INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
24 Apr 2026 01:36 PM IST
| INDIGO 28-Apr-2026 (4d) 4000 CE | ||||||||||||||||
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Delta: 0.93
Vega: 0.01
Theta: -5.93
Gamma: 0.00034
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 4523.00 | 548 | -15.5 | 78.67 | 11 | -1 | 352 | |||||||||
| 23 Apr | 4556.00 | 567 | -67.35000000000002 | 68.74 | 3 | -1 | 354 | |||||||||
| 22 Apr | 4640.90 | 620 | -82 | 56.42 | 139 | -82 | 356 | |||||||||
| 21 Apr | 4693.10 | 702 | 32 | 61 | 4 | -2 | 438 | |||||||||
| 20 Apr | 4678.20 | 670 | 34 | 62.49 | 10 | -3 | 440 | |||||||||
| 17 Apr | 4638.40 | 636 | -4 | 40.21 | 28 | -24 | 446 | |||||||||
| 16 Apr | 4608.70 | 640 | -4.899999999999977 | 56.45 | 6 | -5 | 471 | |||||||||
| 15 Apr | 4638.00 | 640.5 | 171.39999999999998 | 49.99 | 88 | -29 | 477 | |||||||||
| 13 Apr | 4427.20 | 472 | -107.75 | 48.57 | 46 | -11 | 506 | |||||||||
| 10 Apr | 4554.20 | 585 | 82.94999999999999 | 43.3 | 65 | -15 | 518 | |||||||||
| 9 Apr | 4449.10 | 506.4 | -141.7 | 47.88 | 155 | 32 | 534 | |||||||||
| 8 Apr | 4615.50 | 647.4 | 276.7 | 41.56 | 410 | -59 | 505 | |||||||||
| 7 Apr | 4268.80 | 375 | -47.35 | 49.55 | 115 | 30 | 565 | |||||||||
| 6 Apr | 4312.50 | 410 | 102.95 | 51.7 | 755 | -31 | 536 | |||||||||
| 2 Apr | 4193.50 | 296.35 | -28.8 | 41.56 | 2,484 | 6 | 568 | |||||||||
| 1 Apr | 4180.80 | 324.25 | 150.85 | 45.33 | 2,063 | -9 | 563 | |||||||||
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| 30 Mar | 3943.50 | 182 | -101.75 | 42.93 | 3,145 | 169 | 574 | |||||||||
| 27 Mar | 4099.50 | 290.8 | -102.25 | 45.25 | 392 | 110 | 406 | |||||||||
| 25 Mar | 4294.70 | 393 | 93.5 | 38.46 | 76 | 0 | 296 | |||||||||
| 24 Mar | 4150.80 | 302 | 101.05 | 36.88 | 379 | 29 | 297 | |||||||||
| 23 Mar | 3945.30 | 205.4 | -118.6 | 42.55 | 1,011 | 206 | 262 | |||||||||
| 20 Mar | 4149.10 | 324 | 24 | 41.09 | 17 | 14 | 55 | |||||||||
| 19 Mar | 4154.30 | 300 | -150 | 31.58 | 22 | 17 | 40 | |||||||||
| 18 Mar | 4360.60 | 450 | 40 | 32.11 | 20 | 4 | 24 | |||||||||
| 17 Mar | 4287.90 | 410 | 58 | 37.33 | 18 | -10 | 19 | |||||||||
| 16 Mar | 4222.10 | 352 | 34.5 | 32.7 | 21 | 2 | 39 | |||||||||
| 13 Mar | 4158.20 | 325 | -65 | 35.1 | 28 | 23 | 36 | |||||||||
| 12 Mar | 4251.70 | 390 | -95 | 32.18 | 5 | 0 | 0 | |||||||||
| 11 Mar | 4350.70 | 485 | -2.5 | 38.36 | 5 | -1 | 7 | |||||||||
| 10 Mar | 4380.40 | 487.5 | 71 | 32.32 | 12 | -5 | 9 | |||||||||
| 9 Mar | 4236.70 | 426 | -174 | 40.25 | 35 | 11 | 16 | |||||||||
| 6 Mar | 4404.10 | 600 | 112 | - | 0 | 0 | 5 | |||||||||
| 5 Mar | 4512.80 | 600 | 112 | 34.24 | 6 | -2 | 6 | |||||||||
| 4 Mar | 4392.90 | 488 | -388.75 | 28.87 | 9 | 7 | 7 | |||||||||
| 2 Mar | 4520.40 | 876.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 4000 expiring on 28APR2026
Delta for 4000 CE is 0.93
Historical price for 4000 CE is as follows
On 24 Apr INDIGO was trading at 4523.00. The strike last trading price was 548, which was -15.5 lower than the previous day. The implied volatity was 78.67, the open interest changed by -1 which decreased total open position to 352
On 23 Apr INDIGO was trading at 4556.00. The strike last trading price was 567, which was -67.35000000000002 lower than the previous day. The implied volatity was 68.74, the open interest changed by -1 which decreased total open position to 354
On 22 Apr INDIGO was trading at 4640.90. The strike last trading price was 620, which was -82 lower than the previous day. The implied volatity was 56.42, the open interest changed by -82 which decreased total open position to 356
On 21 Apr INDIGO was trading at 4693.10. The strike last trading price was 702, which was 32 higher than the previous day. The implied volatity was 61, the open interest changed by -2 which decreased total open position to 438
On 20 Apr INDIGO was trading at 4678.20. The strike last trading price was 670, which was 34 higher than the previous day. The implied volatity was 62.49, the open interest changed by -3 which decreased total open position to 440
On 17 Apr INDIGO was trading at 4638.40. The strike last trading price was 636, which was -4 lower than the previous day. The implied volatity was 40.21, the open interest changed by -24 which decreased total open position to 446
On 16 Apr INDIGO was trading at 4608.70. The strike last trading price was 640, which was -4.899999999999977 lower than the previous day. The implied volatity was 56.45, the open interest changed by -5 which decreased total open position to 471
On 15 Apr INDIGO was trading at 4638.00. The strike last trading price was 640.5, which was 171.39999999999998 higher than the previous day. The implied volatity was 49.99, the open interest changed by -29 which decreased total open position to 477
On 13 Apr INDIGO was trading at 4427.20. The strike last trading price was 472, which was -107.75 lower than the previous day. The implied volatity was 48.57, the open interest changed by -11 which decreased total open position to 506
On 10 Apr INDIGO was trading at 4554.20. The strike last trading price was 585, which was 82.94999999999999 higher than the previous day. The implied volatity was 43.3, the open interest changed by -15 which decreased total open position to 518
On 9 Apr INDIGO was trading at 4449.10. The strike last trading price was 506.4, which was -141.7 lower than the previous day. The implied volatity was 47.88, the open interest changed by 32 which increased total open position to 534
On 8 Apr INDIGO was trading at 4615.50. The strike last trading price was 647.4, which was 276.7 higher than the previous day. The implied volatity was 41.56, the open interest changed by -59 which decreased total open position to 505
On 7 Apr INDIGO was trading at 4268.80. The strike last trading price was 375, which was -47.35 lower than the previous day. The implied volatity was 49.55, the open interest changed by 30 which increased total open position to 565
On 6 Apr INDIGO was trading at 4312.50. The strike last trading price was 410, which was 102.95 higher than the previous day. The implied volatity was 51.7, the open interest changed by -31 which decreased total open position to 536
On 2 Apr INDIGO was trading at 4193.50. The strike last trading price was 296.35, which was -28.8 lower than the previous day. The implied volatity was 41.56, the open interest changed by 6 which increased total open position to 568
On 1 Apr INDIGO was trading at 4180.80. The strike last trading price was 324.25, which was 150.85 higher than the previous day. The implied volatity was 45.33, the open interest changed by -9 which decreased total open position to 563
On 30 Mar INDIGO was trading at 3943.50. The strike last trading price was 182, which was -101.75 lower than the previous day. The implied volatity was 42.93, the open interest changed by 169 which increased total open position to 574
On 27 Mar INDIGO was trading at 4099.50. The strike last trading price was 290.8, which was -102.25 lower than the previous day. The implied volatity was 45.25, the open interest changed by 110 which increased total open position to 406
On 25 Mar INDIGO was trading at 4294.70. The strike last trading price was 393, which was 93.5 higher than the previous day. The implied volatity was 38.46, the open interest changed by 0 which decreased total open position to 296
On 24 Mar INDIGO was trading at 4150.80. The strike last trading price was 302, which was 101.05 higher than the previous day. The implied volatity was 36.88, the open interest changed by 29 which increased total open position to 297
On 23 Mar INDIGO was trading at 3945.30. The strike last trading price was 205.4, which was -118.6 lower than the previous day. The implied volatity was 42.55, the open interest changed by 206 which increased total open position to 262
On 20 Mar INDIGO was trading at 4149.10. The strike last trading price was 324, which was 24 higher than the previous day. The implied volatity was 41.09, the open interest changed by 14 which increased total open position to 55
On 19 Mar INDIGO was trading at 4154.30. The strike last trading price was 300, which was -150 lower than the previous day. The implied volatity was 31.58, the open interest changed by 17 which increased total open position to 40
On 18 Mar INDIGO was trading at 4360.60. The strike last trading price was 450, which was 40 higher than the previous day. The implied volatity was 32.11, the open interest changed by 4 which increased total open position to 24
On 17 Mar INDIGO was trading at 4287.90. The strike last trading price was 410, which was 58 higher than the previous day. The implied volatity was 37.33, the open interest changed by -10 which decreased total open position to 19
On 16 Mar INDIGO was trading at 4222.10. The strike last trading price was 352, which was 34.5 higher than the previous day. The implied volatity was 32.7, the open interest changed by 2 which increased total open position to 39
On 13 Mar INDIGO was trading at 4158.20. The strike last trading price was 325, which was -65 lower than the previous day. The implied volatity was 35.1, the open interest changed by 23 which increased total open position to 36
On 12 Mar INDIGO was trading at 4251.70. The strike last trading price was 390, which was -95 lower than the previous day. The implied volatity was 32.18, 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 485, which was -2.5 lower than the previous day. The implied volatity was 38.36, the open interest changed by -1 which decreased total open position to 7
On 10 Mar INDIGO was trading at 4380.40. The strike last trading price was 487.5, which was 71 higher than the previous day. The implied volatity was 32.32, the open interest changed by -5 which decreased total open position to 9
On 9 Mar INDIGO was trading at 4236.70. The strike last trading price was 426, which was -174 lower than the previous day. The implied volatity was 40.25, the open interest changed by 11 which increased total open position to 16
On 6 Mar INDIGO was trading at 4404.10. The strike last trading price was 600, which was 112 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 5 Mar INDIGO was trading at 4512.80. The strike last trading price was 600, which was 112 higher than the previous day. The implied volatity was 34.24, the open interest changed by -2 which decreased total open position to 6
On 4 Mar INDIGO was trading at 4392.90. The strike last trading price was 488, which was -388.75 lower than the previous day. The implied volatity was 28.87, the open interest changed by 7 which increased total open position to 7
On 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 876.75, 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) 4000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0
Theta: -0.93
Gamma: 0.00018
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 4523.00 | 2.05 | -0.75 | 55.33 | 623 | -120 | 1,764 |
| 23 Apr | 4556.00 | 2.9 | -0.050000000000000266 | 55.87 | 949 | -54 | 1,886 |
| 22 Apr | 4640.90 | 2.95 | -1.25 | 56.96 | 1,932 | -131 | 1,917 |
| 21 Apr | 4693.10 | 4.3 | -3.25 | 59.89 | 678 | -58 | 2,049 |
| 20 Apr | 4678.20 | 8 | -2.75 | 62.17 | 1,560 | 223 | 2,111 |
| 17 Apr | 4638.40 | 10.5 | -2.6500000000000004 | 54.04 | 1,233 | 11 | 1,880 |
| 16 Apr | 4608.70 | 13 | -2.75 | 53.49 | 777 | -57 | 1,869 |
| 15 Apr | 4638.00 | 16.5 | -25 | 54.67 | 2,399 | -148 | 1,907 |
| 13 Apr | 4427.20 | 40.95 | 16.750000000000004 | 53.3 | 4,378 | 232 | 2,061 |
| 10 Apr | 4554.20 | 24.25 | -14.5 | 48.95 | 1,422 | 48 | 1,808 |
| 9 Apr | 4449.10 | 39.8 | 15.95 | 49.21 | 2,647 | 34 | 1,764 |
| 8 Apr | 4615.50 | 23.4 | -75.9 | 49.41 | 4,592 | -99 | 1,704 |
| 7 Apr | 4268.80 | 101 | 10.3 | 54.9 | 3,222 | -51 | 1,867 |
| 6 Apr | 4312.50 | 92.1 | -36.45 | 53.52 | 4,751 | 89 | 1,944 |
| 2 Apr | 4193.50 | 134.55 | 15 | 50.72 | 9,513 | 488 | 1,872 |
| 1 Apr | 4180.80 | 116.2 | -99.3 | 46.42 | 9,321 | 418 | 1,388 |
| 30 Mar | 3943.50 | 205.15 | 46.1 | 44.02 | 6,742 | 140 | 968 |
| 27 Mar | 4099.50 | 156.35 | 73.95 | 45.8 | 2,389 | 110 | 829 |
| 25 Mar | 4294.70 | 83.35 | -56.35 | 40.8 | 836 | 144 | 706 |
| 24 Mar | 4150.80 | 133.8 | -89.25 | 43.79 | 791 | 183 | 562 |
| 23 Mar | 3945.30 | 222.15 | 91.45 | 43.77 | 920 | 137 | 371 |
| 20 Mar | 4149.10 | 133.7 | -0.1 | 40.71 | 469 | 4 | 226 |
| 19 Mar | 4154.30 | 127.5 | 60 | 40.9 | 571 | -74 | 227 |
| 18 Mar | 4360.60 | 68.85 | -24.95 | 38.37 | 470 | 65 | 301 |
| 17 Mar | 4287.90 | 95.35 | -23.7 | 39.73 | 234 | -7 | 225 |
| 16 Mar | 4222.10 | 120.1 | -16.45 | 41.46 | 254 | 19 | 231 |
| 13 Mar | 4158.20 | 136 | 22.25 | 39.46 | 250 | -64 | 211 |
| 12 Mar | 4251.70 | 108.3 | 8.4 | 39.85 | 254 | 50 | 276 |
| 11 Mar | 4350.70 | 101.05 | 17.7 | 42.22 | 235 | -15 | 229 |
| 10 Mar | 4380.40 | 80.7 | -55.8 | 39.17 | 205 | 18 | 246 |
| 9 Mar | 4236.70 | 137.25 | 58.95 | 43.4 | 474 | 43 | 227 |
| 6 Mar | 4404.10 | 78.4 | 21.25 | 38.55 | 53 | 13 | 183 |
| 5 Mar | 4512.80 | 59.3 | -43.25 | 37.43 | 154 | -14 | 170 |
| 4 Mar | 4392.90 | 105.45 | 42.95 | 42.32 | 658 | 128 | 185 |
| 2 Mar | 4520.40 | 64 | 17.5 | 39.06 | 160 | 57 | 57 |
For Interglobe Aviation Ltd - strike price 4000 expiring on 28APR2026
Delta for 4000 PE is -0.02
Historical price for 4000 PE is as follows
On 24 Apr INDIGO was trading at 4523.00. The strike last trading price was 2.05, which was -0.75 lower than the previous day. The implied volatity was 55.33, the open interest changed by -120 which decreased total open position to 1764
On 23 Apr INDIGO was trading at 4556.00. The strike last trading price was 2.9, which was -0.050000000000000266 lower than the previous day. The implied volatity was 55.87, the open interest changed by -54 which decreased total open position to 1886
On 22 Apr INDIGO was trading at 4640.90. The strike last trading price was 2.95, which was -1.25 lower than the previous day. The implied volatity was 56.96, the open interest changed by -131 which decreased total open position to 1917
On 21 Apr INDIGO was trading at 4693.10. The strike last trading price was 4.3, which was -3.25 lower than the previous day. The implied volatity was 59.89, the open interest changed by -58 which decreased total open position to 2049
On 20 Apr INDIGO was trading at 4678.20. The strike last trading price was 8, which was -2.75 lower than the previous day. The implied volatity was 62.17, the open interest changed by 223 which increased total open position to 2111
On 17 Apr INDIGO was trading at 4638.40. The strike last trading price was 10.5, which was -2.6500000000000004 lower than the previous day. The implied volatity was 54.04, the open interest changed by 11 which increased total open position to 1880
On 16 Apr INDIGO was trading at 4608.70. The strike last trading price was 13, which was -2.75 lower than the previous day. The implied volatity was 53.49, the open interest changed by -57 which decreased total open position to 1869
On 15 Apr INDIGO was trading at 4638.00. The strike last trading price was 16.5, which was -25 lower than the previous day. The implied volatity was 54.67, the open interest changed by -148 which decreased total open position to 1907
On 13 Apr INDIGO was trading at 4427.20. The strike last trading price was 40.95, which was 16.750000000000004 higher than the previous day. The implied volatity was 53.3, the open interest changed by 232 which increased total open position to 2061
On 10 Apr INDIGO was trading at 4554.20. The strike last trading price was 24.25, which was -14.5 lower than the previous day. The implied volatity was 48.95, the open interest changed by 48 which increased total open position to 1808
On 9 Apr INDIGO was trading at 4449.10. The strike last trading price was 39.8, which was 15.95 higher than the previous day. The implied volatity was 49.21, the open interest changed by 34 which increased total open position to 1764
On 8 Apr INDIGO was trading at 4615.50. The strike last trading price was 23.4, which was -75.9 lower than the previous day. The implied volatity was 49.41, the open interest changed by -99 which decreased total open position to 1704
On 7 Apr INDIGO was trading at 4268.80. The strike last trading price was 101, which was 10.3 higher than the previous day. The implied volatity was 54.9, the open interest changed by -51 which decreased total open position to 1867
On 6 Apr INDIGO was trading at 4312.50. The strike last trading price was 92.1, which was -36.45 lower than the previous day. The implied volatity was 53.52, the open interest changed by 89 which increased total open position to 1944
On 2 Apr INDIGO was trading at 4193.50. The strike last trading price was 134.55, which was 15 higher than the previous day. The implied volatity was 50.72, the open interest changed by 488 which increased total open position to 1872
On 1 Apr INDIGO was trading at 4180.80. The strike last trading price was 116.2, which was -99.3 lower than the previous day. The implied volatity was 46.42, the open interest changed by 418 which increased total open position to 1388
On 30 Mar INDIGO was trading at 3943.50. The strike last trading price was 205.15, which was 46.1 higher than the previous day. The implied volatity was 44.02, the open interest changed by 140 which increased total open position to 968
On 27 Mar INDIGO was trading at 4099.50. The strike last trading price was 156.35, which was 73.95 higher than the previous day. The implied volatity was 45.8, the open interest changed by 110 which increased total open position to 829
On 25 Mar INDIGO was trading at 4294.70. The strike last trading price was 83.35, which was -56.35 lower than the previous day. The implied volatity was 40.8, the open interest changed by 144 which increased total open position to 706
On 24 Mar INDIGO was trading at 4150.80. The strike last trading price was 133.8, which was -89.25 lower than the previous day. The implied volatity was 43.79, the open interest changed by 183 which increased total open position to 562
On 23 Mar INDIGO was trading at 3945.30. The strike last trading price was 222.15, which was 91.45 higher than the previous day. The implied volatity was 43.77, the open interest changed by 137 which increased total open position to 371
On 20 Mar INDIGO was trading at 4149.10. The strike last trading price was 133.7, which was -0.1 lower than the previous day. The implied volatity was 40.71, the open interest changed by 4 which increased total open position to 226
On 19 Mar INDIGO was trading at 4154.30. The strike last trading price was 127.5, which was 60 higher than the previous day. The implied volatity was 40.9, the open interest changed by -74 which decreased total open position to 227
On 18 Mar INDIGO was trading at 4360.60. The strike last trading price was 68.85, which was -24.95 lower than the previous day. The implied volatity was 38.37, the open interest changed by 65 which increased total open position to 301
On 17 Mar INDIGO was trading at 4287.90. The strike last trading price was 95.35, which was -23.7 lower than the previous day. The implied volatity was 39.73, the open interest changed by -7 which decreased total open position to 225
On 16 Mar INDIGO was trading at 4222.10. The strike last trading price was 120.1, which was -16.45 lower than the previous day. The implied volatity was 41.46, the open interest changed by 19 which increased total open position to 231
On 13 Mar INDIGO was trading at 4158.20. The strike last trading price was 136, which was 22.25 higher than the previous day. The implied volatity was 39.46, the open interest changed by -64 which decreased total open position to 211
On 12 Mar INDIGO was trading at 4251.70. The strike last trading price was 108.3, which was 8.4 higher than the previous day. The implied volatity was 39.85, the open interest changed by 50 which increased total open position to 276
On 11 Mar INDIGO was trading at 4350.70. The strike last trading price was 101.05, which was 17.7 higher than the previous day. The implied volatity was 42.22, the open interest changed by -15 which decreased total open position to 229
On 10 Mar INDIGO was trading at 4380.40. The strike last trading price was 80.7, which was -55.8 lower than the previous day. The implied volatity was 39.17, the open interest changed by 18 which increased total open position to 246
On 9 Mar INDIGO was trading at 4236.70. The strike last trading price was 137.25, which was 58.95 higher than the previous day. The implied volatity was 43.4, the open interest changed by 43 which increased total open position to 227
On 6 Mar INDIGO was trading at 4404.10. The strike last trading price was 78.4, which was 21.25 higher than the previous day. The implied volatity was 38.55, the open interest changed by 13 which increased total open position to 183
On 5 Mar INDIGO was trading at 4512.80. The strike last trading price was 59.3, which was -43.25 lower than the previous day. The implied volatity was 37.43, the open interest changed by -14 which decreased total open position to 170
On 4 Mar INDIGO was trading at 4392.90. The strike last trading price was 105.45, which was 42.95 higher than the previous day. The implied volatity was 42.32, the open interest changed by 128 which increased total open position to 185
On 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 64, which was 17.5 higher than the previous day. The implied volatity was 39.06, the open interest changed by 57 which increased total open position to 57
