INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
24 Apr 2026 01:34 PM IST
| INDIGO 28-Apr-2026 (4d) 3900 CE | ||||||||||||||||
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Delta: 0.93
Vega: 0.01
Theta: -6.58
Gamma: 0.00028
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 4522.80 | 630 | -135 | 91.01 | 1 | 0 | 240 | |||||||||
| 23 Apr | 4556.00 | 765 | 17.899999999999977 | - | 0 | 0 | 240 | |||||||||
| 22 Apr | 4640.90 | 765 | 17.899999999999977 | - | 0 | 0 | 240 | |||||||||
| 21 Apr | 4693.10 | 765 | 17.899999999999977 | - | 0 | 0 | 240 | |||||||||
| 20 Apr | 4678.20 | 765 | 17.899999999999977 | - | 0 | 0 | 240 | |||||||||
| 17 Apr | 4638.40 | 765 | 17.899999999999977 | - | 0 | 0 | 240 | |||||||||
| 16 Apr | 4608.70 | 765 | 17.899999999999977 | 55.13 | 0 | 0 | 240 | |||||||||
| 15 Apr | 4638.00 | 765 | 208.75 | 55.13 | 1 | 0 | 240 | |||||||||
| 13 Apr | 4427.20 | 556.25 | -183.75 | 46.05 | 15 | 3 | 238 | |||||||||
| 10 Apr | 4554.20 | 739.05 | -0.9500000000000455 | - | 0 | 0 | 235 | |||||||||
| 9 Apr | 4449.10 | 739.05 | 238.3 | - | 0 | -2 | 0 | |||||||||
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| 8 Apr | 4615.50 | 739.05 | 238.3 | 38.18 | 17 | -2 | 235 | |||||||||
| 7 Apr | 4268.80 | 493.95 | 125.95 | - | 0 | 0 | 237 | |||||||||
| 6 Apr | 4312.50 | 493.95 | 125.95 | 55.16 | 19 | 6 | 237 | |||||||||
| 2 Apr | 4193.50 | 362.95 | -34 | 41 | 211 | 35 | 228 | |||||||||
| 1 Apr | 4180.80 | 393.55 | 163.6 | 45.88 | 457 | 49 | 195 | |||||||||
| 30 Mar | 3943.50 | 237.7 | -114.2 | 44.29 | 608 | 101 | 146 | |||||||||
| 27 Mar | 4099.50 | 351.9 | -114.45 | 45.38 | 2 | 0 | 47 | |||||||||
| 25 Mar | 4294.70 | 469.35 | 102.9 | 38.76 | 20 | -15 | 49 | |||||||||
| 24 Mar | 4150.80 | 366.4 | 108.5 | 36 | 85 | 22 | 66 | |||||||||
| 23 Mar | 3945.30 | 259.7 | -702.7 | 43.49 | 65 | 43 | 43 | |||||||||
| 20 Mar | 4149.10 | 962.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 4154.30 | 962.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 4360.60 | 962.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 4287.90 | 962.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 4222.10 | 962.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 4158.20 | 962.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 4251.70 | 962.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 4350.70 | 962.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 4380.40 | 962.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 4236.70 | 962.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 4404.10 | 962.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 4512.80 | 962.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 4392.90 | 962.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 4520.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 3900 expiring on 28APR2026
Delta for 3900 CE is 0.93
Historical price for 3900 CE is as follows
On 24 Apr INDIGO was trading at 4522.80. The strike last trading price was 630, which was -135 lower than the previous day. The implied volatity was 91.01, the open interest changed by 0 which decreased total open position to 240
On 23 Apr INDIGO was trading at 4556.00. The strike last trading price was 765, which was 17.899999999999977 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 240
On 22 Apr INDIGO was trading at 4640.90. The strike last trading price was 765, which was 17.899999999999977 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 240
On 21 Apr INDIGO was trading at 4693.10. The strike last trading price was 765, which was 17.899999999999977 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 240
On 20 Apr INDIGO was trading at 4678.20. The strike last trading price was 765, which was 17.899999999999977 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 240
On 17 Apr INDIGO was trading at 4638.40. The strike last trading price was 765, which was 17.899999999999977 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 240
On 16 Apr INDIGO was trading at 4608.70. The strike last trading price was 765, which was 17.899999999999977 higher than the previous day. The implied volatity was 55.13, the open interest changed by 0 which decreased total open position to 240
On 15 Apr INDIGO was trading at 4638.00. The strike last trading price was 765, which was 208.75 higher than the previous day. The implied volatity was 55.13, the open interest changed by 0 which decreased total open position to 240
On 13 Apr INDIGO was trading at 4427.20. The strike last trading price was 556.25, which was -183.75 lower than the previous day. The implied volatity was 46.05, the open interest changed by 3 which increased total open position to 238
On 10 Apr INDIGO was trading at 4554.20. The strike last trading price was 739.05, which was -0.9500000000000455 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 235
On 9 Apr INDIGO was trading at 4449.10. The strike last trading price was 739.05, which was 238.3 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 8 Apr INDIGO was trading at 4615.50. The strike last trading price was 739.05, which was 238.3 higher than the previous day. The implied volatity was 38.18, the open interest changed by -2 which decreased total open position to 235
On 7 Apr INDIGO was trading at 4268.80. The strike last trading price was 493.95, which was 125.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 237
On 6 Apr INDIGO was trading at 4312.50. The strike last trading price was 493.95, which was 125.95 higher than the previous day. The implied volatity was 55.16, the open interest changed by 6 which increased total open position to 237
On 2 Apr INDIGO was trading at 4193.50. The strike last trading price was 362.95, which was -34 lower than the previous day. The implied volatity was 41, the open interest changed by 35 which increased total open position to 228
On 1 Apr INDIGO was trading at 4180.80. The strike last trading price was 393.55, which was 163.6 higher than the previous day. The implied volatity was 45.88, the open interest changed by 49 which increased total open position to 195
On 30 Mar INDIGO was trading at 3943.50. The strike last trading price was 237.7, which was -114.2 lower than the previous day. The implied volatity was 44.29, the open interest changed by 101 which increased total open position to 146
On 27 Mar INDIGO was trading at 4099.50. The strike last trading price was 351.9, which was -114.45 lower than the previous day. The implied volatity was 45.38, the open interest changed by 0 which decreased total open position to 47
On 25 Mar INDIGO was trading at 4294.70. The strike last trading price was 469.35, which was 102.9 higher than the previous day. The implied volatity was 38.76, the open interest changed by -15 which decreased total open position to 49
On 24 Mar INDIGO was trading at 4150.80. The strike last trading price was 366.4, which was 108.5 higher than the previous day. The implied volatity was 36, the open interest changed by 22 which increased total open position to 66
On 23 Mar INDIGO was trading at 3945.30. The strike last trading price was 259.7, which was -702.7 lower than the previous day. The implied volatity was 43.49, the open interest changed by 43 which increased total open position to 43
On 20 Mar INDIGO was trading at 4149.10. The strike last trading price was 962.4, 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 19 Mar INDIGO was trading at 4154.30. The strike last trading price was 962.4, 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 18 Mar INDIGO was trading at 4360.60. The strike last trading price was 962.4, 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 17 Mar INDIGO was trading at 4287.90. The strike last trading price was 962.4, 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 16 Mar INDIGO was trading at 4222.10. The strike last trading price was 962.4, 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 962.4, 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 962.4, 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 962.4, 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 962.4, 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 962.4, 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 962.4, 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 962.4, 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 962.4, 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 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 0, 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) 3900 PE | |||||||
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Delta: -0.01
Vega: 0
Theta: -0.75
Gamma: 0.00012
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 4522.80 | 1.65 | -0.5 | 62.95 | 199 | 7 | 474 |
| 23 Apr | 4556.00 | 2.1 | -0.3500000000000001 | 61.82 | 329 | -13 | 467 |
| 22 Apr | 4640.90 | 2.55 | -0.40000000000000036 | 64.54 | 874 | -428 | 482 |
| 21 Apr | 4693.10 | 2.8 | -2.8 | 63.39 | 369 | -155 | 897 |
| 20 Apr | 4678.20 | 5.45 | -2.45 | 65.51 | 464 | 106 | 1,104 |
| 17 Apr | 4638.40 | 8.25 | -1.0999999999999996 | 57.81 | 800 | 277 | 998 |
| 16 Apr | 4608.70 | 9.35 | -2.1500000000000004 | 56.51 | 864 | 179 | 716 |
| 15 Apr | 4638.00 | 12.55 | -17.9 | 58.19 | 835 | -18 | 542 |
| 13 Apr | 4427.20 | 29.6 | 11.950000000000003 | 55.61 | 1,199 | -36 | 562 |
| 10 Apr | 4554.20 | 18 | -9.7 | 51.52 | 576 | -75 | 598 |
| 9 Apr | 4449.10 | 28.95 | 11.55 | 51.28 | 796 | 64 | 678 |
| 8 Apr | 4615.50 | 17 | -59.5 | 51.44 | 1,424 | -132 | 617 |
| 7 Apr | 4268.80 | 77.85 | 7.4 | 56.64 | 1,255 | -26 | 758 |
| 6 Apr | 4312.50 | 72.3 | -30.3 | 55.76 | 1,443 | 119 | 778 |
| 2 Apr | 4193.50 | 106.85 | 13.15 | 52.63 | 2,309 | 179 | 659 |
| 1 Apr | 4180.80 | 92 | -79.1 | 48.69 | 3,231 | 121 | 481 |
| 30 Mar | 3943.50 | 164.55 | 38.7 | 46.08 | 2,487 | 86 | 378 |
| 27 Mar | 4099.50 | 125.95 | 61.1 | 47.77 | 880 | -102 | 257 |
| 25 Mar | 4294.70 | 65.2 | -46.6 | 42.78 | 328 | 182 | 358 |
| 24 Mar | 4150.80 | 104.3 | -74.65 | 44.98 | 358 | 84 | 177 |
| 23 Mar | 3945.30 | 180 | 75.25 | 45.27 | 281 | 19 | 97 |
| 20 Mar | 4149.10 | 105 | 1.4 | 42.09 | 54 | 0 | 71 |
| 19 Mar | 4154.30 | 101.5 | 51.05 | 42.53 | 176 | 16 | 71 |
| 18 Mar | 4360.60 | 50 | -28 | 39.04 | 110 | -2 | 55 |
| 17 Mar | 4287.90 | 78 | -21.2 | 42 | 37 | -1 | 58 |
| 16 Mar | 4222.10 | 100 | -5.7 | 43.85 | 58 | 11 | 58 |
| 13 Mar | 4158.20 | 105 | 25 | 40.13 | 54 | -12 | 47 |
| 12 Mar | 4251.70 | 80 | 1 | 39.88 | 6 | -5 | 58 |
| 11 Mar | 4350.70 | 79 | 13.85 | 43.09 | 7 | 0 | 62 |
| 10 Mar | 4380.40 | 65.15 | -58.85 | 40.88 | 24 | -10 | 62 |
| 9 Mar | 4236.70 | 124 | 72.55 | 47.11 | 38 | -16 | 76 |
| 6 Mar | 4404.10 | 51.45 | 12.45 | 37.09 | 3 | -2 | 93 |
| 5 Mar | 4512.80 | 39 | -46.45 | 36.6 | 9 | -3 | 96 |
| 4 Mar | 4392.90 | 86 | 46 | 43.63 | 135 | 94 | 95 |
| 2 Mar | 4520.40 | 40 | 6.3 | 37.17 | 2 | 1 | 1 |
For Interglobe Aviation Ltd - strike price 3900 expiring on 28APR2026
Delta for 3900 PE is -0.01
Historical price for 3900 PE is as follows
On 24 Apr INDIGO was trading at 4522.80. The strike last trading price was 1.65, which was -0.5 lower than the previous day. The implied volatity was 62.95, the open interest changed by 7 which increased total open position to 474
On 23 Apr INDIGO was trading at 4556.00. The strike last trading price was 2.1, which was -0.3500000000000001 lower than the previous day. The implied volatity was 61.82, the open interest changed by -13 which decreased total open position to 467
On 22 Apr INDIGO was trading at 4640.90. The strike last trading price was 2.55, which was -0.40000000000000036 lower than the previous day. The implied volatity was 64.54, the open interest changed by -428 which decreased total open position to 482
On 21 Apr INDIGO was trading at 4693.10. The strike last trading price was 2.8, which was -2.8 lower than the previous day. The implied volatity was 63.39, the open interest changed by -155 which decreased total open position to 897
On 20 Apr INDIGO was trading at 4678.20. The strike last trading price was 5.45, which was -2.45 lower than the previous day. The implied volatity was 65.51, the open interest changed by 106 which increased total open position to 1104
On 17 Apr INDIGO was trading at 4638.40. The strike last trading price was 8.25, which was -1.0999999999999996 lower than the previous day. The implied volatity was 57.81, the open interest changed by 277 which increased total open position to 998
On 16 Apr INDIGO was trading at 4608.70. The strike last trading price was 9.35, which was -2.1500000000000004 lower than the previous day. The implied volatity was 56.51, the open interest changed by 179 which increased total open position to 716
On 15 Apr INDIGO was trading at 4638.00. The strike last trading price was 12.55, which was -17.9 lower than the previous day. The implied volatity was 58.19, the open interest changed by -18 which decreased total open position to 542
On 13 Apr INDIGO was trading at 4427.20. The strike last trading price was 29.6, which was 11.950000000000003 higher than the previous day. The implied volatity was 55.61, the open interest changed by -36 which decreased total open position to 562
On 10 Apr INDIGO was trading at 4554.20. The strike last trading price was 18, which was -9.7 lower than the previous day. The implied volatity was 51.52, the open interest changed by -75 which decreased total open position to 598
On 9 Apr INDIGO was trading at 4449.10. The strike last trading price was 28.95, which was 11.55 higher than the previous day. The implied volatity was 51.28, the open interest changed by 64 which increased total open position to 678
On 8 Apr INDIGO was trading at 4615.50. The strike last trading price was 17, which was -59.5 lower than the previous day. The implied volatity was 51.44, the open interest changed by -132 which decreased total open position to 617
On 7 Apr INDIGO was trading at 4268.80. The strike last trading price was 77.85, which was 7.4 higher than the previous day. The implied volatity was 56.64, the open interest changed by -26 which decreased total open position to 758
On 6 Apr INDIGO was trading at 4312.50. The strike last trading price was 72.3, which was -30.3 lower than the previous day. The implied volatity was 55.76, the open interest changed by 119 which increased total open position to 778
On 2 Apr INDIGO was trading at 4193.50. The strike last trading price was 106.85, which was 13.15 higher than the previous day. The implied volatity was 52.63, the open interest changed by 179 which increased total open position to 659
On 1 Apr INDIGO was trading at 4180.80. The strike last trading price was 92, which was -79.1 lower than the previous day. The implied volatity was 48.69, the open interest changed by 121 which increased total open position to 481
On 30 Mar INDIGO was trading at 3943.50. The strike last trading price was 164.55, which was 38.7 higher than the previous day. The implied volatity was 46.08, the open interest changed by 86 which increased total open position to 378
On 27 Mar INDIGO was trading at 4099.50. The strike last trading price was 125.95, which was 61.1 higher than the previous day. The implied volatity was 47.77, the open interest changed by -102 which decreased total open position to 257
On 25 Mar INDIGO was trading at 4294.70. The strike last trading price was 65.2, which was -46.6 lower than the previous day. The implied volatity was 42.78, the open interest changed by 182 which increased total open position to 358
On 24 Mar INDIGO was trading at 4150.80. The strike last trading price was 104.3, which was -74.65 lower than the previous day. The implied volatity was 44.98, the open interest changed by 84 which increased total open position to 177
On 23 Mar INDIGO was trading at 3945.30. The strike last trading price was 180, which was 75.25 higher than the previous day. The implied volatity was 45.27, the open interest changed by 19 which increased total open position to 97
On 20 Mar INDIGO was trading at 4149.10. The strike last trading price was 105, which was 1.4 higher than the previous day. The implied volatity was 42.09, the open interest changed by 0 which decreased total open position to 71
On 19 Mar INDIGO was trading at 4154.30. The strike last trading price was 101.5, which was 51.05 higher than the previous day. The implied volatity was 42.53, the open interest changed by 16 which increased total open position to 71
On 18 Mar INDIGO was trading at 4360.60. The strike last trading price was 50, which was -28 lower than the previous day. The implied volatity was 39.04, the open interest changed by -2 which decreased total open position to 55
On 17 Mar INDIGO was trading at 4287.90. The strike last trading price was 78, which was -21.2 lower than the previous day. The implied volatity was 42, the open interest changed by -1 which decreased total open position to 58
On 16 Mar INDIGO was trading at 4222.10. The strike last trading price was 100, which was -5.7 lower than the previous day. The implied volatity was 43.85, the open interest changed by 11 which increased total open position to 58
On 13 Mar INDIGO was trading at 4158.20. The strike last trading price was 105, which was 25 higher than the previous day. The implied volatity was 40.13, the open interest changed by -12 which decreased total open position to 47
On 12 Mar INDIGO was trading at 4251.70. The strike last trading price was 80, which was 1 higher than the previous day. The implied volatity was 39.88, the open interest changed by -5 which decreased total open position to 58
On 11 Mar INDIGO was trading at 4350.70. The strike last trading price was 79, which was 13.85 higher than the previous day. The implied volatity was 43.09, the open interest changed by 0 which decreased total open position to 62
On 10 Mar INDIGO was trading at 4380.40. The strike last trading price was 65.15, which was -58.85 lower than the previous day. The implied volatity was 40.88, the open interest changed by -10 which decreased total open position to 62
On 9 Mar INDIGO was trading at 4236.70. The strike last trading price was 124, which was 72.55 higher than the previous day. The implied volatity was 47.11, the open interest changed by -16 which decreased total open position to 76
On 6 Mar INDIGO was trading at 4404.10. The strike last trading price was 51.45, which was 12.45 higher than the previous day. The implied volatity was 37.09, the open interest changed by -2 which decreased total open position to 93
On 5 Mar INDIGO was trading at 4512.80. The strike last trading price was 39, which was -46.45 lower than the previous day. The implied volatity was 36.6, the open interest changed by -3 which decreased total open position to 96
On 4 Mar INDIGO was trading at 4392.90. The strike last trading price was 86, which was 46 higher than the previous day. The implied volatity was 43.63, the open interest changed by 94 which increased total open position to 95
On 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 40, which was 6.3 higher than the previous day. The implied volatity was 37.17, the open interest changed by 1 which increased total open position to 1
