IGL
Indraprastha Gas Ltd
Historical option data for IGL
08 Apr 2025 01:50 PM IST
| IGL 24APR2025 220 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 0.06
Theta: -0.09
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 188.88 | 0.65 | -0.25 | 48.29 | 252 | 9 | 437 | |||
| 7 Apr | 187.82 | 0.95 | -0.15 | 52.61 | 414 | -3 | 428 | |||
| 4 Apr | 198.06 | 1.15 | -1.5 | 36.78 | 715 | 76 | 430 | |||
| 3 Apr | 207.84 | 2.65 | 0.75 | 34.09 | 626 | 48 | 360 | |||
| 2 Apr | 202.94 | 1.85 | 0.1 | 35.48 | 240 | 60 | 313 | |||
| 1 Apr | 201.41 | 1.6 | -0.95 | 33.22 | 342 | -42 | 257 | |||
| 28 Mar | 203.12 | 2.85 | 1.35 | 35.63 | 761 | 33 | 299 | |||
| 27 Mar | 195.50 | 1.55 | 0.1 | 37.17 | 176 | 43 | 273 | |||
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| 26 Mar | 195.06 | 1.4 | -0.65 | 35.56 | 447 | 64 | 230 | |||
| 25 Mar | 199.40 | 2 | -0.9 | 35.05 | 349 | 28 | 166 | |||
| 24 Mar | 203.47 | 2.85 | 1.15 | 33.49 | 568 | 72 | 138 | |||
| 21 Mar | 198.14 | 1.75 | -0.2 | 31.89 | 68 | 38 | 65 | |||
| 20 Mar | 197.60 | 1.9 | 0.65 | 33.07 | 38 | 24 | 26 | |||
| 19 Mar | 193.29 | 1.25 | -21.35 | 32.35 | 3 | 2 | 2 | |||
| 27 Feb | 195.99 | 22.6 | 0 | 7.40 | 0 | 0 | 0 | |||
| 26 Feb | 196.50 | 22.6 | 0 | 7.05 | 0 | 0 | 0 | |||
| 25 Feb | 198.18 | 22.6 | 0 | 7.05 | 0 | 0 | 0 | |||
| 24 Feb | 197.67 | 22.6 | 0 | 6.49 | 0 | 0 | 0 | |||
| 21 Feb | 201.40 | 22.6 | 0 | 5.28 | 0 | 0 | 0 | |||
| 20 Feb | 203.61 | 22.6 | 0 | 4.64 | 0 | 0 | 0 | |||
| 10 Feb | 195.68 | 22.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Feb | 198.90 | 22.6 | 0 | 5.12 | 0 | 0 | 0 | |||
| 6 Feb | 202.33 | 22.6 | 0 | 4.07 | 0 | 0 | 0 | |||
| 5 Feb | 204.82 | 22.6 | 0 | 2.99 | 0 | 0 | 0 | |||
For Indraprastha Gas Ltd - strike price 220 expiring on 24APR2025
Delta for 220 CE is 0.08
Historical price for 220 CE is as follows
On 8 Apr IGL was trading at 188.88. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 48.29, the open interest changed by 9 which increased total open position to 437
On 7 Apr IGL was trading at 187.82. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 52.61, the open interest changed by -3 which decreased total open position to 428
On 4 Apr IGL was trading at 198.06. The strike last trading price was 1.15, which was -1.5 lower than the previous day. The implied volatity was 36.78, the open interest changed by 76 which increased total open position to 430
On 3 Apr IGL was trading at 207.84. The strike last trading price was 2.65, which was 0.75 higher than the previous day. The implied volatity was 34.09, the open interest changed by 48 which increased total open position to 360
On 2 Apr IGL was trading at 202.94. The strike last trading price was 1.85, which was 0.1 higher than the previous day. The implied volatity was 35.48, the open interest changed by 60 which increased total open position to 313
On 1 Apr IGL was trading at 201.41. The strike last trading price was 1.6, which was -0.95 lower than the previous day. The implied volatity was 33.22, the open interest changed by -42 which decreased total open position to 257
On 28 Mar IGL was trading at 203.12. The strike last trading price was 2.85, which was 1.35 higher than the previous day. The implied volatity was 35.63, the open interest changed by 33 which increased total open position to 299
On 27 Mar IGL was trading at 195.50. The strike last trading price was 1.55, which was 0.1 higher than the previous day. The implied volatity was 37.17, the open interest changed by 43 which increased total open position to 273
On 26 Mar IGL was trading at 195.06. The strike last trading price was 1.4, which was -0.65 lower than the previous day. The implied volatity was 35.56, the open interest changed by 64 which increased total open position to 230
On 25 Mar IGL was trading at 199.40. The strike last trading price was 2, which was -0.9 lower than the previous day. The implied volatity was 35.05, the open interest changed by 28 which increased total open position to 166
On 24 Mar IGL was trading at 203.47. The strike last trading price was 2.85, which was 1.15 higher than the previous day. The implied volatity was 33.49, the open interest changed by 72 which increased total open position to 138
On 21 Mar IGL was trading at 198.14. The strike last trading price was 1.75, which was -0.2 lower than the previous day. The implied volatity was 31.89, the open interest changed by 38 which increased total open position to 65
On 20 Mar IGL was trading at 197.60. The strike last trading price was 1.9, which was 0.65 higher than the previous day. The implied volatity was 33.07, the open interest changed by 24 which increased total open position to 26
On 19 Mar IGL was trading at 193.29. The strike last trading price was 1.25, which was -21.35 lower than the previous day. The implied volatity was 32.35, the open interest changed by 2 which increased total open position to 2
On 27 Feb IGL was trading at 195.99. The strike last trading price was 22.6, which was 0 lower than the previous day. The implied volatity was 7.40, 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 22.6, which was 0 lower than the previous day. The implied volatity was 7.05, 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 22.6, which was 0 lower than the previous day. The implied volatity was 7.05, 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 22.6, which was 0 lower than the previous day. The implied volatity was 6.49, 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 22.6, which was 0 lower than the previous day. The implied volatity was 5.28, 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 22.6, 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 10 Feb IGL was trading at 195.68. The strike last trading price was 22.6, 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 7 Feb IGL was trading at 198.90. The strike last trading price was 22.6, which was 0 lower than the previous day. The implied volatity was 5.12, 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 22.6, which was 0 lower than the previous day. The implied volatity was 4.07, 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 22.6, which was 0 lower than the previous day. The implied volatity was 2.99, the open interest changed by 0 which decreased total open position to 0
| IGL 24APR2025 220 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 0.12
Theta: -0.26
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 188.88 | 34.2 | -0.3 | 83.72 | 3 | -1 | 24 |
| 7 Apr | 187.82 | 34.5 | 8.2 | 78.85 | 1 | 0 | 25 |
| 4 Apr | 198.06 | 26.25 | 8.8 | 70.70 | 11 | -4 | 25 |
| 3 Apr | 207.84 | 17.9 | -2.6 | 55.04 | 37 | 2 | 29 |
| 2 Apr | 202.94 | 20.7 | -2.3 | 51.02 | 21 | 1 | 27 |
| 1 Apr | 201.41 | 23.05 | 2 | 62.11 | 15 | -3 | 32 |
| 28 Mar | 203.12 | 20.55 | -4.75 | 51.79 | 61 | 21 | 35 |
| 27 Mar | 195.50 | 24.8 | -1.4 | 40.86 | 4 | 2 | 14 |
| 26 Mar | 195.06 | 26.2 | 2.8 | 48.26 | 4 | 3 | 11 |
| 25 Mar | 199.40 | 23.4 | 1.1 | 46.65 | 1 | 0 | 7 |
| 24 Mar | 203.47 | 22.3 | -5.2 | 55.91 | 6 | 3 | 6 |
| 21 Mar | 198.14 | 27.5 | -2 | 61.84 | 1 | 0 | 2 |
| 20 Mar | 197.60 | 29.5 | 0 | 0.00 | 0 | 2 | 0 |
| 19 Mar | 193.29 | 29.5 | -30.1 | 53.30 | 2 | 1 | 1 |
| 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 |
| 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 |
For Indraprastha Gas Ltd - strike price 220 expiring on 24APR2025
Delta for 220 PE is -0.78
Historical price for 220 PE is as follows
On 8 Apr IGL was trading at 188.88. The strike last trading price was 34.2, which was -0.3 lower than the previous day. The implied volatity was 83.72, the open interest changed by -1 which decreased total open position to 24
On 7 Apr IGL was trading at 187.82. The strike last trading price was 34.5, which was 8.2 higher than the previous day. The implied volatity was 78.85, the open interest changed by 0 which decreased total open position to 25
On 4 Apr IGL was trading at 198.06. The strike last trading price was 26.25, which was 8.8 higher than the previous day. The implied volatity was 70.70, the open interest changed by -4 which decreased total open position to 25
On 3 Apr IGL was trading at 207.84. The strike last trading price was 17.9, which was -2.6 lower than the previous day. The implied volatity was 55.04, the open interest changed by 2 which increased total open position to 29
On 2 Apr IGL was trading at 202.94. The strike last trading price was 20.7, which was -2.3 lower than the previous day. The implied volatity was 51.02, the open interest changed by 1 which increased total open position to 27
On 1 Apr IGL was trading at 201.41. The strike last trading price was 23.05, which was 2 higher than the previous day. The implied volatity was 62.11, the open interest changed by -3 which decreased total open position to 32
On 28 Mar IGL was trading at 203.12. The strike last trading price was 20.55, which was -4.75 lower than the previous day. The implied volatity was 51.79, the open interest changed by 21 which increased total open position to 35
On 27 Mar IGL was trading at 195.50. The strike last trading price was 24.8, which was -1.4 lower than the previous day. The implied volatity was 40.86, the open interest changed by 2 which increased total open position to 14
On 26 Mar IGL was trading at 195.06. The strike last trading price was 26.2, which was 2.8 higher than the previous day. The implied volatity was 48.26, the open interest changed by 3 which increased total open position to 11
On 25 Mar IGL was trading at 199.40. The strike last trading price was 23.4, which was 1.1 higher than the previous day. The implied volatity was 46.65, the open interest changed by 0 which decreased total open position to 7
On 24 Mar IGL was trading at 203.47. The strike last trading price was 22.3, which was -5.2 lower than the previous day. The implied volatity was 55.91, the open interest changed by 3 which increased total open position to 6
On 21 Mar IGL was trading at 198.14. The strike last trading price was 27.5, which was -2 lower than the previous day. The implied volatity was 61.84, the open interest changed by 0 which decreased total open position to 2
On 20 Mar IGL was trading at 197.60. The strike last trading price was 29.5, 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 19 Mar IGL was trading at 193.29. The strike last trading price was 29.5, which was -30.1 lower than the previous day. The implied volatity was 53.30, the open interest changed by 1 which increased total open position to 1
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 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
