IGL
Indraprastha Gas Ltd
Historical option data for IGL
22 Sep 2025 08:01 PM IST
| IGL 30SEP2025 210 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 0.12
Theta: -0.22
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 211.56 | 4.5 | -3.2 | 25.04 | 347 | -55 | 250 | |||||||||
| 21 Sept | 215.13 | 8 | 0.45 | 26.50 | 259 | -2 | 305 | |||||||||
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| 18 Sept | 215.58 | 7.6 | 0.1 | 22.65 | 62 | -4 | 307 | |||||||||
| 14 Sept | 214.79 | 7.15 | -0.25 | 19.06 | 401 | -2 | 359 | |||||||||
| 17 Aug | 204.09 | 5.35 | -0.65 | 22.92 | 1 | 1 | 9 | |||||||||
For Indraprastha Gas Ltd - strike price 210 expiring on 30SEP2025
Delta for 210 CE is 0.63
Historical price for 210 CE is as follows
On 22 Sept IGL was trading at 211.56. The strike last trading price was 4.5, which was -3.2 lower than the previous day. The implied volatity was 25.04, the open interest changed by -55 which decreased total open position to 250
On 21 Sept IGL was trading at 215.13. The strike last trading price was 8, which was 0.45 higher than the previous day. The implied volatity was 26.50, the open interest changed by -2 which decreased total open position to 305
On 18 Sept IGL was trading at 215.58. The strike last trading price was 7.6, which was 0.1 higher than the previous day. The implied volatity was 22.65, the open interest changed by -4 which decreased total open position to 307
On 14 Sept IGL was trading at 214.79. The strike last trading price was 7.15, which was -0.25 lower than the previous day. The implied volatity was 19.06, the open interest changed by -2 which decreased total open position to 359
On 17 Aug IGL was trading at 204.09. The strike last trading price was 5.35, which was -0.65 lower than the previous day. The implied volatity was 22.92, the open interest changed by 1 which increased total open position to 9
| IGL 30SEP2025 210 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 0.12
Theta: -0.17
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 211.56 | 2.1 | 0.5 | 25.54 | 484 | -8 | 301 |
| 21 Sept | 215.13 | 1.35 | -0.25 | 25.41 | 407 | 9 | 303 |
| 18 Sept | 215.58 | 1.6 | -0.35 | 26.18 | 153 | 10 | 297 |
| 14 Sept | 214.79 | 3.25 | -0.05 | 30.17 | 618 | -49 | 339 |
| 17 Aug | 204.09 | 11 | 0.95 | 31.98 | 1 | 1 | 4 |
For Indraprastha Gas Ltd - strike price 210 expiring on 30SEP2025
Delta for 210 PE is -0.37
Historical price for 210 PE is as follows
On 22 Sept IGL was trading at 211.56. The strike last trading price was 2.1, which was 0.5 higher than the previous day. The implied volatity was 25.54, the open interest changed by -8 which decreased total open position to 301
On 21 Sept IGL was trading at 215.13. The strike last trading price was 1.35, which was -0.25 lower than the previous day. The implied volatity was 25.41, the open interest changed by 9 which increased total open position to 303
On 18 Sept IGL was trading at 215.58. The strike last trading price was 1.6, which was -0.35 lower than the previous day. The implied volatity was 26.18, the open interest changed by 10 which increased total open position to 297
On 14 Sept IGL was trading at 214.79. The strike last trading price was 3.25, which was -0.05 lower than the previous day. The implied volatity was 30.17, the open interest changed by -49 which decreased total open position to 339
On 17 Aug IGL was trading at 204.09. The strike last trading price was 11, which was 0.95 higher than the previous day. The implied volatity was 31.98, the open interest changed by 1 which increased total open position to 4
