IGL
Indraprastha Gas Ltd
Historical option data for IGL
22 Sep 2025 08:01 PM IST
| IGL 28OCT2025 220 CE | ||||||||||||||||
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Delta: 0.37
Vega: 0.25
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 211.56 | 3.85 | -1.8 | 23.58 | 219 | 67 | 242 | |||||||||
| 21 Sept | 215.13 | 5.8 | 0.95 | 23.52 | 178 | 82 | 175 | |||||||||
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| 18 Sept | 215.58 | 4.85 | -0.45 | 20.04 | 31 | 11 | 92 | |||||||||
| 14 Sept | 214.79 | 5.1 | -0.4 | 20.57 | 38 | 16 | 43 | |||||||||
| 17 Aug | 204.09 | 13.55 | 0 | 3.75 | 0 | 0 | 0 | |||||||||
For Indraprastha Gas Ltd - strike price 220 expiring on 28OCT2025
Delta for 220 CE is 0.37
Historical price for 220 CE is as follows
On 22 Sept IGL was trading at 211.56. The strike last trading price was 3.85, which was -1.8 lower than the previous day. The implied volatity was 23.58, the open interest changed by 67 which increased total open position to 242
On 21 Sept IGL was trading at 215.13. The strike last trading price was 5.8, which was 0.95 higher than the previous day. The implied volatity was 23.52, the open interest changed by 82 which increased total open position to 175
On 18 Sept IGL was trading at 215.58. The strike last trading price was 4.85, which was -0.45 lower than the previous day. The implied volatity was 20.04, the open interest changed by 11 which increased total open position to 92
On 14 Sept IGL was trading at 214.79. The strike last trading price was 5.1, which was -0.4 lower than the previous day. The implied volatity was 20.57, the open interest changed by 16 which increased total open position to 43
On 17 Aug IGL was trading at 204.09. The strike last trading price was 13.55, which was 0 lower than the previous day. The implied volatity was 3.75, the open interest changed by 0 which decreased total open position to 0
| IGL 28OCT2025 220 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.60
Vega: 0.26
Theta: -0.07
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 211.56 | 11.1 | 1.25 | 29.11 | 54 | 21 | 63 |
| 21 Sept | 215.13 | 9.8 | 0.2 | 31.45 | 20 | 16 | 41 |
| 18 Sept | 215.58 | 9.6 | -0.7 | 30.20 | 6 | 1 | 26 |
| 14 Sept | 214.79 | 11.6 | -2.25 | 33.62 | 9 | 8 | 9 |
| 17 Aug | 204.09 | 0 | 0 | - | 0 | 0 | 0 |
For Indraprastha Gas Ltd - strike price 220 expiring on 28OCT2025
Delta for 220 PE is -0.60
Historical price for 220 PE is as follows
On 22 Sept IGL was trading at 211.56. The strike last trading price was 11.1, which was 1.25 higher than the previous day. The implied volatity was 29.11, the open interest changed by 21 which increased total open position to 63
On 21 Sept IGL was trading at 215.13. The strike last trading price was 9.8, which was 0.2 higher than the previous day. The implied volatity was 31.45, the open interest changed by 16 which increased total open position to 41
On 18 Sept IGL was trading at 215.58. The strike last trading price was 9.6, which was -0.7 lower than the previous day. The implied volatity was 30.20, the open interest changed by 1 which increased total open position to 26
On 14 Sept IGL was trading at 214.79. The strike last trading price was 11.6, which was -2.25 lower than the previous day. The implied volatity was 33.62, the open interest changed by 8 which increased total open position to 9
On 17 Aug IGL was trading at 204.09. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
