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

190.47 2.65 (1.41%)

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Historical option data for IGL

08 Apr 2025 01:00 PM IST
IGL 24APR2025 205 CE
Delta: 0.24
Vega: 0.13
Theta: -0.18
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
8 Apr 190.61 2.4 -0.45 43.74 299 28 511
7 Apr 187.82 2.9 -0.7 51.46 751 6 484
4 Apr 198.06 3.8 -3.75 32.68 1,216 74 476
3 Apr 207.84 7.5 1.6 28.72 1,151 -70 407
2 Apr 202.94 5.8 0.7 32.86 818 -99 481
1 Apr 201.41 5.05 -1.9 29.00 1,059 110 578
28 Mar 203.12 7.4 3 32.84 2,389 364 468
27 Mar 195.50 4.55 0.35 35.71 103 8 107
26 Mar 195.06 4.25 -1.05 33.93 117 -13 96
25 Mar 199.40 5.2 -2 31.49 144 29 108
24 Mar 203.47 7.1 2.6 29.78 227 33 80
21 Mar 198.14 4.5 -0.4 27.39 63 23 46
20 Mar 197.60 4.85 1.6 29.78 42 17 23
19 Mar 193.29 3.25 0.25 28.20 1 0 5
18 Mar 190.53 3 0 0.00 0 0 0
12 Mar 188.32 3 0.9 31.61 1 0 5
27 Feb 195.99 33.35 0 2.47 0 0 0
26 Feb 196.50 33.35 0 2.24 0 0 0
25 Feb 198.18 33.35 0 2.24 0 0 0
24 Feb 197.67 33.35 0 1.59 0 0 0
21 Feb 201.40 33.35 0 0.25 0 0 0
20 Feb 203.61 33.35 0 - 0 0 0
19 Feb 193.90 33.35 0 2.73 0 0 0
18 Feb 192.34 33.35 0 3.51 0 0 0
17 Feb 190.25 33.35 0 4.69 0 0 0
14 Feb 185.67 33.35 0 5.09 0 0 0
13 Feb 191.01 33.35 0 2.55 0 0 0
12 Feb 190.60 33.35 0 4.53 0 0 0
11 Feb 192.35 33.35 0 3.27 0 0 0
10 Feb 195.68 33.35 0 2.01 0 0 0
7 Feb 198.90 33.35 0 0.67 0 0 0
6 Feb 202.33 33.35 0 - 0 0 0
5 Feb 204.82 33.35 0 - 0 0 0
4 Feb 194.12 33.35 0 2.42 0 0 0
3 Feb 191.67 33.35 0 2.93 0 0 0
1 Feb 194.21 33.35 0 2.02 0 0 0


For Indraprastha Gas Ltd - strike price 205 expiring on 24APR2025

Delta for 205 CE is 0.24

Historical price for 205 CE is as follows

On 8 Apr IGL was trading at 190.61. The strike last trading price was 2.4, which was -0.45 lower than the previous day. The implied volatity was 43.74, the open interest changed by 28 which increased total open position to 511


On 7 Apr IGL was trading at 187.82. The strike last trading price was 2.9, which was -0.7 lower than the previous day. The implied volatity was 51.46, the open interest changed by 6 which increased total open position to 484


On 4 Apr IGL was trading at 198.06. The strike last trading price was 3.8, which was -3.75 lower than the previous day. The implied volatity was 32.68, the open interest changed by 74 which increased total open position to 476


On 3 Apr IGL was trading at 207.84. The strike last trading price was 7.5, which was 1.6 higher than the previous day. The implied volatity was 28.72, the open interest changed by -70 which decreased total open position to 407


On 2 Apr IGL was trading at 202.94. The strike last trading price was 5.8, which was 0.7 higher than the previous day. The implied volatity was 32.86, the open interest changed by -99 which decreased total open position to 481


On 1 Apr IGL was trading at 201.41. The strike last trading price was 5.05, which was -1.9 lower than the previous day. The implied volatity was 29.00, the open interest changed by 110 which increased total open position to 578


On 28 Mar IGL was trading at 203.12. The strike last trading price was 7.4, which was 3 higher than the previous day. The implied volatity was 32.84, the open interest changed by 364 which increased total open position to 468


On 27 Mar IGL was trading at 195.50. The strike last trading price was 4.55, which was 0.35 higher than the previous day. The implied volatity was 35.71, the open interest changed by 8 which increased total open position to 107


On 26 Mar IGL was trading at 195.06. The strike last trading price was 4.25, which was -1.05 lower than the previous day. The implied volatity was 33.93, the open interest changed by -13 which decreased total open position to 96


On 25 Mar IGL was trading at 199.40. The strike last trading price was 5.2, which was -2 lower than the previous day. The implied volatity was 31.49, the open interest changed by 29 which increased total open position to 108


On 24 Mar IGL was trading at 203.47. The strike last trading price was 7.1, which was 2.6 higher than the previous day. The implied volatity was 29.78, the open interest changed by 33 which increased total open position to 80


On 21 Mar IGL was trading at 198.14. The strike last trading price was 4.5, which was -0.4 lower than the previous day. The implied volatity was 27.39, the open interest changed by 23 which increased total open position to 46


On 20 Mar IGL was trading at 197.60. The strike last trading price was 4.85, which was 1.6 higher than the previous day. The implied volatity was 29.78, the open interest changed by 17 which increased total open position to 23


On 19 Mar IGL was trading at 193.29. The strike last trading price was 3.25, which was 0.25 higher than the previous day. The implied volatity was 28.20, the open interest changed by 0 which decreased total open position to 5


On 18 Mar IGL was trading at 190.53. The strike last trading price was 3, 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 3, which was 0.9 higher than the previous day. The implied volatity was 31.61, the open interest changed by 0 which decreased total open position to 5


On 27 Feb IGL was trading at 195.99. The strike last trading price was 33.35, which was 0 lower than the previous day. The implied volatity was 2.47, 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 33.35, which was 0 lower than the previous day. The implied volatity was 2.24, 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 33.35, which was 0 lower than the previous day. The implied volatity was 2.24, 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 33.35, which was 0 lower than the previous day. The implied volatity was 1.59, 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 33.35, which was 0 lower than the previous day. The implied volatity was 0.25, 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 33.35, 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 33.35, 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 18 Feb IGL was trading at 192.34. The strike last trading price was 33.35, which was 0 lower than the previous day. The implied volatity was 3.51, 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 33.35, 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


On 14 Feb IGL was trading at 185.67. The strike last trading price was 33.35, which was 0 lower than the previous day. The implied volatity was 5.09, 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 33.35, which was 0 lower than the previous day. The implied volatity was 2.55, 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 33.35, which was 0 lower than the previous day. The implied volatity was 4.53, 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 33.35, which was 0 lower than the previous day. The implied volatity was 3.27, 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 33.35, which was 0 lower than the previous day. The implied volatity was 2.01, 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 33.35, which was 0 lower than the previous day. The implied volatity was 0.67, 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 33.35, 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 Feb IGL was trading at 204.82. The strike last trading price was 33.35, 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 Feb IGL was trading at 194.12. The strike last trading price was 33.35, 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 3 Feb IGL was trading at 191.67. The strike last trading price was 33.35, which was 0 lower than the previous day. The implied volatity was 2.93, 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 33.35, which was 0 lower than the previous day. The implied volatity was 2.02, the open interest changed by 0 which decreased total open position to 0


IGL 24APR2025 205 PE
Delta: -0.65
Vega: 0.15
Theta: -0.28
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
8 Apr 190.61 19.5 -0.75 69.76 39 -5 122
7 Apr 187.82 20.15 6.65 60.12 46 -7 126
4 Apr 198.06 13.1 5.75 54.10 376 -20 131
3 Apr 207.84 8.1 -1.45 49.35 660 46 152
2 Apr 202.94 9.7 -1.95 44.89 141 0 106
1 Apr 201.41 11.85 1.4 53.93 216 35 106
28 Mar 203.12 9.5 -3.5 43.68 352 42 71
27 Mar 195.50 13 -2.15 38.56 7 4 29
26 Mar 195.06 15.15 1.25 47.56 9 2 25
25 Mar 199.40 13.9 2.3 50.04 28 4 21
24 Mar 203.47 11.6 -29.2 49.37 39 19 19
21 Mar 198.14 40.8 0 - 0 0 0
20 Mar 197.60 40.8 0 - 0 0 0
19 Mar 193.29 40.8 0 - 0 0 0
18 Mar 190.53 40.8 0 - 0 0 0
12 Mar 188.32 40.8 0 - 0 0 0
27 Feb 195.99 40.8 0 - 0 0 0
26 Feb 196.50 40.8 0 - 0 0 0
25 Feb 198.18 40.8 0 - 0 0 0
24 Feb 197.67 40.8 0 - 0 0 0
21 Feb 201.40 40.8 0 - 0 0 0
20 Feb 203.61 40.8 0 0.84 0 0 0
19 Feb 193.90 0 0 - 0 0 0
18 Feb 192.34 0 0 - 0 0 0
17 Feb 190.25 0 0 - 0 0 0
14 Feb 185.67 0 0 - 0 0 0
13 Feb 191.01 0 0 - 0 0 0
12 Feb 190.60 0 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 0.72 0 0 0
5 Feb 204.82 0 0 1.52 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 205 expiring on 24APR2025

Delta for 205 PE is -0.65

Historical price for 205 PE is as follows

On 8 Apr IGL was trading at 190.61. The strike last trading price was 19.5, which was -0.75 lower than the previous day. The implied volatity was 69.76, the open interest changed by -5 which decreased total open position to 122


On 7 Apr IGL was trading at 187.82. The strike last trading price was 20.15, which was 6.65 higher than the previous day. The implied volatity was 60.12, the open interest changed by -7 which decreased total open position to 126


On 4 Apr IGL was trading at 198.06. The strike last trading price was 13.1, which was 5.75 higher than the previous day. The implied volatity was 54.10, the open interest changed by -20 which decreased total open position to 131


On 3 Apr IGL was trading at 207.84. The strike last trading price was 8.1, which was -1.45 lower than the previous day. The implied volatity was 49.35, the open interest changed by 46 which increased total open position to 152


On 2 Apr IGL was trading at 202.94. The strike last trading price was 9.7, which was -1.95 lower than the previous day. The implied volatity was 44.89, the open interest changed by 0 which decreased total open position to 106


On 1 Apr IGL was trading at 201.41. The strike last trading price was 11.85, which was 1.4 higher than the previous day. The implied volatity was 53.93, the open interest changed by 35 which increased total open position to 106


On 28 Mar IGL was trading at 203.12. The strike last trading price was 9.5, which was -3.5 lower than the previous day. The implied volatity was 43.68, the open interest changed by 42 which increased total open position to 71


On 27 Mar IGL was trading at 195.50. The strike last trading price was 13, which was -2.15 lower than the previous day. The implied volatity was 38.56, the open interest changed by 4 which increased total open position to 29


On 26 Mar IGL was trading at 195.06. The strike last trading price was 15.15, which was 1.25 higher than the previous day. The implied volatity was 47.56, the open interest changed by 2 which increased total open position to 25


On 25 Mar IGL was trading at 199.40. The strike last trading price was 13.9, which was 2.3 higher than the previous day. The implied volatity was 50.04, the open interest changed by 4 which increased total open position to 21


On 24 Mar IGL was trading at 203.47. The strike last trading price was 11.6, which was -29.2 lower than the previous day. The implied volatity was 49.37, the open interest changed by 19 which increased total open position to 19


On 21 Mar IGL was trading at 198.14. The strike last trading price was 40.8, 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 Mar IGL was trading at 197.60. The strike last trading price was 40.8, 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 Mar IGL was trading at 193.29. The strike last trading price was 40.8, 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 Mar IGL was trading at 190.53. The strike last trading price was 40.8, 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 40.8, 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 40.8, 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 40.8, 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 40.8, 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 40.8, 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 40.8, 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 40.8, which was 0 lower than the previous day. The implied volatity was 0.84, 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 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 18 Feb IGL was trading at 192.34. 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 17 Feb IGL was trading at 190.25. 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 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 -, 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 -, 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 -, 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 0.72, 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 1.52, 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