IGL
Indraprastha Gas Ltd
414.2
-5.30 (-1.26%)
Option Chain for IGL
14 Nov 2024 09:21 AM 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 | |
| 0.00 | 0 | -1 | 0 | 0.00 | 45.75 | 0.00 | 380 | 0.15 | 1.25 | 37.12 | 10 | 0 | 357 | -0.09 |
| 0.93 | 38 | 0 | 1 | 24.74 | 29.40 | -0.10 | 390 | 0.40 | 2.00 | 34.03 | 4 | 0 | 242 | -0.14 |
| 0.00 | 0 | 10 | 0 | 0.00 | 24.00 | 0.00 | 400 | 0.40 | 3.15 | 30.55 | 37 | 0 | 587 | -0.21 |
| 0.00 | 0 | -2 | 0 | 0.00 | 15.20 | 0.00 | 410 | 0.60 | 5.60 | 28.78 | 39 | -2 | 546 | -0.34 |
| 0.48 | 583 | 2 | 50 | 26.77 | 8.10 | -1.05 | 420 | 0.75 | 9.70 | 27.73 | 31 | 5 | 524 | -0.51 |
| 0.32 | 900 | 4 | 47 | 27.08 | 4.55 | -0.80 | 430 | 0.80 | 15.95 | 28.18 | 8 | -2 | 393 | -0.67 |
| 0.20 | 622 | 2 | 35 | 28.33 | 2.50 | -0.50 | 440 | 0.00 | 21.60 | 0.00 | 0 | -44 | 0 | 0.00 |
| 0.12 | 1,180 | 7 | 34 | 29.92 | 1.40 | -0.30 | 450 | 0.00 | 30.85 | 0.00 | 0 | -5 | 0 | 0.00 |
| 0.07 | 731 | 0 | 9 | 32.03 | 0.85 | -0.15 | 460 | 0.00 | 40.85 | 0.00 | 0 | -5 | 0 | 0.00 |
| 0.05 | 407 | 0 | 1 | 34.90 | 0.60 | 0.00 | 470 | 10.30 | 48.45 | - | 1 | 0 | 19 | - |
| 0.04 | 455 | 0 | 3 | 38.54 | 0.50 | 0.05 | 480 | 0.00 | 55.00 | 0.00 | 0 | 0 | 0 | 0.00 |
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| 0.00 | 0 | -11 | 0 | 0.00 | 0.25 | 0.00 | 490 | 0.00 | 53.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 774 | 0 | 21 | 42.69 | 0.25 | 0.05 | 500 | 0.00 | 80.00 | 0.00 | 0 | -2 | 0 | 0.00 |
| 0.01 | 349 | 0 | 1 | 43.56 | 0.15 | 0.00 | 510 | 0.00 | 77.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 6,039 | 2,668 | |||||||||||||
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.
