INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
20 Dec 2024 04:11 PM IST
| INDIGO 26DEC2024 3950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4395.60 | 325.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 4434.05 | 325.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 4390.35 | 325.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 4386.80 | 325.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 4406.75 | 325.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 4432.90 | 325.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 4464.35 | 325.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 4465.55 | 325.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 4477.00 | 325.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 4489.45 | 325.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 4469.20 | 325.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 4368.55 | 325.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 4370.85 | 325.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 4405.50 | 325.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 4409.25 | 325.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 4378.90 | 325.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 4352.65 | 325.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 4267.90 | 325.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 4229.60 | 325.7 | 0.70 | 23.62 | 5 | 1 | 3 | |||
| 25 Nov | 4244.50 | 325 | 189.00 | 16.04 | 1 | 0 | 1 | |||
| 22 Nov | 4142.65 | 136 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 4069.80 | 136 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 4045.90 | 136 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 4045.90 | 136 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 3976.30 | 136 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 3891.20 | 136 | -64.95 | 27.56 | 1 | 0 | 1 | |||
| 13 Nov | 3848.80 | 200.95 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 12 Nov | 3912.90 | 200.95 | -106.40 | 36.66 | 1 | 0 | 0 | |||
| 11 Nov | 4011.60 | 307.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 3995.75 | 307.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 3940.85 | 307.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 3963.10 | 307.35 | - | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 3950 expiring on 26DEC2024
Delta for 3950 CE is 0.00
Historical price for 3950 CE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 325.7, 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 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 325.7, 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 325.7, 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 325.7, 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 325.7, 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 325.7, 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 325.7, 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 325.7, 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 325.7, 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 325.7, 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 325.7, 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 325.7, 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 325.7, 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 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 325.7, 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 325.7, 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 325.7, 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 325.7, 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 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 325.7, 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 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 325.7, which was 0.70 higher than the previous day. The implied volatity was 23.62, the open interest changed by 1 which increased total open position to 3
On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 325, which was 189.00 higher than the previous day. The implied volatity was 16.04, the open interest changed by 0 which decreased total open position to 1
On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 136, 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 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 136, 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 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 136, 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 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 136, 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 Nov INDIGO was trading at 3976.30. The strike last trading price was 136, 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 136, which was -64.95 lower than the previous day. The implied volatity was 27.56, the open interest changed by 0 which decreased total open position to 1
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 200.95, 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 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 200.95, which was -106.40 lower than the previous day. The implied volatity was 36.66, 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 307.35, 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 307.35, 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 307.35, 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 307.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| INDIGO 26DEC2024 3950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.22
Theta: -0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4395.60 | 1.25 | -2.25 | 39.34 | 40 | 0 | 11 |
| 19 Dec | 4434.05 | 3.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 4390.35 | 3.5 | 1.35 | 40.91 | 40 | 20 | 31 |
| 17 Dec | 4386.80 | 2.15 | 0.00 | 34.22 | 1 | 0 | 11 |
| 16 Dec | 4406.75 | 2.15 | -1.50 | 34.06 | 2 | 0 | 12 |
| 13 Dec | 4432.90 | 3.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 4464.35 | 3.65 | -0.35 | 34.63 | 4 | 1 | 13 |
| 11 Dec | 4465.55 | 4 | -4.60 | 34.95 | 8 | 0 | 18 |
| 10 Dec | 4477.00 | 8.6 | 0.00 | 39.11 | 4 | 0 | 19 |
| 9 Dec | 4489.45 | 8.6 | 0.00 | 0.00 | 0 | -2 | 0 |
| 6 Dec | 4469.20 | 8.6 | -2.65 | 36.78 | 7 | 0 | 21 |
| 5 Dec | 4368.55 | 11.25 | -3.75 | 31.48 | 16 | 5 | 29 |
| 4 Dec | 4370.85 | 15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 4405.50 | 15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 4409.25 | 15 | -1.75 | 33.66 | 1 | 0 | 24 |
| 29 Nov | 4378.90 | 16.75 | -8.70 | 31.77 | 79 | 17 | 24 |
| 28 Nov | 4352.65 | 25.45 | 0.00 | 0.00 | 0 | 2 | 0 |
| 27 Nov | 4267.90 | 25.45 | -5.25 | 28.80 | 3 | 0 | 5 |
| 26 Nov | 4229.60 | 30.7 | -20.65 | 28.10 | 6 | 0 | 1 |
| 25 Nov | 4244.50 | 51.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 4142.65 | 51.35 | -27.50 | 27.97 | 1 | 0 | 1 |
| 21 Nov | 4069.80 | 78.85 | 0.00 | 0.00 | 0 | 1 | 0 |
| 20 Nov | 4045.90 | 78.85 | 0.00 | 26.52 | 1 | 1 | 0 |
| 19 Nov | 4045.90 | 78.85 | -82.15 | 26.52 | 1 | 0 | 0 |
| 18 Nov | 3976.30 | 161 | 0.00 | 1.34 | 0 | 0 | 0 |
| 14 Nov | 3891.20 | 161 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 3848.80 | 161 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 3912.90 | 161 | 0.00 | 0.14 | 0 | 0 | 0 |
| 11 Nov | 4011.60 | 161 | 0.00 | 2.03 | 0 | 0 | 0 |
| 7 Nov | 3995.75 | 161 | 0.00 | 1.89 | 0 | 0 | 0 |
| 5 Nov | 3940.85 | 161 | 0.00 | 0.80 | 0 | 0 | 0 |
| 4 Nov | 3963.10 | 161 | 1.08 | 0 | 0 | 0 | |
For Interglobe Aviation Ltd - strike price 3950 expiring on 26DEC2024
Delta for 3950 PE is -0.02
Historical price for 3950 PE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 1.25, which was -2.25 lower than the previous day. The implied volatity was 39.34, the open interest changed by 0 which decreased total open position to 11
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 3.5, 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 3.5, which was 1.35 higher than the previous day. The implied volatity was 40.91, the open interest changed by 20 which increased total open position to 31
On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 2.15, which was 0.00 lower than the previous day. The implied volatity was 34.22, the open interest changed by 0 which decreased total open position to 11
On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 2.15, which was -1.50 lower than the previous day. The implied volatity was 34.06, the open interest changed by 0 which decreased total open position to 12
On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 3.65, 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 3.65, which was -0.35 lower than the previous day. The implied volatity was 34.63, the open interest changed by 1 which increased total open position to 13
On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 4, which was -4.60 lower than the previous day. The implied volatity was 34.95, the open interest changed by 0 which decreased total open position to 18
On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 8.6, which was 0.00 lower than the previous day. The implied volatity was 39.11, the open interest changed by 0 which decreased total open position to 19
On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 8.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 8.6, which was -2.65 lower than the previous day. The implied volatity was 36.78, the open interest changed by 0 which decreased total open position to 21
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 11.25, which was -3.75 lower than the previous day. The implied volatity was 31.48, the open interest changed by 5 which increased total open position to 29
On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 15, 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 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 15, 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 15, which was -1.75 lower than the previous day. The implied volatity was 33.66, the open interest changed by 0 which decreased total open position to 24
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 16.75, which was -8.70 lower than the previous day. The implied volatity was 31.77, the open interest changed by 17 which increased total open position to 24
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 25.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 25.45, which was -5.25 lower than the previous day. The implied volatity was 28.80, the open interest changed by 0 which decreased total open position to 5
On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 30.7, which was -20.65 lower than the previous day. The implied volatity was 28.10, the open interest changed by 0 which decreased total open position to 1
On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 51.35, 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 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 51.35, which was -27.50 lower than the previous day. The implied volatity was 27.97, the open interest changed by 0 which decreased total open position to 1
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 78.85, 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 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 78.85, which was 0.00 lower than the previous day. The implied volatity was 26.52, the open interest changed by 1 which increased total open position to 0
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 78.85, which was -82.15 lower than the previous day. The implied volatity was 26.52, the open interest changed by 0 which decreased total open position to 0
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 161, which was 0.00 lower than the previous day. The implied volatity was 1.34, 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 161, 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 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 161, 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 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 161, which was 0.00 lower than the previous day. The implied volatity was 0.14, 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 161, which was 0.00 lower than the previous day. The implied volatity was 2.03, 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 161, 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 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 161, which was 0.00 lower than the previous day. The implied volatity was 0.80, 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 161, which was lower than the previous day. The implied volatity was 1.08, the open interest changed by 0 which decreased total open position to 0
