IGL
Indraprastha Gas Ltd
Historical option data for IGL
13 Mar 2025 04:10 PM IST
| IGL 27MAR2025 225 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.02
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 184.88 | 0.15 | 0 | 48.24 | 6 | -1 | 155 | |||
| 12 Mar | 188.32 | 0.15 | 0 | 43.23 | 8 | -5 | 153 | |||
| 11 Mar | 187.16 | 0.15 | -0.05 | 42.41 | 15 | 9 | 166 | |||
| 10 Mar | 183.02 | 0.2 | -0.1 | 47.87 | 15 | 17 | 157 | |||
| 7 Mar | 188.49 | 0.3 | -0.05 | 41.79 | 28 | 8 | 140 | |||
| 6 Mar | 188.09 | 0.3 | 0 | 40.68 | 24 | -3 | 130 | |||
| 5 Mar | 182.32 | 0.3 | 0 | 46.03 | 21 | 9 | 131 | |||
| 4 Mar | 180.59 | 0.3 | 0 | 46.40 | 2 | 0 | 123 | |||
| 3 Mar | 182.53 | 0.3 | -0.25 | 43.12 | 56 | 27 | 122 | |||
| 28 Feb | 189.48 | 0.55 | -0.3 | 38.31 | 57 | 31 | 95 | |||
| 27 Feb | 195.99 | 0.9 | -0.15 | 36.10 | 85 | 3 | 64 | |||
| 26 Feb | 196.50 | 1 | 0.1 | 34.78 | 12 | 0 | 61 | |||
| 25 Feb | 198.18 | 1 | 0.1 | 34.78 | 12 | 0 | 61 | |||
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| 24 Feb | 197.67 | 0.9 | -0.35 | 31.72 | 19 | -4 | 62 | |||
| 21 Feb | 201.40 | 1.25 | -0.35 | 30.36 | 20 | 3 | 65 | |||
| 20 Feb | 203.61 | 1.6 | 0.6 | 29.59 | 40 | 14 | 62 | |||
| 17 Feb | 190.25 | 1 | -0.1 | 35.95 | 3 | 0 | 48 | |||
| 14 Feb | 185.67 | 1.1 | 0.15 | 37.60 | 8 | 3 | 48 | |||
| 13 Feb | 191.01 | 0.95 | -0.1 | 33.18 | 3 | 1 | 44 | |||
| 12 Feb | 190.60 | 1.05 | 0 | 33.87 | 3 | 0 | 44 | |||
| 11 Feb | 192.35 | 1.05 | -0.3 | 32.82 | 2 | 1 | 43 | |||
| 7 Feb | 198.90 | 1.75 | -1.45 | 29.03 | 1 | 0 | 42 | |||
| 5 Feb | 204.82 | 3.2 | 0.75 | 29.62 | 16 | 7 | 42 | |||
| 1 Feb | 194.21 | 2.45 | -1.05 | 35.36 | 14 | 7 | 35 | |||
For Indraprastha Gas Ltd - strike price 225 expiring on 27MAR2025
Delta for 225 CE is 0.02
Historical price for 225 CE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 48.24, the open interest changed by -1 which decreased total open position to 155
On 12 Mar IGL was trading at 188.32. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 43.23, the open interest changed by -5 which decreased total open position to 153
On 11 Mar IGL was trading at 187.16. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 42.41, the open interest changed by 9 which increased total open position to 166
On 10 Mar IGL was trading at 183.02. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 47.87, the open interest changed by 17 which increased total open position to 157
On 7 Mar IGL was trading at 188.49. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 41.79, the open interest changed by 8 which increased total open position to 140
On 6 Mar IGL was trading at 188.09. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 40.68, the open interest changed by -3 which decreased total open position to 130
On 5 Mar IGL was trading at 182.32. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 46.03, the open interest changed by 9 which increased total open position to 131
On 4 Mar IGL was trading at 180.59. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 46.40, the open interest changed by 0 which decreased total open position to 123
On 3 Mar IGL was trading at 182.53. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 43.12, the open interest changed by 27 which increased total open position to 122
On 28 Feb IGL was trading at 189.48. The strike last trading price was 0.55, which was -0.3 lower than the previous day. The implied volatity was 38.31, the open interest changed by 31 which increased total open position to 95
On 27 Feb IGL was trading at 195.99. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 36.10, the open interest changed by 3 which increased total open position to 64
On 26 Feb IGL was trading at 196.50. The strike last trading price was 1, which was 0.1 higher than the previous day. The implied volatity was 34.78, the open interest changed by 0 which decreased total open position to 61
On 25 Feb IGL was trading at 198.18. The strike last trading price was 1, which was 0.1 higher than the previous day. The implied volatity was 34.78, the open interest changed by 0 which decreased total open position to 61
On 24 Feb IGL was trading at 197.67. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 31.72, the open interest changed by -4 which decreased total open position to 62
On 21 Feb IGL was trading at 201.40. The strike last trading price was 1.25, which was -0.35 lower than the previous day. The implied volatity was 30.36, the open interest changed by 3 which increased total open position to 65
On 20 Feb IGL was trading at 203.61. The strike last trading price was 1.6, which was 0.6 higher than the previous day. The implied volatity was 29.59, the open interest changed by 14 which increased total open position to 62
On 17 Feb IGL was trading at 190.25. The strike last trading price was 1, which was -0.1 lower than the previous day. The implied volatity was 35.95, the open interest changed by 0 which decreased total open position to 48
On 14 Feb IGL was trading at 185.67. The strike last trading price was 1.1, which was 0.15 higher than the previous day. The implied volatity was 37.60, the open interest changed by 3 which increased total open position to 48
On 13 Feb IGL was trading at 191.01. The strike last trading price was 0.95, which was -0.1 lower than the previous day. The implied volatity was 33.18, the open interest changed by 1 which increased total open position to 44
On 12 Feb IGL was trading at 190.60. The strike last trading price was 1.05, which was 0 lower than the previous day. The implied volatity was 33.87, the open interest changed by 0 which decreased total open position to 44
On 11 Feb IGL was trading at 192.35. The strike last trading price was 1.05, which was -0.3 lower than the previous day. The implied volatity was 32.82, the open interest changed by 1 which increased total open position to 43
On 7 Feb IGL was trading at 198.90. The strike last trading price was 1.75, which was -1.45 lower than the previous day. The implied volatity was 29.03, the open interest changed by 0 which decreased total open position to 42
On 5 Feb IGL was trading at 204.82. The strike last trading price was 3.2, which was 0.75 higher than the previous day. The implied volatity was 29.62, the open interest changed by 7 which increased total open position to 42
On 1 Feb IGL was trading at 194.21. The strike last trading price was 2.45, which was -1.05 lower than the previous day. The implied volatity was 35.36, the open interest changed by 7 which increased total open position to 35
| IGL 27MAR2025 225 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 39.2 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 188.32 | 39.2 | 0 | 0.00 | 0 | -2 | 0 |
| 11 Mar | 187.16 | 39.2 | -1.6 | 80.73 | 6 | 2 | 42 |
| 10 Mar | 183.02 | 40.8 | 4.85 | - | 3 | 38 | 38 |
| 7 Mar | 188.49 | 35.95 | 0 | 0.00 | 0 | 1 | 0 |
| 6 Mar | 188.09 | 35.95 | 4.7 | 40.19 | 1 | 0 | 37 |
| 5 Mar | 182.32 | 31.25 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 180.59 | 31.25 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 182.53 | 31.25 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 189.48 | 31.25 | 0 | 0.00 | 0 | 17 | 0 |
| 27 Feb | 195.99 | 31.25 | 3.25 | 56.06 | 18 | 17 | 36 |
| 26 Feb | 196.50 | 28 | -2.5 | 37.80 | 1 | 1 | 18 |
| 25 Feb | 198.18 | 28 | -2.5 | 37.80 | 1 | 0 | 18 |
| 24 Feb | 197.67 | 30.5 | 2.9 | 60.00 | 6 | 5 | 17 |
| 21 Feb | 201.40 | 27.6 | 0 | 0.00 | 0 | 12 | 0 |
| 20 Feb | 203.61 | 27.6 | -43.5 | 60.46 | 12 | 9 | 9 |
| 17 Feb | 190.25 | 71.1 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 185.67 | 71.1 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 191.01 | 71.1 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 190.60 | 71.1 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 192.35 | 71.1 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 198.90 | 71.1 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 204.82 | 71.1 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 194.21 | 71.1 | 0 | - | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 225 expiring on 27MAR2025
Delta for 225 PE is 0.00
Historical price for 225 PE is as follows
On 13 Mar IGL was trading at 184.88. The strike last trading price was 39.2, 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 39.2, 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 39.2, which was -1.6 lower than the previous day. The implied volatity was 80.73, the open interest changed by 2 which increased total open position to 42
On 10 Mar IGL was trading at 183.02. The strike last trading price was 40.8, which was 4.85 higher than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 38
On 7 Mar IGL was trading at 188.49. The strike last trading price was 35.95, 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 6 Mar IGL was trading at 188.09. The strike last trading price was 35.95, which was 4.7 higher than the previous day. The implied volatity was 40.19, the open interest changed by 0 which decreased total open position to 37
On 5 Mar IGL was trading at 182.32. The strike last trading price was 31.25, 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 31.25, 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 31.25, 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 31.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 17 which increased total open position to 0
On 27 Feb IGL was trading at 195.99. The strike last trading price was 31.25, which was 3.25 higher than the previous day. The implied volatity was 56.06, the open interest changed by 17 which increased total open position to 36
On 26 Feb IGL was trading at 196.50. The strike last trading price was 28, which was -2.5 lower than the previous day. The implied volatity was 37.80, the open interest changed by 1 which increased total open position to 18
On 25 Feb IGL was trading at 198.18. The strike last trading price was 28, which was -2.5 lower than the previous day. The implied volatity was 37.80, the open interest changed by 0 which decreased total open position to 18
On 24 Feb IGL was trading at 197.67. The strike last trading price was 30.5, which was 2.9 higher than the previous day. The implied volatity was 60.00, the open interest changed by 5 which increased total open position to 17
On 21 Feb IGL was trading at 201.40. The strike last trading price was 27.6, 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 20 Feb IGL was trading at 203.61. The strike last trading price was 27.6, which was -43.5 lower than the previous day. The implied volatity was 60.46, the open interest changed by 9 which increased total open position to 9
On 17 Feb IGL was trading at 190.25. The strike last trading price was 71.1, 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 71.1, 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 71.1, 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 71.1, 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 71.1, 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 71.1, 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 71.1, 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 71.1, 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
