IGL
Indraprastha Gas Ltd
Historical option data for IGL
22 Sep 2025 08:01 PM IST
| IGL 30SEP2025 205 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 0.07
Theta: -0.16
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 211.56 | 8.05 | -3.6 | 23.90 | 22 | 4 | 146 | |||||||||
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| 21 Sept | 215.13 | 11.65 | 0.25 | 19.11 | 31 | -1 | 142 | |||||||||
| 18 Sept | 215.58 | 11.4 | 0.1 | - | 13 | -2 | 143 | |||||||||
| 14 Sept | 214.79 | 10.6 | -0.2 | - | 45 | -5 | 149 | |||||||||
| 17 Aug | 204.09 | 16.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Indraprastha Gas Ltd - strike price 205 expiring on 30SEP2025
Delta for 205 CE is 0.85
Historical price for 205 CE is as follows
On 22 Sept IGL was trading at 211.56. The strike last trading price was 8.05, which was -3.6 lower than the previous day. The implied volatity was 23.90, the open interest changed by 4 which increased total open position to 146
On 21 Sept IGL was trading at 215.13. The strike last trading price was 11.65, which was 0.25 higher than the previous day. The implied volatity was 19.11, the open interest changed by -1 which decreased total open position to 142
On 18 Sept IGL was trading at 215.58. The strike last trading price was 11.4, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 143
On 14 Sept IGL was trading at 214.79. The strike last trading price was 10.6, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 149
On 17 Aug IGL was trading at 204.09. The strike last trading price was 16.2, 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
| IGL 30SEP2025 205 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.18
Vega: 0.08
Theta: -0.12
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 211.56 | 0.8 | 0.15 | 26.46 | 358 | 144 | 519 |
| 21 Sept | 215.13 | 0.6 | -0.1 | 27.15 | 282 | 63 | 375 |
| 18 Sept | 215.58 | 0.65 | -0.3 | 26.49 | 226 | 151 | 311 |
| 14 Sept | 214.79 | 1.7 | -0.15 | 29.48 | 239 | 15 | 178 |
| 17 Aug | 204.09 | 8 | 0.85 | 30.69 | 1 | 1 | 1 |
For Indraprastha Gas Ltd - strike price 205 expiring on 30SEP2025
Delta for 205 PE is -0.18
Historical price for 205 PE is as follows
On 22 Sept IGL was trading at 211.56. The strike last trading price was 0.8, which was 0.15 higher than the previous day. The implied volatity was 26.46, the open interest changed by 144 which increased total open position to 519
On 21 Sept IGL was trading at 215.13. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 27.15, the open interest changed by 63 which increased total open position to 375
On 18 Sept IGL was trading at 215.58. The strike last trading price was 0.65, which was -0.3 lower than the previous day. The implied volatity was 26.49, the open interest changed by 151 which increased total open position to 311
On 14 Sept IGL was trading at 214.79. The strike last trading price was 1.7, which was -0.15 lower than the previous day. The implied volatity was 29.48, the open interest changed by 15 which increased total open position to 178
On 17 Aug IGL was trading at 204.09. The strike last trading price was 8, which was 0.85 higher than the previous day. The implied volatity was 30.69, the open interest changed by 1 which increased total open position to 1
