IGL
Indraprastha Gas Ltd
Historical option data for IGL
22 Sep 2025 08:01 PM IST
| IGL 30SEP2025 190 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 211.56 | 27 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 215.13 | 27 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 215.58 | 27 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 214.79 | 24.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Indraprastha Gas Ltd - strike price 190 expiring on 30SEP2025
Delta for 190 CE is 0.00
Historical price for 190 CE is as follows
On 22 Sept IGL was trading at 211.56. The strike last trading price was 27, 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, 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, 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 24.4, 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 190 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.02
Theta: -0.04
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 211.56 | 0.1 | 0 | 38.05 | 14 | -2 | 174 |
| 21 Sept | 215.13 | 0.1 | 0 | 36.99 | 6 | -2 | 177 |
| 18 Sept | 215.58 | 0.1 | -0.1 | 35.33 | 8 | 1 | 178 |
| 14 Sept | 214.79 | 0.3 | -0.05 | 34.41 | 13 | -1 | 187 |
For Indraprastha Gas Ltd - strike price 190 expiring on 30SEP2025
Delta for 190 PE is -0.02
Historical price for 190 PE is as follows
On 22 Sept IGL was trading at 211.56. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 38.05, the open interest changed by -2 which decreased total open position to 174
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 36.99, the open interest changed by -2 which decreased total open position to 177
On 18 Sept IGL was trading at 215.58. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 35.33, the open interest changed by 1 which increased total open position to 178
On 14 Sept IGL was trading at 214.79. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 34.41, the open interest changed by -1 which decreased total open position to 187
