IGL
Indraprastha Gas Ltd
Historical option data for IGL
22 Sep 2025 08:01 PM IST
| IGL 30SEP2025 240 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.02
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 211.56 | 0.1 | -0.15 | 40.19 | 86 | -24 | 219 | |||||||||
| 21 Sept | 215.13 | 0.2 | -0.05 | 33.40 | 35 | -13 | 244 | |||||||||
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| 18 Sept | 215.58 | 0.25 | -0.05 | 33.47 | 36 | -6 | 255 | |||||||||
| 14 Sept | 214.79 | 0.35 | -0.1 | 29.96 | 62 | 0 | 236 | |||||||||
For Indraprastha Gas Ltd - strike price 240 expiring on 30SEP2025
Delta for 240 CE is 0.02
Historical price for 240 CE is as follows
On 22 Sept IGL was trading at 211.56. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 40.19, the open interest changed by -24 which decreased total open position to 219
On 21 Sept IGL was trading at 215.13. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 33.40, the open interest changed by -13 which decreased total open position to 244
On 18 Sept IGL was trading at 215.58. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 33.47, the open interest changed by -6 which decreased total open position to 255
On 14 Sept IGL was trading at 214.79. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 29.96, the open interest changed by 0 which decreased total open position to 236
| IGL 30SEP2025 240 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 | 23 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 215.13 | 23 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 215.58 | 23 | -1.55 | - | 2 | 0 | 17 |
| 14 Sept | 214.79 | 26.5 | 0.4 | 50.93 | 11 | 1 | 14 |
For Indraprastha Gas Ltd - strike price 240 expiring on 30SEP2025
Delta for 240 PE is 0.00
Historical price for 240 PE is as follows
On 22 Sept IGL was trading at 211.56. The strike last trading price was 23, 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 23, 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 18 Sept IGL was trading at 215.58. The strike last trading price was 23, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 14 Sept IGL was trading at 214.79. The strike last trading price was 26.5, which was 0.4 higher than the previous day. The implied volatity was 50.93, the open interest changed by 1 which increased total open position to 14
