IGL
Indraprastha Gas Ltd
Historical option data for IGL
25 Oct 2025 03:50 PM IST
| IGL 28-OCT-2025 215 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Oct | 211.16 | 0.9 | -1.85 | - | 1,451 | 46 | 542 | |||||||||
| 18 Oct | 208.23 | 1.85 | -2.15 | - | 1,127 | 37 | 600 | |||||||||
| 15 Oct | 211.70 | 3.9 | -2.6 | - | 619 | 43 | 492 | |||||||||
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| 28 Sept | 202.26 | 2.65 | -0.85 | 27.24 | 162 | 14 | 128 | |||||||||
| 22 Sept | 211.56 | 5.65 | -1.75 | 22.87 | 97 | 45 | 69 | |||||||||
| 21 Sept | 215.13 | 7.4 | 0.1 | 20.30 | 9 | 3 | 24 | |||||||||
| 18 Sept | 215.58 | 7.3 | -0.3 | 19.89 | 3 | 0 | 21 | |||||||||
| 14 Sept | 214.79 | 6.9 | -0.35 | 18.60 | 2 | 1 | 22 | |||||||||
For Indraprastha Gas Ltd - strike price 215 expiring on 28OCT2025
Delta for 215 CE is -
Historical price for 215 CE is as follows
On 25 Oct IGL was trading at 211.16. The strike last trading price was 0.9, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 46 which increased total open position to 542
On 18 Oct IGL was trading at 208.23. The strike last trading price was 1.85, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 37 which increased total open position to 600
On 15 Oct IGL was trading at 211.70. The strike last trading price was 3.9, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by 43 which increased total open position to 492
On 28 Sept IGL was trading at 202.26. The strike last trading price was 2.65, which was -0.85 lower than the previous day. The implied volatity was 27.24, the open interest changed by 14 which increased total open position to 128
On 22 Sept IGL was trading at 211.56. The strike last trading price was 5.65, which was -1.75 lower than the previous day. The implied volatity was 22.87, the open interest changed by 45 which increased total open position to 69
On 21 Sept IGL was trading at 215.13. The strike last trading price was 7.4, which was 0.1 higher than the previous day. The implied volatity was 20.30, the open interest changed by 3 which increased total open position to 24
On 18 Sept IGL was trading at 215.58. The strike last trading price was 7.3, which was -0.3 lower than the previous day. The implied volatity was 19.89, the open interest changed by 0 which decreased total open position to 21
On 14 Sept IGL was trading at 214.79. The strike last trading price was 6.9, which was -0.35 lower than the previous day. The implied volatity was 18.60, the open interest changed by 1 which increased total open position to 22
| IGL 28OCT2025 215 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Oct | 211.16 | 4.15 | 1.6 | - | 190 | -31 | 224 |
| 18 Oct | 208.23 | 8.7 | 3.6 | - | 231 | 16 | 283 |
| 15 Oct | 211.70 | 6.5 | 2.3 | - | 481 | -5 | 319 |
| 28 Sept | 202.26 | 13.85 | 1.6 | 29.68 | 16 | 1 | 40 |
| 22 Sept | 211.56 | 7.95 | 0.95 | 28.17 | 18 | 8 | 12 |
| 21 Sept | 215.13 | 7 | 0.25 | 30.40 | 2 | 1 | 3 |
| 18 Sept | 215.58 | 6.75 | -11.5 | 29.00 | 3 | 1 | 1 |
| 14 Sept | 214.79 | 18.25 | 0 | 1.12 | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 215 expiring on 28OCT2025
Delta for 215 PE is -
Historical price for 215 PE is as follows
On 25 Oct IGL was trading at 211.16. The strike last trading price was 4.15, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by -31 which decreased total open position to 224
On 18 Oct IGL was trading at 208.23. The strike last trading price was 8.7, which was 3.6 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 283
On 15 Oct IGL was trading at 211.70. The strike last trading price was 6.5, which was 2.3 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 319
On 28 Sept IGL was trading at 202.26. The strike last trading price was 13.85, which was 1.6 higher than the previous day. The implied volatity was 29.68, the open interest changed by 1 which increased total open position to 40
On 22 Sept IGL was trading at 211.56. The strike last trading price was 7.95, which was 0.95 higher than the previous day. The implied volatity was 28.17, the open interest changed by 8 which increased total open position to 12
On 21 Sept IGL was trading at 215.13. The strike last trading price was 7, which was 0.25 higher than the previous day. The implied volatity was 30.40, the open interest changed by 1 which increased total open position to 3
On 18 Sept IGL was trading at 215.58. The strike last trading price was 6.75, which was -11.5 lower than the previous day. The implied volatity was 29.00, the open interest changed by 1 which increased total open position to 1
On 14 Sept IGL was trading at 214.79. The strike last trading price was 18.25, which was 0 lower than the previous day. The implied volatity was 1.12, the open interest changed by 0 which decreased total open position to 0
