INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Nov 2024 04:11 PM IST
| INDIGO 28NOV2024 3700 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4069.80 | 350.15 | -23.10 | - | 2 | -1 | 15 | |||
| 20 Nov | 4045.90 | 373.25 | 0.00 | 54.09 | 15.5 | -9 | 16.5 | |||
| 19 Nov | 4045.90 | 373.25 | 152.05 | 54.09 | 15.5 | -8.5 | 16.5 | |||
| 18 Nov | 3976.30 | 221.2 | 0.00 | 0.00 | 0 | 1.5 | 0 | |||
| 14 Nov | 3891.20 | 221.2 | 24.75 | 29.34 | 27 | 0.5 | 24 | |||
| 13 Nov | 3848.80 | 196.45 | -152.75 | 24.77 | 25.5 | 12.5 | 23 | |||
| 12 Nov | 3912.90 | 349.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 4011.60 | 349.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 4002.95 | 349.2 | 56.20 | 40.11 | 1.5 | 0 | 10.5 | |||
| 7 Nov | 3995.75 | 293 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 4061.95 | 293 | 0.00 | 0.00 | 0 | 8 | 0 | |||
| 5 Nov | 3940.85 | 293 | -21.40 | 32.07 | 13.5 | 7 | 9.5 | |||
| 4 Nov | 3963.10 | 314.4 | -832.95 | 34.81 | 3 | 1.5 | 1.5 | |||
| 1 Nov | 4069.55 | 1147.35 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 4052.50 | 1147.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 30 Oct | 4057.70 | 1147.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 4026.75 | 1147.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 4015.45 | 1147.35 | - | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 3700 expiring on 28NOV2024
Delta for 3700 CE is -
Historical price for 3700 CE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 350.15, which was -23.10 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 30
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 373.25, which was 0.00 lower than the previous day. The implied volatity was 54.09, the open interest changed by -18 which decreased total open position to 33
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 373.25, which was 152.05 higher than the previous day. The implied volatity was 54.09, the open interest changed by -17 which decreased total open position to 33
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 221.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 221.2, which was 24.75 higher than the previous day. The implied volatity was 29.34, the open interest changed by 1 which increased total open position to 48
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 196.45, which was -152.75 lower than the previous day. The implied volatity was 24.77, the open interest changed by 25 which increased total open position to 46
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 349.2, 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 349.2, 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 349.2, which was 56.20 higher than the previous day. The implied volatity was 40.11, the open interest changed by 0 which decreased total open position to 21
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 293, 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 293, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 293, which was -21.40 lower than the previous day. The implied volatity was 32.07, the open interest changed by 14 which increased total open position to 19
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 314.4, which was -832.95 lower than the previous day. The implied volatity was 34.81, the open interest changed by 3 which increased total open position to 3
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 1147.35, 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 1147.35, 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 1147.35, 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 1147.35, 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 1147.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDIGO 28NOV2024 3700 PE | |||||||
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Delta: -0.06
Vega: 0.63
Theta: -1.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4069.80 | 6.1 | -2.50 | 44.74 | 502 | 37.5 | 325.5 |
| 20 Nov | 4045.90 | 8.6 | 0.00 | 40.51 | 485.5 | -54.5 | 296 |
| 19 Nov | 4045.90 | 8.6 | -4.20 | 40.51 | 485.5 | -46.5 | 296 |
| 18 Nov | 3976.30 | 12.8 | -9.45 | 36.87 | 636.5 | -2 | 343 |
| 14 Nov | 3891.20 | 22.25 | -10.00 | 29.96 | 301 | 16.5 | 345.5 |
| 13 Nov | 3848.80 | 32.25 | 6.90 | 31.61 | 570.5 | 68 | 327.5 |
| 12 Nov | 3912.90 | 25.35 | 11.85 | 31.53 | 745 | 43.5 | 259.5 |
| 11 Nov | 4011.60 | 13.5 | -7.65 | 31.60 | 275.5 | 16.5 | 211.5 |
| 8 Nov | 4002.95 | 21.15 | 2.75 | 32.37 | 222.5 | 8.5 | 195 |
| 7 Nov | 3995.75 | 18.4 | 6.85 | 30.90 | 212 | 7.5 | 186 |
| 6 Nov | 4061.95 | 11.55 | -20.85 | 30.70 | 391.5 | -28 | 174 |
| 5 Nov | 3940.85 | 32.4 | -4.80 | 31.50 | 258 | -11 | 202.5 |
| 4 Nov | 3963.10 | 37.2 | 12.25 | 33.63 | 693 | 28.5 | 213.5 |
| 1 Nov | 4069.55 | 24.95 | 3.35 | 34.50 | 25 | 0 | 185 |
| 31 Oct | 4052.50 | 21.6 | -6.70 | - | 168 | 21 | 182 |
| 30 Oct | 4057.70 | 28.3 | -3.70 | - | 269 | -15 | 162 |
| 29 Oct | 4026.75 | 32 | -19.00 | - | 283 | -50 | 179 |
| 28 Oct | 4015.45 | 51 | - | 955 | 229 | 229 | |
For Interglobe Aviation Ltd - strike price 3700 expiring on 28NOV2024
Delta for 3700 PE is -0.06
Historical price for 3700 PE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 6.1, which was -2.50 lower than the previous day. The implied volatity was 44.74, the open interest changed by 75 which increased total open position to 651
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 8.6, which was 0.00 lower than the previous day. The implied volatity was 40.51, the open interest changed by -109 which decreased total open position to 592
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 8.6, which was -4.20 lower than the previous day. The implied volatity was 40.51, the open interest changed by -93 which decreased total open position to 592
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 12.8, which was -9.45 lower than the previous day. The implied volatity was 36.87, the open interest changed by -4 which decreased total open position to 686
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 22.25, which was -10.00 lower than the previous day. The implied volatity was 29.96, the open interest changed by 33 which increased total open position to 691
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 32.25, which was 6.90 higher than the previous day. The implied volatity was 31.61, the open interest changed by 136 which increased total open position to 655
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 25.35, which was 11.85 higher than the previous day. The implied volatity was 31.53, the open interest changed by 87 which increased total open position to 519
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 13.5, which was -7.65 lower than the previous day. The implied volatity was 31.60, the open interest changed by 33 which increased total open position to 423
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 21.15, which was 2.75 higher than the previous day. The implied volatity was 32.37, the open interest changed by 17 which increased total open position to 390
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 18.4, which was 6.85 higher than the previous day. The implied volatity was 30.90, the open interest changed by 15 which increased total open position to 372
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 11.55, which was -20.85 lower than the previous day. The implied volatity was 30.70, the open interest changed by -56 which decreased total open position to 348
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 32.4, which was -4.80 lower than the previous day. The implied volatity was 31.50, the open interest changed by -22 which decreased total open position to 405
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 37.2, which was 12.25 higher than the previous day. The implied volatity was 33.63, the open interest changed by 57 which increased total open position to 427
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 24.95, which was 3.35 higher than the previous day. The implied volatity was 34.50, the open interest changed by 0 which decreased total open position to 370
On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 21.6, which was -6.70 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 28.3, which was -3.70 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 32, which was -19.00 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 51, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
