 25.55, which was 0 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0
| IGL 27MAR2025 215 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 |
| 13 Mar | 184.88 | 30.4 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 188.32 | 30.4 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 187.16 | 30.4 | 0 | 0.00 | 0 | 2 | 0 |
| 10 Mar | 183.02 | 30.4 | 9.4 | - | 12 | 10 | 10 |
| 7 Mar | 188.49 | 21 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 188.09 | 21 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 182.32 | 21 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 180.59 | 21 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 182.53 | 21 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 189.48 | 21 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Feb | 195.99 | 21 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Feb | 196.50 | 21 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Feb | 198.18 | 21 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Feb | 197.67 | 21 | 0 | 0.00 | 0 | 2 | 0 |
| 21 Feb | 201.40 | 21 | 1 | 55.49 | 2 | 0 | 6 |
| 20 Feb | 203.61 | 20 | -37.3 | 55.86 | 6 | 3 | 3 |
| 19 Feb | 193.90 | 57.3 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 192.34 | 57.3 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 190.25 | 57.3 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 185.67 | 57.3 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 191.01 | 57.3 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 190.60 | 57.3 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 192.35 | 57.3 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 198.90 | 57.3 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 202.33 | 57.3 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 204.82 | 57.3 | 0 | - | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 215 expiring on 27MAR2025
Delta for 215 PE is 0.00
Historical price for 215 PE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 30.4, 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 Mar IGL was trading at 188.32. The strike last trading price was 30.4, 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 Mar IGL was trading at 187.16. The strike last trading price was 30.4, 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 10 Mar IGL was trading at 183.02. The strike last trading price was 30.4, which was 9.4 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 7 Mar IGL was trading at 188.49. The strike last trading price was 21, 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 Mar IGL was trading at 188.09. The strike last trading price was 21, 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 5 Mar IGL was trading at 182.32. The strike last trading price was 21, 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 4 Mar IGL was trading at 180.59. The strike last trading price was 21, 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 3 Mar IGL was trading at 182.53. The strike last trading price was 21, 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 28 Feb IGL was trading at 189.48. The strike last trading price was 21, 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 27 Feb IGL was trading at 195.99. The strike last trading price was 21, 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 Feb IGL was trading at 196.50. The strike last trading price was 21, 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 Feb IGL was trading at 198.18. The strike last trading price was 21, 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 24 Feb IGL was trading at 197.67. The strike last trading price was 21, 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 21 Feb IGL was trading at 201.40. The strike last trading price was 21, which was 1 higher than the previous day. The implied volatity was 55.49, the open interest changed by 0 which decreased total open position to 6
On 20 Feb IGL was trading at 203.61. The strike last trading price was 20, which was -37.3 lower than the previous day. The implied volatity was 55.86, the open interest changed by 3 which increased total open position to 3
On 19 Feb IGL was trading at 193.90. The strike last trading price was 57.3, 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 57.3, 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 57.3, 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 57.3, 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 57.3, 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 57.3, 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 57.3, 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 57.3, 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 57.3, 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 57.3, 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
