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Related Pages for IGL
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IGL
Indraprastha Gas Ltd
392.8 6.80 (1.76%)

Option Chain for IGL

11 Dec 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 0 0 - 214.90 0.00 240 0.00 0.15 - 2 0 68 -
0.00 0 0 0 0.00 0.00 0.00 250 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 186.60 0.00 260 0.00 0.10 0.00 0 -1 0 0.00
0.00 0 0 0 0.00 153.20 0.00 270 0.00 0.10 - 1 0 209 -
0.00 0 0 0 0.00 90.25 0.00 280 0.00 0.25 0.00 0 0 0 0.00
0.00 0 0 0 0.00 61.35 0.00 290 -0.05 0.15 - 14 -5 310 -
- 161 -1 2 - 90.00 2.50 300 -0.05 0.20 - 58 -3 614 -
0.00 0 -1 0 0.00 76.10 0.00 310 -0.05 0.30 - 37 -17 392 -
- 375 -2 5 - 75.00 4.90 320 -0.10 0.40 53.21 144 1 632 -0.02
0.96 673 -14 46 50.66 64.00 4.35 330 -0.15 0.60 49.94 324 -48 915 -0.04
0.93 649 -32 98 49.81 54.60 4.95 340 -0.40 0.75 44.84 450 -105 850 -0.05
0.87 1,636 -18 87 53.93 46.35 6.10 350 -0.65 1.20 41.94 972 -147 957 -0.08
0.84 919 -10 99 46.87 36.80 5.60 360 -1.05 1.80 38.25 1,343 -80 1,024 -0.12
0.79 796 -93 615 40.79 27.65 4.40 370 -1.75 3.10 36.18 1,519 -150 867 -0.19
0.69 752 -249 2,107 37.18 19.60 3.05 380 -2.90 5.15 33.96 1,994 -78 1,056 -0.29
0.56 1,446 -103 3,832 36.17 13.30 2.30 390 -3.70 8.85 33.45 1,874 172 888 -0.43
0.43 3,733 -487 5,997 36.32 8.70 1.30 400 -4.80 14.15 33.39 922 -59 802 -0.58
0.30 791 -99 2,983 36.14 5.30 0.70 410 -5.95 20.70 32.77 79 4 74 -0.72
0.21 1,592 91 2,905 37.22 3.30 0.35 420 -5.75 28.70 33.17 65 16 181 -0.82
0.13 655 23 1,365 38.19 2.00 0.10 430 -6.30 37.60 34.21 31 13 167 -0.89
0.09 826 -31 776 40.36 1.35 0.10 440 -6.95 46.15 - 9 -1 79 -
0.07 547 80 443 42.66 0.95 0.10 450 -6.25 56.50 35.10 1 0 56 -0.97
0.05 279 -25 91 44.46 0.65 0.05 460 0.00 67.50 0.00 0 2 0 0.00
0.03 132 6 51 47.03 0.50 0.00 470 0.00 109.75 0.00 0 0 0 0.00
0.02 57 0 9 48.64 0.35 -0.05 480 0.00 10.15 0.00 0 0 0 0.00
0.00 0 0 0 30.00 6.40 0.00 490 0.00 70.85 - 0 0 0 -
- 197 -12 39 - 0.30 0.05 500 0.00 107.60 0.00 0 3 0 0.00
0.00 0 0 0 0.00 0.00 0.00 510 0.00 0.00 0.00 0 0 0 0.00
- 52 -2 17 - 0.25 0.05 520 0.00 190.00 0.00 0 0 0 0.00
16,268 10,141
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.