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Related Pages for INDIGO
[--[65.84.65.76]--]
INDIGO
Interglobe Aviation Ltd
4395.6 -38.45 (-0.87%)

Option Chain for INDIGO

20 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
0.00 0 0 0 0.00 1436.35 0.00 3500 0.00 0.65 - 72 3 130 -
0.00 0 0 0 0.00 586.55 0.00 3550 0.00 44.60 0.00 0 0 0 0.00
0.00 0 0 0 0.00 1341.35 0.00 3600 3.75 4.95 - 3 0 53 -
0.00 0 0 0 0.00 507.65 0.00 3650 0.00 64.60 0.00 0 0 0 0.00
- 0 0 0 - 1247.65 0.00 3700 0.20 1.85 - 14 3 30 -
0.00 0 0 0 0.00 434.55 0.00 3750 0.00 90.40 0.00 0 0 0 0.00
- 2 0 2 - 611.00 -17.60 3800 -0.70 1.50 - 112 -23 361 -
- 0 0 0 - 367.55 0.00 3850 0.00 2.45 0.00 0 0 0 0.00
0.92 7 -4 5 67.99 511.00 16.00 3900 -0.25 2.25 47.35 205 -42 247 -0.02
0.00 0 0 0 0.00 325.70 0.00 3950 -2.25 1.25 39.34 40 0 11 -0.02
0.92 112 -1 6 54.39 409.00 -25.95 4000 -0.60 2.90 40.50 784 -91 593 -0.03
0.00 0 0 0 0.00 361.75 0.00 4050 -1.95 2.95 36.17 192 1 97 -0.04
- 162 -7 8 - 291.30 -52.70 4100 -0.50 4.30 34.17 677 -6 455 -0.05
0.73 15 0 1 82.42 330.00 98.40 4150 -0.20 5.45 31.02 471 16 182 -0.07
- 172 -36 60 - 195.95 -50.70 4200 1.35 8.65 29.38 2,237 218 774 -0.11
0.80 159 1 5 32.34 168.30 -26.15 4250 1.20 11.40 26.01 1,318 8 510 -0.15
0.79 391 -46 313 22.39 113.20 -40.50 4300 2.65 17.65 23.75 3,328 -57 1,276 -0.23
0.65 160 -13 250 22.34 77.45 -36.00 4350 7.75 31.15 23.10 1,738 32 342 -0.35
0.50 1,244 -2 3,407 22.80 50.20 -26.70 4400 19.10 57.85 25.21 3,992 354 1,238 -0.50
0.35 450 -183 2,349 23.33 30.75 -21.75 4450 24.00 87.40 25.57 1,172 -90 153 -0.63
0.25 3,022 -54 7,694 25.64 20.85 -13.65 4500 29.60 126.10 27.46 1,273 -194 738 -0.74
0.17 714 -127 2,394 26.76 13.00 -8.35 4550 32.45 173.60 32.54 98 -5 124 -0.79
0.10 1,230 -94 2,858 26.57 6.70 -5.95 4600 51.50 223.50 38.47 442 -176 201 -0.81
0.06 431 46 1,510 28.06 4.25 -3.10 4650 0.00 230.00 0.00 0 1 0 0.00
0.04 848 114 1,330 30.21 3.10 -1.20 4700 42.85 314.55 42.21 184 -43 161 -0.88
0.03 161 -4 45 31.36 1.95 -0.80 4750 0.00 323.25 0.00 0 4 0 0.00
0.02 755 -20 372 34.10 1.70 -0.30 4800 26.30 425.00 60.93 32 -22 166 -0.86
0.00 0 0 0 0.00 1.40 0.00 4850 -310.30 470.30 61.75 3 0 0 -0.88
0.02 425 -41 115 38.50 1.15 -0.95 4900 30.00 436.25 - 3 0 58 -
0.01 1 0 40 38.62 0.65 0.20 4950 -300.55 569.70 - 3 0 0 -
0.01 496 -55 374 45.32 1.30 -0.30 5000 27.35 597.35 - 6 3 46 -
10,957 7,946
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.