IGL
Indraprastha Gas Ltd
390.5
-6.85 (-1.72%)
Option Chain for IGL
26 Dec 2024 04:10 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
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 | 0 | 0 | - | 126.45 | 0.00 | 300 | -0.40 | 0.65 | 48.10 | 20 | 9 | 64 | -0.03 |
| - | 0 | 0 | 0 | - | 32.30 | 0.00 | 310 | -0.50 | 1.10 | 47.78 | 13 | 8 | 28 | -0.04 |
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| 0.00 | 0 | 0 | 0 | 0.00 | 53.15 | 0.00 | 320 | -0.60 | 1.35 | 44.53 | 93 | 38 | 246 | -0.06 |
| 0.00 | 0 | 0 | 0 | 0.00 | 68.55 | 0.00 | 330 | -0.75 | 2.05 | 43.47 | 85 | 25 | 65 | -0.08 |
| - | 7 | 0 | 3 | - | 52.10 | 2.75 | 340 | -1.10 | 2.75 | 41.16 | 358 | 86 | 197 | -0.11 |
| - | 24 | 13 | 19 | - | 41.90 | -6.60 | 350 | -1.65 | 4.15 | 40.49 | 492 | 96 | 336 | -0.15 |
| 0.91 | 51 | -14 | 94 | 22.41 | 35.50 | -0.50 | 360 | -2.20 | 5.70 | 38.76 | 644 | 79 | 331 | -0.20 |
| 0.79 | 59 | 14 | 43 | 27.96 | 28.80 | 0.80 | 370 | -2.85 | 8.40 | 38.65 | 515 | 109 | 347 | -0.27 |
| 0.67 | 385 | 72 | 299 | 31.43 | 23.30 | 1.50 | 380 | -3.45 | 11.60 | 37.91 | 492 | 58 | 407 | -0.35 |
| 0.57 | 579 | 191 | 1,005 | 30.52 | 17.10 | -0.40 | 390 | -3.70 | 16.50 | 39.07 | 598 | 171 | 439 | -0.44 |
| 0.46 | 2,546 | 353 | 3,547 | 31.22 | 12.70 | -0.75 | 400 | -4.15 | 22.05 | 39.76 | 510 | 103 | 482 | -0.52 |
| 0.37 | 774 | 101 | 1,339 | 31.95 | 9.30 | -0.65 | 410 | -4.15 | 28.55 | 40.82 | 59 | 11 | 66 | -0.59 |
| 0.29 | 1,240 | 54 | 1,520 | 32.49 | 6.65 | -0.70 | 420 | -5.55 | 35.45 | 41.27 | 40 | 16 | 70 | -0.66 |
| 0.22 | 408 | 73 | 810 | 33.75 | 4.95 | -0.40 | 430 | 0.00 | 42.00 | 0.00 | 0 | 2 | 0 | 0.00 |
| 0.17 | 578 | 128 | 706 | 34.15 | 3.45 | -0.95 | 440 | -0.50 | 54.50 | 51.21 | 3 | 1 | 3 | -0.73 |
| 0.12 | 282 | 41 | 485 | 34.85 | 2.45 | -0.95 | 450 | -1.45 | 63.25 | 53.69 | 32 | 27 | 57 | -0.76 |
| 0.09 | 208 | -10 | 185 | 35.86 | 1.80 | -0.75 | 460 | 0.00 | 75.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 470 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.05 | 169 | 54 | 175 | 36.71 | 0.85 | -0.65 | 480 | 5.45 | 92.50 | 66.29 | 81 | 77 | 95 | -0.80 |
| 7,310 | 3,233 | |||||||||||||
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.
