INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Nov 2024 04:11 PM IST
| INDIGO 28NOV2024 3900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 1.14
Theta: -3.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4069.80 | 185.2 | 21.65 | 27.76 | 181.5 | -12 | 543.5 | |||
| 20 Nov | 4045.90 | 163.55 | 0.00 | 25.00 | 393.5 | -44 | 556 | |||
| 19 Nov | 4045.90 | 163.55 | 45.55 | 25.00 | 393.5 | -43.5 | 556 | |||
| 18 Nov | 3976.30 | 118 | 36.05 | 26.26 | 3,004.5 | -1 | 602 | |||
| 14 Nov | 3891.20 | 81.95 | 5.00 | 26.18 | 1,937.5 | 75.5 | 603.5 | |||
| 13 Nov | 3848.80 | 76.95 | -18.25 | 27.68 | 1,421 | 276 | 530.5 | |||
| 12 Nov | 3912.90 | 95.2 | -68.40 | 25.19 | 500 | -1.5 | 257.5 | |||
| 11 Nov | 4011.60 | 163.6 | 3.60 | 25.40 | 19.5 | 1.5 | 259.5 | |||
| 8 Nov | 4002.95 | 160 | -3.70 | 25.53 | 38 | -4 | 258 | |||
| 7 Nov | 3995.75 | 163.7 | -61.05 | 23.76 | 51.5 | 0.5 | 262.5 | |||
| 6 Nov | 4061.95 | 224.75 | 80.25 | 23.77 | 274.5 | -12.5 | 264 | |||
| 5 Nov | 3940.85 | 144.5 | -11.50 | 28.58 | 376 | 37 | 277 | |||
| 4 Nov | 3963.10 | 156 | -80.65 | 28.61 | 604 | 134.5 | 241.5 | |||
| 1 Nov | 4069.55 | 236.65 | 0.00 | 0.00 | 0 | 15 | 0 | |||
| 31 Oct | 4052.50 | 236.65 | -7.35 | - | 30 | 16 | 108 | |||
| 30 Oct | 4057.70 | 244 | 15.00 | - | 52 | -1 | 92 | |||
| 29 Oct | 4026.75 | 229 | -11.50 | - | 77 | 11 | 93 | |||
| 28 Oct | 4015.45 | 240.5 | -730.45 | - | 560 | 82 | 82 | |||
| 25 Oct | 4366.10 | 970.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 4699.85 | 970.95 | 0.00 | - | 0 | 0 | 0 | |||
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| 9 Oct | 4708.30 | 970.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 4485.20 | 970.95 | - | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 3900 expiring on 28NOV2024
Delta for 3900 CE is 0.88
Historical price for 3900 CE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 185.2, which was 21.65 higher than the previous day. The implied volatity was 27.76, the open interest changed by -24 which decreased total open position to 1087
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 163.55, which was 0.00 lower than the previous day. The implied volatity was 25.00, the open interest changed by -88 which decreased total open position to 1112
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 163.55, which was 45.55 higher than the previous day. The implied volatity was 25.00, the open interest changed by -87 which decreased total open position to 1112
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 118, which was 36.05 higher than the previous day. The implied volatity was 26.26, the open interest changed by -2 which decreased total open position to 1204
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 81.95, which was 5.00 higher than the previous day. The implied volatity was 26.18, the open interest changed by 151 which increased total open position to 1207
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 76.95, which was -18.25 lower than the previous day. The implied volatity was 27.68, the open interest changed by 552 which increased total open position to 1061
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 95.2, which was -68.40 lower than the previous day. The implied volatity was 25.19, the open interest changed by -3 which decreased total open position to 515
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 163.6, which was 3.60 higher than the previous day. The implied volatity was 25.40, the open interest changed by 3 which increased total open position to 519
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 160, which was -3.70 lower than the previous day. The implied volatity was 25.53, the open interest changed by -8 which decreased total open position to 516
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 163.7, which was -61.05 lower than the previous day. The implied volatity was 23.76, the open interest changed by 1 which increased total open position to 525
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 224.75, which was 80.25 higher than the previous day. The implied volatity was 23.77, the open interest changed by -25 which decreased total open position to 528
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 144.5, which was -11.50 lower than the previous day. The implied volatity was 28.58, the open interest changed by 74 which increased total open position to 554
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 156, which was -80.65 lower than the previous day. The implied volatity was 28.61, the open interest changed by 269 which increased total open position to 483
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 236.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 30 which increased total open position to 0
On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 236.65, which was -7.35 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 244, which was 15.00 higher 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 229, which was -11.50 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 240.5, which was -730.45 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 970.95, 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 16 Oct INDIGO was trading at 4699.85. The strike last trading price was 970.95, 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 9 Oct INDIGO was trading at 4708.30. The strike last trading price was 970.95, 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 7 Oct INDIGO was trading at 4485.20. The strike last trading price was 970.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDIGO 28NOV2024 3900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 1.44
Theta: -3.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4069.80 | 18.35 | -6.15 | 34.56 | 1,018.5 | 120.5 | 799.5 |
| 20 Nov | 4045.90 | 24.5 | 0.00 | 31.15 | 1,505 | 30.5 | 683.5 |
| 19 Nov | 4045.90 | 24.5 | -20.35 | 31.15 | 1,505 | 35 | 683.5 |
| 18 Nov | 3976.30 | 44.85 | -36.35 | 30.75 | 3,163 | 167.5 | 648 |
| 14 Nov | 3891.20 | 81.2 | -23.55 | 26.90 | 972 | 75.5 | 483 |
| 13 Nov | 3848.80 | 104.75 | 19.75 | 30.10 | 996 | -16.5 | 451.5 |
| 12 Nov | 3912.90 | 85 | 35.80 | 30.20 | 1,856 | 81 | 490 |
| 11 Nov | 4011.60 | 49.2 | -6.10 | 29.40 | 494.5 | -36 | 405.5 |
| 8 Nov | 4002.95 | 55.3 | 1.25 | 27.63 | 298 | 15 | 442 |
| 7 Nov | 3995.75 | 54.05 | 23.05 | 27.60 | 410.5 | -18.5 | 427.5 |
| 6 Nov | 4061.95 | 31 | -56.15 | 25.93 | 875 | 53.5 | 454.5 |
| 5 Nov | 3940.85 | 87.15 | -4.80 | 29.36 | 792.5 | 8.5 | 392 |
| 4 Nov | 3963.10 | 91.95 | 30.70 | 31.49 | 2,211.5 | 82 | 429.5 |
| 1 Nov | 4069.55 | 61.25 | 1.50 | 32.25 | 24 | 6.5 | 347.5 |
| 31 Oct | 4052.50 | 59.75 | -6.25 | - | 238 | 13 | 341 |
| 30 Oct | 4057.70 | 66 | -12.80 | - | 387 | 28 | 327 |
| 29 Oct | 4026.75 | 78.8 | -25.45 | - | 358 | -24 | 299 |
| 28 Oct | 4015.45 | 104.25 | 66.25 | - | 2,270 | 299 | 324 |
| 25 Oct | 4366.10 | 38 | 25.75 | - | 18 | 11 | 25 |
| 16 Oct | 4699.85 | 12.25 | 0.00 | - | 0 | 0 | 14 |
| 9 Oct | 4708.30 | 12.25 | -5.75 | - | 14 | 0 | 14 |
| 7 Oct | 4485.20 | 18 | - | 14 | 2 | 2 | |
For Interglobe Aviation Ltd - strike price 3900 expiring on 28NOV2024
Delta for 3900 PE is -0.17
Historical price for 3900 PE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 18.35, which was -6.15 lower than the previous day. The implied volatity was 34.56, the open interest changed by 241 which increased total open position to 1599
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 24.5, which was 0.00 lower than the previous day. The implied volatity was 31.15, the open interest changed by 61 which increased total open position to 1367
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 24.5, which was -20.35 lower than the previous day. The implied volatity was 31.15, the open interest changed by 70 which increased total open position to 1367
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 44.85, which was -36.35 lower than the previous day. The implied volatity was 30.75, the open interest changed by 335 which increased total open position to 1296
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 81.2, which was -23.55 lower than the previous day. The implied volatity was 26.90, the open interest changed by 151 which increased total open position to 966
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 104.75, which was 19.75 higher than the previous day. The implied volatity was 30.10, the open interest changed by -33 which decreased total open position to 903
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 85, which was 35.80 higher than the previous day. The implied volatity was 30.20, the open interest changed by 162 which increased total open position to 980
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 49.2, which was -6.10 lower than the previous day. The implied volatity was 29.40, the open interest changed by -72 which decreased total open position to 811
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 55.3, which was 1.25 higher than the previous day. The implied volatity was 27.63, the open interest changed by 30 which increased total open position to 884
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 54.05, which was 23.05 higher than the previous day. The implied volatity was 27.60, the open interest changed by -37 which decreased total open position to 855
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 31, which was -56.15 lower than the previous day. The implied volatity was 25.93, the open interest changed by 107 which increased total open position to 909
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 87.15, which was -4.80 lower than the previous day. The implied volatity was 29.36, the open interest changed by 17 which increased total open position to 784
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 91.95, which was 30.70 higher than the previous day. The implied volatity was 31.49, the open interest changed by 164 which increased total open position to 859
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 61.25, which was 1.50 higher than the previous day. The implied volatity was 32.25, the open interest changed by 13 which increased total open position to 695
On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 59.75, which was -6.25 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 66, which was -12.80 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 78.8, which was -25.45 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 104.25, which was 66.25 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 38, which was 25.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct INDIGO was trading at 4699.85. The strike last trading price was 12.25, 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 9 Oct INDIGO was trading at 4708.30. The strike last trading price was 12.25, which was -5.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct INDIGO was trading at 4485.20. The strike last trading price was 18, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
