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Related Pages for INDIGO
[--[65.84.65.76]--]
INDIGO
Interglobe Aviation Ltd
4134.8 123.30 (3.07%)

Option Chain for INDIGO

23 Jan 2025 04:11 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 150
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 495.00 0.00 3500 -3.70 3.70 - 426 74 413 -
- 0 0 0 - 866.60 0.00 3550 0.00 19.50 28.25 0 0 0 -0.00
- 0 0 0 - 607.85 0.00 3600 -4.25 5.05 - 616 -30 288 -
- 0 0 0 - 777.85 0.00 3650 -5.80 6.80 57.62 145 -54 145 -0.05
0.00 0 2 0 0.00 332.75 0.00 3700 -8.10 8.15 54.80 933 -45 690 -0.06
0.00 0 0 0 0.00 318.20 0.00 3750 -9.30 12.30 54.94 260 50 332 -0.08
0.81 69 2 14 76.92 401.80 151.55 3800 -13.20 15.70 52.95 2,178 -144 802 -0.10
0.83 31 1 3 60.90 338.05 144.65 3850 -17.50 20.80 51.55 1,594 17 278 -0.13
0.86 71 -13 54 43.33 272.65 83.90 3900 -22.80 28.20 50.70 2,820 -42 817 -0.17
0.76 149 -42 263 54.10 249.80 93.70 3950 -26.45 39.30 50.80 1,339 -50 232 -0.23
0.72 604 -219 2,640 51.34 208.95 82.95 4000 -37.30 50.70 49.57 5,245 420 2,503 -0.28
0.66 480 -230 2,089 49.72 172.60 75.90 4050 -52.55 64.65 48.27 2,124 8 465 -0.34
0.59 1,193 -470 11,619 48.86 140.85 62.85 4100 -62.70 82.25 47.25 4,960 279 900 -0.41
0.52 493 -4 6,003 48.59 113.80 55.00 4150 -75.80 103.85 46.47 2,518 193 405 -0.48
0.45 1,977 -770 11,441 47.23 87.85 43.80 4200 -80.40 129.10 45.67 2,218 186 904 -0.55
0.38 570 71 2,211 48.36 71.00 36.05 4250 -161.75 160.45 45.95 551 -20 139 -0.63
0.32 2,380 301 6,578 48.39 54.90 27.60 4300 -98.05 196.40 46.86 243 -61 638 -0.69
0.26 673 48 1,399 49.18 43.20 22.35 4350 -199.85 218.55 38.25 19 -5 74 -0.80
0.22 1,934 192 3,382 50.42 34.55 17.40 4400 -117.20 271.05 45.54 186 -91 431 -0.81
0.18 406 30 1,289 51.55 27.50 14.40 4450 -26.00 319.60 50.04 66 -34 233 -0.83
0.15 2,408 126 4,013 53.33 22.75 11.90 4500 -112.45 358.10 46.02 227 -107 888 -0.89
0.12 524 48 998 53.75 17.40 10.20 4550 -15.40 420.40 60.88 59 -42 169 -0.85
0.09 1,602 133 2,679 54.42 13.45 7.05 4600 -136.85 453.55 50.02 53 -24 493 -0.92
0.08 393 3 301 55.06 10.35 6.25 4650 -125.10 517.90 68.47 30 -18 280 -0.87
0.06 1,955 -6 2,559 56.28 8.35 3.70 4700 -120.55 547.45 47.90 12 1 814 -0.97
0.05 290 18 160 57.80 6.95 3.20 4750 0.00 655.00 0.00 0 0 0 0.00
0.03 1,421 59 682 54.48 3.60 0.55 4800 -210.00 610.00 - 5 0 375 -
- 203 -1 2 - 5.50 1.00 4850 0.00 569.30 0.00 0 0 0 0.00
- 517 -10 323 - 4.00 1.85 4900 -114.35 786.65 - 1 0 34 -
- 30 -7 16 - 1.70 -2.00 4950 0.00 332.90 0.00 0 0 0 0.00
- 1,410 -29 495 - 2.85 0.85 5000 -146.00 852.20 - 2 0 52 -
- 37 0 2 - 1.00 -0.95 5050 0.00 703.25 - 0 0 0 -
- 268 0 18 - 2.25 0.35 5100 0.00 475.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.95 0.00 5150 0.00 787.45 - 0 0 0 -
- 373 -11 16 - 1.00 0.05 5200 0.00 1094.30 - 0 0 0 -
22,461 13,794
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.