INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Nov 2024 04:11 PM IST
| INDIGO 28NOV2024 3500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4069.80 | 392.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 4045.90 | 392.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 4045.90 | 392.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 3976.30 | 392.3 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 14 Nov | 3891.20 | 392.3 | -1020.75 | - | 0.5 | 0 | 0 | |||
| 13 Nov | 3848.80 | 1413.05 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 3912.90 | 1413.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 4011.60 | 1413.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 4002.95 | 1413.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 3995.75 | 1413.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 4061.95 | 1413.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 3940.85 | 1413.05 | 0.00 | - | 0 | 0 | 0 | |||
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| 4 Nov | 3963.10 | 1413.05 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 4069.55 | 1413.05 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 4052.50 | 1413.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 4057.70 | 1413.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 4026.75 | 1413.05 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 4015.45 | 1413.05 | - | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 3500 expiring on 28NOV2024
Delta for 3500 CE is 0.00
Historical price for 3500 CE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 392.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 392.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 392.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 392.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 392.3, which was -1020.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 1413.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 1413.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 1413.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 1413.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 1413.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 1413.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 1413.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 1413.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 1413.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 1413.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct INDIGO was trading at 4057.70. The strike last trading price was 1413.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct INDIGO was trading at 4026.75. The strike last trading price was 1413.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct INDIGO was trading at 4015.45. The strike last trading price was 1413.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDIGO 28NOV2024 3500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.30
Theta: -1.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4069.80 | 2.7 | -0.75 | 55.91 | 190 | 16 | 314.5 |
| 20 Nov | 4045.90 | 3.45 | 0.00 | 49.58 | 292 | -14.5 | 300.5 |
| 19 Nov | 4045.90 | 3.45 | -0.35 | 49.58 | 292 | -12.5 | 300.5 |
| 18 Nov | 3976.30 | 3.8 | -2.60 | 43.42 | 229.5 | -60.5 | 312.5 |
| 14 Nov | 3891.20 | 6.4 | -2.30 | 35.35 | 255 | 26 | 373 |
| 13 Nov | 3848.80 | 8.7 | 0.90 | 35.18 | 326.5 | -23.5 | 344.5 |
| 12 Nov | 3912.90 | 7.8 | 2.85 | 36.05 | 183.5 | 53.5 | 370 |
| 11 Nov | 4011.60 | 4.95 | -3.70 | 37.28 | 148 | 19.5 | 319 |
| 8 Nov | 4002.95 | 8.65 | 0.55 | 37.72 | 129.5 | -5 | 300 |
| 7 Nov | 3995.75 | 8.1 | 1.30 | 36.84 | 200.5 | 5.5 | 305.5 |
| 6 Nov | 4061.95 | 6.8 | -5.80 | 38.40 | 313 | 19.5 | 300 |
| 5 Nov | 3940.85 | 12.6 | -1.40 | 35.63 | 235.5 | -12.5 | 279.5 |
| 4 Nov | 3963.10 | 14 | 4.75 | 36.62 | 572.5 | 65 | 292 |
| 1 Nov | 4069.55 | 9.25 | 5.20 | 36.99 | 33 | -2.5 | 227.5 |
| 31 Oct | 4052.50 | 4.05 | -7.55 | - | 50 | 6 | 230 |
| 30 Oct | 4057.70 | 11.6 | 1.80 | - | 164 | -10 | 221 |
| 29 Oct | 4026.75 | 9.8 | -10.70 | - | 241 | -6 | 230 |
| 28 Oct | 4015.45 | 20.5 | - | 1,033 | 236 | 236 | |
For Interglobe Aviation Ltd - strike price 3500 expiring on 28NOV2024
Delta for 3500 PE is -0.02
Historical price for 3500 PE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 2.7, which was -0.75 lower than the previous day. The implied volatity was 55.91, the open interest changed by 32 which increased total open position to 629
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 3.45, which was 0.00 lower than the previous day. The implied volatity was 49.58, the open interest changed by -29 which decreased total open position to 601
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 3.45, which was -0.35 lower than the previous day. The implied volatity was 49.58, the open interest changed by -25 which decreased total open position to 601
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 3.8, which was -2.60 lower than the previous day. The implied volatity was 43.42, the open interest changed by -121 which decreased total open position to 625
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 6.4, which was -2.30 lower than the previous day. The implied volatity was 35.35, the open interest changed by 52 which increased total open position to 746
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 8.7, which was 0.90 higher than the previous day. The implied volatity was 35.18, the open interest changed by -47 which decreased total open position to 689
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 7.8, which was 2.85 higher than the previous day. The implied volatity was 36.05, the open interest changed by 107 which increased total open position to 740
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 4.95, which was -3.70 lower than the previous day. The implied volatity was 37.28, the open interest changed by 39 which increased total open position to 638
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 8.65, which was 0.55 higher than the previous day. The implied volatity was 37.72, the open interest changed by -10 which decreased total open position to 600
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 8.1, which was 1.30 higher than the previous day. The implied volatity was 36.84, the open interest changed by 11 which increased total open position to 611
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 6.8, which was -5.80 lower than the previous day. The implied volatity was 38.40, the open interest changed by 39 which increased total open position to 600
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 12.6, which was -1.40 lower than the previous day. The implied volatity was 35.63, the open interest changed by -25 which decreased total open position to 559
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 14, which was 4.75 higher than the previous day. The implied volatity was 36.62, the open interest changed by 130 which increased total open position to 584
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 9.25, which was 5.20 higher than the previous day. The implied volatity was 36.99, the open interest changed by -5 which decreased total open position to 455
On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 4.05, which was -7.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct INDIGO was trading at 4057.70. The strike last trading price was 11.6, which was 1.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct INDIGO was trading at 4026.75. The strike last trading price was 9.8, which was -10.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct INDIGO was trading at 4015.45. The strike last trading price was 20.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
