INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Nov 2024 04:11 PM IST
| INDIGO 28NOV2024 3600 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 | 299.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 4045.90 | 299.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 4045.90 | 299.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 3976.30 | 299.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 3891.20 | 299.65 | -78.35 | - | 0.5 | 0 | 1 | |||
| 13 Nov | 3848.80 | 378 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 3912.90 | 378 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 4011.60 | 378 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 4002.95 | 378 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 3995.75 | 378 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 4061.95 | 378 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 3940.85 | 378 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Nov | 3963.10 | 378 | -861.00 | 23.56 | 1 | 0.5 | 0.5 | |||
| 1 Nov | 4069.55 | 1239 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 4052.50 | 1239 | 0.00 | - | 0 | 0 | 0 | |||
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| 30 Oct | 4057.70 | 1239 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 4026.75 | 1239 | 1239.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 4015.45 | 0 | - | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 3600 expiring on 28NOV2024
Delta for 3600 CE is 0.00
Historical price for 3600 CE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 299.65, 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 299.65, 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 299.65, 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 299.65, 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 299.65, which was -78.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 378, 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 378, 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 378, 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 378, 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 378, 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 378, 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 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 378, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 378, which was -861.00 lower than the previous day. The implied volatity was 23.56, the open interest changed by 1 which increased total open position to 1
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 1239, 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 1239, 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 1239, 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 1239, which was 1239.00 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 3600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.43
Theta: -1.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4069.80 | 4 | -1.50 | 50.37 | 217.5 | 39 | 239.5 |
| 20 Nov | 4045.90 | 5.5 | 0.00 | 45.28 | 229.5 | -60 | 201 |
| 19 Nov | 4045.90 | 5.5 | -1.50 | 45.28 | 229.5 | -59.5 | 201 |
| 18 Nov | 3976.30 | 7 | -4.30 | 40.22 | 339.5 | -9 | 260 |
| 14 Nov | 3891.20 | 11.3 | -4.65 | 32.17 | 375 | -85.5 | 271.5 |
| 13 Nov | 3848.80 | 15.95 | 3.20 | 32.68 | 674 | 112.5 | 357 |
| 12 Nov | 3912.90 | 12.75 | 6.30 | 32.82 | 364.5 | -80 | 258.5 |
| 11 Nov | 4011.60 | 6.45 | -6.40 | 32.75 | 338.5 | -15.5 | 338.5 |
| 8 Nov | 4002.95 | 12.85 | 1.10 | 34.62 | 154 | 19.5 | 355.5 |
| 7 Nov | 3995.75 | 11.75 | 3.60 | 33.63 | 210.5 | 12 | 337 |
| 6 Nov | 4061.95 | 8.15 | -11.70 | 34.03 | 424 | 13 | 337 |
| 5 Nov | 3940.85 | 19.85 | -2.10 | 33.34 | 194 | 16 | 324.5 |
| 4 Nov | 3963.10 | 21.95 | 6.95 | 34.56 | 686 | 35 | 307.5 |
| 1 Nov | 4069.55 | 15 | 3.25 | 35.51 | 33 | 2 | 272 |
| 31 Oct | 4052.50 | 11.75 | -5.20 | - | 71 | 5 | 269 |
| 30 Oct | 4057.70 | 16.95 | -3.35 | - | 142 | 54 | 254 |
| 29 Oct | 4026.75 | 20.3 | -13.70 | - | 149 | 8 | 199 |
| 28 Oct | 4015.45 | 34 | - | 310 | 191 | 191 | |
For Interglobe Aviation Ltd - strike price 3600 expiring on 28NOV2024
Delta for 3600 PE is -0.03
Historical price for 3600 PE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 4, which was -1.50 lower than the previous day. The implied volatity was 50.37, the open interest changed by 78 which increased total open position to 479
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was 45.28, the open interest changed by -120 which decreased total open position to 402
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 5.5, which was -1.50 lower than the previous day. The implied volatity was 45.28, the open interest changed by -119 which decreased total open position to 402
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 7, which was -4.30 lower than the previous day. The implied volatity was 40.22, the open interest changed by -18 which decreased total open position to 520
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 11.3, which was -4.65 lower than the previous day. The implied volatity was 32.17, the open interest changed by -171 which decreased total open position to 543
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 15.95, which was 3.20 higher than the previous day. The implied volatity was 32.68, the open interest changed by 225 which increased total open position to 714
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 12.75, which was 6.30 higher than the previous day. The implied volatity was 32.82, the open interest changed by -160 which decreased total open position to 517
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 6.45, which was -6.40 lower than the previous day. The implied volatity was 32.75, the open interest changed by -31 which decreased total open position to 677
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 12.85, which was 1.10 higher than the previous day. The implied volatity was 34.62, the open interest changed by 39 which increased total open position to 711
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 11.75, which was 3.60 higher than the previous day. The implied volatity was 33.63, the open interest changed by 24 which increased total open position to 674
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 8.15, which was -11.70 lower than the previous day. The implied volatity was 34.03, the open interest changed by 26 which increased total open position to 674
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 19.85, which was -2.10 lower than the previous day. The implied volatity was 33.34, the open interest changed by 32 which increased total open position to 649
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 21.95, which was 6.95 higher than the previous day. The implied volatity was 34.56, the open interest changed by 70 which increased total open position to 615
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 15, which was 3.25 higher than the previous day. The implied volatity was 35.51, the open interest changed by 4 which increased total open position to 544
On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 11.75, which was -5.20 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 16.95, which was -3.35 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 20.3, which was -13.70 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 34, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
