INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Nov 2024 04:11 PM IST
| INDIGO 28NOV2024 3550 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 | 400.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 4045.90 | 400.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 4045.90 | 400.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 3976.30 | 400.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 3891.20 | 400.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 3848.80 | 400.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 3912.90 | 400.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 4011.60 | 400.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 4002.95 | 400.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 3995.75 | 400.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 4061.95 | 400.4 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
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| 5 Nov | 3940.85 | 400.4 | -16.70 | - | 0.5 | 0 | 0.5 | |||
| 4 Nov | 3963.10 | 417.1 | -947.15 | - | 1.5 | 1 | 1 | |||
| 1 Nov | 4069.55 | 1364.25 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 4052.50 | 1364.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 4057.70 | 1364.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 4026.75 | 1364.25 | 1364.25 | - | 0 | 0 | 0 | |||
| 28 Oct | 4015.45 | 0 | - | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 3550 expiring on 28NOV2024
Delta for 3550 CE is 0.00
Historical price for 3550 CE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 400.4, 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 400.4, 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 400.4, 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 400.4, 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 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 400.4, 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 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 400.4, 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 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 400.4, 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 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 400.4, 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 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 400.4, 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 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 400.4, 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 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 400.4, 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 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 400.4, which was -16.70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 417.1, which was -947.15 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 1364.25, 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 1364.25, 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 1364.25, 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 1364.25, which was 1364.25 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDIGO 28NOV2024 3550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.34
Theta: -1.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4069.80 | 3 | -0.95 | 52.37 | 44.5 | 28 | 56 |
| 20 Nov | 4045.90 | 3.95 | 0.00 | 46.62 | 71.5 | -19 | 29 |
| 19 Nov | 4045.90 | 3.95 | -1.30 | 46.62 | 71.5 | -18 | 29 |
| 18 Nov | 3976.30 | 5.25 | -3.00 | 41.97 | 57.5 | -12.5 | 44.5 |
| 14 Nov | 3891.20 | 8.25 | -4.40 | 33.53 | 16 | 3 | 55.5 |
| 13 Nov | 3848.80 | 12.65 | 2.75 | 34.58 | 65.5 | 26 | 52 |
| 12 Nov | 3912.90 | 9.9 | 4.40 | 34.39 | 24.5 | 2.5 | 26.5 |
| 11 Nov | 4011.60 | 5.5 | -4.55 | 34.86 | 70 | 6 | 27 |
| 8 Nov | 4002.95 | 10.05 | 2.15 | 35.78 | 15.5 | -2.5 | 21.5 |
| 7 Nov | 3995.75 | 7.9 | 0.00 | 0.00 | 0 | 2 | 0 |
| 6 Nov | 4061.95 | 7.9 | -7.80 | 36.69 | 43.5 | 6.5 | 28.5 |
| 5 Nov | 3940.85 | 15.7 | -0.75 | 34.42 | 32 | 7.5 | 22.5 |
| 4 Nov | 3963.10 | 16.45 | 6.75 | 34.96 | 131.5 | 5.5 | 15.5 |
| 1 Nov | 4069.55 | 9.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 4052.50 | 9.7 | 0.00 | - | 0 | 1 | 0 |
| 30 Oct | 4057.70 | 9.7 | -1.20 | - | 1 | 0 | 9 |
| 29 Oct | 4026.75 | 10.9 | -19.10 | - | 3 | -1 | 11 |
| 28 Oct | 4015.45 | 30 | - | 54 | 11 | 11 | |
For Interglobe Aviation Ltd - strike price 3550 expiring on 28NOV2024
Delta for 3550 PE is -0.03
Historical price for 3550 PE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 3, which was -0.95 lower than the previous day. The implied volatity was 52.37, the open interest changed by 56 which increased total open position to 112
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 3.95, which was 0.00 lower than the previous day. The implied volatity was 46.62, the open interest changed by -38 which decreased total open position to 58
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 3.95, which was -1.30 lower than the previous day. The implied volatity was 46.62, the open interest changed by -36 which decreased total open position to 58
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 5.25, which was -3.00 lower than the previous day. The implied volatity was 41.97, the open interest changed by -25 which decreased total open position to 89
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 8.25, which was -4.40 lower than the previous day. The implied volatity was 33.53, the open interest changed by 6 which increased total open position to 111
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 12.65, which was 2.75 higher than the previous day. The implied volatity was 34.58, the open interest changed by 52 which increased total open position to 104
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 9.9, which was 4.40 higher than the previous day. The implied volatity was 34.39, the open interest changed by 5 which increased total open position to 53
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 5.5, which was -4.55 lower than the previous day. The implied volatity was 34.86, the open interest changed by 12 which increased total open position to 54
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 10.05, which was 2.15 higher than the previous day. The implied volatity was 35.78, the open interest changed by -5 which decreased total open position to 43
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 7.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 7.9, which was -7.80 lower than the previous day. The implied volatity was 36.69, the open interest changed by 13 which increased total open position to 57
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 15.7, which was -0.75 lower than the previous day. The implied volatity was 34.42, the open interest changed by 15 which increased total open position to 45
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 16.45, which was 6.75 higher than the previous day. The implied volatity was 34.96, the open interest changed by 11 which increased total open position to 31
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 9.7, 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 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 9.7, 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 9.7, which was -1.20 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 10.9, which was -19.10 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 30, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
