IGL
Indraprastha Gas Ltd
Historical option data for IGL
17 Aug 2025 12:55 AM IST
| IGL 30SEP2025 210 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 0.29
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 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 0.45
Historical price for 210 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.53
Vega: 0.29
Theta: -0.07
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.53
Historical price for 210 PE is as follows
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
