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

187.82 -10.24 (-5.17%)

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Historical option data for IGL

07 Apr 2025 04:10 PM IST
IGL 24APR2025 200 CE
Delta: 0.32
Vega: 0.15
Theta: -0.23
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
7 Apr 187.82 4.1 -1.15 51.25 1,566 71 649
4 Apr 198.06 5.4 -4.85 30.33 1,202 55 580
3 Apr 207.84 10 1.8 24.11 856 -35 523
2 Apr 202.94 8.05 0.95 31.43 781 33 556
1 Apr 201.41 6.95 -2.3 25.87 814 70 523
28 Mar 203.12 9.9 3.8 31.90 4,553 73 453
27 Mar 195.50 6.2 0.45 34.75 649 66 379
26 Mar 195.06 5.85 -1.25 32.92 329 44 315
25 Mar 199.40 6.8 -2.7 28.98 394 73 270
24 Mar 203.47 9.3 3.2 27.60 783 -142 198
21 Mar 198.14 6.15 -0.35 25.51 563 152 340
20 Mar 197.60 6.45 1.35 27.68 663 106 188
19 Mar 193.29 5.05 0.65 28.95 39 0 83
18 Mar 190.53 4.4 0.45 29.47 23 1 81
17 Mar 187.61 3.95 0.6 32.02 36 8 80
13 Mar 184.88 3.3 -1 31.38 25 11 70
12 Mar 188.32 4.25 0.4 31.46 26 1 54
11 Mar 187.16 3.85 -0.2 29.76 12 -3 52
10 Mar 183.02 3.8 -1.3 35.61 77 13 56
7 Mar 188.49 5 -0.55 32.02 152 29 43
6 Mar 188.09 5.55 0.85 33.69 20 4 13
5 Mar 182.32 4.7 0.25 38.05 17 2 9
4 Mar 180.59 4.45 -33.25 38.72 8 7 7
28 Feb 189.48 37.7 0 3.29 0 0 0
27 Feb 195.99 37.7 0 0.39 0 0 0
26 Feb 196.50 37.7 0 0.20 0 0 0
25 Feb 198.18 37.7 0 0.20 0 0 0
24 Feb 197.67 37.7 0 - 0 0 0
21 Feb 201.40 37.7 0 - 0 0 0
20 Feb 203.61 37.7 0 - 0 0 0
19 Feb 193.90 37.7 0 1.04 0 0 0
18 Feb 192.34 37.7 0 1.93 0 0 0
17 Feb 190.25 37.7 0 2.44 0 0 0
14 Feb 185.67 37.7 0 3.99 0 0 0
13 Feb 191.01 37.7 0 2.00 0 0 0
12 Feb 190.60 37.7 0 2.19 0 0 0
11 Feb 192.35 37.7 0 1.99 0 0 0
10 Feb 195.68 37.7 0 0.33 0 0 0
7 Feb 198.90 37.7 0 - 0 0 0
6 Feb 202.33 37.7 0 - 0 0 0
5 Feb 204.82 37.7 0 - 0 0 0
4 Feb 194.12 37.7 0 0.72 0 0 0
3 Feb 191.67 37.7 0 1.48 0 0 0
1 Feb 194.21 37.7 0 0.29 0 0 0


For Indraprastha Gas Ltd - strike price 200 expiring on 24APR2025

Delta for 200 CE is 0.32

Historical price for 200 CE is as follows

On 7 Apr IGL was trading at 187.82. The strike last trading price was 4.1, which was -1.15 lower than the previous day. The implied volatity was 51.25, the open interest changed by 71 which increased total open position to 649


On 4 Apr IGL was trading at 198.06. The strike last trading price was 5.4, which was -4.85 lower than the previous day. The implied volatity was 30.33, the open interest changed by 55 which increased total open position to 580


On 3 Apr IGL was trading at 207.84. The strike last trading price was 10, which was 1.8 higher than the previous day. The implied volatity was 24.11, the open interest changed by -35 which decreased total open position to 523


On 2 Apr IGL was trading at 202.94. The strike last trading price was 8.05, which was 0.95 higher than the previous day. The implied volatity was 31.43, the open interest changed by 33 which increased total open position to 556


On 1 Apr IGL was trading at 201.41. The strike last trading price was 6.95, which was -2.3 lower than the previous day. The implied volatity was 25.87, the open interest changed by 70 which increased total open position to 523


On 28 Mar IGL was trading at 203.12. The strike last trading price was 9.9, which was 3.8 higher than the previous day. The implied volatity was 31.90, the open interest changed by 73 which increased total open position to 453


On 27 Mar IGL was trading at 195.50. The strike last trading price was 6.2, which was 0.45 higher than the previous day. The implied volatity was 34.75, the open interest changed by 66 which increased total open position to 379


On 26 Mar IGL was trading at 195.06. The strike last trading price was 5.85, which was -1.25 lower than the previous day. The implied volatity was 32.92, the open interest changed by 44 which increased total open position to 315


On 25 Mar IGL was trading at 199.40. The strike last trading price was 6.8, which was -2.7 lower than the previous day. The implied volatity was 28.98, the open interest changed by 73 which increased total open position to 270


On 24 Mar IGL was trading at 203.47. The strike last trading price was 9.3, which was 3.2 higher than the previous day. The implied volatity was 27.60, the open interest changed by -142 which decreased total open position to 198


On 21 Mar IGL was trading at 198.14. The strike last trading price was 6.15, which was -0.35 lower than the previous day. The implied volatity was 25.51, the open interest changed by 152 which increased total open position to 340


On 20 Mar IGL was trading at 197.60. The strike last trading price was 6.45, which was 1.35 higher than the previous day. The implied volatity was 27.68, the open interest changed by 106 which increased total open position to 188


On 19 Mar IGL was trading at 193.29. The strike last trading price was 5.05, which was 0.65 higher than the previous day. The implied volatity was 28.95, the open interest changed by 0 which decreased total open position to 83


On 18 Mar IGL was trading at 190.53. The strike last trading price was 4.4, which was 0.45 higher than the previous day. The implied volatity was 29.47, the open interest changed by 1 which increased total open position to 81


On 17 Mar IGL was trading at 187.61. The strike last trading price was 3.95, which was 0.6 higher than the previous day. The implied volatity was 32.02, the open interest changed by 8 which increased total open position to 80


On 13 Mar IGL was trading at 184.88. The strike last trading price was 3.3, which was -1 lower than the previous day. The implied volatity was 31.38, the open interest changed by 11 which increased total open position to 70


On 12 Mar IGL was trading at 188.32. The strike last trading price was 4.25, which was 0.4 higher than the previous day. The implied volatity was 31.46, the open interest changed by 1 which increased total open position to 54


On 11 Mar IGL was trading at 187.16. The strike last trading price was 3.85, which was -0.2 lower than the previous day. The implied volatity was 29.76, the open interest changed by -3 which decreased total open position to 52


On 10 Mar IGL was trading at 183.02. The strike last trading price was 3.8, which was -1.3 lower than the previous day. The implied volatity was 35.61, the open interest changed by 13 which increased total open position to 56


On 7 Mar IGL was trading at 188.49. The strike last trading price was 5, which was -0.55 lower than the previous day. The implied volatity was 32.02, the open interest changed by 29 which increased total open position to 43


On 6 Mar IGL was trading at 188.09. The strike last trading price was 5.55, which was 0.85 higher than the previous day. The implied volatity was 33.69, the open interest changed by 4 which increased total open position to 13


On 5 Mar IGL was trading at 182.32. The strike last trading price was 4.7, which was 0.25 higher than the previous day. The implied volatity was 38.05, the open interest changed by 2 which increased total open position to 9


On 4 Mar IGL was trading at 180.59. The strike last trading price was 4.45, which was -33.25 lower than the previous day. The implied volatity was 38.72, the open interest changed by 7 which increased total open position to 7


On 28 Feb IGL was trading at 189.48. The strike last trading price was 37.7, which was 0 lower than the previous day. The implied volatity was 3.29, 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 37.7, which was 0 lower than the previous day. The implied volatity was 0.39, 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 37.7, 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 25 Feb IGL was trading at 198.18. The strike last trading price was 37.7, 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 24 Feb IGL was trading at 197.67. The strike last trading price was 37.7, 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 37.7, 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 37.7, 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 37.7, which was 0 lower than the previous day. The implied volatity was 1.04, 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 37.7, which was 0 lower than the previous day. The implied volatity was 1.93, 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 37.7, which was 0 lower than the previous day. The implied volatity was 2.44, 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 37.7, 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 13 Feb IGL was trading at 191.01. The strike last trading price was 37.7, which was 0 lower than the previous day. The implied volatity was 2.00, 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 37.7, which was 0 lower than the previous day. The implied volatity was 2.19, 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 37.7, which was 0 lower than the previous day. The implied volatity was 1.99, 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 37.7, 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 7 Feb IGL was trading at 198.90. The strike last trading price was 37.7, 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 37.7, 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 37.7, 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 37.7, which was 0 lower than the previous day. The implied volatity was 0.72, 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 37.7, which was 0 lower than the previous day. The implied volatity was 1.48, 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 37.7, 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


IGL 24APR2025 200 PE
Delta: -0.65
Vega: 0.15
Theta: -0.23
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
7 Apr 187.82 16.6 6.4 60.55 276 -29 280
4 Apr 198.06 9.8 4.6 51.61 574 -45 310
3 Apr 207.84 5.8 -1.15 48.38 874 -35 354
2 Apr 202.94 7 -1.7 43.89 453 49 390
1 Apr 201.41 8.75 1 51.24 412 38 344
28 Mar 203.12 7 -3.35 43.07 1,161 70 306
27 Mar 195.50 10 -1.6 38.90 198 59 238
26 Mar 195.06 11.6 0.9 45.14 131 0 181
25 Mar 199.40 10.9 2.05 48.99 201 79 181
24 Mar 203.47 9 -2.75 48.69 210 25 103
21 Mar 198.14 11.65 0 48.32 80 24 79
20 Mar 197.60 11.7 -1.5 46.35 76 39 54
19 Mar 193.29 13.2 -3.3 43.94 12 8 14
18 Mar 190.53 16.5 -0.5 52.04 5 4 6
17 Mar 187.61 17 -0.8 45.75 1 0 1
13 Mar 184.88 17.8 0 0.00 0 0 0
12 Mar 188.32 17.8 0 0.00 0 0 0
11 Mar 187.16 17.8 0 0.00 0 0 0
10 Mar 183.02 17.8 0 0.00 0 1 0
7 Mar 188.49 17.8 -17.55 45.08 1 0 0
6 Mar 188.09 35.35 0 - 0 0 0
5 Mar 182.32 35.35 0 - 0 0 0
4 Mar 180.59 35.35 0 - 0 0 0
28 Feb 189.48 35.35 0 - 0 0 0
27 Feb 195.99 35.35 0 - 0 0 0
26 Feb 196.50 35.35 0 - 0 0 0
25 Feb 198.18 35.35 0 - 0 0 0
24 Feb 197.67 35.35 0 0.85 0 0 0
21 Feb 201.40 35.35 0 2.09 0 0 0
20 Feb 203.61 35.35 0 2.81 0 0 0
19 Feb 193.90 35.35 0 - 0 0 0
18 Feb 192.34 35.35 0 - 0 0 0
17 Feb 190.25 35.35 0 - 0 0 0
14 Feb 185.67 35.35 0 - 0 0 0
13 Feb 191.01 35.35 0 - 0 0 0
12 Feb 190.60 35.35 0 - 0 0 0
11 Feb 192.35 35.35 0 - 0 0 0
10 Feb 195.68 35.35 0 - 0 0 0
7 Feb 198.90 35.35 0 1.41 0 0 0
6 Feb 202.33 35.35 0 2.44 0 0 0
5 Feb 204.82 35.35 0 2.99 0 0 0
4 Feb 194.12 35.35 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 200 expiring on 24APR2025

Delta for 200 PE is -0.65

Historical price for 200 PE is as follows

On 7 Apr IGL was trading at 187.82. The strike last trading price was 16.6, which was 6.4 higher than the previous day. The implied volatity was 60.55, the open interest changed by -29 which decreased total open position to 280


On 4 Apr IGL was trading at 198.06. The strike last trading price was 9.8, which was 4.6 higher than the previous day. The implied volatity was 51.61, the open interest changed by -45 which decreased total open position to 310


On 3 Apr IGL was trading at 207.84. The strike last trading price was 5.8, which was -1.15 lower than the previous day. The implied volatity was 48.38, the open interest changed by -35 which decreased total open position to 354


On 2 Apr IGL was trading at 202.94. The strike last trading price was 7, which was -1.7 lower than the previous day. The implied volatity was 43.89, the open interest changed by 49 which increased total open position to 390


On 1 Apr IGL was trading at 201.41. The strike last trading price was 8.75, which was 1 higher than the previous day. The implied volatity was 51.24, the open interest changed by 38 which increased total open position to 344


On 28 Mar IGL was trading at 203.12. The strike last trading price was 7, which was -3.35 lower than the previous day. The implied volatity was 43.07, the open interest changed by 70 which increased total open position to 306


On 27 Mar IGL was trading at 195.50. The strike last trading price was 10, which was -1.6 lower than the previous day. The implied volatity was 38.90, the open interest changed by 59 which increased total open position to 238


On 26 Mar IGL was trading at 195.06. The strike last trading price was 11.6, which was 0.9 higher than the previous day. The implied volatity was 45.14, the open interest changed by 0 which decreased total open position to 181


On 25 Mar IGL was trading at 199.40. The strike last trading price was 10.9, which was 2.05 higher than the previous day. The implied volatity was 48.99, the open interest changed by 79 which increased total open position to 181


On 24 Mar IGL was trading at 203.47. The strike last trading price was 9, which was -2.75 lower than the previous day. The implied volatity was 48.69, the open interest changed by 25 which increased total open position to 103


On 21 Mar IGL was trading at 198.14. The strike last trading price was 11.65, which was 0 lower than the previous day. The implied volatity was 48.32, the open interest changed by 24 which increased total open position to 79


On 20 Mar IGL was trading at 197.60. The strike last trading price was 11.7, which was -1.5 lower than the previous day. The implied volatity was 46.35, the open interest changed by 39 which increased total open position to 54


On 19 Mar IGL was trading at 193.29. The strike last trading price was 13.2, which was -3.3 lower than the previous day. The implied volatity was 43.94, the open interest changed by 8 which increased total open position to 14


On 18 Mar IGL was trading at 190.53. The strike last trading price was 16.5, which was -0.5 lower than the previous day. The implied volatity was 52.04, the open interest changed by 4 which increased total open position to 6


On 17 Mar IGL was trading at 187.61. The strike last trading price was 17, which was -0.8 lower than the previous day. The implied volatity was 45.75, the open interest changed by 0 which decreased total open position to 1


On 13 Mar IGL was trading at 184.88. The strike last trading price was 17.8, 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 17.8, 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 17.8, 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 17.8, 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 7 Mar IGL was trading at 188.49. The strike last trading price was 17.8, which was -17.55 lower than the previous day. The implied volatity was 45.08, 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 35.35, 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 5 Mar IGL was trading at 182.32. The strike last trading price was 35.35, 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 4 Mar IGL was trading at 180.59. The strike last trading price was 35.35, 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 35.35, 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 35.35, 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 35.35, 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 35.35, 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 35.35, which was 0 lower than the previous day. The implied volatity was 0.85, 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 35.35, which was 0 lower than the previous day. The implied volatity was 2.09, 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 35.35, which was 0 lower than the previous day. The implied volatity was 2.81, 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 35.35, 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 35.35, 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 35.35, 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 35.35, 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 35.35, 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 35.35, 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 35.35, 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 10 Feb IGL was trading at 195.68. The strike last trading price was 35.35, 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 7 Feb IGL was trading at 198.90. The strike last trading price was 35.35, which was 0 lower than the previous day. The implied volatity was 1.41, 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 35.35, which was 0 lower than the previous day. The implied volatity was 2.44, 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 35.35, 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


On 4 Feb IGL was trading at 194.12. The strike last trading price was 35.35, 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 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