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Related Pages for INDIGO
[--[65.84.65.76]--]
INDIGO
Interglobe Aviation Ltd
4060.05 14.15 (0.35%)

Option Chain for INDIGO

21 Nov 2024 02:22 PM IST

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

Call
Put

Lot Size : 300
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 1619.75 0.00 3200 -0.10 1.40 - 0.5 0 58 -
0.00 0 0 0 0.00 1503.40 0.00 3250 0.00 26.90 0.00 0 0 0 0.00
- 0 0 0 - 1609.30 0.00 3300 0.00 0.45 30.00 0 0 0 -0.00
- 0 0 0 - 1477.45 0.00 3350 0.00 20.00 0.00 0 0 0 0.00
- 0 0 0 - 1427.20 0.00 3400 0.40 2.50 - 14 2 96 -
- 0 0 0 - 1462.00 0.00 3450 0.00 13.65 0.00 0 0 0 0.00
0.00 0 0 0 0.00 392.30 0.00 3500 -0.60 2.85 - 146 42 639 -
0.00 0 0 0 0.00 400.40 0.00 3550 0.00 3.95 0.00 0 -38 0 0.00
0.00 0 0 0 0.00 299.65 0.00 3600 -1.30 4.20 50.24 153.5 77 478 -0.04
0.00 0 0 0 0.00 295.90 0.00 3650 -1.55 4.95 47.03 112 32 195 -0.04
- 30 -2 2 - 350.15 -23.10 3700 -2.65 5.95 43.90 389 90 666 -0.06
0.00 0 8 0 0.00 298.55 0.00 3750 -2.90 7.80 41.46 402 2 408 -0.07
0.98 416 4 21.5 23.32 271.00 18.40 3800 -4.00 9.65 38.31 930.5 -121 1,261 -0.09
0.81 236 1 9 46.80 248.20 38.70 3850 -4.80 13.25 36.07 604.5 -25 656 -0.13
0.89 1,084 -27 173.5 25.43 178.10 14.55 3900 -6.55 17.95 33.54 908 269 1,627 -0.17
0.79 388 14 198 28.15 140.35 14.35 3950 -10.90 23.80 30.50 407 112 536 -0.23
0.70 1,403 -128 1,191 24.91 97.90 8.20 4000 -12.15 34.00 28.28 1,664.5 103 1,439 -0.32
0.57 702 103 1,500.5 23.82 64.50 2.95 4050 -18.35 51.10 27.11 640.5 40 546 -0.44
0.42 2,495 328 2,780 22.79 38.25 -3.65 4100 -23.05 75.45 26.42 568.5 147 1,005 -0.57
0.28 487 -5 511 23.24 22.45 -4.95 4150 -25.35 111.50 28.31 211.5 172 455 -0.68
0.18 2,001 91 925.5 24.56 13.75 -4.85 4200 -36.35 141.65 23.83 74 -25 286 -0.82
0.12 506 29 696 25.83 8.35 -3.45 4250 -38.45 192.40 29.99 12 -3 25 -0.84
0.07 929 -15 618 26.97 5.00 -2.85 4300 -21.80 243.90 36.49 26 -24 134 -0.85
0.05 223 67 450.5 28.09 3.00 -2.25 4350 -137.80 297.95 46.10 0.5 0 12 -0.84
0.03 790 -14 196.5 30.41 2.30 -1.80 4400 0.00 362.35 0.00 0 -1 0 0.00
0.03 146 0 12.5 33.21 2.00 -1.30 4450 0.00 92.75 - 0 0 0 -
0.02 1,863 23 336 36.02 1.80 -0.80 4500 -12.00 448.00 59.75 0.5 0 349 -0.88
0.00 0 -8 0 0.00 3.00 0.00 4550 0.00 120.75 - 0 0 0 -
0.02 442 -60 45 40.34 1.25 -0.60 4600 12.00 520.00 - 2 -2 266 -
0.00 0 0 0 0.00 204.25 0.00 4650 0.00 154.40 0.00 0 0 0 0.00
0.01 305 -19 24 45.69 1.15 -0.10 4700 0.00 630.00 0.00 0 -6 0 0.00
0.00 0 0 0 0.00 2.15 0.00 4750 0.00 685.00 0.00 0 0 0 0.00
0.01 439 -52 83 51.81 1.20 -0.80 4800 0.00 714.65 0.00 0 -7 0 0.00
0.00 0 0 0 0.00 316.80 0.00 4850 0.00 238.50 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.90 0.00 4900 0.00 820.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 268.60 0.00 4950 0.00 289.05 0.00 0 0 0 0.00
- 1,152 -73 78.5 - 1.00 -0.05 5000 -180.10 925.00 - 2 0 135 -
16,037 11,272
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.