INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Nov 2024 04:11 PM IST
| INDIGO 28NOV2024 3800 CE | ||||||||||
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Delta: 0.99
Vega: 0.20
Theta: -1.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4069.80 | 276.15 | 23.55 | 23.30 | 35.5 | -10.5 | 195.5 | |||
| 20 Nov | 4045.90 | 252.6 | 0.00 | 24.78 | 39 | -6 | 205.5 | |||
| 19 Nov | 4045.90 | 252.6 | 57.60 | 24.78 | 39 | -6.5 | 205.5 | |||
| 18 Nov | 3976.30 | 195 | 50.95 | 26.07 | 45.5 | -6 | 213 | |||
| 14 Nov | 3891.20 | 144.05 | 15.90 | 28.17 | 135 | 15.5 | 219 | |||
| 13 Nov | 3848.80 | 128.15 | -24.20 | 26.68 | 467.5 | 126.5 | 203 | |||
| 12 Nov | 3912.90 | 152.35 | -94.65 | 22.96 | 45 | 3 | 78.5 | |||
| 11 Nov | 4011.60 | 247 | -5.60 | 28.08 | 12.5 | 3 | 76 | |||
| 8 Nov | 4002.95 | 252.6 | 7.05 | 32.61 | 8.5 | 2 | 73 | |||
| 7 Nov | 3995.75 | 245.55 | -68.25 | 26.02 | 11 | 3 | 71 | |||
| 6 Nov | 4061.95 | 313.8 | 100.10 | 26.23 | 60 | 33 | 68 | |||
| 5 Nov | 3940.85 | 213.7 | -8.70 | 30.28 | 26.5 | 6 | 35.5 | |||
| 4 Nov | 3963.10 | 222.4 | -81.60 | 29.01 | 68 | 18 | 29 | |||
| 1 Nov | 4069.55 | 304 | -14.50 | 18.91 | 3 | 2.5 | 10.5 | |||
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| 31 Oct | 4052.50 | 318.5 | -6.50 | - | 10 | 6 | 10 | |||
| 30 Oct | 4057.70 | 325 | 24.00 | - | 1 | 0 | 4 | |||
| 29 Oct | 4026.75 | 301 | -29.00 | - | 4 | 2 | 3 | |||
| 28 Oct | 4015.45 | 330 | -727.90 | - | 1 | 0 | 0 | |||
| 25 Oct | 4366.10 | 1057.9 | - | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 3800 expiring on 28NOV2024
Delta for 3800 CE is 0.99
Historical price for 3800 CE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 276.15, which was 23.55 higher than the previous day. The implied volatity was 23.30, the open interest changed by -21 which decreased total open position to 391
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 252.6, which was 0.00 lower than the previous day. The implied volatity was 24.78, the open interest changed by -12 which decreased total open position to 411
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 252.6, which was 57.60 higher than the previous day. The implied volatity was 24.78, the open interest changed by -13 which decreased total open position to 411
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 195, which was 50.95 higher than the previous day. The implied volatity was 26.07, the open interest changed by -12 which decreased total open position to 426
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 144.05, which was 15.90 higher than the previous day. The implied volatity was 28.17, the open interest changed by 31 which increased total open position to 438
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 128.15, which was -24.20 lower than the previous day. The implied volatity was 26.68, the open interest changed by 253 which increased total open position to 406
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 152.35, which was -94.65 lower than the previous day. The implied volatity was 22.96, the open interest changed by 6 which increased total open position to 157
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 247, which was -5.60 lower than the previous day. The implied volatity was 28.08, the open interest changed by 6 which increased total open position to 152
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 252.6, which was 7.05 higher than the previous day. The implied volatity was 32.61, the open interest changed by 4 which increased total open position to 146
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 245.55, which was -68.25 lower than the previous day. The implied volatity was 26.02, the open interest changed by 6 which increased total open position to 142
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 313.8, which was 100.10 higher than the previous day. The implied volatity was 26.23, the open interest changed by 66 which increased total open position to 136
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 213.7, which was -8.70 lower than the previous day. The implied volatity was 30.28, the open interest changed by 12 which increased total open position to 71
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 222.4, which was -81.60 lower than the previous day. The implied volatity was 29.01, the open interest changed by 36 which increased total open position to 58
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 304, which was -14.50 lower than the previous day. The implied volatity was 18.91, the open interest changed by 5 which increased total open position to 21
On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 318.5, which was -6.50 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 325, which was 24.00 higher 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 301, which was -29.00 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 330, which was -727.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct INDIGO was trading at 4366.10. The strike last trading price was 1057.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDIGO 28NOV2024 3800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 0.97
Theta: -2.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4069.80 | 10.45 | -3.20 | 39.80 | 1,183.5 | -75.5 | 615.5 |
| 20 Nov | 4045.90 | 13.65 | 0.00 | 35.43 | 1,729.5 | 63.5 | 695 |
| 19 Nov | 4045.90 | 13.65 | -10.95 | 35.43 | 1,729.5 | 67.5 | 695 |
| 18 Nov | 3976.30 | 24.6 | -18.55 | 34.08 | 742.5 | -1.5 | 626 |
| 14 Nov | 3891.20 | 43.15 | -16.60 | 28.04 | 566.5 | 11.5 | 627.5 |
| 13 Nov | 3848.80 | 59.75 | 12.90 | 30.45 | 1,102.5 | 118.5 | 615.5 |
| 12 Nov | 3912.90 | 46.85 | 20.25 | 30.38 | 767.5 | 13.5 | 535 |
| 11 Nov | 4011.60 | 26.6 | -8.40 | 30.47 | 615.5 | -2 | 521.5 |
| 8 Nov | 4002.95 | 35 | 3.85 | 30.26 | 497.5 | 27.5 | 525.5 |
| 7 Nov | 3995.75 | 31.15 | 12.15 | 28.92 | 458.5 | -14 | 499 |
| 6 Nov | 4061.95 | 19 | -33.90 | 28.39 | 743.5 | -28.5 | 511.5 |
| 5 Nov | 3940.85 | 52.9 | -5.60 | 29.96 | 469.5 | -12.5 | 541.5 |
| 4 Nov | 3963.10 | 58.5 | 18.10 | 32.20 | 1,357 | 67 | 553.5 |
| 1 Nov | 4069.55 | 40.4 | 4.60 | 33.60 | 48.5 | 23.5 | 484.5 |
| 31 Oct | 4052.50 | 35.8 | -6.75 | - | 318 | 20 | 462 |
| 30 Oct | 4057.70 | 42.55 | -10.10 | - | 586 | 67 | 441 |
| 29 Oct | 4026.75 | 52.65 | -18.80 | - | 432 | 65 | 372 |
| 28 Oct | 4015.45 | 71.45 | 44.45 | - | 1,809 | 303 | 305 |
| 25 Oct | 4366.10 | 27 | - | 3 | 2 | 2 | |
For Interglobe Aviation Ltd - strike price 3800 expiring on 28NOV2024
Delta for 3800 PE is -0.10
Historical price for 3800 PE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 10.45, which was -3.20 lower than the previous day. The implied volatity was 39.80, the open interest changed by -151 which decreased total open position to 1231
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 13.65, which was 0.00 lower than the previous day. The implied volatity was 35.43, the open interest changed by 127 which increased total open position to 1390
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 13.65, which was -10.95 lower than the previous day. The implied volatity was 35.43, the open interest changed by 135 which increased total open position to 1390
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 24.6, which was -18.55 lower than the previous day. The implied volatity was 34.08, the open interest changed by -3 which decreased total open position to 1252
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 43.15, which was -16.60 lower than the previous day. The implied volatity was 28.04, the open interest changed by 23 which increased total open position to 1255
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 59.75, which was 12.90 higher than the previous day. The implied volatity was 30.45, the open interest changed by 237 which increased total open position to 1231
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 46.85, which was 20.25 higher than the previous day. The implied volatity was 30.38, the open interest changed by 27 which increased total open position to 1070
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 26.6, which was -8.40 lower than the previous day. The implied volatity was 30.47, the open interest changed by -4 which decreased total open position to 1043
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 35, which was 3.85 higher than the previous day. The implied volatity was 30.26, the open interest changed by 55 which increased total open position to 1051
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 31.15, which was 12.15 higher than the previous day. The implied volatity was 28.92, the open interest changed by -28 which decreased total open position to 998
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 19, which was -33.90 lower than the previous day. The implied volatity was 28.39, the open interest changed by -57 which decreased total open position to 1023
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 52.9, which was -5.60 lower than the previous day. The implied volatity was 29.96, the open interest changed by -25 which decreased total open position to 1083
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 58.5, which was 18.10 higher than the previous day. The implied volatity was 32.20, the open interest changed by 134 which increased total open position to 1107
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 40.4, which was 4.60 higher than the previous day. The implied volatity was 33.60, the open interest changed by 47 which increased total open position to 969
On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 35.8, which was -6.75 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 42.55, which was -10.10 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 52.65, which was -18.80 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 71.45, which was 44.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct INDIGO was trading at 4366.10. The strike last trading price was 27, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
