INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Nov 2024 04:11 PM IST
| INDIGO 28NOV2024 3650 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 | 295.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 4045.90 | 295.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 4045.90 | 295.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 3976.30 | 295.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 3891.20 | 295.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 3848.80 | 295.9 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 12 Nov | 3912.90 | 295.9 | -53.60 | 34.16 | 0.5 | 0 | 1 | |||
| 11 Nov | 4011.60 | 349.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 4002.95 | 349.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 3995.75 | 349.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 4061.95 | 349.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 3940.85 | 349.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Nov | 3963.10 | 349.5 | -917.70 | 32.90 | 1 | 0 | 0 | |||
| 1 Nov | 4069.55 | 1267.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 31 Oct | 4052.50 | 1267.2 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 4057.70 | 1267.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 4026.75 | 1267.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 4015.45 | 1267.2 | - | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 3650 expiring on 28NOV2024
Delta for 3650 CE is 0.00
Historical price for 3650 CE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 295.9, 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 295.9, 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 295.9, 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 295.9, 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 295.9, 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 295.9, 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 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 295.9, which was -53.60 lower than the previous day. The implied volatity was 34.16, the open interest changed by 0 which decreased total open position to 2
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 349.5, 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 349.5, 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 349.5, 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 349.5, 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 349.5, 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 349.5, which was -917.70 lower than the previous day. The implied volatity was 32.90, 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 1267.2, 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 1267.2, 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 1267.2, 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 1267.2, 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 1267.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDIGO 28NOV2024 3650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.54
Theta: -1.81
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4069.80 | 5.25 | -1.25 | 48.20 | 126 | 14 | 95.5 |
| 20 Nov | 4045.90 | 6.5 | 0.00 | 42.42 | 220 | -56 | 84 |
| 19 Nov | 4045.90 | 6.5 | -3.20 | 42.42 | 220 | -53.5 | 84 |
| 18 Nov | 3976.30 | 9.7 | -5.65 | 38.79 | 211.5 | -26.5 | 138 |
| 14 Nov | 3891.20 | 15.35 | -7.15 | 30.72 | 165 | 75.5 | 164.5 |
| 13 Nov | 3848.80 | 22.5 | 4.55 | 31.93 | 118 | 1.5 | 89 |
| 12 Nov | 3912.90 | 17.95 | 8.40 | 32.08 | 51.5 | 2.5 | 88 |
| 11 Nov | 4011.60 | 9.55 | -6.00 | 32.29 | 64 | 16.5 | 84.5 |
| 8 Nov | 4002.95 | 15.55 | -1.05 | 33.30 | 80.5 | 8.5 | 68 |
| 7 Nov | 3995.75 | 16.6 | 6.45 | 33.40 | 31.5 | -4.5 | 59.5 |
| 6 Nov | 4061.95 | 10.15 | -14.85 | 32.74 | 53 | 4.5 | 63.5 |
| 5 Nov | 3940.85 | 25 | -0.30 | 32.24 | 98.5 | -1 | 58.5 |
| 4 Nov | 3963.10 | 25.3 | 1.85 | 32.63 | 223.5 | 55 | 60 |
| 1 Nov | 4069.55 | 23.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 4052.50 | 23.45 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 4057.70 | 23.45 | 0.00 | - | 0 | 2 | 0 |
| 29 Oct | 4026.75 | 23.45 | -16.55 | - | 2 | 1 | 4 |
| 28 Oct | 4015.45 | 40 | - | 7 | 3 | 3 | |
For Interglobe Aviation Ltd - strike price 3650 expiring on 28NOV2024
Delta for 3650 PE is -0.05
Historical price for 3650 PE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 5.25, which was -1.25 lower than the previous day. The implied volatity was 48.20, the open interest changed by 28 which increased total open position to 191
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was 42.42, the open interest changed by -112 which decreased total open position to 168
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 6.5, which was -3.20 lower than the previous day. The implied volatity was 42.42, the open interest changed by -107 which decreased total open position to 168
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 9.7, which was -5.65 lower than the previous day. The implied volatity was 38.79, the open interest changed by -53 which decreased total open position to 276
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 15.35, which was -7.15 lower than the previous day. The implied volatity was 30.72, the open interest changed by 151 which increased total open position to 329
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 22.5, which was 4.55 higher than the previous day. The implied volatity was 31.93, the open interest changed by 3 which increased total open position to 178
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 17.95, which was 8.40 higher than the previous day. The implied volatity was 32.08, the open interest changed by 5 which increased total open position to 176
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 9.55, which was -6.00 lower than the previous day. The implied volatity was 32.29, the open interest changed by 33 which increased total open position to 169
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 15.55, which was -1.05 lower than the previous day. The implied volatity was 33.30, the open interest changed by 17 which increased total open position to 136
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 16.6, which was 6.45 higher than the previous day. The implied volatity was 33.40, the open interest changed by -9 which decreased total open position to 119
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 10.15, which was -14.85 lower than the previous day. The implied volatity was 32.74, the open interest changed by 9 which increased total open position to 127
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 25, which was -0.30 lower than the previous day. The implied volatity was 32.24, the open interest changed by -2 which decreased total open position to 117
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 25.3, which was 1.85 higher than the previous day. The implied volatity was 32.63, the open interest changed by 110 which increased total open position to 120
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 23.45, 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 23.45, 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 23.45, 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 23.45, which was -16.55 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 40, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
