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Option Chain For IGL - INDRAPRASTHA GAS LTD
Last updated on 03 Jul 2020 02:55 PM info_outline

Note:- Click on the strike price to open the historical data.

Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
- - - - - 300 - - - - -
- - - - - 310 - - - - -
- - - - - 320 - - - - -
- - - - - 330 - - - - -
- - - - - 340 - - - - -
- - - - - 350 - - - - -
- - - - - 360 - - - - 5,500
- - - - - 370 -1.65 1.60 49.59 2,750 13,750
- - - - - 380 - - - - 22,000
- - - - - 390 -1.20 2.60 44.42 - 24,750
11,000 - 37.67 55.00 4.70 400 -1.30 4.05 44.58 -6,875 170,500
- - - - - 410 -1.80 5.90 44.35 -8,250 67,375
9,625 2,750 32.65 37.00 4.75 420 -2.00 8.65 44.97 24,750 123,750
20,625 1,375 41.08 33.05 3.95 430 -2.70 11.70 44.04 8,250 119,625
64,625 -17,875 40.68 26.70 2.70 440 -3.40 15.45 44.32 -9,625 231,000
255,750 2,750 40.54 21.10 1.60 450 -3.05 20.60 44.91 12,375 90,750
277,750 8,250 40.63 16.70 1.30 460 -4.10 25.75 45.02 2,750 24,750
214,500 15,125 41.11 13.00 0.90 470 -7.15 31.95 45.38 4,125 17,875
401,500 -75,625 41.66 10.00 0.60 480 - - - - 17,875
61,875 -2,750 42.00 7.80 0.50 490 - - - - 1,375
376,750 30,250 42.74 6.00 0.45 500 - - - - 13,750
24,750 - 45.41 5.30 0.30 510 - - - - -
52,250 1,375 45.94 4.10 0.05 520 - - - - -
11,000 - - - - 530 - - - - -
27,500 - 44.80 2.00 - 540 - - - - -
17,875 1,375 43.21 1.20 - 550 - - - - -
5,500 - - - - 560 - - - - -
5,500 - - - - 570 - - - - -
- - - - - 580 - - - - 1,375
15,125 -1,375 47.53 0.50 - 590 - - - - -
4,125 - - - - 600 - - - - 1,375
Total 1,857,625 947,375
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike prices, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.