IGL
Indraprastha Gas Ltd
Historical option data for IGL
28 Sep 2025 10:07 PM IST
| IGL 28-OCT-2025 210 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.38
Vega: 0.23
Theta: -0.12
Gamma: 0.02
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 28 Sept | 202.26 | 4.05 | -1.2 | 26.92 | 564 | 25 | 637 | |||||||||
| 22 Sept | 211.56 | 8.15 | -3 | 22.43 | 23 | 10 | 23 | |||||||||
| 21 Sept | 215.13 | 11.15 | 0.65 | 22.71 | 8 | 2 | 12 | |||||||||
| 18 Sept | 215.58 | 10.5 | 0.1 | 20.01 | 1 | 0 | 10 | |||||||||
| 14 Sept | 214.79 | 9 | 1.25 | 14.71 | 3 | 2 | 7 | |||||||||
| 17 Aug | 204.09 | 17.5 | 0 | 0.55 | 0 | 0 | 0 | |||||||||
For Indraprastha Gas Ltd - strike price 210 expiring on 28OCT2025
Delta for 210 CE is 0.38
Historical price for 210 CE is as follows
On 28 Sept IGL was trading at 202.26. The strike last trading price was 4.05, which was -1.2 lower than the previous day. The implied volatity was 26.92, the open interest changed by 25 which increased total open position to 637
On 22 Sept IGL was trading at 211.56. The strike last trading price was 8.15, which was -3 lower than the previous day. The implied volatity was 22.43, the open interest changed by 10 which increased total open position to 23
On 21 Sept IGL was trading at 215.13. The strike last trading price was 11.15, which was 0.65 higher than the previous day. The implied volatity was 22.71, the open interest changed by 2 which increased total open position to 12
On 18 Sept IGL was trading at 215.58. The strike last trading price was 10.5, which was 0.1 higher than the previous day. The implied volatity was 20.01, the open interest changed by 0 which decreased total open position to 10
On 14 Sept IGL was trading at 214.79. The strike last trading price was 9, which was 1.25 higher than the previous day. The implied volatity was 14.71, the open interest changed by 2 which increased total open position to 7
On 17 Aug IGL was trading at 204.09. The strike last trading price was 17.5, which was 0 lower than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0
| IGL 28OCT2025 210 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.60
Vega: 0.23
Theta: -0.08
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 202.26 | 10.8 | 1.9 | 31.28 | 131 | -4 | 214 |
| 22 Sept | 211.56 | 5.4 | 0.9 | 27.57 | 46 | 18 | 64 |
| 21 Sept | 215.13 | 4.5 | 0.25 | 28.63 | 8 | 3 | 46 |
| 18 Sept | 215.58 | 4.25 | -0.75 | 27.19 | 7 | 3 | 42 |
| 14 Sept | 214.79 | 6.1 | 0.1 | 31.17 | 19 | 10 | 29 |
| 17 Aug | 204.09 | 19.35 | 0 | 0.51 | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 210 expiring on 28OCT2025
Delta for 210 PE is -0.60
Historical price for 210 PE is as follows
On 28 Sept IGL was trading at 202.26. The strike last trading price was 10.8, which was 1.9 higher than the previous day. The implied volatity was 31.28, the open interest changed by -4 which decreased total open position to 214
On 22 Sept IGL was trading at 211.56. The strike last trading price was 5.4, which was 0.9 higher than the previous day. The implied volatity was 27.57, the open interest changed by 18 which increased total open position to 64
On 21 Sept IGL was trading at 215.13. The strike last trading price was 4.5, which was 0.25 higher than the previous day. The implied volatity was 28.63, the open interest changed by 3 which increased total open position to 46
On 18 Sept IGL was trading at 215.58. The strike last trading price was 4.25, which was -0.75 lower than the previous day. The implied volatity was 27.19, the open interest changed by 3 which increased total open position to 42
On 14 Sept IGL was trading at 214.79. The strike last trading price was 6.1, which was 0.1 higher than the previous day. The implied volatity was 31.17, the open interest changed by 10 which increased total open position to 29
On 17 Aug IGL was trading at 204.09. The strike last trading price was 19.35, which was 0 lower than the previous day. The implied volatity was 0.51, the open interest changed by 0 which decreased total open position to 0
