INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
20 Dec 2024 04:11 PM IST
| INDIGO 26DEC2024 3900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.82
Theta: -5.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4395.60 | 511 | 16.00 | 67.99 | 5 | -4 | 7 | |||
| 19 Dec | 4434.05 | 495 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 4390.35 | 495 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 4386.80 | 495 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 4406.75 | 495 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 4432.90 | 495 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 12 Dec | 4464.35 | 495 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 4465.55 | 495 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 4477.00 | 495 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 4489.45 | 495 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 4469.20 | 495 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 4368.55 | 495 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 4370.85 | 495 | 116.80 | - | 1 | 0 | 11 | |||
| 3 Dec | 4405.50 | 378.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 4409.25 | 378.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 4378.90 | 378.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 4352.65 | 378.2 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 27 Nov | 4267.90 | 378.2 | 1.80 | - | 4 | 2 | 12 | |||
| 26 Nov | 4229.60 | 376.4 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 25 Nov | 4244.50 | 376.4 | 76.40 | 19.67 | 6 | 2 | 8 | |||
| 22 Nov | 4142.65 | 300 | 80.00 | 21.41 | 1 | 0 | 6 | |||
| 21 Nov | 4069.80 | 220 | -66.35 | 15.86 | 4 | 0 | 10 | |||
| 20 Nov | 4045.90 | 286.35 | 0.00 | 36.47 | 9 | 1 | 8 | |||
| 19 Nov | 4045.90 | 286.35 | 85.50 | 36.47 | 9 | -1 | 8 | |||
| 18 Nov | 3976.30 | 200.85 | 43.85 | 27.13 | 7 | 2 | 6 | |||
| 14 Nov | 3891.20 | 157 | 1.35 | 26.96 | 6 | 2 | 4 | |||
| 13 Nov | 3848.80 | 155.65 | -910.05 | 28.57 | 3 | 2 | 2 | |||
| 12 Nov | 3912.90 | 1065.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 4011.60 | 1065.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 3995.75 | 1065.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 3940.85 | 1065.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 3963.10 | 1065.7 | 1065.70 | - | 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 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 4366.10 | 0 | - | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 3900 expiring on 26DEC2024
Delta for 3900 CE is 0.92
Historical price for 3900 CE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 511, which was 16.00 higher than the previous day. The implied volatity was 67.99, the open interest changed by -4 which decreased total open position to 7
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 495, 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 495, 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 495, 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 495, 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 495, 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 495, 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 495, 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 495, 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 495, 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 495, 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 495, 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 495, which was 116.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 378.2, 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 378.2, 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 378.2, 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 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 378.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 378.2, which was 1.80 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 12
On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 376.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 376.4, which was 76.40 higher than the previous day. The implied volatity was 19.67, the open interest changed by 2 which increased total open position to 8
On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 300, which was 80.00 higher than the previous day. The implied volatity was 21.41, the open interest changed by 0 which decreased total open position to 6
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 220, which was -66.35 lower than the previous day. The implied volatity was 15.86, the open interest changed by 0 which decreased total open position to 10
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 286.35, which was 0.00 lower than the previous day. The implied volatity was 36.47, the open interest changed by 1 which increased total open position to 8
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 286.35, which was 85.50 higher than the previous day. The implied volatity was 36.47, the open interest changed by -1 which decreased total open position to 8
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 200.85, which was 43.85 higher than the previous day. The implied volatity was 27.13, the open interest changed by 2 which increased total open position to 6
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 157, which was 1.35 higher than the previous day. The implied volatity was 26.96, the open interest changed by 2 which increased total open position to 4
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 155.65, which was -910.05 lower than the previous day. The implied volatity was 28.57, the open interest changed by 2 which increased total open position to 2
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 1065.7, 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 1065.7, 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 1065.7, 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 1065.7, 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 1065.7, which was 1065.70 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 0.00 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 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 3900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.30
Theta: -1.15
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4395.60 | 2.25 | -0.25 | 47.35 | 205 | -42 | 247 |
| 19 Dec | 4434.05 | 2.5 | -0.20 | 47.37 | 5 | -3 | 289 |
| 18 Dec | 4390.35 | 2.7 | -0.10 | 42.89 | 99 | -10 | 292 |
| 17 Dec | 4386.80 | 2.8 | 0.90 | 39.37 | 60 | -14 | 302 |
| 16 Dec | 4406.75 | 1.9 | -1.35 | 36.64 | 68 | -33 | 317 |
| 13 Dec | 4432.90 | 3.25 | -0.30 | 36.73 | 43 | 19 | 350 |
| 12 Dec | 4464.35 | 3.55 | 0.45 | 37.39 | 26 | -24 | 330 |
| 11 Dec | 4465.55 | 3.1 | -0.55 | 36.21 | 22 | -10 | 355 |
| 10 Dec | 4477.00 | 3.65 | -2.35 | 35.96 | 246 | -174 | 365 |
| 9 Dec | 4489.45 | 6 | 0.50 | 38.92 | 129 | -18 | 539 |
| 6 Dec | 4469.20 | 5.5 | -3.30 | 36.21 | 453 | -80 | 558 |
| 5 Dec | 4368.55 | 8.8 | -0.30 | 32.48 | 161 | -2 | 638 |
| 4 Dec | 4370.85 | 9.1 | -0.90 | 32.50 | 191 | -104 | 640 |
| 3 Dec | 4405.50 | 10 | -2.85 | 33.98 | 359 | 4 | 746 |
| 2 Dec | 4409.25 | 12.85 | -0.40 | 35.10 | 604 | 31 | 755 |
| 29 Nov | 4378.90 | 13.25 | -6.75 | 32.39 | 496 | 140 | 723 |
| 28 Nov | 4352.65 | 20 | 0.20 | 34.28 | 413 | 201 | 576 |
| 27 Nov | 4267.90 | 19.8 | -4.85 | 29.38 | 330 | 261 | 376 |
| 26 Nov | 4229.60 | 24.65 | -4.20 | 28.92 | 47 | -4 | 112 |
| 25 Nov | 4244.50 | 28.85 | -14.60 | 30.71 | 75 | 59 | 115 |
| 22 Nov | 4142.65 | 43.45 | -13.90 | 29.12 | 213 | 68 | 124 |
| 21 Nov | 4069.80 | 57.35 | -7.95 | 27.80 | 56 | 44 | 54 |
| 20 Nov | 4045.90 | 65.3 | 0.00 | 27.25 | 15 | 1 | 9 |
| 19 Nov | 4045.90 | 65.3 | -80.60 | 27.25 | 15 | 0 | 9 |
| 18 Nov | 3976.30 | 145.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 3891.20 | 145.9 | 0.00 | 0.00 | 0 | 8 | 0 |
| 13 Nov | 3848.80 | 145.9 | 26.90 | 28.51 | 12 | 9 | 10 |
| 12 Nov | 3912.90 | 119 | 24.00 | 26.95 | 1 | 0 | 1 |
| 11 Nov | 4011.60 | 95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 3995.75 | 95 | 67.20 | 0.00 | 0 | 1 | 0 |
| 5 Nov | 3940.85 | 27.8 | 0.00 | 1.65 | 0 | 0 | 0 |
| 4 Nov | 3963.10 | 27.8 | 0.00 | 1.89 | 0 | 0 | 0 |
| 31 Oct | 4052.50 | 27.8 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 4026.75 | 27.8 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 4015.45 | 27.8 | 27.80 | - | 0 | 0 | 0 |
| 25 Oct | 4366.10 | 0 | - | 0 | 0 | 0 | |
For Interglobe Aviation Ltd - strike price 3900 expiring on 26DEC2024
Delta for 3900 PE is -0.02
Historical price for 3900 PE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 2.25, which was -0.25 lower than the previous day. The implied volatity was 47.35, the open interest changed by -42 which decreased total open position to 247
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 2.5, which was -0.20 lower than the previous day. The implied volatity was 47.37, the open interest changed by -3 which decreased total open position to 289
On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 2.7, which was -0.10 lower than the previous day. The implied volatity was 42.89, the open interest changed by -10 which decreased total open position to 292
On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 2.8, which was 0.90 higher than the previous day. The implied volatity was 39.37, the open interest changed by -14 which decreased total open position to 302
On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 1.9, which was -1.35 lower than the previous day. The implied volatity was 36.64, the open interest changed by -33 which decreased total open position to 317
On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 3.25, which was -0.30 lower than the previous day. The implied volatity was 36.73, the open interest changed by 19 which increased total open position to 350
On 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 3.55, which was 0.45 higher than the previous day. The implied volatity was 37.39, the open interest changed by -24 which decreased total open position to 330
On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 3.1, which was -0.55 lower than the previous day. The implied volatity was 36.21, the open interest changed by -10 which decreased total open position to 355
On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 3.65, which was -2.35 lower than the previous day. The implied volatity was 35.96, the open interest changed by -174 which decreased total open position to 365
On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 6, which was 0.50 higher than the previous day. The implied volatity was 38.92, the open interest changed by -18 which decreased total open position to 539
On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 5.5, which was -3.30 lower than the previous day. The implied volatity was 36.21, the open interest changed by -80 which decreased total open position to 558
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 8.8, which was -0.30 lower than the previous day. The implied volatity was 32.48, the open interest changed by -2 which decreased total open position to 638
On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 9.1, which was -0.90 lower than the previous day. The implied volatity was 32.50, the open interest changed by -104 which decreased total open position to 640
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 10, which was -2.85 lower than the previous day. The implied volatity was 33.98, the open interest changed by 4 which increased total open position to 746
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 12.85, which was -0.40 lower than the previous day. The implied volatity was 35.10, the open interest changed by 31 which increased total open position to 755
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 13.25, which was -6.75 lower than the previous day. The implied volatity was 32.39, the open interest changed by 140 which increased total open position to 723
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 20, which was 0.20 higher than the previous day. The implied volatity was 34.28, the open interest changed by 201 which increased total open position to 576
On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 19.8, which was -4.85 lower than the previous day. The implied volatity was 29.38, the open interest changed by 261 which increased total open position to 376
On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 24.65, which was -4.20 lower than the previous day. The implied volatity was 28.92, the open interest changed by -4 which decreased total open position to 112
On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 28.85, which was -14.60 lower than the previous day. The implied volatity was 30.71, the open interest changed by 59 which increased total open position to 115
On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 43.45, which was -13.90 lower than the previous day. The implied volatity was 29.12, the open interest changed by 68 which increased total open position to 124
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 57.35, which was -7.95 lower than the previous day. The implied volatity was 27.80, the open interest changed by 44 which increased total open position to 54
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 65.3, which was 0.00 lower than the previous day. The implied volatity was 27.25, the open interest changed by 1 which increased total open position to 9
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 65.3, which was -80.60 lower than the previous day. The implied volatity was 27.25, the open interest changed by 0 which decreased total open position to 9
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 145.9, 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 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 145.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 145.9, which was 26.90 higher than the previous day. The implied volatity was 28.51, the open interest changed by 9 which increased total open position to 10
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 119, which was 24.00 higher than the previous day. The implied volatity was 26.95, the open interest changed by 0 which decreased total open position to 1
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 95, 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 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 95, which was 67.20 higher than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 27.8, which was 0.00 lower than the previous day. The implied volatity was 1.65, 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 27.8, which was 0.00 lower than the previous day. The implied volatity was 1.89, 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 27.8, 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 27.8, 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 27.8, which was 27.80 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
