INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Nov 2024 04:11 PM IST
| INDIGO 28NOV2024 3950 CE | ||||||||||
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Delta: 0.82
Vega: 1.48
Theta: -3.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4069.80 | 139.8 | 13.80 | 25.20 | 251.5 | 4.5 | 191.5 | |||
| 20 Nov | 4045.90 | 126 | 0.00 | 25.68 | 617 | -109.5 | 187 | |||
| 19 Nov | 4045.90 | 126 | 39.30 | 25.68 | 617 | -109.5 | 187 | |||
| 18 Nov | 3976.30 | 86.7 | 27.30 | 26.21 | 2,180 | 37 | 299.5 | |||
| 14 Nov | 3891.20 | 59.4 | 2.30 | 26.68 | 1,170 | 13 | 267.5 | |||
| 13 Nov | 3848.80 | 57.1 | -15.40 | 27.82 | 496 | 12 | 257.5 | |||
| 12 Nov | 3912.90 | 72.5 | -58.70 | 25.71 | 742 | 123.5 | 245 | |||
| 11 Nov | 4011.60 | 131.2 | -6.15 | 25.69 | 33 | -3 | 121 | |||
| 8 Nov | 4002.95 | 137.35 | 2.40 | 27.98 | 78 | -3.5 | 127 | |||
| 7 Nov | 3995.75 | 134.95 | -51.85 | 24.84 | 66 | 9 | 130 | |||
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| 6 Nov | 4061.95 | 186.8 | 68.40 | 23.79 | 373 | -18 | 121 | |||
| 5 Nov | 3940.85 | 118.4 | -9.60 | 28.71 | 401.5 | 37.5 | 139 | |||
| 4 Nov | 3963.10 | 128 | -76.65 | 28.51 | 482 | 77.5 | 101.5 | |||
| 1 Nov | 4069.55 | 204.65 | 0.00 | 0.00 | 0 | 8 | 0 | |||
| 31 Oct | 4052.50 | 204.65 | 4.30 | - | 18 | 9 | 25 | |||
| 30 Oct | 4057.70 | 200.35 | 0.00 | - | 4 | 0 | 12 | |||
| 29 Oct | 4026.75 | 200.35 | -32.70 | - | 6 | 2 | 11 | |||
| 28 Oct | 4015.45 | 233.05 | -750.50 | - | 28 | 8 | 8 | |||
| 25 Oct | 4366.10 | 983.55 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 4699.85 | 983.55 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 4708.30 | 983.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 4485.20 | 983.55 | - | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 3950 expiring on 28NOV2024
Delta for 3950 CE is 0.82
Historical price for 3950 CE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 139.8, which was 13.80 higher than the previous day. The implied volatity was 25.20, the open interest changed by 9 which increased total open position to 383
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 126, which was 0.00 lower than the previous day. The implied volatity was 25.68, the open interest changed by -219 which decreased total open position to 374
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 126, which was 39.30 higher than the previous day. The implied volatity was 25.68, the open interest changed by -219 which decreased total open position to 374
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 86.7, which was 27.30 higher than the previous day. The implied volatity was 26.21, the open interest changed by 74 which increased total open position to 599
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 59.4, which was 2.30 higher than the previous day. The implied volatity was 26.68, the open interest changed by 26 which increased total open position to 535
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 57.1, which was -15.40 lower than the previous day. The implied volatity was 27.82, the open interest changed by 24 which increased total open position to 515
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 72.5, which was -58.70 lower than the previous day. The implied volatity was 25.71, the open interest changed by 247 which increased total open position to 490
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 131.2, which was -6.15 lower than the previous day. The implied volatity was 25.69, the open interest changed by -6 which decreased total open position to 242
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 137.35, which was 2.40 higher than the previous day. The implied volatity was 27.98, the open interest changed by -7 which decreased total open position to 254
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 134.95, which was -51.85 lower than the previous day. The implied volatity was 24.84, the open interest changed by 18 which increased total open position to 260
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 186.8, which was 68.40 higher than the previous day. The implied volatity was 23.79, the open interest changed by -36 which decreased total open position to 242
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 118.4, which was -9.60 lower than the previous day. The implied volatity was 28.71, the open interest changed by 75 which increased total open position to 278
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 128, which was -76.65 lower than the previous day. The implied volatity was 28.51, the open interest changed by 155 which increased total open position to 203
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 204.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 204.65, which was 4.30 higher 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 200.35, 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 200.35, which was -32.70 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 233.05, which was -750.50 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 983.55, 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 983.55, 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 983.55, 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 983.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDIGO 28NOV2024 3950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.23
Vega: 1.70
Theta: -3.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4069.80 | 23.85 | -10.85 | 31.34 | 504.5 | 74.5 | 286.5 |
| 20 Nov | 4045.90 | 34.7 | 0.00 | 29.66 | 783.5 | -45.5 | 215.5 |
| 19 Nov | 4045.90 | 34.7 | -27.60 | 29.66 | 783.5 | -42 | 215.5 |
| 18 Nov | 3976.30 | 62.3 | -47.35 | 29.88 | 1,083 | 45.5 | 259.5 |
| 14 Nov | 3891.20 | 109.65 | -23.55 | 27.15 | 301.5 | 37.5 | 215 |
| 13 Nov | 3848.80 | 133.2 | 23.35 | 29.83 | 330.5 | -92 | 177.5 |
| 12 Nov | 3912.90 | 109.85 | 43.85 | 29.66 | 1,197 | -5 | 285 |
| 11 Nov | 4011.60 | 66 | -9.95 | 29.13 | 168.5 | 0 | 291.5 |
| 8 Nov | 4002.95 | 75.95 | 3.30 | 28.13 | 254.5 | 36.5 | 291 |
| 7 Nov | 3995.75 | 72.65 | 26.50 | 27.69 | 290 | 89.5 | 241 |
| 6 Nov | 4061.95 | 46.15 | -61.85 | 26.67 | 498 | -4 | 151 |
| 5 Nov | 3940.85 | 108 | -6.90 | 28.78 | 374 | 29.5 | 153.5 |
| 4 Nov | 3963.10 | 114.9 | 41.00 | 31.61 | 857 | 97.5 | 125.5 |
| 1 Nov | 4069.55 | 73.9 | 0.40 | 31.37 | 3 | 0 | 28 |
| 31 Oct | 4052.50 | 73.5 | -7.55 | - | 41 | 10 | 28 |
| 30 Oct | 4057.70 | 81.05 | -15.35 | - | 38 | 5 | 12 |
| 29 Oct | 4026.75 | 96.4 | -35.55 | - | 23 | 6 | 7 |
| 28 Oct | 4015.45 | 131.95 | 115.40 | - | 1 | 0 | 0 |
| 25 Oct | 4366.10 | 16.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 4699.85 | 16.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 4708.30 | 16.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 4485.20 | 16.55 | - | 0 | 0 | 0 | |
For Interglobe Aviation Ltd - strike price 3950 expiring on 28NOV2024
Delta for 3950 PE is -0.23
Historical price for 3950 PE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 23.85, which was -10.85 lower than the previous day. The implied volatity was 31.34, the open interest changed by 149 which increased total open position to 573
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 34.7, which was 0.00 lower than the previous day. The implied volatity was 29.66, the open interest changed by -91 which decreased total open position to 431
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 34.7, which was -27.60 lower than the previous day. The implied volatity was 29.66, the open interest changed by -84 which decreased total open position to 431
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 62.3, which was -47.35 lower than the previous day. The implied volatity was 29.88, the open interest changed by 91 which increased total open position to 519
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 109.65, which was -23.55 lower than the previous day. The implied volatity was 27.15, the open interest changed by 75 which increased total open position to 430
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 133.2, which was 23.35 higher than the previous day. The implied volatity was 29.83, the open interest changed by -184 which decreased total open position to 355
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 109.85, which was 43.85 higher than the previous day. The implied volatity was 29.66, the open interest changed by -10 which decreased total open position to 570
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 66, which was -9.95 lower than the previous day. The implied volatity was 29.13, the open interest changed by 0 which decreased total open position to 583
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 75.95, which was 3.30 higher than the previous day. The implied volatity was 28.13, the open interest changed by 73 which increased total open position to 582
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 72.65, which was 26.50 higher than the previous day. The implied volatity was 27.69, the open interest changed by 179 which increased total open position to 482
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 46.15, which was -61.85 lower than the previous day. The implied volatity was 26.67, the open interest changed by -8 which decreased total open position to 302
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 108, which was -6.90 lower than the previous day. The implied volatity was 28.78, the open interest changed by 59 which increased total open position to 307
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 114.9, which was 41.00 higher than the previous day. The implied volatity was 31.61, the open interest changed by 195 which increased total open position to 251
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 73.9, which was 0.40 higher than the previous day. The implied volatity was 31.37, the open interest changed by 0 which decreased total open position to 56
On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 73.5, which was -7.55 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 81.05, which was -15.35 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 96.4, which was -35.55 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 131.95, which was 115.40 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 16.55, 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 16.55, 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 16.55, 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 16.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
