INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
24 Apr 2026 01:37 PM IST
| INDIGO 28-Apr-2026 (4d) 3800 CE | ||||||||||||||||
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Delta: 0.96
Vega: 0
Theta: -4.8
Gamma: 0.00019
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 4516.90 | 729 | -36 | 94.21 | 21 | -14 | 108 | |||||||||
| 23 Apr | 4556.00 | 765 | -51 | 78.35 | 6 | -2 | 122 | |||||||||
| 22 Apr | 4640.90 | 816 | -9 | 67.96 | 3 | -1 | 124 | |||||||||
| 21 Apr | 4693.10 | 825 | 8.75 | - | 0 | 0 | 125 | |||||||||
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| 20 Apr | 4678.20 | 825 | 8.75 | - | 0 | 0 | 125 | |||||||||
| 17 Apr | 4638.40 | 825 | 8.75 | 60.23 | 0 | 0 | 125 | |||||||||
| 16 Apr | 4608.70 | 825 | 120 | 60.23 | 2 | -1 | 125 | |||||||||
| 15 Apr | 4638.00 | 705 | 38.450000000000045 | - | 0 | 0 | 126 | |||||||||
| 13 Apr | 4427.20 | 705 | 38.450000000000045 | 48.54 | 0 | 0 | 126 | |||||||||
| 10 Apr | 4554.20 | 705 | 38.450000000000045 | - | 0 | 0 | 126 | |||||||||
| 9 Apr | 4449.10 | 705 | -172 | 62.26 | 54 | -21 | 126 | |||||||||
| 8 Apr | 4615.50 | 877 | 352.5 | 54.34 | 7 | -3 | 147 | |||||||||
| 7 Apr | 4268.80 | 524.5 | -58.3 | 47.76 | 7 | 0 | 150 | |||||||||
| 6 Apr | 4312.50 | 576 | 132.8 | 56.73 | 45 | 16 | 149 | |||||||||
| 2 Apr | 4193.50 | 444.2 | -29.1 | 42.7 | 90 | 1 | 136 | |||||||||
| 1 Apr | 4180.80 | 473.3 | 183.2 | 47.74 | 94 | -25 | 136 | |||||||||
| 30 Mar | 3943.50 | 298 | -124.55 | 44.93 | 47 | 25 | 155 | |||||||||
| 27 Mar | 4099.50 | 429.35 | -129.65 | 47.99 | 26 | -14 | 132 | |||||||||
| 25 Mar | 4294.70 | 559 | 114.6 | 41.73 | 81 | 51 | 143 | |||||||||
| 24 Mar | 4150.80 | 448.4 | 134.75 | 37.83 | 75 | 16 | 90 | |||||||||
| 23 Mar | 3945.30 | 319.65 | -138.35 | 44.14 | 170 | 69 | 77 | |||||||||
| 20 Mar | 4149.10 | 458 | -35 | 40.99 | 6 | 4 | 7 | |||||||||
| 19 Mar | 4154.30 | 493 | -151 | 43.5 | 2 | 1 | 2 | |||||||||
| 18 Mar | 4360.60 | 644 | 94 | 41.37 | 1 | 0 | 1 | |||||||||
| 17 Mar | 4287.90 | 550 | -500.95 | 32.83 | 1 | 0 | 0 | |||||||||
| 16 Mar | 4222.10 | 1050.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 4158.20 | 1050.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 4251.70 | 1050.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 4350.70 | 1050.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 4380.40 | 1050.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 4236.70 | 1050.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 4404.10 | 1050.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 4512.80 | 1050.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 4392.90 | 1050.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 3800 expiring on 28APR2026
Delta for 3800 CE is 0.96
Historical price for 3800 CE is as follows
On 24 Apr INDIGO was trading at 4516.90. The strike last trading price was 729, which was -36 lower than the previous day. The implied volatity was 94.21, the open interest changed by -14 which decreased total open position to 108
On 23 Apr INDIGO was trading at 4556.00. The strike last trading price was 765, which was -51 lower than the previous day. The implied volatity was 78.35, the open interest changed by -2 which decreased total open position to 122
On 22 Apr INDIGO was trading at 4640.90. The strike last trading price was 816, which was -9 lower than the previous day. The implied volatity was 67.96, the open interest changed by -1 which decreased total open position to 124
On 21 Apr INDIGO was trading at 4693.10. The strike last trading price was 825, which was 8.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 125
On 20 Apr INDIGO was trading at 4678.20. The strike last trading price was 825, which was 8.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 125
On 17 Apr INDIGO was trading at 4638.40. The strike last trading price was 825, which was 8.75 higher than the previous day. The implied volatity was 60.23, the open interest changed by 0 which decreased total open position to 125
On 16 Apr INDIGO was trading at 4608.70. The strike last trading price was 825, which was 120 higher than the previous day. The implied volatity was 60.23, the open interest changed by -1 which decreased total open position to 125
On 15 Apr INDIGO was trading at 4638.00. The strike last trading price was 705, which was 38.450000000000045 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 126
On 13 Apr INDIGO was trading at 4427.20. The strike last trading price was 705, which was 38.450000000000045 higher than the previous day. The implied volatity was 48.54, the open interest changed by 0 which decreased total open position to 126
On 10 Apr INDIGO was trading at 4554.20. The strike last trading price was 705, which was 38.450000000000045 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 126
On 9 Apr INDIGO was trading at 4449.10. The strike last trading price was 705, which was -172 lower than the previous day. The implied volatity was 62.26, the open interest changed by -21 which decreased total open position to 126
On 8 Apr INDIGO was trading at 4615.50. The strike last trading price was 877, which was 352.5 higher than the previous day. The implied volatity was 54.34, the open interest changed by -3 which decreased total open position to 147
On 7 Apr INDIGO was trading at 4268.80. The strike last trading price was 524.5, which was -58.3 lower than the previous day. The implied volatity was 47.76, the open interest changed by 0 which decreased total open position to 150
On 6 Apr INDIGO was trading at 4312.50. The strike last trading price was 576, which was 132.8 higher than the previous day. The implied volatity was 56.73, the open interest changed by 16 which increased total open position to 149
On 2 Apr INDIGO was trading at 4193.50. The strike last trading price was 444.2, which was -29.1 lower than the previous day. The implied volatity was 42.7, the open interest changed by 1 which increased total open position to 136
On 1 Apr INDIGO was trading at 4180.80. The strike last trading price was 473.3, which was 183.2 higher than the previous day. The implied volatity was 47.74, the open interest changed by -25 which decreased total open position to 136
On 30 Mar INDIGO was trading at 3943.50. The strike last trading price was 298, which was -124.55 lower than the previous day. The implied volatity was 44.93, the open interest changed by 25 which increased total open position to 155
On 27 Mar INDIGO was trading at 4099.50. The strike last trading price was 429.35, which was -129.65 lower than the previous day. The implied volatity was 47.99, the open interest changed by -14 which decreased total open position to 132
On 25 Mar INDIGO was trading at 4294.70. The strike last trading price was 559, which was 114.6 higher than the previous day. The implied volatity was 41.73, the open interest changed by 51 which increased total open position to 143
On 24 Mar INDIGO was trading at 4150.80. The strike last trading price was 448.4, which was 134.75 higher than the previous day. The implied volatity was 37.83, the open interest changed by 16 which increased total open position to 90
On 23 Mar INDIGO was trading at 3945.30. The strike last trading price was 319.65, which was -138.35 lower than the previous day. The implied volatity was 44.14, the open interest changed by 69 which increased total open position to 77
On 20 Mar INDIGO was trading at 4149.10. The strike last trading price was 458, which was -35 lower than the previous day. The implied volatity was 40.99, the open interest changed by 4 which increased total open position to 7
On 19 Mar INDIGO was trading at 4154.30. The strike last trading price was 493, which was -151 lower than the previous day. The implied volatity was 43.5, the open interest changed by 1 which increased total open position to 2
On 18 Mar INDIGO was trading at 4360.60. The strike last trading price was 644, which was 94 higher than the previous day. The implied volatity was 41.37, the open interest changed by 0 which decreased total open position to 1
On 17 Mar INDIGO was trading at 4287.90. The strike last trading price was 550, which was -500.95 lower than the previous day. The implied volatity was 32.83, 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 1050.95, 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 1050.95, 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 1050.95, 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 1050.95, 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 1050.95, 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 1050.95, 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 1050.95, 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 1050.95, 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 4 Mar INDIGO was trading at 4392.90. The strike last trading price was 1050.95, 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) 3800 PE | |||||||
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Delta: -0.01
Vega: 0
Theta: -0.52
Gamma: 0.00008
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 4516.90 | 1.25 | -0.6000000000000001 | 69.52 | 838 | -146 | 1,061 |
| 23 Apr | 4556.00 | 1.7 | -0.19999999999999996 | 68.56 | 241 | -119 | 1,208 |
| 22 Apr | 4640.90 | 2 | -0.10000000000000009 | 69.48 | 559 | -131 | 1,329 |
| 21 Apr | 4693.10 | 2.2 | -1.4 | 68.53 | 409 | -137 | 1,462 |
| 20 Apr | 4678.20 | 3.7 | -1.7999999999999998 | 68.8 | 329 | -19 | 1,596 |
| 17 Apr | 4638.40 | 5.9 | -1.2999999999999998 | 61.64 | 1,270 | 356 | 1,615 |
| 16 Apr | 4608.70 | 7.2 | -1.2499999999999991 | 60.49 | 587 | 164 | 1,259 |
| 15 Apr | 4638.00 | 8.8 | -12.95 | 60.76 | 738 | -106 | 1,092 |
| 13 Apr | 4427.20 | 21.35 | 8.250000000000002 | 57.99 | 1,096 | 112 | 1,191 |
| 10 Apr | 4554.20 | 13.1 | -7.200000000000001 | 53.86 | 325 | -9 | 1,078 |
| 9 Apr | 4449.10 | 21.4 | 8.4 | 53.66 | 834 | -32 | 1,086 |
| 8 Apr | 4615.50 | 12.75 | -45.35 | 53.89 | 1,294 | -61 | 1,118 |
| 7 Apr | 4268.80 | 60.3 | 5.05 | 58.75 | 1,817 | -118 | 1,177 |
| 6 Apr | 4312.50 | 56.3 | -23.85 | 57.94 | 2,661 | 232 | 1,297 |
| 2 Apr | 4193.50 | 84.25 | 11.95 | 54.36 | 3,071 | 57 | 1,069 |
| 1 Apr | 4180.80 | 70.4 | -64.5 | 50.29 | 4,199 | 628 | 1,022 |
| 30 Mar | 3943.50 | 129.55 | 30.45 | 47.79 | 3,795 | 164 | 395 |
| 27 Mar | 4099.50 | 97.25 | 45.75 | 48.81 | 1,044 | 30 | 253 |
| 25 Mar | 4294.70 | 51.75 | -34.5 | 45.05 | 267 | 58 | 218 |
| 24 Mar | 4150.80 | 81.45 | -59.1 | 46.48 | 400 | 11 | 157 |
| 23 Mar | 3945.30 | 143 | 65.7 | 46.48 | 356 | 70 | 146 |
| 20 Mar | 4149.10 | 78.4 | -3.7 | 42.67 | 46 | -7 | 78 |
| 19 Mar | 4154.30 | 80 | 40.6 | 44.1 | 62 | 18 | 80 |
| 18 Mar | 4360.60 | 40 | -17.65 | 41.22 | 63 | -6 | 62 |
| 17 Mar | 4287.90 | 57.4 | -18.3 | 42.49 | 82 | 2 | 66 |
| 16 Mar | 4222.10 | 76.4 | -12.7 | 44.53 | 65 | -13 | 64 |
| 13 Mar | 4158.20 | 89.1 | 20.2 | 42.98 | 52 | -9 | 76 |
| 12 Mar | 4251.70 | 68.9 | 5.9 | 42.86 | 11 | 5 | 84 |
| 11 Mar | 4350.70 | 63 | 10.15 | 44.49 | 42 | 3 | 79 |
| 10 Mar | 4380.40 | 52.7 | -42.8 | 42.66 | 18 | 11 | 76 |
| 9 Mar | 4236.70 | 95.5 | 58 | 47.09 | 43 | 5 | 63 |
| 6 Mar | 4404.10 | 37.5 | 3.4 | 37.25 | 18 | 5 | 58 |
| 5 Mar | 4512.80 | 31 | -42 | 38.26 | 80 | 16 | 54 |
| 4 Mar | 4392.90 | 73 | 51 | 45.73 | 73 | 36 | 38 |
For Interglobe Aviation Ltd - strike price 3800 expiring on 28APR2026
Delta for 3800 PE is -0.01
Historical price for 3800 PE is as follows
On 24 Apr INDIGO was trading at 4516.90. The strike last trading price was 1.25, which was -0.6000000000000001 lower than the previous day. The implied volatity was 69.52, the open interest changed by -146 which decreased total open position to 1061
On 23 Apr INDIGO was trading at 4556.00. The strike last trading price was 1.7, which was -0.19999999999999996 lower than the previous day. The implied volatity was 68.56, the open interest changed by -119 which decreased total open position to 1208
On 22 Apr INDIGO was trading at 4640.90. The strike last trading price was 2, which was -0.10000000000000009 lower than the previous day. The implied volatity was 69.48, the open interest changed by -131 which decreased total open position to 1329
On 21 Apr INDIGO was trading at 4693.10. The strike last trading price was 2.2, which was -1.4 lower than the previous day. The implied volatity was 68.53, the open interest changed by -137 which decreased total open position to 1462
On 20 Apr INDIGO was trading at 4678.20. The strike last trading price was 3.7, which was -1.7999999999999998 lower than the previous day. The implied volatity was 68.8, the open interest changed by -19 which decreased total open position to 1596
On 17 Apr INDIGO was trading at 4638.40. The strike last trading price was 5.9, which was -1.2999999999999998 lower than the previous day. The implied volatity was 61.64, the open interest changed by 356 which increased total open position to 1615
On 16 Apr INDIGO was trading at 4608.70. The strike last trading price was 7.2, which was -1.2499999999999991 lower than the previous day. The implied volatity was 60.49, the open interest changed by 164 which increased total open position to 1259
On 15 Apr INDIGO was trading at 4638.00. The strike last trading price was 8.8, which was -12.95 lower than the previous day. The implied volatity was 60.76, the open interest changed by -106 which decreased total open position to 1092
On 13 Apr INDIGO was trading at 4427.20. The strike last trading price was 21.35, which was 8.250000000000002 higher than the previous day. The implied volatity was 57.99, the open interest changed by 112 which increased total open position to 1191
On 10 Apr INDIGO was trading at 4554.20. The strike last trading price was 13.1, which was -7.200000000000001 lower than the previous day. The implied volatity was 53.86, the open interest changed by -9 which decreased total open position to 1078
On 9 Apr INDIGO was trading at 4449.10. The strike last trading price was 21.4, which was 8.4 higher than the previous day. The implied volatity was 53.66, the open interest changed by -32 which decreased total open position to 1086
On 8 Apr INDIGO was trading at 4615.50. The strike last trading price was 12.75, which was -45.35 lower than the previous day. The implied volatity was 53.89, the open interest changed by -61 which decreased total open position to 1118
On 7 Apr INDIGO was trading at 4268.80. The strike last trading price was 60.3, which was 5.05 higher than the previous day. The implied volatity was 58.75, the open interest changed by -118 which decreased total open position to 1177
On 6 Apr INDIGO was trading at 4312.50. The strike last trading price was 56.3, which was -23.85 lower than the previous day. The implied volatity was 57.94, the open interest changed by 232 which increased total open position to 1297
On 2 Apr INDIGO was trading at 4193.50. The strike last trading price was 84.25, which was 11.95 higher than the previous day. The implied volatity was 54.36, the open interest changed by 57 which increased total open position to 1069
On 1 Apr INDIGO was trading at 4180.80. The strike last trading price was 70.4, which was -64.5 lower than the previous day. The implied volatity was 50.29, the open interest changed by 628 which increased total open position to 1022
On 30 Mar INDIGO was trading at 3943.50. The strike last trading price was 129.55, which was 30.45 higher than the previous day. The implied volatity was 47.79, the open interest changed by 164 which increased total open position to 395
On 27 Mar INDIGO was trading at 4099.50. The strike last trading price was 97.25, which was 45.75 higher than the previous day. The implied volatity was 48.81, the open interest changed by 30 which increased total open position to 253
On 25 Mar INDIGO was trading at 4294.70. The strike last trading price was 51.75, which was -34.5 lower than the previous day. The implied volatity was 45.05, the open interest changed by 58 which increased total open position to 218
On 24 Mar INDIGO was trading at 4150.80. The strike last trading price was 81.45, which was -59.1 lower than the previous day. The implied volatity was 46.48, the open interest changed by 11 which increased total open position to 157
On 23 Mar INDIGO was trading at 3945.30. The strike last trading price was 143, which was 65.7 higher than the previous day. The implied volatity was 46.48, the open interest changed by 70 which increased total open position to 146
On 20 Mar INDIGO was trading at 4149.10. The strike last trading price was 78.4, which was -3.7 lower than the previous day. The implied volatity was 42.67, the open interest changed by -7 which decreased total open position to 78
On 19 Mar INDIGO was trading at 4154.30. The strike last trading price was 80, which was 40.6 higher than the previous day. The implied volatity was 44.1, the open interest changed by 18 which increased total open position to 80
On 18 Mar INDIGO was trading at 4360.60. The strike last trading price was 40, which was -17.65 lower than the previous day. The implied volatity was 41.22, the open interest changed by -6 which decreased total open position to 62
On 17 Mar INDIGO was trading at 4287.90. The strike last trading price was 57.4, which was -18.3 lower than the previous day. The implied volatity was 42.49, the open interest changed by 2 which increased total open position to 66
On 16 Mar INDIGO was trading at 4222.10. The strike last trading price was 76.4, which was -12.7 lower than the previous day. The implied volatity was 44.53, the open interest changed by -13 which decreased total open position to 64
On 13 Mar INDIGO was trading at 4158.20. The strike last trading price was 89.1, which was 20.2 higher than the previous day. The implied volatity was 42.98, the open interest changed by -9 which decreased total open position to 76
On 12 Mar INDIGO was trading at 4251.70. The strike last trading price was 68.9, which was 5.9 higher than the previous day. The implied volatity was 42.86, the open interest changed by 5 which increased total open position to 84
On 11 Mar INDIGO was trading at 4350.70. The strike last trading price was 63, which was 10.15 higher than the previous day. The implied volatity was 44.49, the open interest changed by 3 which increased total open position to 79
On 10 Mar INDIGO was trading at 4380.40. The strike last trading price was 52.7, which was -42.8 lower than the previous day. The implied volatity was 42.66, the open interest changed by 11 which increased total open position to 76
On 9 Mar INDIGO was trading at 4236.70. The strike last trading price was 95.5, which was 58 higher than the previous day. The implied volatity was 47.09, the open interest changed by 5 which increased total open position to 63
On 6 Mar INDIGO was trading at 4404.10. The strike last trading price was 37.5, which was 3.4 higher than the previous day. The implied volatity was 37.25, the open interest changed by 5 which increased total open position to 58
On 5 Mar INDIGO was trading at 4512.80. The strike last trading price was 31, which was -42 lower than the previous day. The implied volatity was 38.26, the open interest changed by 16 which increased total open position to 54
On 4 Mar INDIGO was trading at 4392.90. The strike last trading price was 73, which was 51 higher than the previous day. The implied volatity was 45.73, the open interest changed by 36 which increased total open position to 38
