IGL
Indraprastha Gas Ltd
Historical option data for IGL
22 Sep 2025 08:01 PM IST
| IGL 30SEP2025 180 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
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 | |||||||||
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| 22 Sept | 211.56 | 27.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 215.13 | 27.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 215.58 | 27.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 214.79 | 27.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Indraprastha Gas Ltd - strike price 180 expiring on 30SEP2025
Delta for 180 CE is 0.00
Historical price for 180 CE is as follows
On 22 Sept IGL was trading at 211.56. The strike last trading price was 27.5, 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 Sept IGL was trading at 215.13. The strike last trading price was 27.5, 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 18 Sept IGL was trading at 215.58. The strike last trading price was 27.5, 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 14 Sept IGL was trading at 214.79. The strike last trading price was 27.5, 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
| IGL 30SEP2025 180 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.01
Theta: -0.02
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 211.56 | 0.05 | -0.05 | 48.52 | 83 | 58 | 192 |
| 21 Sept | 215.13 | 0.1 | 0 | 49.93 | 12 | 4 | 132 |
| 18 Sept | 215.58 | 0.1 | 0 | 47.71 | 4 | -2 | 130 |
| 14 Sept | 214.79 | 0.15 | 0 | 40.91 | 4 | -1 | 133 |
For Indraprastha Gas Ltd - strike price 180 expiring on 30SEP2025
Delta for 180 PE is -0.01
Historical price for 180 PE is as follows
On 22 Sept IGL was trading at 211.56. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 48.52, the open interest changed by 58 which increased total open position to 192
On 21 Sept IGL was trading at 215.13. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 49.93, the open interest changed by 4 which increased total open position to 132
On 18 Sept IGL was trading at 215.58. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 47.71, the open interest changed by -2 which decreased total open position to 130
On 14 Sept IGL was trading at 214.79. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 40.91, the open interest changed by -1 which decreased total open position to 133
