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

188.75 0.93 (0.50%)

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Historical option data for IGL

08 Apr 2025 01:50 PM IST
IGL 24APR2025 195 CE
Delta: 0.40
Vega: 0.15
Theta: -0.23
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
8 Apr 188.88 4.6 -1.05 43.42 808 37 297
7 Apr 187.82 5.8 -1.4 51.85 741 95 260
4 Apr 198.06 7.7 -6 28.00 324 25 165
3 Apr 207.84 13.15 2.05 - 125 -3 138
2 Apr 202.94 10.95 1.4 29.87 175 3 140
1 Apr 201.41 9.6 -2.6 21.92 153 -5 136
28 Mar 203.12 12.95 4.5 30.76 975 -1 141
27 Mar 195.50 8.8 0.95 35.96 168 23 141
26 Mar 195.06 8 -1.3 32.12 156 35 116
25 Mar 199.40 9.05 -3.1 26.62 63 0 82
24 Mar 203.47 12.15 3.95 25.16 87 7 85
21 Mar 198.14 8.2 -0.55 22.53 106 39 77
20 Mar 197.60 8.6 1.7 26.09 64 10 38
19 Mar 193.29 6.9 1.3 27.68 12 2 29
18 Mar 190.53 5.6 0.15 26.47 3 1 27
17 Mar 187.61 5.45 -0.9 31.36 3 0 26
13 Mar 184.88 6.35 0 0.00 0 0 0
12 Mar 188.32 6.35 0 0.00 0 0 0
11 Mar 187.16 6.35 0 0.00 0 0 0
10 Mar 183.02 6.35 0 0.00 0 26 0
7 Mar 188.49 6.35 -36.15 30.50 79 26 26
6 Mar 188.09 42.5 0 2.12 0 0 0
5 Mar 182.32 42.5 0 4.48 0 0 0
4 Mar 180.59 42.5 0 5.08 0 0 0
3 Mar 182.53 42.5 0 4.07 0 0 0
28 Feb 189.48 42.5 0 1.13 0 0 0
27 Feb 195.99 42.5 0 - 0 0 0
26 Feb 196.50 42.5 0 - 0 0 0
25 Feb 198.18 42.5 0 - 0 0 0
24 Feb 197.67 42.5 0 - 0 0 0
21 Feb 201.40 42.5 0 - 0 0 0
20 Feb 203.61 42.5 0 - 0 0 0
19 Feb 193.90 42.5 0 - 0 0 0
18 Feb 192.34 42.5 0 - 0 0 0
17 Feb 190.25 42.5 0 0.48 0 0 0
14 Feb 185.67 42.5 0 2.50 0 0 0
13 Feb 191.01 42.5 0 0.06 0 0 0
12 Feb 190.60 42.5 0 0.29 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 195 expiring on 24APR2025

Delta for 195 CE is 0.40

Historical price for 195 CE is as follows

On 8 Apr IGL was trading at 188.88. The strike last trading price was 4.6, which was -1.05 lower than the previous day. The implied volatity was 43.42, the open interest changed by 37 which increased total open position to 297


On 7 Apr IGL was trading at 187.82. The strike last trading price was 5.8, which was -1.4 lower than the previous day. The implied volatity was 51.85, the open interest changed by 95 which increased total open position to 260


On 4 Apr IGL was trading at 198.06. The strike last trading price was 7.7, which was -6 lower than the previous day. The implied volatity was 28.00, the open interest changed by 25 which increased total open position to 165


On 3 Apr IGL was trading at 207.84. The strike last trading price was 13.15, which was 2.05 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 138


On 2 Apr IGL was trading at 202.94. The strike last trading price was 10.95, which was 1.4 higher than the previous day. The implied volatity was 29.87, the open interest changed by 3 which increased total open position to 140


On 1 Apr IGL was trading at 201.41. The strike last trading price was 9.6, which was -2.6 lower than the previous day. The implied volatity was 21.92, the open interest changed by -5 which decreased total open position to 136


On 28 Mar IGL was trading at 203.12. The strike last trading price was 12.95, which was 4.5 higher than the previous day. The implied volatity was 30.76, the open interest changed by -1 which decreased total open position to 141


On 27 Mar IGL was trading at 195.50. The strike last trading price was 8.8, which was 0.95 higher than the previous day. The implied volatity was 35.96, the open interest changed by 23 which increased total open position to 141


On 26 Mar IGL was trading at 195.06. The strike last trading price was 8, which was -1.3 lower than the previous day. The implied volatity was 32.12, the open interest changed by 35 which increased total open position to 116


On 25 Mar IGL was trading at 199.40. The strike last trading price was 9.05, which was -3.1 lower than the previous day. The implied volatity was 26.62, the open interest changed by 0 which decreased total open position to 82


On 24 Mar IGL was trading at 203.47. The strike last trading price was 12.15, which was 3.95 higher than the previous day. The implied volatity was 25.16, the open interest changed by 7 which increased total open position to 85


On 21 Mar IGL was trading at 198.14. The strike last trading price was 8.2, which was -0.55 lower than the previous day. The implied volatity was 22.53, the open interest changed by 39 which increased total open position to 77


On 20 Mar IGL was trading at 197.60. The strike last trading price was 8.6, which was 1.7 higher than the previous day. The implied volatity was 26.09, the open interest changed by 10 which increased total open position to 38


On 19 Mar IGL was trading at 193.29. The strike last trading price was 6.9, which was 1.3 higher than the previous day. The implied volatity was 27.68, the open interest changed by 2 which increased total open position to 29


On 18 Mar IGL was trading at 190.53. The strike last trading price was 5.6, which was 0.15 higher than the previous day. The implied volatity was 26.47, the open interest changed by 1 which increased total open position to 27


On 17 Mar IGL was trading at 187.61. The strike last trading price was 5.45, which was -0.9 lower than the previous day. The implied volatity was 31.36, the open interest changed by 0 which decreased total open position to 26


On 13 Mar IGL was trading at 184.88. The strike last trading price was 6.35, 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 6.35, 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 6.35, 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 10 Mar IGL was trading at 183.02. The strike last trading price was 6.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 26 which increased total open position to 0


On 7 Mar IGL was trading at 188.49. The strike last trading price was 6.35, which was -36.15 lower than the previous day. The implied volatity was 30.50, the open interest changed by 26 which increased total open position to 26


On 6 Mar IGL was trading at 188.09. The strike last trading price was 42.5, which was 0 lower than the previous day. The implied volatity was 2.12, 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 42.5, which was 0 lower than the previous day. The implied volatity was 4.48, 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 42.5, which was 0 lower than the previous day. The implied volatity was 5.08, 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 42.5, 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 28 Feb IGL was trading at 189.48. The strike last trading price was 42.5, which was 0 lower than the previous day. The implied volatity was 1.13, 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 42.5, 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 26 Feb IGL was trading at 196.50. The strike last trading price was 42.5, 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 25 Feb IGL was trading at 198.18. The strike last trading price was 42.5, 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 24 Feb IGL was trading at 197.67. The strike last trading price was 42.5, 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 21 Feb IGL was trading at 201.40. The strike last trading price was 42.5, 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 20 Feb IGL was trading at 203.61. The strike last trading price was 42.5, 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 19 Feb IGL was trading at 193.90. The strike last trading price was 42.5, 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 18 Feb IGL was trading at 192.34. The strike last trading price was 42.5, 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 17 Feb IGL was trading at 190.25. The strike last trading price was 42.5, which was 0 lower than the previous day. The implied volatity was 0.48, 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 42.5, which was 0 lower than the previous day. The implied volatity was 2.50, 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 42.5, which was 0 lower than the previous day. The implied volatity was 0.06, 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 42.5, which was 0 lower than the previous day. The implied volatity was 0.29, 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 195 PE
Delta: -0.57
Vega: 0.16
Theta: -0.24
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
8 Apr 188.88 11.9 -1.4 55.97 123 -12 201
7 Apr 187.82 13 5.5 58.52 567 13 374
4 Apr 198.06 7.15 3.6 50.42 822 104 354
3 Apr 207.84 3.95 -0.9 47.48 499 -5 244
2 Apr 202.94 4.95 -1.3 43.88 307 20 248
1 Apr 201.41 6.3 0.65 49.76 329 14 227
28 Mar 203.12 5.05 -2.5 43.07 800 5 213
27 Mar 195.50 7.55 -1.25 39.73 103 16 208
26 Mar 195.06 8.95 0.9 45.15 126 27 191
25 Mar 199.40 8.3 1.6 48.12 100 62 165
24 Mar 203.47 6.7 -2.3 47.74 108 9 103
21 Mar 198.14 8.95 0.05 47.27 98 75 96
20 Mar 197.60 8.85 -21.45 44.87 31 20 20
19 Mar 193.29 30.3 0 0.29 0 0 0
18 Mar 190.53 30.3 0 - 0 0 0
17 Mar 187.61 30.3 0 - 0 0 0
13 Mar 184.88 30.3 0 - 0 0 0
12 Mar 188.32 30.3 0 - 0 0 0
11 Mar 187.16 30.3 0 - 0 0 0
10 Mar 183.02 30.3 0 - 0 0 0
7 Mar 188.49 30.3 0 - 0 0 0
6 Mar 188.09 30.3 0 - 0 0 0
5 Mar 182.32 30.3 0 - 0 0 0
4 Mar 180.59 30.3 0 - 0 0 0
3 Mar 182.53 30.3 0 - 0 0 0
28 Feb 189.48 30.3 0 - 0 0 0
27 Feb 195.99 30.3 0 1.85 0 0 0
26 Feb 196.50 30.3 0 2.06 0 0 0
25 Feb 198.18 30.3 0 2.06 0 0 0
24 Feb 197.67 30.3 0 2.94 0 0 0
21 Feb 201.40 30.3 0 3.72 0 0 0
20 Feb 203.61 30.3 0 4.48 0 0 0
19 Feb 193.90 30.3 0 1.01 0 0 0
18 Feb 192.34 30.3 0 0.33 0 0 0
17 Feb 190.25 30.3 0 - 0 0 0
14 Feb 185.67 30.3 0 - 0 0 0
13 Feb 191.01 30.3 0 - 0 0 0
12 Feb 190.60 30.3 0 - 0 0 0
11 Feb 192.35 30.3 0 - 0 0 0
10 Feb 195.68 30.3 0 1.64 0 0 0
7 Feb 198.90 0 0 2.82 0 0 0
6 Feb 202.33 0 0 3.85 0 0 0
5 Feb 204.82 0 0 4.58 0 0 0
4 Feb 194.12 0 0 1.22 0 0 0
3 Feb 191.67 0 0 0.41 0 0 0
1 Feb 194.21 0 0 1.56 0 0 0


For Indraprastha Gas Ltd - strike price 195 expiring on 24APR2025

Delta for 195 PE is -0.57

Historical price for 195 PE is as follows

On 8 Apr IGL was trading at 188.88. The strike last trading price was 11.9, which was -1.4 lower than the previous day. The implied volatity was 55.97, the open interest changed by -12 which decreased total open position to 201


On 7 Apr IGL was trading at 187.82. The strike last trading price was 13, which was 5.5 higher than the previous day. The implied volatity was 58.52, the open interest changed by 13 which increased total open position to 374


On 4 Apr IGL was trading at 198.06. The strike last trading price was 7.15, which was 3.6 higher than the previous day. The implied volatity was 50.42, the open interest changed by 104 which increased total open position to 354


On 3 Apr IGL was trading at 207.84. The strike last trading price was 3.95, which was -0.9 lower than the previous day. The implied volatity was 47.48, the open interest changed by -5 which decreased total open position to 244


On 2 Apr IGL was trading at 202.94. The strike last trading price was 4.95, which was -1.3 lower than the previous day. The implied volatity was 43.88, the open interest changed by 20 which increased total open position to 248


On 1 Apr IGL was trading at 201.41. The strike last trading price was 6.3, which was 0.65 higher than the previous day. The implied volatity was 49.76, the open interest changed by 14 which increased total open position to 227


On 28 Mar IGL was trading at 203.12. The strike last trading price was 5.05, which was -2.5 lower than the previous day. The implied volatity was 43.07, the open interest changed by 5 which increased total open position to 213


On 27 Mar IGL was trading at 195.50. The strike last trading price was 7.55, which was -1.25 lower than the previous day. The implied volatity was 39.73, the open interest changed by 16 which increased total open position to 208


On 26 Mar IGL was trading at 195.06. The strike last trading price was 8.95, which was 0.9 higher than the previous day. The implied volatity was 45.15, the open interest changed by 27 which increased total open position to 191


On 25 Mar IGL was trading at 199.40. The strike last trading price was 8.3, which was 1.6 higher than the previous day. The implied volatity was 48.12, the open interest changed by 62 which increased total open position to 165


On 24 Mar IGL was trading at 203.47. The strike last trading price was 6.7, which was -2.3 lower than the previous day. The implied volatity was 47.74, the open interest changed by 9 which increased total open position to 103


On 21 Mar IGL was trading at 198.14. The strike last trading price was 8.95, which was 0.05 higher than the previous day. The implied volatity was 47.27, the open interest changed by 75 which increased total open position to 96


On 20 Mar IGL was trading at 197.60. The strike last trading price was 8.85, which was -21.45 lower than the previous day. The implied volatity was 44.87, the open interest changed by 20 which increased total open position to 20


On 19 Mar IGL was trading at 193.29. The strike last trading price was 30.3, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0


On 18 Mar IGL was trading at 190.53. The strike last trading price was 30.3, 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 Mar IGL was trading at 187.61. The strike last trading price was 30.3, 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 Mar IGL was trading at 184.88. The strike last trading price was 30.3, 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 Mar IGL was trading at 188.32. The strike last trading price was 30.3, 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 Mar IGL was trading at 187.16. The strike last trading price was 30.3, 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 10 Mar IGL was trading at 183.02. The strike last trading price was 30.3, 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 Mar IGL was trading at 188.49. The strike last trading price was 30.3, 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 Mar IGL was trading at 188.09. The strike last trading price was 30.3, 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 Mar IGL was trading at 182.32. The strike last trading price was 30.3, 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 4 Mar IGL was trading at 180.59. The strike last trading price was 30.3, 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 3 Mar IGL was trading at 182.53. The strike last trading price was 30.3, 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 28 Feb IGL was trading at 189.48. The strike last trading price was 30.3, 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 27 Feb IGL was trading at 195.99. The strike last trading price was 30.3, which was 0 lower than the previous day. The implied volatity was 1.85, 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 30.3, which was 0 lower than the previous day. The implied volatity was 2.06, 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 30.3, which was 0 lower than the previous day. The implied volatity was 2.06, 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 30.3, which was 0 lower than the previous day. The implied volatity was 2.94, 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 30.3, which was 0 lower than the previous day. The implied volatity was 3.72, 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 30.3, which was 0 lower than the previous day. The implied volatity was 4.48, 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 30.3, which was 0 lower than the previous day. The implied volatity was 1.01, 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 30.3, which was 0 lower than the previous day. The implied volatity was 0.33, 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 30.3, 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 30.3, 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 30.3, 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 30.3, 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 30.3, 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 10 Feb IGL was trading at 195.68. The strike last trading price was 30.3, 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 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 2.82, 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 3.85, 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 4.58, 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 1.22, 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 0.41, 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 1.56, the open interest changed by 0 which decreased total open position to 0