INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
20 Dec 2024 04:11 PM IST
| INDIGO 26DEC2024 3800 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4395.60 | 611 | -17.60 | - | 2 | 0 | 2 | |||
| 19 Dec | 4434.05 | 628.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 4390.35 | 628.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 4386.80 | 628.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 4406.75 | 628.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 4432.90 | 628.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 4464.35 | 628.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 11 Dec | 4465.55 | 628.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 4477.00 | 628.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 4489.45 | 628.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 4469.20 | 628.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 4368.55 | 628.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 4370.85 | 628.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 4405.50 | 628.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 4409.25 | 628.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 4378.90 | 628.6 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 28 Nov | 4352.65 | 628.6 | 133.20 | 50.83 | 2 | -1 | 3 | |||
| 27 Nov | 4267.90 | 495.4 | -660.25 | 17.14 | 5 | 4 | 4 | |||
| 26 Nov | 4229.60 | 1155.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 4244.50 | 1155.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 4142.65 | 1155.65 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 4069.80 | 1155.65 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 4045.90 | 1155.65 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 4045.90 | 1155.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 3976.30 | 1155.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 3891.20 | 1155.65 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 3848.80 | 1155.65 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 3912.90 | 1155.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 4011.60 | 1155.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 3995.75 | 1155.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 3940.85 | 1155.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 3963.10 | 1155.65 | 1155.65 | - | 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 3800 expiring on 26DEC2024
Delta for 3800 CE is -
Historical price for 3800 CE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 611, which was -17.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 628.6, 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 Dec INDIGO was trading at 4390.35. The strike last trading price was 628.6, 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 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 628.6, 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 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 628.6, 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 Dec INDIGO was trading at 4432.90. The strike last trading price was 628.6, 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 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 628.6, 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 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 628.6, 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 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 628.6, 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 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 628.6, 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 Dec INDIGO was trading at 4469.20. The strike last trading price was 628.6, 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 Dec INDIGO was trading at 4368.55. The strike last trading price was 628.6, 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 Dec INDIGO was trading at 4370.85. The strike last trading price was 628.6, 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 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 628.6, 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 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 628.6, 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 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 628.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 628.6, which was 133.20 higher than the previous day. The implied volatity was 50.83, the open interest changed by -1 which decreased total open position to 3
On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 495.4, which was -660.25 lower than the previous day. The implied volatity was 17.14, the open interest changed by 4 which increased total open position to 4
On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 1155.65, 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 1155.65, 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 1155.65, 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 1155.65, 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 1155.65, 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 1155.65, 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 1155.65, 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 1155.65, 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 1155.65, 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 1155.65, 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 1155.65, 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 1155.65, 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 1155.65, 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 1155.65, which was 1155.65 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 3800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4395.60 | 1.5 | -0.70 | - | 112 | -23 | 361 |
| 19 Dec | 4434.05 | 2.2 | 0.70 | - | 16 | -5 | 388 |
| 18 Dec | 4390.35 | 1.5 | -0.55 | 46.25 | 26 | 0 | 413 |
| 17 Dec | 4386.80 | 2.05 | 0.00 | 44.40 | 28 | -25 | 415 |
| 16 Dec | 4406.75 | 2.05 | -0.55 | 43.65 | 69 | 8 | 439 |
| 13 Dec | 4432.90 | 2.6 | -0.15 | 41.28 | 49 | 2 | 429 |
| 12 Dec | 4464.35 | 2.75 | 0.15 | 41.54 | 10 | 0 | 424 |
| 11 Dec | 4465.55 | 2.6 | -0.25 | 40.64 | 69 | 9 | 424 |
| 10 Dec | 4477.00 | 2.85 | -3.25 | 39.85 | 69 | 18 | 414 |
| 9 Dec | 4489.45 | 6.1 | 1.75 | 44.75 | 46 | -29 | 396 |
| 6 Dec | 4469.20 | 4.35 | -2.00 | 39.71 | 35 | 2 | 425 |
| 5 Dec | 4368.55 | 6.35 | 0.30 | 35.59 | 156 | 33 | 422 |
| 4 Dec | 4370.85 | 6.05 | -0.40 | 34.94 | 331 | -104 | 398 |
| 3 Dec | 4405.50 | 6.45 | -1.75 | 35.97 | 349 | -36 | 517 |
| 2 Dec | 4409.25 | 8.2 | -1.25 | 36.79 | 685 | 149 | 556 |
| 29 Nov | 4378.90 | 9.45 | 1.35 | 34.85 | 929 | 257 | 409 |
| 28 Nov | 4352.65 | 8.1 | -6.00 | 32.19 | 97 | 22 | 151 |
| 27 Nov | 4267.90 | 14.1 | -2.75 | 31.93 | 119 | 16 | 135 |
| 26 Nov | 4229.60 | 16.85 | -2.15 | 31.11 | 51 | 18 | 119 |
| 25 Nov | 4244.50 | 19 | -13.95 | 32.28 | 120 | 22 | 101 |
| 22 Nov | 4142.65 | 32.95 | -3.05 | 31.97 | 127 | 64 | 143 |
| 21 Nov | 4069.80 | 36 | -2.00 | 28.54 | 26 | 9 | 80 |
| 20 Nov | 4045.90 | 38 | 0.00 | 26.96 | 72 | 57 | 70 |
| 19 Nov | 4045.90 | 38 | -20.00 | 26.96 | 72 | 56 | 70 |
| 18 Nov | 3976.30 | 58 | 38.45 | 27.97 | 15 | 13 | 13 |
| 14 Nov | 3891.20 | 19.55 | 0.00 | 2.64 | 0 | 0 | 0 |
| 13 Nov | 3848.80 | 19.55 | 0.00 | 2.19 | 0 | 0 | 0 |
| 12 Nov | 3912.90 | 19.55 | 0.00 | 3.04 | 0 | 0 | 0 |
| 11 Nov | 4011.60 | 19.55 | 0.00 | 4.81 | 0 | 0 | 0 |
| 7 Nov | 3995.75 | 19.55 | 0.00 | 4.56 | 0 | 0 | 0 |
| 5 Nov | 3940.85 | 19.55 | 0.00 | 3.44 | 0 | 0 | 0 |
| 4 Nov | 3963.10 | 19.55 | 0.00 | 3.66 | 0 | 0 | 0 |
| 31 Oct | 4052.50 | 19.55 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 4026.75 | 19.55 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 4015.45 | 19.55 | - | 0 | 0 | 0 | |
For Interglobe Aviation Ltd - strike price 3800 expiring on 26DEC2024
Delta for 3800 PE is -
Historical price for 3800 PE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 1.5, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 361
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 2.2, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 388
On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 1.5, which was -0.55 lower than the previous day. The implied volatity was 46.25, the open interest changed by 0 which decreased total open position to 413
On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 2.05, which was 0.00 lower than the previous day. The implied volatity was 44.40, the open interest changed by -25 which decreased total open position to 415
On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 2.05, which was -0.55 lower than the previous day. The implied volatity was 43.65, the open interest changed by 8 which increased total open position to 439
On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 2.6, which was -0.15 lower than the previous day. The implied volatity was 41.28, the open interest changed by 2 which increased total open position to 429
On 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 2.75, which was 0.15 higher than the previous day. The implied volatity was 41.54, the open interest changed by 0 which decreased total open position to 424
On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 2.6, which was -0.25 lower than the previous day. The implied volatity was 40.64, the open interest changed by 9 which increased total open position to 424
On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 2.85, which was -3.25 lower than the previous day. The implied volatity was 39.85, the open interest changed by 18 which increased total open position to 414
On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 6.1, which was 1.75 higher than the previous day. The implied volatity was 44.75, the open interest changed by -29 which decreased total open position to 396
On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 4.35, which was -2.00 lower than the previous day. The implied volatity was 39.71, the open interest changed by 2 which increased total open position to 425
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 6.35, which was 0.30 higher than the previous day. The implied volatity was 35.59, the open interest changed by 33 which increased total open position to 422
On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 6.05, which was -0.40 lower than the previous day. The implied volatity was 34.94, the open interest changed by -104 which decreased total open position to 398
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 6.45, which was -1.75 lower than the previous day. The implied volatity was 35.97, the open interest changed by -36 which decreased total open position to 517
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 8.2, which was -1.25 lower than the previous day. The implied volatity was 36.79, the open interest changed by 149 which increased total open position to 556
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 9.45, which was 1.35 higher than the previous day. The implied volatity was 34.85, the open interest changed by 257 which increased total open position to 409
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 8.1, which was -6.00 lower than the previous day. The implied volatity was 32.19, the open interest changed by 22 which increased total open position to 151
On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 14.1, which was -2.75 lower than the previous day. The implied volatity was 31.93, the open interest changed by 16 which increased total open position to 135
On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 16.85, which was -2.15 lower than the previous day. The implied volatity was 31.11, the open interest changed by 18 which increased total open position to 119
On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 19, which was -13.95 lower than the previous day. The implied volatity was 32.28, the open interest changed by 22 which increased total open position to 101
On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 32.95, which was -3.05 lower than the previous day. The implied volatity was 31.97, the open interest changed by 64 which increased total open position to 143
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 36, which was -2.00 lower than the previous day. The implied volatity was 28.54, the open interest changed by 9 which increased total open position to 80
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 38, which was 0.00 lower than the previous day. The implied volatity was 26.96, the open interest changed by 57 which increased total open position to 70
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 38, which was -20.00 lower than the previous day. The implied volatity was 26.96, the open interest changed by 56 which increased total open position to 70
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 58, which was 38.45 higher than the previous day. The implied volatity was 27.97, the open interest changed by 13 which increased total open position to 13
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 19.55, which was 0.00 lower than the previous day. The implied volatity was 2.64, 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 19.55, which was 0.00 lower than the previous day. The implied volatity was 2.19, 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 19.55, which was 0.00 lower than the previous day. The implied volatity was 3.04, 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 19.55, which was 0.00 lower than the previous day. The implied volatity was 4.81, 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 19.55, which was 0.00 lower than the previous day. The implied volatity was 4.56, 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 19.55, which was 0.00 lower than the previous day. The implied volatity was 3.44, 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 19.55, which was 0.00 lower than the previous day. The implied volatity was 3.66, 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 19.55, 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 19.55, 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 19.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
