IGL
Indraprastha Gas Ltd
Historical option data for IGL
22 Sep 2025 08:01 PM IST
| IGL 30SEP2025 185 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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 | |||||||||
| 22 Sept | 211.56 | 26.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 215.13 | 26.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 215.58 | 26.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 214.79 | 26.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Indraprastha Gas Ltd - strike price 185 expiring on 30SEP2025
Delta for 185 CE is 0.00
Historical price for 185 CE is as follows
On 22 Sept IGL was trading at 211.56. The strike last trading price was 26.55, 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 26.55, 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 26.55, 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 26.55, 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 185 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.02
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 211.56 | 0.15 | 0.05 | 48.72 | 1 | 0 | 17 |
| 21 Sept | 215.13 | 0.1 | 0 | 43.40 | 7 | -7 | 24 |
| 18 Sept | 215.58 | 0.1 | -0.15 | 41.47 | 4 | 0 | 25 |
| 14 Sept | 214.79 | 0.25 | 0 | 38.86 | 1 | 1 | 24 |
For Indraprastha Gas Ltd - strike price 185 expiring on 30SEP2025
Delta for 185 PE is -0.03
Historical price for 185 PE is as follows
On 22 Sept IGL was trading at 211.56. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 48.72, the open interest changed by 0 which decreased total open position to 17
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 43.40, the open interest changed by -7 which decreased total open position to 24
On 18 Sept IGL was trading at 215.58. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 41.47, the open interest changed by 0 which decreased total open position to 25
On 14 Sept IGL was trading at 214.79. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 38.86, the open interest changed by 1 which increased total open position to 24
