INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
03 Dec 2024 04:11 PM IST
| INDIGO 26DEC2024 3700 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 4405.50 | 1247.65 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 4409.25 | 1247.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 4378.90 | 1247.65 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 4352.65 | 1247.65 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 4267.90 | 1247.65 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 4229.60 | 1247.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 4244.50 | 1247.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 4142.65 | 1247.65 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 4069.80 | 1247.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 20 Nov | 4045.90 | 1247.65 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 4045.90 | 1247.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 3976.30 | 1247.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 3891.20 | 1247.65 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 3848.80 | 1247.65 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 3912.90 | 1247.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 4011.60 | 1247.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 3995.75 | 1247.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 3940.85 | 1247.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 3963.10 | 1247.65 | 1247.65 | - | 0 | 0 | 0 | |||
| 31 Oct | 4052.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 4026.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 4015.45 | 0 | - | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 3700 expiring on 26DEC2024
Delta for 3700 CE is -
Historical price for 3700 CE is as follows
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 1247.65, 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 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 1247.65, 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 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 1247.65, 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 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 1247.65, 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 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 1247.65, 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 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 1247.65, 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 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 1247.65, 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 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 1247.65, 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 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 1247.65, 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 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 1247.65, 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 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 1247.65, 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 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 1247.65, 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 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 1247.65, 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 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 1247.65, 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 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 1247.65, 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 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 1247.65, 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 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 1247.65, 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 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 1247.65, 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 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 1247.65, which was 1247.65 higher 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDIGO 26DEC2024 3700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.73
Theta: -0.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 4405.50 | 5 | -0.90 | 39.18 | 3 | 0 | 25 |
| 2 Dec | 4409.25 | 5.9 | -1.10 | 39.38 | 8 | 1 | 26 |
| 29 Nov | 4378.90 | 7 | -1.00 | 37.23 | 2 | 0 | 24 |
| 28 Nov | 4352.65 | 8 | -1.70 | 36.87 | 20 | 2 | 24 |
| 27 Nov | 4267.90 | 9.7 | -3.30 | 34.12 | 11 | 5 | 21 |
| 26 Nov | 4229.60 | 13 | 3.00 | 34.18 | 10 | 1 | 9 |
| 25 Nov | 4244.50 | 10 | -3.00 | 32.24 | 1 | 1 | 7 |
| 22 Nov | 4142.65 | 13 | -8.00 | 29.02 | 8 | 0 | 6 |
| 21 Nov | 4069.80 | 21 | -28.00 | 29.02 | 4 | 2 | 5 |
| 20 Nov | 4045.90 | 49 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 4045.90 | 49 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 3976.30 | 49 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 3891.20 | 49 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 3848.80 | 49 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Nov | 3912.90 | 49 | -20.50 | 26.87 | 2 | 1 | 3 |
| 11 Nov | 4011.60 | 69.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 3995.75 | 69.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 3940.85 | 69.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 3963.10 | 69.5 | 0.45 | 31.86 | 1 | 0 | 2 |
| 31 Oct | 4052.50 | 69.05 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 4026.75 | 69.05 | 0.00 | - | 0 | 2 | 0 |
| 28 Oct | 4015.45 | 69.05 | - | 4 | 2 | 2 | |
For Interglobe Aviation Ltd - strike price 3700 expiring on 26DEC2024
Delta for 3700 PE is -0.03
Historical price for 3700 PE is as follows
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 5, which was -0.90 lower than the previous day. The implied volatity was 39.18, the open interest changed by 0 which decreased total open position to 25
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 5.9, which was -1.10 lower than the previous day. The implied volatity was 39.38, the open interest changed by 1 which increased total open position to 26
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 7, which was -1.00 lower than the previous day. The implied volatity was 37.23, the open interest changed by 0 which decreased total open position to 24
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 8, which was -1.70 lower than the previous day. The implied volatity was 36.87, the open interest changed by 2 which increased total open position to 24
On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 9.7, which was -3.30 lower than the previous day. The implied volatity was 34.12, the open interest changed by 5 which increased total open position to 21
On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 13, which was 3.00 higher than the previous day. The implied volatity was 34.18, the open interest changed by 1 which increased total open position to 9
On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 10, which was -3.00 lower than the previous day. The implied volatity was 32.24, the open interest changed by 1 which increased total open position to 7
On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 13, which was -8.00 lower than the previous day. The implied volatity was 29.02, the open interest changed by 0 which decreased total open position to 6
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 21, which was -28.00 lower than the previous day. The implied volatity was 29.02, the open interest changed by 2 which increased total open position to 5
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 49, 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 49, 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 49, 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 49, 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 49, 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 49, which was -20.50 lower than the previous day. The implied volatity was 26.87, the open interest changed by 1 which increased total open position to 3
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 69.5, 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 69.5, 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 69.5, 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 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 69.5, which was 0.45 higher than the previous day. The implied volatity was 31.86, the open interest changed by 0 which decreased total open position to 2
On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 69.05, 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 69.05, 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 69.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
