IGL
Indraprastha Gas Ltd
388.3
-1.55 (-0.40%)
Option Chain for IGL
20 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 | - | 214.90 | 0.00 | 240 | -0.05 | 0.05 | - | 1 | 0 | 66 | - |
| 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 | 0.05 | 0.15 | - | 3 | 0 | 39 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 153.20 | 0.00 | 270 | 0.00 | 0.05 | - | 1 | 0 | 184 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 112.25 | 0.00 | 280 | 0.00 | 0.05 | - | 1 | 0 | 93 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 61.35 | 0.00 | 290 | -0.05 | 0.05 | - | 15 | -5 | 219 | - |
| 0.00 | 0 | 1 | 0 | 0.00 | 92.00 | 0.00 | 300 | -0.05 | 0.05 | - | 42 | 0 | 446 | - |
| - | 447 | -9 | 112 | - | 72.65 | -6.90 | 310 | -0.20 | 0.10 | - | 194 | 86 | 430 | - |
| - | 340 | -2 | 13 | - | 63.50 | -7.90 | 320 | -0.05 | 0.10 | - | 73 | 0 | 539 | - |
| - | 566 | 0 | 3 | - | 58.65 | -1.55 | 330 | -0.05 | 0.15 | - | 52 | -17 | 716 | - |
| - | 518 | -9 | 12 | - | 48.70 | -1.45 | 340 | -0.15 | 0.25 | 51.21 | 144 | -23 | 534 | -0.03 |
| - | 359 | -9 | 96 | - | 33.90 | -6.60 | 350 | -0.10 | 0.55 | 47.90 | 266 | -21 | 771 | -0.05 |
| - | 685 | -30 | 275 | - | 23.70 | -6.50 | 360 | 0.05 | 0.95 | 41.93 | 516 | -106 | 792 | -0.10 |
| - | 532 | -5 | 119 | - | 14.60 | -6.60 | 370 | 0.50 | 2.45 | 41.10 | 1,427 | 48 | 758 | -0.21 |
| 0.68 | 601 | 105 | 1,085 | 26.10 | 8.40 | -4.70 | 380 | 1.75 | 5.65 | 41.72 | 1,974 | 50 | 1,182 | -0.38 |
| 0.40 | 1,587 | 254 | 3,274 | 33.34 | 4.65 | -2.55 | 390 | 3.65 | 11.75 | 47.52 | 1,340 | -154 | 837 | -0.56 |
| 0.25 | 4,530 | 290 | 7,103 | 39.94 | 2.80 | -1.25 | 400 | 5.15 | 20.00 | 56.97 | 646 | -124 | 645 | -0.68 |
| 0.14 | 1,770 | 199 | 2,273 | 43.29 | 1.50 | -0.70 | 410 | 5.75 | 28.65 | 64.18 | 88 | -27 | 72 | -0.76 |
| 0.08 | 1,744 | -33 | 1,487 | 46.93 | 0.85 | -0.50 | 420 | 1.50 | 32.60 | - | 39 | -15 | 198 | - |
| 0.05 | 684 | -36 | 564 | 51.43 | 0.55 | -0.30 | 430 | 2.90 | 41.90 | - | 13 | -8 | 190 | - |
| 0.04 | 770 | -17 | 382 | 58.76 | 0.50 | -0.20 | 440 | 2.75 | 53.55 | - | 23 | -18 | 53 | - |
| - | 579 | 6 | 246 | - | 0.35 | -0.20 | 450 | 0.00 | 57.55 | 0.00 | 0 | 1 | 0 | 0.00 |
| - | 270 | -67 | 135 | - | 0.35 | -0.10 | 460 | 0.00 | 67.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 132 | -2 | 10 | - | 0.20 | -0.10 | 470 | 0.00 | 109.75 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 58 | -1 | 42 | - | 0.10 | -0.10 | 480 | 0.00 | 10.15 | - | 0 | 0 | 0 | - |
|
|
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| 0.00 | 0 | 0 | 0 | 30.00 | 6.40 | 0.00 | 490 | 0.00 | 70.85 | - | 0 | 0 | 0 | - |
| - | 184 | -3 | 10 | - | 0.20 | 0.00 | 500 | 0.00 | 116.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 16,356 | 8,764 | |||||||||||||
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.
