INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
24 Apr 2026 01:32 PM IST
| INDIGO 28-Apr-2026 (4d) 3950 CE | ||||||||||||||||
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Delta: 0.96
Vega: 0.01
Theta: -3.41
Gamma: 0.00023
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 4523.90 | 625.2 | 0 | 71.34 | 0 | 0 | 216 | |||||||||
| 23 Apr | 4556.00 | 625.2 | -81.79999999999995 | 71.34 | 1 | 0 | 217 | |||||||||
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| 22 Apr | 4640.90 | 707 | 10.5 | 61.57 | 102 | -37 | 218 | |||||||||
| 21 Apr | 4693.10 | 692.25 | -4.25 | - | 0 | 0 | 255 | |||||||||
| 20 Apr | 4678.20 | 692.25 | -4.25 | - | 0 | 0 | 255 | |||||||||
| 17 Apr | 4638.40 | 692.25 | -4.25 | - | 0 | 0 | 255 | |||||||||
| 16 Apr | 4608.70 | 692.25 | -4.25 | - | 0 | 0 | 255 | |||||||||
| 15 Apr | 4638.00 | 692.25 | -4.25 | - | 0 | 0 | 255 | |||||||||
| 13 Apr | 4427.20 | 692.25 | -4.25 | - | 0 | 0 | 255 | |||||||||
| 10 Apr | 4554.20 | 692.25 | -4.25 | - | 0 | 0 | 255 | |||||||||
| 9 Apr | 4449.10 | 692.25 | 287.9 | - | 0 | 0 | 255 | |||||||||
| 8 Apr | 4615.50 | 692.25 | 287.9 | 39.66 | 17 | -1 | 255 | |||||||||
| 7 Apr | 4268.80 | 405.25 | 13.2 | 47.68 | 24 | 8 | 257 | |||||||||
| 6 Apr | 4312.50 | 392.05 | 51 | 31.3 | 20 | 12 | 250 | |||||||||
| 2 Apr | 4193.50 | 334.6 | -23.65 | 42.91 | 205 | 33 | 234 | |||||||||
| 1 Apr | 4180.80 | 360 | 160.7 | 46.11 | 282 | 4 | 201 | |||||||||
| 30 Mar | 3943.50 | 208.55 | -125.15 | 43.54 | 679 | 188 | 199 | |||||||||
| 27 Mar | 4099.50 | 333.7 | -0.7 | 48.28 | 4 | -2 | 12 | |||||||||
| 25 Mar | 4294.70 | 334.4 | 107.35 | - | 0 | 0 | 14 | |||||||||
| 24 Mar | 4150.80 | 334.4 | 107.35 | 36.75 | 7 | 0 | 14 | |||||||||
| 23 Mar | 3945.30 | 229 | -732.1 | 42.48 | 30 | 15 | 15 | |||||||||
| 20 Mar | 4149.10 | 961.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 4154.30 | 961.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 4360.60 | 961.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 4287.90 | 961.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 4222.10 | 961.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 4158.20 | 961.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 4251.70 | 961.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 4350.70 | 961.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 4380.40 | 961.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 4236.70 | 961.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 4404.10 | 961.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 4512.80 | 961.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 4392.90 | 961.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 4520.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 3950 expiring on 28APR2026
Delta for 3950 CE is 0.96
Historical price for 3950 CE is as follows
On 24 Apr INDIGO was trading at 4523.90. The strike last trading price was 625.2, which was 0 lower than the previous day. The implied volatity was 71.34, the open interest changed by 0 which decreased total open position to 216
On 23 Apr INDIGO was trading at 4556.00. The strike last trading price was 625.2, which was -81.79999999999995 lower than the previous day. The implied volatity was 71.34, the open interest changed by 0 which decreased total open position to 217
On 22 Apr INDIGO was trading at 4640.90. The strike last trading price was 707, which was 10.5 higher than the previous day. The implied volatity was 61.57, the open interest changed by -37 which decreased total open position to 218
On 21 Apr INDIGO was trading at 4693.10. The strike last trading price was 692.25, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 255
On 20 Apr INDIGO was trading at 4678.20. The strike last trading price was 692.25, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 255
On 17 Apr INDIGO was trading at 4638.40. The strike last trading price was 692.25, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 255
On 16 Apr INDIGO was trading at 4608.70. The strike last trading price was 692.25, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 255
On 15 Apr INDIGO was trading at 4638.00. The strike last trading price was 692.25, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 255
On 13 Apr INDIGO was trading at 4427.20. The strike last trading price was 692.25, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 255
On 10 Apr INDIGO was trading at 4554.20. The strike last trading price was 692.25, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 255
On 9 Apr INDIGO was trading at 4449.10. The strike last trading price was 692.25, which was 287.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 255
On 8 Apr INDIGO was trading at 4615.50. The strike last trading price was 692.25, which was 287.9 higher than the previous day. The implied volatity was 39.66, the open interest changed by -1 which decreased total open position to 255
On 7 Apr INDIGO was trading at 4268.80. The strike last trading price was 405.25, which was 13.2 higher than the previous day. The implied volatity was 47.68, the open interest changed by 8 which increased total open position to 257
On 6 Apr INDIGO was trading at 4312.50. The strike last trading price was 392.05, which was 51 higher than the previous day. The implied volatity was 31.3, the open interest changed by 12 which increased total open position to 250
On 2 Apr INDIGO was trading at 4193.50. The strike last trading price was 334.6, which was -23.65 lower than the previous day. The implied volatity was 42.91, the open interest changed by 33 which increased total open position to 234
On 1 Apr INDIGO was trading at 4180.80. The strike last trading price was 360, which was 160.7 higher than the previous day. The implied volatity was 46.11, the open interest changed by 4 which increased total open position to 201
On 30 Mar INDIGO was trading at 3943.50. The strike last trading price was 208.55, which was -125.15 lower than the previous day. The implied volatity was 43.54, the open interest changed by 188 which increased total open position to 199
On 27 Mar INDIGO was trading at 4099.50. The strike last trading price was 333.7, which was -0.7 lower than the previous day. The implied volatity was 48.28, the open interest changed by -2 which decreased total open position to 12
On 25 Mar INDIGO was trading at 4294.70. The strike last trading price was 334.4, which was 107.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 24 Mar INDIGO was trading at 4150.80. The strike last trading price was 334.4, which was 107.35 higher than the previous day. The implied volatity was 36.75, the open interest changed by 0 which decreased total open position to 14
On 23 Mar INDIGO was trading at 3945.30. The strike last trading price was 229, which was -732.1 lower than the previous day. The implied volatity was 42.48, the open interest changed by 15 which increased total open position to 15
On 20 Mar INDIGO was trading at 4149.10. The strike last trading price was 961.1, 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 961.1, 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 961.1, 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 961.1, 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 961.1, 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 961.1, 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 961.1, 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 961.1, 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 961.1, 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 961.1, 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 961.1, 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 961.1, 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 961.1, 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) 3950 PE | |||||||
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Delta: -0.02
Vega: 0
Theta: -0.73
Gamma: 0.00012
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 4523.90 | 1.7 | -0.8 | 61.27 | 6 | 0 | 109 |
| 23 Apr | 4556.00 | 2.5 | 0 | 59.19 | 77 | -17 | 109 |
| 22 Apr | 4640.90 | 2.5 | -1.0499999999999998 | 61.6 | 154 | -52 | 125 |
| 21 Apr | 4693.10 | 3.55 | -3.4000000000000004 | 62.47 | 43 | -10 | 177 |
| 20 Apr | 4678.20 | 7.25 | -2.1500000000000004 | 64.25 | 99 | -21 | 187 |
| 17 Apr | 4638.40 | 9.7 | -1.75 | 56.63 | 164 | -61 | 207 |
| 16 Apr | 4608.70 | 11.4 | -1.049999999999999 | 55 | 78 | -15 | 268 |
| 15 Apr | 4638.00 | 12.45 | -22.650000000000002 | 55.74 | 111 | -36 | 284 |
| 13 Apr | 4427.20 | 34.75 | 13.95 | 54.4 | 264 | -53 | 321 |
| 10 Apr | 4554.20 | 19.6 | -12.899999999999999 | 49.4 | 185 | -15 | 374 |
| 9 Apr | 4449.10 | 34.95 | 14.6 | 50.7 | 369 | 54 | 390 |
| 8 Apr | 4615.50 | 20.05 | -67.65 | 50.48 | 383 | 24 | 337 |
| 7 Apr | 4268.80 | 87.95 | 6.85 | 55.51 | 647 | -64 | 315 |
| 6 Apr | 4312.50 | 80.4 | -34.8 | 54.25 | 717 | 63 | 381 |
| 2 Apr | 4193.50 | 119 | 13.6 | 51.42 | 1,530 | 151 | 317 |
| 1 Apr | 4180.80 | 106.3 | -86.05 | 48.29 | 1,462 | -55 | 167 |
| 30 Mar | 3943.50 | 185 | 44.65 | 45.29 | 879 | 110 | 224 |
| 27 Mar | 4099.50 | 142.6 | 69.5 | 47.27 | 152 | 20 | 113 |
| 25 Mar | 4294.70 | 74 | -52.1 | 41.85 | 98 | 3 | 94 |
| 24 Mar | 4150.80 | 121.35 | -76.85 | 45.05 | 188 | 66 | 92 |
| 23 Mar | 3945.30 | 198.9 | 81 | 44.25 | 85 | -6 | 24 |
| 20 Mar | 4149.10 | 120 | 6 | 41.68 | 15 | 3 | 27 |
| 19 Mar | 4154.30 | 114 | 25 | 41.74 | 24 | 16 | 24 |
| 18 Mar | 4360.60 | 89 | -21.1 | - | 0 | 0 | 8 |
| 17 Mar | 4287.90 | 89 | -21.1 | 41.62 | 8 | 1 | 8 |
| 16 Mar | 4222.10 | 110.1 | 31.95 | 42.05 | 9 | 2 | 4 |
| 13 Mar | 4158.20 | 78.15 | 62.5 | - | 0 | 0 | 0 |
| 12 Mar | 4251.70 | 78.15 | 62.5 | - | 0 | 0 | 0 |
| 11 Mar | 4350.70 | 78.15 | 62.5 | - | 0 | 0 | 2 |
| 10 Mar | 4380.40 | 78.15 | 62.5 | 41.34 | 2 | 0 | 0 |
| 9 Mar | 4236.70 | 15.65 | 0 | 5.98 | 0 | 0 | 0 |
| 6 Mar | 4404.10 | 15.65 | 0 | 8.07 | 0 | 0 | 0 |
| 5 Mar | 4512.80 | 15.65 | 0 | 9.09 | 0 | 0 | 0 |
| 4 Mar | 4392.90 | 15.65 | 0 | 7.66 | 0 | 0 | 0 |
| 2 Mar | 4520.40 | 0 | 0 | 9.3 | 0 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 3950 expiring on 28APR2026
Delta for 3950 PE is -0.02
Historical price for 3950 PE is as follows
On 24 Apr INDIGO was trading at 4523.90. The strike last trading price was 1.7, which was -0.8 lower than the previous day. The implied volatity was 61.27, the open interest changed by 0 which decreased total open position to 109
On 23 Apr INDIGO was trading at 4556.00. The strike last trading price was 2.5, which was 0 lower than the previous day. The implied volatity was 59.19, the open interest changed by -17 which decreased total open position to 109
On 22 Apr INDIGO was trading at 4640.90. The strike last trading price was 2.5, which was -1.0499999999999998 lower than the previous day. The implied volatity was 61.6, the open interest changed by -52 which decreased total open position to 125
On 21 Apr INDIGO was trading at 4693.10. The strike last trading price was 3.55, which was -3.4000000000000004 lower than the previous day. The implied volatity was 62.47, the open interest changed by -10 which decreased total open position to 177
On 20 Apr INDIGO was trading at 4678.20. The strike last trading price was 7.25, which was -2.1500000000000004 lower than the previous day. The implied volatity was 64.25, the open interest changed by -21 which decreased total open position to 187
On 17 Apr INDIGO was trading at 4638.40. The strike last trading price was 9.7, which was -1.75 lower than the previous day. The implied volatity was 56.63, the open interest changed by -61 which decreased total open position to 207
On 16 Apr INDIGO was trading at 4608.70. The strike last trading price was 11.4, which was -1.049999999999999 lower than the previous day. The implied volatity was 55, the open interest changed by -15 which decreased total open position to 268
On 15 Apr INDIGO was trading at 4638.00. The strike last trading price was 12.45, which was -22.650000000000002 lower than the previous day. The implied volatity was 55.74, the open interest changed by -36 which decreased total open position to 284
On 13 Apr INDIGO was trading at 4427.20. The strike last trading price was 34.75, which was 13.95 higher than the previous day. The implied volatity was 54.4, the open interest changed by -53 which decreased total open position to 321
On 10 Apr INDIGO was trading at 4554.20. The strike last trading price was 19.6, which was -12.899999999999999 lower than the previous day. The implied volatity was 49.4, the open interest changed by -15 which decreased total open position to 374
On 9 Apr INDIGO was trading at 4449.10. The strike last trading price was 34.95, which was 14.6 higher than the previous day. The implied volatity was 50.7, the open interest changed by 54 which increased total open position to 390
On 8 Apr INDIGO was trading at 4615.50. The strike last trading price was 20.05, which was -67.65 lower than the previous day. The implied volatity was 50.48, the open interest changed by 24 which increased total open position to 337
On 7 Apr INDIGO was trading at 4268.80. The strike last trading price was 87.95, which was 6.85 higher than the previous day. The implied volatity was 55.51, the open interest changed by -64 which decreased total open position to 315
On 6 Apr INDIGO was trading at 4312.50. The strike last trading price was 80.4, which was -34.8 lower than the previous day. The implied volatity was 54.25, the open interest changed by 63 which increased total open position to 381
On 2 Apr INDIGO was trading at 4193.50. The strike last trading price was 119, which was 13.6 higher than the previous day. The implied volatity was 51.42, the open interest changed by 151 which increased total open position to 317
On 1 Apr INDIGO was trading at 4180.80. The strike last trading price was 106.3, which was -86.05 lower than the previous day. The implied volatity was 48.29, the open interest changed by -55 which decreased total open position to 167
On 30 Mar INDIGO was trading at 3943.50. The strike last trading price was 185, which was 44.65 higher than the previous day. The implied volatity was 45.29, the open interest changed by 110 which increased total open position to 224
On 27 Mar INDIGO was trading at 4099.50. The strike last trading price was 142.6, which was 69.5 higher than the previous day. The implied volatity was 47.27, the open interest changed by 20 which increased total open position to 113
On 25 Mar INDIGO was trading at 4294.70. The strike last trading price was 74, which was -52.1 lower than the previous day. The implied volatity was 41.85, the open interest changed by 3 which increased total open position to 94
On 24 Mar INDIGO was trading at 4150.80. The strike last trading price was 121.35, which was -76.85 lower than the previous day. The implied volatity was 45.05, the open interest changed by 66 which increased total open position to 92
On 23 Mar INDIGO was trading at 3945.30. The strike last trading price was 198.9, which was 81 higher than the previous day. The implied volatity was 44.25, the open interest changed by -6 which decreased total open position to 24
On 20 Mar INDIGO was trading at 4149.10. The strike last trading price was 120, which was 6 higher than the previous day. The implied volatity was 41.68, the open interest changed by 3 which increased total open position to 27
On 19 Mar INDIGO was trading at 4154.30. The strike last trading price was 114, which was 25 higher than the previous day. The implied volatity was 41.74, the open interest changed by 16 which increased total open position to 24
On 18 Mar INDIGO was trading at 4360.60. The strike last trading price was 89, which was -21.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 17 Mar INDIGO was trading at 4287.90. The strike last trading price was 89, which was -21.1 lower than the previous day. The implied volatity was 41.62, the open interest changed by 1 which increased total open position to 8
On 16 Mar INDIGO was trading at 4222.10. The strike last trading price was 110.1, which was 31.95 higher than the previous day. The implied volatity was 42.05, the open interest changed by 2 which increased total open position to 4
On 13 Mar INDIGO was trading at 4158.20. The strike last trading price was 78.15, which was 62.5 higher 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 78.15, which was 62.5 higher 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 78.15, which was 62.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Mar INDIGO was trading at 4380.40. The strike last trading price was 78.15, which was 62.5 higher than the previous day. The implied volatity was 41.34, 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 15.65, which was 0 lower than the previous day. The implied volatity was 5.98, 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 15.65, which was 0 lower than the previous day. The implied volatity was 8.07, 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 15.65, which was 0 lower than the previous day. The implied volatity was 9.09, 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 15.65, which was 0 lower than the previous day. The implied volatity was 7.66, 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 9.3, the open interest changed by 0 which decreased total open position to 0
