INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Nov 2024 04:11 PM IST
| INDIGO 28NOV2024 3750 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 | 325 | 26.45 | - | 17.5 | -9.5 | 14.5 | |||
| 20 Nov | 4045.90 | 298.55 | 0.00 | - | 9.5 | 4 | 19 | |||
| 19 Nov | 4045.90 | 298.55 | 53.55 | - | 9.5 | -1 | 19 | |||
| 18 Nov | 3976.30 | 245 | 59.00 | 31.13 | 2.5 | 0 | 19.5 | |||
| 14 Nov | 3891.20 | 186 | 24.90 | 30.88 | 37.5 | 0.5 | 19 | |||
| 13 Nov | 3848.80 | 161.1 | -38.95 | 26.24 | 48 | 5.5 | 18 | |||
| 12 Nov | 3912.90 | 200.05 | -60.80 | 26.95 | 11.5 | 3 | 9.5 | |||
| 11 Nov | 4011.60 | 260.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 4002.95 | 260.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 7 Nov | 3995.75 | 260.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 4061.95 | 260.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 3940.85 | 260.85 | 0.00 | 0.00 | 0 | 6.5 | 0 | |||
| 4 Nov | 3963.10 | 260.85 | -910.30 | 29.52 | 12 | 6 | 6 | |||
| 1 Nov | 4069.55 | 1171.15 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 4052.50 | 1171.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 4057.70 | 1171.15 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 4026.75 | 1171.15 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 4015.45 | 1171.15 | - | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 3750 expiring on 28NOV2024
Delta for 3750 CE is -
Historical price for 3750 CE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 325, which was 26.45 higher than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 29
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 298.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 38
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 298.55, which was 53.55 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 38
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 245, which was 59.00 higher than the previous day. The implied volatity was 31.13, the open interest changed by 0 which decreased total open position to 39
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 186, which was 24.90 higher than the previous day. The implied volatity was 30.88, the open interest changed by 1 which increased total open position to 38
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 161.1, which was -38.95 lower than the previous day. The implied volatity was 26.24, the open interest changed by 11 which increased total open position to 36
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 200.05, which was -60.80 lower than the previous day. The implied volatity was 26.95, the open interest changed by 6 which increased total open position to 19
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 260.85, 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 260.85, 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 260.85, 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 260.85, 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 260.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 260.85, which was -910.30 lower than the previous day. The implied volatity was 29.52, the open interest changed by 12 which increased total open position to 12
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 1171.15, 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 1171.15, 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 1171.15, 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 1171.15, 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 1171.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDIGO 28NOV2024 3750 PE | |||||||
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Delta: -0.08
Vega: 0.81
Theta: -2.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4069.80 | 8.45 | -2.25 | 42.91 | 441 | -16 | 187 |
| 20 Nov | 4045.90 | 10.7 | 0.00 | 37.91 | 564 | 39.5 | 200.5 |
| 19 Nov | 4045.90 | 10.7 | -7.30 | 37.91 | 564 | 37 | 200.5 |
| 18 Nov | 3976.30 | 18 | -13.45 | 35.62 | 418 | 23 | 164 |
| 14 Nov | 3891.20 | 31.45 | -11.95 | 29.11 | 282 | 6 | 140 |
| 13 Nov | 3848.80 | 43.4 | 8.95 | 30.67 | 439 | 56 | 134 |
| 12 Nov | 3912.90 | 34.45 | 15.70 | 30.71 | 391 | 6.5 | 82 |
| 11 Nov | 4011.60 | 18.75 | -8.60 | 30.84 | 213.5 | 23.5 | 74.5 |
| 8 Nov | 4002.95 | 27.35 | 3.35 | 31.36 | 210.5 | 14.5 | 52 |
| 7 Nov | 3995.75 | 24 | 8.85 | 29.92 | 207 | -8.5 | 37.5 |
| 6 Nov | 4061.95 | 15.15 | -26.05 | 29.74 | 229 | 17.5 | 45.5 |
| 5 Nov | 3940.85 | 41.2 | -3.90 | 30.61 | 123 | -3 | 27.5 |
| 4 Nov | 3963.10 | 45.1 | 14.35 | 32.35 | 230 | 25.5 | 32.5 |
| 1 Nov | 4069.55 | 30.75 | 2.10 | 33.61 | 5 | 1.5 | 8.5 |
| 31 Oct | 4052.50 | 28.65 | 22.00 | - | 12 | 7 | 7 |
| 30 Oct | 4057.70 | 6.65 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 4026.75 | 6.65 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 4015.45 | 6.65 | - | 0 | 0 | 0 | |
For Interglobe Aviation Ltd - strike price 3750 expiring on 28NOV2024
Delta for 3750 PE is -0.08
Historical price for 3750 PE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 8.45, which was -2.25 lower than the previous day. The implied volatity was 42.91, the open interest changed by -32 which decreased total open position to 374
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 10.7, which was 0.00 lower than the previous day. The implied volatity was 37.91, the open interest changed by 79 which increased total open position to 401
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 10.7, which was -7.30 lower than the previous day. The implied volatity was 37.91, the open interest changed by 74 which increased total open position to 401
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 18, which was -13.45 lower than the previous day. The implied volatity was 35.62, the open interest changed by 46 which increased total open position to 328
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 31.45, which was -11.95 lower than the previous day. The implied volatity was 29.11, the open interest changed by 12 which increased total open position to 280
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 43.4, which was 8.95 higher than the previous day. The implied volatity was 30.67, the open interest changed by 112 which increased total open position to 268
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 34.45, which was 15.70 higher than the previous day. The implied volatity was 30.71, the open interest changed by 13 which increased total open position to 164
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 18.75, which was -8.60 lower than the previous day. The implied volatity was 30.84, the open interest changed by 47 which increased total open position to 149
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 27.35, which was 3.35 higher than the previous day. The implied volatity was 31.36, the open interest changed by 29 which increased total open position to 104
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 24, which was 8.85 higher than the previous day. The implied volatity was 29.92, the open interest changed by -17 which decreased total open position to 75
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 15.15, which was -26.05 lower than the previous day. The implied volatity was 29.74, the open interest changed by 35 which increased total open position to 91
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 41.2, which was -3.90 lower than the previous day. The implied volatity was 30.61, the open interest changed by -6 which decreased total open position to 55
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 45.1, which was 14.35 higher than the previous day. The implied volatity was 32.35, the open interest changed by 51 which increased total open position to 65
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 30.75, which was 2.10 higher than the previous day. The implied volatity was 33.61, the open interest changed by 3 which increased total open position to 17
On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 28.65, which was 22.00 higher 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 6.65, 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 6.65, 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 6.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
