IGL
Indraprastha Gas Ltd
Historical option data for IGL
22 Sep 2025 08:01 PM IST
| IGL 30SEP2025 200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 211.56 | 12.4 | -4.25 | - | 31 | -1 | 81 | |||||||||
| 21 Sept | 215.13 | 16.8 | 0.5 | 30.22 | 28 | -1 | 82 | |||||||||
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| 18 Sept | 215.58 | 16.15 | 0.35 | - | 9 | 1 | 84 | |||||||||
| 14 Sept | 214.79 | 14.8 | -0.45 | - | 19 | 2 | 87 | |||||||||
| 17 Aug | 204.09 | 10 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Indraprastha Gas Ltd - strike price 200 expiring on 30SEP2025
Delta for 200 CE is -
Historical price for 200 CE is as follows
On 22 Sept IGL was trading at 211.56. The strike last trading price was 12.4, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 81
On 21 Sept IGL was trading at 215.13. The strike last trading price was 16.8, which was 0.5 higher than the previous day. The implied volatity was 30.22, the open interest changed by -1 which decreased total open position to 82
On 18 Sept IGL was trading at 215.58. The strike last trading price was 16.15, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 84
On 14 Sept IGL was trading at 214.79. The strike last trading price was 14.8, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 87
On 17 Aug IGL was trading at 204.09. The strike last trading price was 10, 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 200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0.05
Theta: -0.08
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 211.56 | 0.35 | 0.1 | 29.70 | 166 | -30 | 241 |
| 21 Sept | 215.13 | 0.25 | -0.1 | 28.87 | 100 | 14 | 276 |
| 18 Sept | 215.58 | 0.35 | -0.1 | 29.67 | 20 | 9 | 256 |
| 14 Sept | 214.79 | 0.9 | -0.1 | 30.26 | 107 | 9 | 276 |
| 17 Aug | 204.09 | 6.05 | 1.15 | 31.56 | 7 | 3 | 33 |
For Indraprastha Gas Ltd - strike price 200 expiring on 30SEP2025
Delta for 200 PE is -0.08
Historical price for 200 PE is as follows
On 22 Sept IGL was trading at 211.56. The strike last trading price was 0.35, which was 0.1 higher than the previous day. The implied volatity was 29.70, the open interest changed by -30 which decreased total open position to 241
On 21 Sept IGL was trading at 215.13. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 28.87, the open interest changed by 14 which increased total open position to 276
On 18 Sept IGL was trading at 215.58. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 29.67, the open interest changed by 9 which increased total open position to 256
On 14 Sept IGL was trading at 214.79. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 30.26, the open interest changed by 9 which increased total open position to 276
On 17 Aug IGL was trading at 204.09. The strike last trading price was 6.05, which was 1.15 higher than the previous day. The implied volatity was 31.56, the open interest changed by 3 which increased total open position to 33
