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 |
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Put
Lot Size : 1375 |
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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 |
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- | 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
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.