IGL
Indraprastha Gas Ltd
Historical option data for IGL
22 Sep 2025 08:01 PM IST
| IGL 30SEP2025 225 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.06
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 211.56 | 0.5 | -0.7 | 30.87 | 893 | -29 | 660 | |||||||||
| 21 Sept | 215.13 | 1.25 | 0.1 | 27.44 | 566 | 106 | 684 | |||||||||
| 18 Sept | 215.58 | 1.1 | -0.25 | 25.12 | 504 | 122 | 583 | |||||||||
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| 14 Sept | 214.79 | 1.5 | -0.2 | 24.44 | 540 | 8 | 459 | |||||||||
For Indraprastha Gas Ltd - strike price 225 expiring on 30SEP2025
Delta for 225 CE is 0.11
Historical price for 225 CE is as follows
On 22 Sept IGL was trading at 211.56. The strike last trading price was 0.5, which was -0.7 lower than the previous day. The implied volatity was 30.87, the open interest changed by -29 which decreased total open position to 660
On 21 Sept IGL was trading at 215.13. The strike last trading price was 1.25, which was 0.1 higher than the previous day. The implied volatity was 27.44, the open interest changed by 106 which increased total open position to 684
On 18 Sept IGL was trading at 215.58. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 25.12, the open interest changed by 122 which increased total open position to 583
On 14 Sept IGL was trading at 214.79. The strike last trading price was 1.5, which was -0.2 lower than the previous day. The implied volatity was 24.44, the open interest changed by 8 which increased total open position to 459
| IGL 30SEP2025 225 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.07
Theta: -0.08
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 211.56 | 13.15 | 3.05 | 33.18 | 35 | -1 | 97 |
| 21 Sept | 215.13 | 9.7 | -0.25 | 27.59 | 117 | 43 | 99 |
| 18 Sept | 215.58 | 9.95 | -0.85 | 27.97 | 21 | 1 | 54 |
| 14 Sept | 214.79 | 13 | 0.65 | 38.76 | 4 | 2 | 61 |
For Indraprastha Gas Ltd - strike price 225 expiring on 30SEP2025
Delta for 225 PE is -0.87
Historical price for 225 PE is as follows
On 22 Sept IGL was trading at 211.56. The strike last trading price was 13.15, which was 3.05 higher than the previous day. The implied volatity was 33.18, the open interest changed by -1 which decreased total open position to 97
On 21 Sept IGL was trading at 215.13. The strike last trading price was 9.7, which was -0.25 lower than the previous day. The implied volatity was 27.59, the open interest changed by 43 which increased total open position to 99
On 18 Sept IGL was trading at 215.58. The strike last trading price was 9.95, which was -0.85 lower than the previous day. The implied volatity was 27.97, the open interest changed by 1 which increased total open position to 54
On 14 Sept IGL was trading at 214.79. The strike last trading price was 13, which was 0.65 higher than the previous day. The implied volatity was 38.76, the open interest changed by 2 which increased total open position to 61
