IGL
Indraprastha Gas Ltd
Historical option data for IGL
22 Sep 2025 08:01 PM IST
| IGL 30SEP2025 215 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
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 | 2.15 | -2.35 | 25.88 | 870 | 21 | 581 | |||||||||
| 21 Sept | 215.13 | 4.75 | 0.3 | 26.41 | 971 | -27 | 559 | |||||||||
| 18 Sept | 215.58 | 4.45 | -0.05 | 23.68 | 471 | 24 | 585 | |||||||||
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| 14 Sept | 214.79 | 4.45 | -0.3 | 21.39 | 1,408 | -34 | 665 | |||||||||
For Indraprastha Gas Ltd - strike price 215 expiring on 30SEP2025
Delta for 215 CE is 0.39
Historical price for 215 CE is as follows
On 22 Sept IGL was trading at 211.56. The strike last trading price was 2.15, which was -2.35 lower than the previous day. The implied volatity was 25.88, the open interest changed by 21 which increased total open position to 581
On 21 Sept IGL was trading at 215.13. The strike last trading price was 4.75, which was 0.3 higher than the previous day. The implied volatity was 26.41, the open interest changed by -27 which decreased total open position to 559
On 18 Sept IGL was trading at 215.58. The strike last trading price was 4.45, which was -0.05 lower than the previous day. The implied volatity was 23.68, the open interest changed by 24 which increased total open position to 585
On 14 Sept IGL was trading at 214.79. The strike last trading price was 4.45, which was -0.3 lower than the previous day. The implied volatity was 21.39, the open interest changed by -34 which decreased total open position to 665
| IGL 30SEP2025 215 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.62
Vega: 0.12
Theta: -0.16
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 211.56 | 4.65 | 1.2 | 25.64 | 699 | -30 | 191 |
| 21 Sept | 215.13 | 3 | -0.4 | 24.96 | 510 | 38 | 223 |
| 18 Sept | 215.58 | 3.35 | -0.6 | 25.93 | 101 | -8 | 182 |
| 14 Sept | 214.79 | 5.5 | -0.1 | 30.93 | 386 | -12 | 193 |
For Indraprastha Gas Ltd - strike price 215 expiring on 30SEP2025
Delta for 215 PE is -0.62
Historical price for 215 PE is as follows
On 22 Sept IGL was trading at 211.56. The strike last trading price was 4.65, which was 1.2 higher than the previous day. The implied volatity was 25.64, the open interest changed by -30 which decreased total open position to 191
On 21 Sept IGL was trading at 215.13. The strike last trading price was 3, which was -0.4 lower than the previous day. The implied volatity was 24.96, the open interest changed by 38 which increased total open position to 223
On 18 Sept IGL was trading at 215.58. The strike last trading price was 3.35, which was -0.6 lower than the previous day. The implied volatity was 25.93, the open interest changed by -8 which decreased total open position to 182
On 14 Sept IGL was trading at 214.79. The strike last trading price was 5.5, which was -0.1 lower than the previous day. The implied volatity was 30.93, the open interest changed by -12 which decreased total open position to 193
