IGL
Indraprastha Gas Ltd
Historical option data for IGL
22 Sep 2025 08:01 PM IST
| IGL 30SEP2025 220 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.21
Vega: 0.09
Theta: -0.17
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 211.56 | 1.05 | -1.45 | 28.56 | 2,077 | -322 | 968 | |||||||||
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| 21 Sept | 215.13 | 2.65 | 0.35 | 27.53 | 3,300 | 673 | 1,296 | |||||||||
| 18 Sept | 215.58 | 2.35 | -0.1 | 24.56 | 398 | 21 | 617 | |||||||||
| 14 Sept | 214.79 | 2.65 | -0.3 | 23.14 | 1,189 | -11 | 713 | |||||||||
For Indraprastha Gas Ltd - strike price 220 expiring on 30SEP2025
Delta for 220 CE is 0.21
Historical price for 220 CE is as follows
On 22 Sept IGL was trading at 211.56. The strike last trading price was 1.05, which was -1.45 lower than the previous day. The implied volatity was 28.56, the open interest changed by -322 which decreased total open position to 968
On 21 Sept IGL was trading at 215.13. The strike last trading price was 2.65, which was 0.35 higher than the previous day. The implied volatity was 27.53, the open interest changed by 673 which increased total open position to 1296
On 18 Sept IGL was trading at 215.58. The strike last trading price was 2.35, which was -0.1 lower than the previous day. The implied volatity was 24.56, the open interest changed by 21 which increased total open position to 617
On 14 Sept IGL was trading at 214.79. The strike last trading price was 2.65, which was -0.3 lower than the previous day. The implied volatity was 23.14, the open interest changed by -11 which decreased total open position to 713
| IGL 30SEP2025 220 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 0.09
Theta: -0.13
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 211.56 | 8.7 | 2.2 | 29.99 | 142 | -18 | 208 |
| 21 Sept | 215.13 | 5.85 | -0.35 | 25.78 | 274 | 48 | 227 |
| 18 Sept | 215.58 | 6.2 | -0.6 | 26.67 | 22 | -4 | 178 |
| 14 Sept | 214.79 | 8.8 | -0.05 | 33.71 | 77 | -19 | 193 |
For Indraprastha Gas Ltd - strike price 220 expiring on 30SEP2025
Delta for 220 PE is -0.78
Historical price for 220 PE is as follows
On 22 Sept IGL was trading at 211.56. The strike last trading price was 8.7, which was 2.2 higher than the previous day. The implied volatity was 29.99, the open interest changed by -18 which decreased total open position to 208
On 21 Sept IGL was trading at 215.13. The strike last trading price was 5.85, which was -0.35 lower than the previous day. The implied volatity was 25.78, the open interest changed by 48 which increased total open position to 227
On 18 Sept IGL was trading at 215.58. The strike last trading price was 6.2, which was -0.6 lower than the previous day. The implied volatity was 26.67, the open interest changed by -4 which decreased total open position to 178
On 14 Sept IGL was trading at 214.79. The strike last trading price was 8.8, which was -0.05 lower than the previous day. The implied volatity was 33.71, the open interest changed by -19 which decreased total open position to 193
