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Option Chain For INDIGO - INTERGLOBE AVIATION LTD
Last updated on 16 Jul 2020 12:52 PM info_outline

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

Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
- - - - - 660 - - - - -
- - - - - 680 - - - - -
- - - - - 700 - - - - 1,200
- - - - - 720 - - - - 4,200
- - - - - 740 - - - - 1,800
- - - - - 760 - - - - 900
- - - - - 780 -53.10 4.30 83.30 300 300
300 - - - - 800 -2.30 3.80 74.16 - 54,300
- - - - - 820 - - - - 2,100
1,200 - - - - 840 -2.15 8.85 76.42 - 5,100
- - - - - 860 -4.35 10.05 71.60 -6,000 11,100
600 - - - - 880 -12.75 12.00 67.87 -1,500 7,200
22,500 900 59.70 106.00 25.00 900 -10.20 16.30 67.39 3,600 89,400
1,500 - 71.50 98.20 16.85 920 -12.90 21.15 66.45 -2,400 16,200
3,600 - 70.79 84.60 26.15 940 -14.45 27.80 67.60 -300 45,000
9,000 -3,000 69.71 71.80 23.05 960 -17.65 35.20 66.94 5,400 38,700
11,700 -3,600 62.56 56.90 16.20 980 -20.70 44.00 67.49 4,800 18,600
65,400 -300 61.60 45.50 12.40 1000 -25.40 52.00 63.32 -1,500 59,400
36,600 -3,900 61.55 37.05 10.05 1020 -19.75 64.95 68.02 -900 5,100
35,700 -2,100 62.66 29.65 7.30 1040 -31.15 74.25 60.81 - 10,200
26,100 -1,200 62.47 23.85 5.50 1060 -22.05 94.35 69.64 - 5,700
11,700 - 62.03 18.50 6.80 1080 - - - - 2,700
105,300 -7,200 63.20 15.10 2.70 1100 -52.00 118.00 59.10 - 9,300
15,300 300 61.95 11.00 1.40 1120 - - - - 3,600
18,300 - 66.41 10.40 3.25 1140 - - - - 2,400
5,400 - - - - 1160 - - - - 2,400
4,800 - - - - 1180 - - - - 600
81,900 -4,800 68.26 5.05 0.35 1200 - - - - 3,900
- - - - - 1220 - - - - -
- - - - - 1240 - - - - 300
- - - - - 1260 - - - - -
600 - - - - 1280 - - - - -
58,200 -1,500 72.96 1.90 -0.35 1300 - - - - 2,400
- - - - - 1320 - - - - -
600 - - - - 1340 - - - - -
300 - - - - 1360 - - - - -
- - - - - 1380 - - - - -
35,700 -1,500 83.83 1.30 -0.45 1400 - - - - 300
Total 552,300 404,400
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 prices, 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.