IGL
Indraprastha Gas Ltd
Historical option data for IGL
22 Sep 2025 08:01 PM IST
| IGL 30SEP2025 235 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.02
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 211.56 | 0.15 | -0.2 | 36.71 | 37 | -6 | 66 | |||||||||
| 21 Sept | 215.13 | 0.35 | 0 | 31.23 | 36 | 6 | 71 | |||||||||
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| 18 Sept | 215.58 | 0.35 | -0.05 | 30.02 | 18 | -2 | 66 | |||||||||
| 14 Sept | 214.79 | 0.55 | -0.05 | 28.12 | 31 | 10 | 46 | |||||||||
For Indraprastha Gas Ltd - strike price 235 expiring on 30SEP2025
Delta for 235 CE is 0.03
Historical price for 235 CE is as follows
On 22 Sept IGL was trading at 211.56. The strike last trading price was 0.15, which was -0.2 lower than the previous day. The implied volatity was 36.71, the open interest changed by -6 which decreased total open position to 66
On 21 Sept IGL was trading at 215.13. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 31.23, the open interest changed by 6 which increased total open position to 71
On 18 Sept IGL was trading at 215.58. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 30.02, the open interest changed by -2 which decreased total open position to 66
On 14 Sept IGL was trading at 214.79. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 28.12, the open interest changed by 10 which increased total open position to 46
| IGL 30SEP2025 235 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 211.56 | 19.65 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 215.13 | 19.65 | 0.3 | 44.00 | 12 | 0 | 13 |
| 18 Sept | 215.58 | 19.35 | -0.75 | 37.76 | 3 | 1 | 13 |
| 14 Sept | 214.79 | 21.5 | 0.1 | 44.39 | 6 | 1 | 10 |
For Indraprastha Gas Ltd - strike price 235 expiring on 30SEP2025
Delta for 235 PE is 0.00
Historical price for 235 PE is as follows
On 22 Sept IGL was trading at 211.56. The strike last trading price was 19.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Sept IGL was trading at 215.13. The strike last trading price was 19.65, which was 0.3 higher than the previous day. The implied volatity was 44.00, the open interest changed by 0 which decreased total open position to 13
On 18 Sept IGL was trading at 215.58. The strike last trading price was 19.35, which was -0.75 lower than the previous day. The implied volatity was 37.76, the open interest changed by 1 which increased total open position to 13
On 14 Sept IGL was trading at 214.79. The strike last trading price was 21.5, which was 0.1 higher than the previous day. The implied volatity was 44.39, the open interest changed by 1 which increased total open position to 10
