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Related Pages for INDIGO
[--[65.84.65.76]--]
INDIGO
Interglobe Aviation Ltd
4405.5 -3.75 (-0.09%)

Option Chain for INDIGO

03 Dec 2024 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 0 0 - 1247.65 0.00 3700 -0.90 5.00 39.18 3 0 25 -0.03
0.00 0 0 0 0.00 434.55 0.00 3750 0.00 90.40 0.00 0 0 0 0.00
0.00 0 0 0 0.00 628.60 0.00 3800 -1.75 6.45 35.97 349 -36 517 -0.04
0.00 0 0 0 0.00 367.55 0.00 3850 0.00 122.25 0.00 0 0 0 0.00
0.00 0 0 0 0.00 378.20 0.00 3900 -2.85 10.00 33.98 359 4 746 -0.06
0.00 0 0 0 0.00 325.70 0.00 3950 0.00 15.00 0.00 0 0 0 0.00
- 174 -1 18 - 429.40 -18.60 4000 -3.55 14.80 31.58 612 107 716 -0.09
- 7 0 2 - 380.00 12.25 4050 -4.30 18.45 30.56 135 -9 106 -0.11
0.94 278 0 1 20.60 341.45 -5.45 4100 -4.45 23.20 29.62 774 71 463 -0.14
0.80 16 0 5 33.96 330.55 24.85 4150 -5.60 29.40 28.78 341 22 186 -0.17
0.87 391 -3 48 19.60 250.05 -15.35 4200 -4.85 37.50 28.05 1,022 -8 880 -0.21
0.81 184 3 16 20.54 211.40 -14.20 4250 -6.55 47.10 27.20 489 105 238 -0.25
0.73 661 -21 232 21.15 176.00 -14.35 4300 -4.55 61.55 27.03 940 93 901 -0.31
0.65 121 -15 184 21.35 143.25 -13.40 4350 -4.20 78.30 26.69 371 -38 219 -0.37
0.57 1,144 146 2,330 21.41 114.00 -14.00 4400 -4.90 99.65 26.70 1,547 0 607 -0.44
0.49 325 112 898 21.63 89.60 -12.45 4450 -2.60 125.20 26.90 335 13 225 -0.50
0.41 1,432 62 3,460 21.79 69.00 -12.00 4500 -2.35 153.60 27.00 500 68 695 -0.57
0.33 192 -7 309 21.89 52.00 -11.50 4550 0.00 189.25 28.08 41 18 59 -0.63
0.27 855 45 1,407 22.04 38.60 -9.70 4600 -4.35 218.10 26.83 64 38 283 -0.69
0.21 200 98 525 22.36 28.70 -7.25 4650 0.00 251.00 0.00 0 9 0 0.00
0.16 769 131 1,201 22.29 20.10 -6.60 4700 -0.25 302.70 29.44 2 0 157 -0.77
0.12 105 39 207 22.69 14.75 -5.75 4750 0.00 693.60 - 0 0 0 -
0.09 830 386 1,370 23.00 10.60 -4.35 4800 -0.55 388.00 30.50 10 3 177 -0.84
0.00 0 0 0 8.66 37.00 0.00 4850 0.00 780.60 - 0 0 0 -
0.05 339 38 532 23.94 5.75 -2.50 4900 -40.00 480.00 32.47 5 0 60 -0.88
0.00 0 0 0 0.00 0.00 0.00 4950 0.00 0.00 0.00 0 0 0 0.00
0.04 214 40 196 25.93 4.00 -0.75 5000 0.00 610.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 5050 0.00 0.00 0.00 0 0 0 0.00
0.03 1 1 3 28.74 3.50 0.00 5100 0.00 413.75 - 0 0 0 -
8,238 7,260
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.