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[--[65.84.65.76]--]
IGL
Indraprastha Gas Ltd

175.53 -4.63 (-2.57%)

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Historical option data for IGL

09 Apr 2025 01:20 PM IST
IGL 24APR2025 185 CE
Delta: 0.33
Vega: 0.13
Theta: -0.23
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
9 Apr 175.31 3.8 -2.2 50.93 813 149 354
8 Apr 181.25 6 -4.3 48.36 1,243 113 207
7 Apr 187.82 10.4 -2.85 52.20 366 48 94
4 Apr 198.06 13.75 -7.6 - 91 -3 46
3 Apr 207.84 20.95 2.7 - 48 3 45
2 Apr 202.94 18.15 0.9 - 8 2 41
1 Apr 201.41 17.25 -1.8 - 25 -1 38
28 Mar 203.12 19.35 6.05 - 118 16 39
27 Mar 195.50 13.3 -0.2 24.62 1 0 23
26 Mar 195.06 13.5 -2.1 27.14 6 2 22
25 Mar 199.40 15.6 3 18.46 1 0 20
24 Mar 203.47 12.6 0 0.00 0 0 0
21 Mar 198.14 12.6 1 - 4 0 20
20 Mar 197.60 11.55 -0.05 0.00 0 0 0
19 Mar 193.29 11.55 3.4 20.01 3 0 20
18 Mar 190.53 8.15 0 0.00 0 -1 0
17 Mar 187.61 8.15 -1.85 22.96 1 0 21
13 Mar 184.88 10 0 0.00 0 0 0
12 Mar 188.32 10 0 0.00 0 0 0
11 Mar 187.16 10 1.4 29.36 8 0 21
10 Mar 183.02 8.5 -2.25 33.60 32 -8 21
7 Mar 188.49 10.75 -1.2 28.90 54 -8 29
6 Mar 188.09 11.7 2.5 32.03 573 24 39
5 Mar 182.32 8.85 0.35 34.09 119 2 12
4 Mar 180.59 8.5 -44.85 35.08 12 10 10
3 Mar 182.53 53.35 0 - 0 0 0
28 Feb 189.48 53.35 0 - 0 0 0
27 Feb 195.99 53.35 0 - 0 0 0
26 Feb 196.50 53.35 0 - 0 0 0
25 Feb 198.18 53.35 0 - 0 0 0
24 Feb 197.67 53.35 0 - 0 0 0
21 Feb 201.40 53.35 0 - 0 0 0
20 Feb 203.61 53.35 0 - 0 0 0
19 Feb 193.90 53.35 0 - 0 0 0
18 Feb 192.34 53.35 0 - 0 0 0
17 Feb 190.25 53.35 0 - 0 0 0
14 Feb 185.67 53.35 0 - 0 0 0
13 Feb 191.01 53.35 0 - 0 0 0
12 Feb 190.60 53.35 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 185 expiring on 24APR2025

Delta for 185 CE is 0.33

Historical price for 185 CE is as follows

On 9 Apr IGL was trading at 175.31. The strike last trading price was 3.8, which was -2.2 lower than the previous day. The implied volatity was 50.93, the open interest changed by 149 which increased total open position to 354


On 8 Apr IGL was trading at 181.25. The strike last trading price was 6, which was -4.3 lower than the previous day. The implied volatity was 48.36, the open interest changed by 113 which increased total open position to 207


On 7 Apr IGL was trading at 187.82. The strike last trading price was 10.4, which was -2.85 lower than the previous day. The implied volatity was 52.20, the open interest changed by 48 which increased total open position to 94


On 4 Apr IGL was trading at 198.06. The strike last trading price was 13.75, which was -7.6 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 46


On 3 Apr IGL was trading at 207.84. The strike last trading price was 20.95, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 45


On 2 Apr IGL was trading at 202.94. The strike last trading price was 18.15, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 41


On 1 Apr IGL was trading at 201.41. The strike last trading price was 17.25, which was -1.8 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 38


On 28 Mar IGL was trading at 203.12. The strike last trading price was 19.35, which was 6.05 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 39


On 27 Mar IGL was trading at 195.50. The strike last trading price was 13.3, which was -0.2 lower than the previous day. The implied volatity was 24.62, the open interest changed by 0 which decreased total open position to 23


On 26 Mar IGL was trading at 195.06. The strike last trading price was 13.5, which was -2.1 lower than the previous day. The implied volatity was 27.14, the open interest changed by 2 which increased total open position to 22


On 25 Mar IGL was trading at 199.40. The strike last trading price was 15.6, which was 3 higher than the previous day. The implied volatity was 18.46, the open interest changed by 0 which decreased total open position to 20


On 24 Mar IGL was trading at 203.47. The strike last trading price was 12.6, 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 21 Mar IGL was trading at 198.14. The strike last trading price was 12.6, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 20 Mar IGL was trading at 197.60. The strike last trading price was 11.55, which was -0.05 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 19 Mar IGL was trading at 193.29. The strike last trading price was 11.55, which was 3.4 higher than the previous day. The implied volatity was 20.01, the open interest changed by 0 which decreased total open position to 20


On 18 Mar IGL was trading at 190.53. The strike last trading price was 8.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 17 Mar IGL was trading at 187.61. The strike last trading price was 8.15, which was -1.85 lower than the previous day. The implied volatity was 22.96, the open interest changed by 0 which decreased total open position to 21


On 13 Mar IGL was trading at 184.88. The strike last trading price was 10, 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 10, 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 10, which was 1.4 higher than the previous day. The implied volatity was 29.36, the open interest changed by 0 which decreased total open position to 21


On 10 Mar IGL was trading at 183.02. The strike last trading price was 8.5, which was -2.25 lower than the previous day. The implied volatity was 33.60, the open interest changed by -8 which decreased total open position to 21


On 7 Mar IGL was trading at 188.49. The strike last trading price was 10.75, which was -1.2 lower than the previous day. The implied volatity was 28.90, the open interest changed by -8 which decreased total open position to 29


On 6 Mar IGL was trading at 188.09. The strike last trading price was 11.7, which was 2.5 higher than the previous day. The implied volatity was 32.03, the open interest changed by 24 which increased total open position to 39


On 5 Mar IGL was trading at 182.32. The strike last trading price was 8.85, which was 0.35 higher than the previous day. The implied volatity was 34.09, the open interest changed by 2 which increased total open position to 12


On 4 Mar IGL was trading at 180.59. The strike last trading price was 8.5, which was -44.85 lower than the previous day. The implied volatity was 35.08, the open interest changed by 10 which increased total open position to 10


On 3 Mar IGL was trading at 182.53. The strike last trading price was 53.35, 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 28 Feb IGL was trading at 189.48. The strike last trading price was 53.35, 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 27 Feb IGL was trading at 195.99. The strike last trading price was 53.35, 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 53.35, 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 53.35, 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 53.35, 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 53.35, 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 53.35, 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 53.35, 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 53.35, 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 53.35, 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 53.35, 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 53.35, 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 53.35, 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


IGL 24APR2025 185 PE
Delta: -0.64
Vega: 0.13
Theta: -0.21
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
9 Apr 175.31 13.35 2.25 56.39 148 -11 219
8 Apr 181.25 10.25 2.2 57.04 1,589 2 226
7 Apr 187.82 7.8 4.4 59.88 576 98 223
4 Apr 198.06 3.2 1.65 47.96 280 25 130
3 Apr 207.84 1.55 -0.8 46.13 114 30 107
2 Apr 202.94 2.35 -0.65 45.44 77 3 78
1 Apr 201.41 3 0.2 48.78 89 -5 76
28 Mar 203.12 2.75 -1.25 46.03 230 20 81
27 Mar 195.50 3.75 -0.8 40.23 50 7 63
26 Mar 195.06 4.55 0.25 43.62 16 3 55
25 Mar 199.40 4.4 0.7 47.16 36 16 52
24 Mar 203.47 3.7 -1.05 48.52 27 1 34
21 Mar 198.14 4.85 0.3 46.03 47 19 32
20 Mar 197.60 4.55 -1.15 43.05 13 10 13
19 Mar 193.29 5.7 -2.55 42.50 2 1 2
18 Mar 190.53 8.85 0.6 0.00 0 1 0
17 Mar 187.61 8.85 -12.65 46.67 3 1 1
13 Mar 184.88 21.5 0 1.17 0 0 0
12 Mar 188.32 21.5 0 2.58 0 0 0
11 Mar 187.16 21.5 0 2.42 0 0 0
10 Mar 183.02 21.5 0 0.18 0 0 0
7 Mar 188.49 21.5 0 2.71 0 0 0
6 Mar 188.09 21.5 0 2.73 0 0 0
5 Mar 182.32 21.5 0 - 0 0 0
4 Mar 180.59 21.5 0 - 0 0 0
3 Mar 182.53 21.5 0 0.20 0 0 0
28 Feb 189.48 21.5 0 3.53 0 0 0
27 Feb 195.99 21.5 0 5.59 0 0 0
26 Feb 196.50 21.5 0 5.69 0 0 0
25 Feb 198.18 21.5 0 5.69 0 0 0
24 Feb 197.67 21.5 0 6.12 0 0 0
21 Feb 201.40 21.5 0 6.91 0 0 0
20 Feb 203.61 21.5 0 7.67 0 0 0
19 Feb 193.90 21.5 0 4.65 0 0 0
18 Feb 192.34 21.5 0 3.87 0 0 0
17 Feb 190.25 21.5 0 3.39 0 0 0
14 Feb 185.67 0 0 2.20 0 0 0
13 Feb 191.01 0 0 3.59 0 0 0
12 Feb 190.60 0 0 3.41 0 0 0
11 Feb 192.35 0 0 4.09 0 0 0
10 Feb 195.68 0 0 5.07 0 0 0
7 Feb 198.90 0 0 6.09 0 0 0
6 Feb 202.33 0 0 7.01 0 0 0
5 Feb 204.82 0 0 7.65 0 0 0
4 Feb 194.12 0 0 4.47 0 0 0
3 Feb 191.67 0 0 3.73 0 0 0
1 Feb 194.21 0 0 4.69 0 0 0


For Indraprastha Gas Ltd - strike price 185 expiring on 24APR2025

Delta for 185 PE is -0.64

Historical price for 185 PE is as follows

On 9 Apr IGL was trading at 175.31. The strike last trading price was 13.35, which was 2.25 higher than the previous day. The implied volatity was 56.39, the open interest changed by -11 which decreased total open position to 219


On 8 Apr IGL was trading at 181.25. The strike last trading price was 10.25, which was 2.2 higher than the previous day. The implied volatity was 57.04, the open interest changed by 2 which increased total open position to 226


On 7 Apr IGL was trading at 187.82. The strike last trading price was 7.8, which was 4.4 higher than the previous day. The implied volatity was 59.88, the open interest changed by 98 which increased total open position to 223


On 4 Apr IGL was trading at 198.06. The strike last trading price was 3.2, which was 1.65 higher than the previous day. The implied volatity was 47.96, the open interest changed by 25 which increased total open position to 130


On 3 Apr IGL was trading at 207.84. The strike last trading price was 1.55, which was -0.8 lower than the previous day. The implied volatity was 46.13, the open interest changed by 30 which increased total open position to 107


On 2 Apr IGL was trading at 202.94. The strike last trading price was 2.35, which was -0.65 lower than the previous day. The implied volatity was 45.44, the open interest changed by 3 which increased total open position to 78


On 1 Apr IGL was trading at 201.41. The strike last trading price was 3, which was 0.2 higher than the previous day. The implied volatity was 48.78, the open interest changed by -5 which decreased total open position to 76


On 28 Mar IGL was trading at 203.12. The strike last trading price was 2.75, which was -1.25 lower than the previous day. The implied volatity was 46.03, the open interest changed by 20 which increased total open position to 81


On 27 Mar IGL was trading at 195.50. The strike last trading price was 3.75, which was -0.8 lower than the previous day. The implied volatity was 40.23, the open interest changed by 7 which increased total open position to 63


On 26 Mar IGL was trading at 195.06. The strike last trading price was 4.55, which was 0.25 higher than the previous day. The implied volatity was 43.62, the open interest changed by 3 which increased total open position to 55


On 25 Mar IGL was trading at 199.40. The strike last trading price was 4.4, which was 0.7 higher than the previous day. The implied volatity was 47.16, the open interest changed by 16 which increased total open position to 52


On 24 Mar IGL was trading at 203.47. The strike last trading price was 3.7, which was -1.05 lower than the previous day. The implied volatity was 48.52, the open interest changed by 1 which increased total open position to 34


On 21 Mar IGL was trading at 198.14. The strike last trading price was 4.85, which was 0.3 higher than the previous day. The implied volatity was 46.03, the open interest changed by 19 which increased total open position to 32


On 20 Mar IGL was trading at 197.60. The strike last trading price was 4.55, which was -1.15 lower than the previous day. The implied volatity was 43.05, the open interest changed by 10 which increased total open position to 13


On 19 Mar IGL was trading at 193.29. The strike last trading price was 5.7, which was -2.55 lower than the previous day. The implied volatity was 42.50, the open interest changed by 1 which increased total open position to 2


On 18 Mar IGL was trading at 190.53. The strike last trading price was 8.85, which was 0.6 higher than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 17 Mar IGL was trading at 187.61. The strike last trading price was 8.85, which was -12.65 lower than the previous day. The implied volatity was 46.67, the open interest changed by 1 which increased total open position to 1


On 13 Mar IGL was trading at 184.88. The strike last trading price was 21.5, which was 0 lower than the previous day. The implied volatity was 1.17, 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 21.5, which was 0 lower than the previous day. The implied volatity was 2.58, 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 21.5, which was 0 lower than the previous day. The implied volatity was 2.42, the open interest changed by 0 which decreased total open position to 0


On 10 Mar IGL was trading at 183.02. The strike last trading price was 21.5, which was 0 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0


On 7 Mar IGL was trading at 188.49. The strike last trading price was 21.5, which was 0 lower than the previous day. The implied volatity was 2.71, 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 21.5, which was 0 lower than the previous day. The implied volatity was 2.73, 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 21.5, 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 Mar IGL was trading at 180.59. The strike last trading price was 21.5, 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 Mar IGL was trading at 182.53. The strike last trading price was 21.5, which was 0 lower than the previous day. The implied volatity was 0.20, 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 21.5, which was 0 lower than the previous day. The implied volatity was 3.53, 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 21.5, which was 0 lower than the previous day. The implied volatity was 5.59, 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 21.5, which was 0 lower than the previous day. The implied volatity was 5.69, 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 21.5, which was 0 lower than the previous day. The implied volatity was 5.69, 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 21.5, which was 0 lower than the previous day. The implied volatity was 6.12, 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 21.5, which was 0 lower than the previous day. The implied volatity was 6.91, 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 21.5, which was 0 lower than the previous day. The implied volatity was 7.67, 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 21.5, which was 0 lower than the previous day. The implied volatity was 4.65, 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 21.5, which was 0 lower than the previous day. The implied volatity was 3.87, 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 21.5, which was 0 lower than the previous day. The implied volatity was 3.39, 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 0, which was 0 lower than the previous day. The implied volatity was 2.20, 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 3.59, 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 3.41, 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 4.09, 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 5.07, 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 6.09, 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 7.01, 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 7.65, 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 4.47, 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 3.73, 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 4.69, the open interest changed by 0 which decreased total open position to 0