INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Nov 2024 04:11 PM IST
| INDIGO 28NOV2024 3850 CE | ||||||||||
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Delta: 0.83
Vega: 1.41
Theta: -5.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4069.80 | 248.2 | 38.70 | 44.00 | 9 | 0.5 | 118 | |||
| 20 Nov | 4045.90 | 209.5 | 0.00 | 27.44 | 31 | -7.5 | 117.5 | |||
| 19 Nov | 4045.90 | 209.5 | 53.50 | 27.44 | 31 | -7.5 | 117.5 | |||
| 18 Nov | 3976.30 | 156 | 44.00 | 27.08 | 125 | 1.5 | 125 | |||
| 14 Nov | 3891.20 | 112 | 10.25 | 27.92 | 353.5 | 7.5 | 124 | |||
| 13 Nov | 3848.80 | 101.75 | -19.25 | 27.69 | 477 | 91.5 | 117 | |||
| 12 Nov | 3912.90 | 121 | -84.00 | 24.06 | 75 | 8 | 29 | |||
| 11 Nov | 4011.60 | 205 | -23.70 | 27.08 | 1.5 | 0.5 | 21.5 | |||
| 8 Nov | 4002.95 | 228.7 | 20.60 | 36.36 | 3.5 | 0.5 | 21 | |||
| 7 Nov | 3995.75 | 208.1 | -60.10 | 26.50 | 2.5 | 0 | 21 | |||
| 6 Nov | 4061.95 | 268.2 | 91.00 | 24.85 | 13.5 | 4 | 21.5 | |||
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| 5 Nov | 3940.85 | 177.2 | -13.95 | 29.30 | 45.5 | -1 | 17.5 | |||
| 4 Nov | 3963.10 | 191.15 | -885.30 | 29.78 | 49 | 19 | 19 | |||
| 1 Nov | 4069.55 | 1076.45 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 4052.50 | 1076.45 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 4057.70 | 1076.45 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 4026.75 | 1076.45 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 4015.45 | 1076.45 | 1076.45 | - | 0 | 0 | 0 | |||
| 25 Oct | 4366.10 | 0 | - | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 3850 expiring on 28NOV2024
Delta for 3850 CE is 0.83
Historical price for 3850 CE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 248.2, which was 38.70 higher than the previous day. The implied volatity was 44.00, the open interest changed by 1 which increased total open position to 236
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 209.5, which was 0.00 lower than the previous day. The implied volatity was 27.44, the open interest changed by -15 which decreased total open position to 235
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 209.5, which was 53.50 higher than the previous day. The implied volatity was 27.44, the open interest changed by -15 which decreased total open position to 235
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 156, which was 44.00 higher than the previous day. The implied volatity was 27.08, the open interest changed by 3 which increased total open position to 250
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 112, which was 10.25 higher than the previous day. The implied volatity was 27.92, the open interest changed by 15 which increased total open position to 248
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 101.75, which was -19.25 lower than the previous day. The implied volatity was 27.69, the open interest changed by 183 which increased total open position to 234
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 121, which was -84.00 lower than the previous day. The implied volatity was 24.06, the open interest changed by 16 which increased total open position to 58
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 205, which was -23.70 lower than the previous day. The implied volatity was 27.08, the open interest changed by 1 which increased total open position to 43
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 228.7, which was 20.60 higher than the previous day. The implied volatity was 36.36, the open interest changed by 1 which increased total open position to 42
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 208.1, which was -60.10 lower than the previous day. The implied volatity was 26.50, the open interest changed by 0 which decreased total open position to 42
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 268.2, which was 91.00 higher than the previous day. The implied volatity was 24.85, the open interest changed by 8 which increased total open position to 43
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 177.2, which was -13.95 lower than the previous day. The implied volatity was 29.30, the open interest changed by -2 which decreased total open position to 35
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 191.15, which was -885.30 lower than the previous day. The implied volatity was 29.78, the open interest changed by 38 which increased total open position to 38
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 1076.45, 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 1076.45, 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 1076.45, 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 1076.45, 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 1076.45, which was 1076.45 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDIGO 28NOV2024 3850 PE | |||||||
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Delta: -0.13
Vega: 1.21
Theta: -3.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4069.80 | 14.5 | -3.55 | 37.81 | 729 | -1.5 | 339 |
| 20 Nov | 4045.90 | 18.05 | 0.00 | 33.19 | 849.5 | 64.5 | 339.5 |
| 19 Nov | 4045.90 | 18.05 | -15.10 | 33.19 | 849.5 | 63.5 | 339.5 |
| 18 Nov | 3976.30 | 33.15 | -26.80 | 32.37 | 475 | 17 | 270.5 |
| 14 Nov | 3891.20 | 59.95 | -18.90 | 27.47 | 582 | 82.5 | 253.5 |
| 13 Nov | 3848.80 | 78.85 | 15.20 | 29.84 | 712 | 94.5 | 174 |
| 12 Nov | 3912.90 | 63.65 | 27.75 | 29.87 | 615.5 | 20 | 85.5 |
| 11 Nov | 4011.60 | 35.9 | -10.10 | 29.71 | 332.5 | 16 | 75 |
| 8 Nov | 4002.95 | 46 | 5.60 | 29.61 | 188 | 4 | 60 |
| 7 Nov | 3995.75 | 40.4 | 14.95 | 27.97 | 252 | 3 | 57 |
| 6 Nov | 4061.95 | 25.45 | -41.85 | 27.65 | 223.5 | 3.5 | 60.5 |
| 5 Nov | 3940.85 | 67.3 | -7.20 | 29.33 | 189 | -2.5 | 57.5 |
| 4 Nov | 3963.10 | 74.5 | 24.10 | 32.03 | 397.5 | 20 | 60 |
| 1 Nov | 4069.55 | 50.4 | 5.00 | 33.07 | 11.5 | 9 | 40 |
| 31 Oct | 4052.50 | 45.4 | -7.10 | - | 55 | 6 | 31 |
| 30 Oct | 4057.70 | 52.5 | -2.30 | - | 25 | 21 | 23 |
| 29 Oct | 4026.75 | 54.8 | -34.85 | - | 9 | 4 | 5 |
| 28 Oct | 4015.45 | 89.65 | 89.65 | - | 8 | 1 | 1 |
| 25 Oct | 4366.10 | 0 | - | 0 | 0 | 0 | |
For Interglobe Aviation Ltd - strike price 3850 expiring on 28NOV2024
Delta for 3850 PE is -0.13
Historical price for 3850 PE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 14.5, which was -3.55 lower than the previous day. The implied volatity was 37.81, the open interest changed by -3 which decreased total open position to 678
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 18.05, which was 0.00 lower than the previous day. The implied volatity was 33.19, the open interest changed by 129 which increased total open position to 679
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 18.05, which was -15.10 lower than the previous day. The implied volatity was 33.19, the open interest changed by 127 which increased total open position to 679
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 33.15, which was -26.80 lower than the previous day. The implied volatity was 32.37, the open interest changed by 34 which increased total open position to 541
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 59.95, which was -18.90 lower than the previous day. The implied volatity was 27.47, the open interest changed by 165 which increased total open position to 507
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 78.85, which was 15.20 higher than the previous day. The implied volatity was 29.84, the open interest changed by 189 which increased total open position to 348
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 63.65, which was 27.75 higher than the previous day. The implied volatity was 29.87, the open interest changed by 40 which increased total open position to 171
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 35.9, which was -10.10 lower than the previous day. The implied volatity was 29.71, the open interest changed by 32 which increased total open position to 150
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 46, which was 5.60 higher than the previous day. The implied volatity was 29.61, the open interest changed by 8 which increased total open position to 120
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 40.4, which was 14.95 higher than the previous day. The implied volatity was 27.97, the open interest changed by 6 which increased total open position to 114
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 25.45, which was -41.85 lower than the previous day. The implied volatity was 27.65, the open interest changed by 7 which increased total open position to 121
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 67.3, which was -7.20 lower than the previous day. The implied volatity was 29.33, the open interest changed by -5 which decreased total open position to 115
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 74.5, which was 24.10 higher than the previous day. The implied volatity was 32.03, the open interest changed by 40 which increased total open position to 120
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 50.4, which was 5.00 higher than the previous day. The implied volatity was 33.07, the open interest changed by 18 which increased total open position to 80
On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 45.4, which was -7.10 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 52.5, which was -2.30 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 54.8, which was -34.85 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 89.65, which was 89.65 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
