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Option Chain For INDIGO - INTERGLOBE AVIATION LTD
Last updated on 22 Sep 2020 05:02 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 - - - - -
- - - - - 720 - - - - -
- - - - - 740 - - - - -
- - - - - 760 - - - - -
- - - - - 780 - - - - -
1,000 - - - - 800 - - - - 2,000
- - - - - 820 - - - - -
- - - - - 840 - - - - -
- - - - - 860 - - - - -
- - - - - 880 - - - - 500
- - - - - 900 0.05 0.10 156.35 -2,000 19,500
- - - - - 920 - - - - -
- - - - - 940 - - - - -
- - - - - 960 - - - - -
500 - - - - 980 - - - - 5,000
4,500 - - 226.00 -90.00 1000 0.30 0.60 134.89 -5,500 51,500
- - - - - 1020 - - - - 500
- - - - - 1040 0.20 1.00 122.60 -500 1,000
- - - - - 1060 0.90 1.00 111.30 -1,500 10,000
- - - - - 1080 0.15 1.00 100.07 - 5,000
14,500 -1,000 - 128.95 -71.05 1100 -0.50 1.20 90.41 - 46,500
- - - - - 1120 1.10 3.80 103.82 - 5,500
4,500 - 109.44 108.50 8.70 1140 -0.15 1.40 71.14 -1,500 9,000
3,000 - - - - 1160 0.20 2.40 67.35 -1,000 20,500
6,000 - - - - 1180 0.05 2.40 54.24 - 8,000
70,500 10,000 68.86 50.70 -54.00 1200 0.40 6.60 54.40 21,500 128,000
26,000 7,500 43.63 25.25 -90.10 1220 3.25 10.60 49.47 8,500 31,000
41,500 30,000 47.39 14.75 -45.70 1240 10.25 21.00 41.32 -2,500 52,500
63,500 48,000 56.73 12.00 -43.00 1260 7.75 22.75 29.65 -27,500 24,000
26,000 2,500 59.63 7.60 -26.45 1280 27.70 50.00 31.26 -15,000 14,500
107,500 -5,000 65.08 5.10 -19.35 1300 38.35 69.00 83.44 -51,000 33,000
49,500 -3,000 73.76 4.15 -12.90 1320 45.65 86.75 89.47 -4,000 33,500
128,500 -54,000 86.10 4.00 -8.35 1340 73.95 126.05 171.31 -7,500 9,500
103,000 -6,500 87.40 3.00 -5.80 1360 77.55 146.35 187.84 - 2,500
90,000 -31,500 91.60 2.25 -5.05 1380 - - - - -
184,500 -32,500 96.64 1.80 -3.80 1400 47.05 142.05 - - 2,500
51,500 -17,500 90.72 0.70 -3.30 1420 -200.95 181.20 - - -
21,500 -22,000 97.49 0.70 -2.00 1440 - - - - -
23,500 500 82.50 0.10 -1.85 1460 - - - - -
33,000 -7,500 105.67 0.45 -1.30 1480 - - - - -
20,500 -6,500 112.53 0.45 -0.65 1500 - - - - -
2,500 - - - - 1520 - - - - 1,500
- - - - - 1540 - - - - -
Total 1,077,000 517,000
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.