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Option Chain For IGL - INDRAPRASTHA GAS LTD
Last updated on 01 Oct 2020 01:57 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
- - - - - 290 - - - - -
1,375 - - - - 300 - - - - 1,375
- - - - - 310 - - - - -
- - - - - 320 - - - - -
- - - - - 330 - - - - -
- - - - - 340 -0.50 1.40 41.12 - 12,375
- - - - - 350 -1.40 1.70 37.16 50,875 162,250
- - - - - 360 -2.10 2.90 37.14 -33,000 140,250
1,375 - - - - 370 -3.25 4.60 35.97 -16,500 187,000
5,500 - - - - 380 -4.35 7.40 36.54 -6,875 332,750
81,125 -46,750 32.29 19.85 3.95 390 -5.60 11.25 36.81 -4,125 138,875
522,500 11,000 33.09 15.45 3.40 400 -6.30 16.80 38.93 -1,375 226,875
474,375 -74,250 33.93 11.40 2.50 410 -4.90 22.00 38.06 -5,500 31,625
346,500 8,250 35.41 8.30 1.70 420 -6.40 29.15 39.76 -2,750 37,125
246,125 6,875 36.14 5.90 1.00 430 -9.00 37.00 41.57 - 16,500
207,625 23,375 36.48 4.10 0.50 440 -14.60 44.60 41.14 - -
680,625 52,250 37.78 3.00 0.15 450 - - - - 5,500
180,125 108,625 38.61 2.10 0.05 460 - - - - -
17,875 1,375 41.22 1.80 -0.20 470 - - - - -
- - - - - 480 - - - - 4,125
5,500 1,375 43.64 1.05 -0.15 490 - - - - -
225,500 -11,000 45.67 0.90 -0.15 500 - - - - -
2,750 - - - - 510 - - - - -
4,125 - - - - 520 - - - - 1,375
- - - - - 530 - - - - -
- - - - - 540 - - - - -
- - - - - 550 - - - - -
- - - - - 560 - - - - -
- - - - - 570 - - - - -
- - - - - 580 - - - - 1,375
- - - - - 590 - - - - -
- - - - - 600 - - - - -
Total 3,003,000 1,299,375
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 ltp, 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.