IGL
Indraprastha Gas Ltd
Historical option data for IGL
22 Sep 2025 08:01 PM IST
| IGL 30SEP2025 230 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.04
Theta: -0.08
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 211.56 | 0.25 | -0.35 | 33.38 | 224 | -51 | 305 | |||||||||
| 21 Sept | 215.13 | 0.6 | 0 | 28.58 | 236 | 49 | 353 | |||||||||
| 18 Sept | 215.58 | 0.55 | -0.15 | 26.84 | 97 | 6 | 305 | |||||||||
| 14 Sept | 214.79 | 0.85 | -0.15 | 25.85 | 289 | 19 | 312 | |||||||||
For Indraprastha Gas Ltd - strike price 230 expiring on 30SEP2025
Delta for 230 CE is 0.06
Historical price for 230 CE is as follows
On 22 Sept IGL was trading at 211.56. The strike last trading price was 0.25, which was -0.35 lower than the previous day. The implied volatity was 33.38, the open interest changed by -51 which decreased total open position to 305
On 21 Sept IGL was trading at 215.13. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 28.58, the open interest changed by 49 which increased total open position to 353
On 18 Sept IGL was trading at 215.58. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 26.84, the open interest changed by 6 which increased total open position to 305
On 14 Sept IGL was trading at 214.79. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 25.85, the open interest changed by 19 which increased total open position to 312
| IGL 30SEP2025 230 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 0.05
Theta: -0.05
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 211.56 | 17.9 | 3.15 | 37.11 | 42 | -10 | 46 |
| 21 Sept | 215.13 | 14.75 | 0.1 | 36.96 | 62 | 11 | 56 |
| 18 Sept | 215.58 | 14.65 | -0.6 | 33.69 | 17 | -3 | 46 |
| 14 Sept | 214.79 | 17.15 | 0.5 | 41.71 | 15 | -5 | 56 |
For Indraprastha Gas Ltd - strike price 230 expiring on 30SEP2025
Delta for 230 PE is -0.92
Historical price for 230 PE is as follows
On 22 Sept IGL was trading at 211.56. The strike last trading price was 17.9, which was 3.15 higher than the previous day. The implied volatity was 37.11, the open interest changed by -10 which decreased total open position to 46
On 21 Sept IGL was trading at 215.13. The strike last trading price was 14.75, which was 0.1 higher than the previous day. The implied volatity was 36.96, the open interest changed by 11 which increased total open position to 56
On 18 Sept IGL was trading at 215.58. The strike last trading price was 14.65, which was -0.6 lower than the previous day. The implied volatity was 33.69, the open interest changed by -3 which decreased total open position to 46
On 14 Sept IGL was trading at 214.79. The strike last trading price was 17.15, which was 0.5 higher than the previous day. The implied volatity was 41.71, the open interest changed by -5 which decreased total open position to 56
