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[--[65.84.65.76]--]
IGL
Indraprastha Gas Ltd

427.3 -13.65 (-3.10%)

Option Chain for IGL

12 Nov 2024 04:10 PM IST

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

Call
Put

Lot Size : 1375

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 229.15 0.00 320 0.00 0.10 - 40 -7 36 -
0.00 0 0 0 0.00 0.00 0.00 330 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 209.60 0.00 340 0.00 0.15 0.00 0 -2 0 0.00
0.00 0 0 0 0.00 157.50 0.00 350 -0.05 0.25 47.38 7 0 62 -0.02
0.00 0 0 0 0.00 48.95 0.00 360 0.05 0.35 44.04 5 0 192 -0.02
0.00 0 0 0 0.00 55.25 0.00 370 0.10 0.45 39.96 39 26 98 -0.03
0.00 0 0 0 0.00 51.20 0.00 380 0.00 0.60 35.99 108 -13 161 -0.04
0.00 0 0 0 0.00 44.30 0.00 390 0.15 1.00 33.50 146 13 259 -0.07
- 125 23 96 - 28.45 -7.85 400 0.30 1.80 31.67 673 51 578 -0.12
- 242 16 49 - 20.65 -8.00 410 0.80 3.35 30.55 1,031 4 585 -0.21
0.73 498 -16 675 20.59 13.95 -5.70 420 1.70 6.25 30.58 1,884 9 524 -0.33
0.53 915 134 1,506 23.48 8.85 -4.50 430 3.00 11.00 31.95 1,620 44 450 -0.47
0.35 718 57 1,338 24.77 5.15 -3.35 440 4.00 17.30 33.78 515 -13 286 -0.60
0.22 1,239 41 1,538 26.44 3.00 -2.20 450 5.25 25.05 36.72 234 0 282 -0.70
0.14 888 8 1,031 27.60 1.65 -1.35 460 6.70 33.70 40.36 23 2 72 -0.77
0.08 521 12 835 29.51 1.00 -0.90 470 0.00 38.15 0.00 0 3 0 0.00
0.06 486 29 298 31.64 0.65 -0.50 480 11.65 55.00 59.83 4 1 27 -0.79
0.03 151 -7 68 32.45 0.35 -0.30 490 0.00 53.50 0.00 0 -1 0 0.00
0.03 804 16 191 35.70 0.30 -0.15 500 9.35 72.00 59.09 11 0 346 -0.87
0.02 355 -12 34 37.30 0.20 -0.10 510 0.00 77.00 0.00 0 0 0 0.00
0.02 172 -6 16 42.00 0.20 0.00 520 0.00 88.00 0.00 0 -2 0 0.00
0.01 18 0 3 44.43 0.20 0.00 530 0.00 100.20 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.45 0.00 540 0.00 123.00 0.00 0 0 0 0.00
0.01 327 -23 27 51.09 0.20 -0.05 550 0.00 119.25 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.45 0.00 560 0.00 142.85 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.45 0.00 570 0.00 48.80 - 0 0 0 -
0.00 0 0 0 0.00 0.20 0.00 580 0.00 54.85 0.00 0 0 0 0.00
0.00 0 0 0 0.00 2.00 0.00 590 0.00 61.30 - 0 0 0 -
- 202 -2 19 - 0.10 0.00 600 -2.55 166.55 - 1 0 15 -
- 2 0 2 - 0.15 0.00 610 0.00 75.10 - 0 0 0 -
0.00 0 0 0 0.00 17.00 0.00 620 0.00 82.50 0.00 0 0 0 0.00
0.00 0 0 0 0.00 14.80 0.00 630 0.00 90.15 0.00 0 0 0 0.00
- 3 0 3 - 0.10 0.00 640 0.00 98.00 0.00 0 0 0 0.00
7,666 3,973
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.