INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
24 Apr 2026 04:10 PM IST
| INDIGO 28-Apr-2026 (4d) 3700 CE | ||||||||||||||||
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Delta: 0.94
Vega: 0.01
Theta: -8.36
Gamma: 0.00019
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 4523.10 | 845 | 324 | 123.91 | 1 | 0 | 1 | |||||||||
| 23 Apr | 4556.00 | 521 | 0 | - | 0 | 0 | 1 | |||||||||
| 22 Apr | 4640.90 | 521 | 0 | - | 0 | 0 | 1 | |||||||||
| 21 Apr | 4693.10 | 521 | 0 | - | 0 | 0 | 1 | |||||||||
| 20 Apr | 4678.20 | 521 | 0 | - | 0 | 0 | 1 | |||||||||
| 17 Apr | 4638.40 | 521 | 0 | - | 0 | 0 | 1 | |||||||||
| 16 Apr | 4608.70 | 521 | 0 | - | 0 | 0 | 1 | |||||||||
| 15 Apr | 4638.00 | 521 | 0 | - | 0 | 0 | 1 | |||||||||
| 13 Apr | 4427.20 | 521 | 0 | - | 0 | 0 | 1 | |||||||||
| 10 Apr | 4554.20 | 521 | 0 | - | 0 | 0 | 1 | |||||||||
| 9 Apr | 4449.10 | 521 | -620.95 | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 4615.50 | 521 | -620.95 | - | 0 | 0 | 1 | |||||||||
| 7 Apr | 4268.80 | 521 | -620.95 | - | 0 | 0 | 1 | |||||||||
| 6 Apr | 4312.50 | 521 | -620.95 | 22.75 | 1 | 0 | 0 | |||||||||
| 2 Apr | 4193.50 | 1141.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 4180.80 | 1141.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 3943.50 | 1141.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 4099.50 | 1141.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 4294.70 | 1141.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 4150.80 | 1141.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 3945.30 | 1141.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 4149.10 | 1141.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 4154.30 | 1141.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 4360.60 | 1141.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 4287.90 | 1141.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 4222.10 | 1141.95 | 0 | - | 0 | 0 | 0 | |||||||||
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| 13 Mar | 4158.20 | 1141.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 4251.70 | 1141.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 4350.70 | 1141.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 4380.40 | 1141.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 4236.70 | 1141.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 4404.10 | 1141.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 4512.80 | 1141.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 3700 expiring on 28APR2026
Delta for 3700 CE is 0.94
Historical price for 3700 CE is as follows
On 24 Apr INDIGO was trading at 4523.10. The strike last trading price was 845, which was 324 higher than the previous day. The implied volatity was 123.91, the open interest changed by 0 which decreased total open position to 1
On 23 Apr INDIGO was trading at 4556.00. The strike last trading price was 521, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Apr INDIGO was trading at 4640.90. The strike last trading price was 521, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 Apr INDIGO was trading at 4693.10. The strike last trading price was 521, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Apr INDIGO was trading at 4678.20. The strike last trading price was 521, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Apr INDIGO was trading at 4638.40. The strike last trading price was 521, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Apr INDIGO was trading at 4608.70. The strike last trading price was 521, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Apr INDIGO was trading at 4638.00. The strike last trading price was 521, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Apr INDIGO was trading at 4427.20. The strike last trading price was 521, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Apr INDIGO was trading at 4554.20. The strike last trading price was 521, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Apr INDIGO was trading at 4449.10. The strike last trading price was 521, which was -620.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr INDIGO was trading at 4615.50. The strike last trading price was 521, which was -620.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 Apr INDIGO was trading at 4268.80. The strike last trading price was 521, which was -620.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Apr INDIGO was trading at 4312.50. The strike last trading price was 521, which was -620.95 lower than the previous day. The implied volatity was 22.75, the open interest changed by 0 which decreased total open position to 0
On 2 Apr INDIGO was trading at 4193.50. The strike last trading price was 1141.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr INDIGO was trading at 4180.80. The strike last trading price was 1141.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Mar INDIGO was trading at 3943.50. The strike last trading price was 1141.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar INDIGO was trading at 4099.50. The strike last trading price was 1141.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Mar INDIGO was trading at 4294.70. The strike last trading price was 1141.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Mar INDIGO was trading at 4150.80. The strike last trading price was 1141.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Mar INDIGO was trading at 3945.30. The strike last trading price was 1141.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar INDIGO was trading at 4149.10. The strike last trading price was 1141.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar INDIGO was trading at 4154.30. The strike last trading price was 1141.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar INDIGO was trading at 4360.60. The strike last trading price was 1141.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar INDIGO was trading at 4287.90. The strike last trading price was 1141.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Mar INDIGO was trading at 4222.10. The strike last trading price was 1141.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar INDIGO was trading at 4158.20. The strike last trading price was 1141.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar INDIGO was trading at 4251.70. The strike last trading price was 1141.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar INDIGO was trading at 4350.70. The strike last trading price was 1141.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar INDIGO was trading at 4380.40. The strike last trading price was 1141.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Mar INDIGO was trading at 4236.70. The strike last trading price was 1141.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar INDIGO was trading at 4404.10. The strike last trading price was 1141.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar INDIGO was trading at 4512.80. The strike last trading price was 1141.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| INDIGO 28-Apr-2026 (4d) 3700 PE | |||||||
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Delta: -0.01
Vega: 0
Theta: -0.55
Gamma: 0.00006
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 4523.10 | 1.2 | -0.6000000000000001 | 79.77 | 89 | -9 | 391 |
| 23 Apr | 4556.00 | 1.7 | -0.15000000000000013 | 77.28 | 16 | -5 | 400 |
| 22 Apr | 4640.90 | 1.85 | 0.10000000000000009 | 78.06 | 83 | -17 | 405 |
| 21 Apr | 4693.10 | 1.45 | -1.7 | 72.07 | 197 | -67 | 423 |
| 20 Apr | 4678.20 | 3.15 | -1.0500000000000003 | 74.38 | 298 | -62 | 492 |
| 17 Apr | 4638.40 | 4.5 | -1.1500000000000004 | 65.51 | 375 | -48 | 553 |
| 16 Apr | 4608.70 | 5.65 | -0.6999999999999993 | 64.38 | 285 | -33 | 603 |
| 15 Apr | 4638.00 | 6.5 | -9.600000000000001 | 63.86 | 312 | -7 | 629 |
| 13 Apr | 4427.20 | 16.1 | 6.300000000000001 | 61.09 | 555 | 23 | 632 |
| 10 Apr | 4554.20 | 9.7 | -5 | 56.24 | 94 | -16 | 610 |
| 9 Apr | 4449.10 | 15.05 | 5.05 | 55.45 | 602 | -87 | 628 |
| 8 Apr | 4615.50 | 9.6 | -34.75 | 56.39 | 1,186 | -98 | 715 |
| 7 Apr | 4268.80 | 45.2 | 2.55 | 60.34 | 705 | -10 | 831 |
| 6 Apr | 4312.50 | 43.1 | -19.75 | 59.91 | 1,160 | -17 | 842 |
| 2 Apr | 4193.50 | 65.55 | 9.55 | 56.37 | 1,833 | 137 | 863 |
| 1 Apr | 4180.80 | 55 | -50.9 | 52.5 | 2,245 | 195 | 729 |
| 30 Mar | 3943.50 | 102.15 | 22.9 | 49.85 | 1,707 | 236 | 538 |
| 27 Mar | 4099.50 | 78.55 | 37.75 | 51.2 | 949 | -180 | 302 |
| 25 Mar | 4294.70 | 41.3 | -26.4 | 47.4 | 173 | 34 | 482 |
| 24 Mar | 4150.80 | 64.55 | -47 | 48.45 | 240 | 38 | 448 |
| 23 Mar | 3945.30 | 114.65 | 49.55 | 48.29 | 197 | 3 | 410 |
| 20 Mar | 4149.10 | 67.2 | 2.4 | 46.08 | 58 | 27 | 407 |
| 19 Mar | 4154.30 | 64 | 33.6 | 46.07 | 491 | 169 | 331 |
| 18 Mar | 4360.60 | 30.4 | -14.35 | 42.75 | 192 | 68 | 162 |
| 17 Mar | 4287.90 | 45.6 | -13.4 | 44.4 | 69 | -15 | 93 |
| 16 Mar | 4222.10 | 58.4 | -6.9 | 45.52 | 81 | 8 | 108 |
| 13 Mar | 4158.20 | 64 | 18 | 42.75 | 65 | -23 | 100 |
| 12 Mar | 4251.70 | 46 | -7.3 | 41.86 | 46 | -4 | 123 |
| 11 Mar | 4350.70 | 54 | 14.2 | 47.11 | 61 | -2 | 126 |
| 10 Mar | 4380.40 | 39.8 | -35.9 | 43.54 | 141 | -31 | 130 |
| 9 Mar | 4236.70 | 76.8 | 44.45 | 48.31 | 258 | 143 | 162 |
| 6 Mar | 4404.10 | 32.35 | 7.35 | 39.78 | 9 | 2 | 19 |
| 5 Mar | 4512.80 | 25 | 8.7 | 40.08 | 20 | 16 | 16 |
For Interglobe Aviation Ltd - strike price 3700 expiring on 28APR2026
Delta for 3700 PE is -0.01
Historical price for 3700 PE is as follows
On 24 Apr INDIGO was trading at 4523.10. The strike last trading price was 1.2, which was -0.6000000000000001 lower than the previous day. The implied volatity was 79.77, the open interest changed by -9 which decreased total open position to 391
On 23 Apr INDIGO was trading at 4556.00. The strike last trading price was 1.7, which was -0.15000000000000013 lower than the previous day. The implied volatity was 77.28, the open interest changed by -5 which decreased total open position to 400
On 22 Apr INDIGO was trading at 4640.90. The strike last trading price was 1.85, which was 0.10000000000000009 higher than the previous day. The implied volatity was 78.06, the open interest changed by -17 which decreased total open position to 405
On 21 Apr INDIGO was trading at 4693.10. The strike last trading price was 1.45, which was -1.7 lower than the previous day. The implied volatity was 72.07, the open interest changed by -67 which decreased total open position to 423
On 20 Apr INDIGO was trading at 4678.20. The strike last trading price was 3.15, which was -1.0500000000000003 lower than the previous day. The implied volatity was 74.38, the open interest changed by -62 which decreased total open position to 492
On 17 Apr INDIGO was trading at 4638.40. The strike last trading price was 4.5, which was -1.1500000000000004 lower than the previous day. The implied volatity was 65.51, the open interest changed by -48 which decreased total open position to 553
On 16 Apr INDIGO was trading at 4608.70. The strike last trading price was 5.65, which was -0.6999999999999993 lower than the previous day. The implied volatity was 64.38, the open interest changed by -33 which decreased total open position to 603
On 15 Apr INDIGO was trading at 4638.00. The strike last trading price was 6.5, which was -9.600000000000001 lower than the previous day. The implied volatity was 63.86, the open interest changed by -7 which decreased total open position to 629
On 13 Apr INDIGO was trading at 4427.20. The strike last trading price was 16.1, which was 6.300000000000001 higher than the previous day. The implied volatity was 61.09, the open interest changed by 23 which increased total open position to 632
On 10 Apr INDIGO was trading at 4554.20. The strike last trading price was 9.7, which was -5 lower than the previous day. The implied volatity was 56.24, the open interest changed by -16 which decreased total open position to 610
On 9 Apr INDIGO was trading at 4449.10. The strike last trading price was 15.05, which was 5.05 higher than the previous day. The implied volatity was 55.45, the open interest changed by -87 which decreased total open position to 628
On 8 Apr INDIGO was trading at 4615.50. The strike last trading price was 9.6, which was -34.75 lower than the previous day. The implied volatity was 56.39, the open interest changed by -98 which decreased total open position to 715
On 7 Apr INDIGO was trading at 4268.80. The strike last trading price was 45.2, which was 2.55 higher than the previous day. The implied volatity was 60.34, the open interest changed by -10 which decreased total open position to 831
On 6 Apr INDIGO was trading at 4312.50. The strike last trading price was 43.1, which was -19.75 lower than the previous day. The implied volatity was 59.91, the open interest changed by -17 which decreased total open position to 842
On 2 Apr INDIGO was trading at 4193.50. The strike last trading price was 65.55, which was 9.55 higher than the previous day. The implied volatity was 56.37, the open interest changed by 137 which increased total open position to 863
On 1 Apr INDIGO was trading at 4180.80. The strike last trading price was 55, which was -50.9 lower than the previous day. The implied volatity was 52.5, the open interest changed by 195 which increased total open position to 729
On 30 Mar INDIGO was trading at 3943.50. The strike last trading price was 102.15, which was 22.9 higher than the previous day. The implied volatity was 49.85, the open interest changed by 236 which increased total open position to 538
On 27 Mar INDIGO was trading at 4099.50. The strike last trading price was 78.55, which was 37.75 higher than the previous day. The implied volatity was 51.2, the open interest changed by -180 which decreased total open position to 302
On 25 Mar INDIGO was trading at 4294.70. The strike last trading price was 41.3, which was -26.4 lower than the previous day. The implied volatity was 47.4, the open interest changed by 34 which increased total open position to 482
On 24 Mar INDIGO was trading at 4150.80. The strike last trading price was 64.55, which was -47 lower than the previous day. The implied volatity was 48.45, the open interest changed by 38 which increased total open position to 448
On 23 Mar INDIGO was trading at 3945.30. The strike last trading price was 114.65, which was 49.55 higher than the previous day. The implied volatity was 48.29, the open interest changed by 3 which increased total open position to 410
On 20 Mar INDIGO was trading at 4149.10. The strike last trading price was 67.2, which was 2.4 higher than the previous day. The implied volatity was 46.08, the open interest changed by 27 which increased total open position to 407
On 19 Mar INDIGO was trading at 4154.30. The strike last trading price was 64, which was 33.6 higher than the previous day. The implied volatity was 46.07, the open interest changed by 169 which increased total open position to 331
On 18 Mar INDIGO was trading at 4360.60. The strike last trading price was 30.4, which was -14.35 lower than the previous day. The implied volatity was 42.75, the open interest changed by 68 which increased total open position to 162
On 17 Mar INDIGO was trading at 4287.90. The strike last trading price was 45.6, which was -13.4 lower than the previous day. The implied volatity was 44.4, the open interest changed by -15 which decreased total open position to 93
On 16 Mar INDIGO was trading at 4222.10. The strike last trading price was 58.4, which was -6.9 lower than the previous day. The implied volatity was 45.52, the open interest changed by 8 which increased total open position to 108
On 13 Mar INDIGO was trading at 4158.20. The strike last trading price was 64, which was 18 higher than the previous day. The implied volatity was 42.75, the open interest changed by -23 which decreased total open position to 100
On 12 Mar INDIGO was trading at 4251.70. The strike last trading price was 46, which was -7.3 lower than the previous day. The implied volatity was 41.86, the open interest changed by -4 which decreased total open position to 123
On 11 Mar INDIGO was trading at 4350.70. The strike last trading price was 54, which was 14.2 higher than the previous day. The implied volatity was 47.11, the open interest changed by -2 which decreased total open position to 126
On 10 Mar INDIGO was trading at 4380.40. The strike last trading price was 39.8, which was -35.9 lower than the previous day. The implied volatity was 43.54, the open interest changed by -31 which decreased total open position to 130
On 9 Mar INDIGO was trading at 4236.70. The strike last trading price was 76.8, which was 44.45 higher than the previous day. The implied volatity was 48.31, the open interest changed by 143 which increased total open position to 162
On 6 Mar INDIGO was trading at 4404.10. The strike last trading price was 32.35, which was 7.35 higher than the previous day. The implied volatity was 39.78, the open interest changed by 2 which increased total open position to 19
On 5 Mar INDIGO was trading at 4512.80. The strike last trading price was 25, which was 8.7 higher than the previous day. The implied volatity was 40.08, the open interest changed by 16 which increased total open position to 16
