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Related Pages for INDIGO
[--[65.84.65.76]--]
INDIGO
Interglobe Aviation Ltd
4657.55 -104.84 (-2.20%)

Option Chain for INDIGO

07 Mar 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
0.95 3 1 2 63.17 985.00 105.00 3700 0.00 1.85 0.00 0 -2 0 0.00
0.00 0 0 0 0.00 570.45 0.00 3750 0.00 51.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 720.00 0.00 3800 0.45 3.45 43.83 78 23 230 -0.02
0.00 0 0 0 0.00 493.15 0.00 3850 0.00 72.55 0.00 0 0 0 0.00
- 0 0 0 - 937.50 0.00 3900 0.70 4.50 40.81 12 1 62 -0.03
0.00 0 0 0 0.00 489.00 0.00 3950 0.00 6.00 0.00 0 0 0 0.00
- 10 0 2 - 671.00 -74.00 4000 0.45 5.75 37.57 450 93 852 -0.03
0.00 0 0 0 0.00 389.75 0.00 4050 0.00 6.85 0.00 0 -2 0 0.00
0.00 0 0 0 0.00 523.00 0.00 4100 1.45 9.50 36.09 111 1 368 -0.06
- 0 0 0 - 297.90 0.00 4150 1.45 11.50 34.91 36 7 78 -0.07
0.00 0 4 0 0.00 560.00 2.50 4200 2.20 14.30 33.93 506 -77 535 -0.08
0.80 29 0 1 52.12 490.25 81.00 4250 3.20 18.10 33.13 56 11 96 -0.10
0.85 340 0 1 35.93 405.00 -56.80 4300 4.35 23.00 32.39 751 140 928 -0.13
0.81 93 1 14 36.69 366.85 -53.15 4350 6.00 29.45 31.80 187 2 204 -0.16
0.84 478 -31 62 26.39 298.00 -96.80 4400 8.10 37.00 31.06 1,128 66 938 -0.19
0.79 219 -22 50 26.90 259.55 -72.45 4450 11.15 47.40 30.67 483 35 528 -0.23
0.74 925 26 465 27.29 223.80 -69.10 4500 13.60 58.80 29.94 2,357 -361 1,676 -0.28
0.68 133 -60 129 26.59 187.05 -64.55 4550 19.60 75.00 29.85 706 -47 305 -0.34
0.61 429 -55 550 28.01 161.90 -53.50 4600 23.80 92.95 29.49 1,599 10 992 -0.39
0.55 190 11 529 27.23 131.05 -50.25 4650 29.65 115.00 29.40 1,086 50 237 -0.45
0.48 968 232 3,531 27.55 108.15 -44.80 4700 35.20 140.40 29.38 2,832 61 714 -0.52
0.42 601 223 2,495 27.67 87.65 -38.80 4750 40.10 169.00 29.39 1,078 -4 197 -0.58
0.35 1,781 567 6,364 27.49 69.00 -33.95 4800 47.25 201.20 29.56 846 128 657 -0.63
0.30 355 78 1,147 27.46 53.90 -29.50 4850 34.65 219.65 25.37 48 9 25 -0.72
0.24 769 230 3,295 27.01 40.05 -26.50 4900 38.45 258.90 25.70 70 16 72 -0.77
0.19 190 107 463 27.33 31.20 -21.70 4950 -406.70 307.90 28.56 5 4 4 -0.79
0.16 1,389 32 3,248 27.80 24.55 -16.55 5000 66.45 355.75 30.86 84 39 189 -0.81
0.13 161 90 366 28.01 18.70 -13.60 5050 0.00 802.05 - 0 0 0 -
0.10 365 57 784 28.15 14.00 -11.20 5100 0.00 499.95 - 0 0 0 -
0.08 416 7 352 28.59 10.85 -8.50 5150 -451.10 440.85 - 4 0 0 -
0.06 612 179 1,035 29.31 8.80 -6.50 5200 0.00 465.00 0.00 0 1 0 0.00
0.00 0 0 0 0.00 0.00 0.00 5250 0.00 0.00 0.00 0 0 0 0.00
0.04 176 30 250 30.16 5.30 -3.65 5300 0.00 637.70 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 5350 0.00 0.00 0.00 0 0 0 0.00
0.03 128 127 136 32.54 4.30 -3.20 5400 0.00 712.15 - 0 0 0 -
10,760 9,887
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.