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[--[65.84.65.76]--]
INDIGO
Interglobe Aviation Ltd

4395.6 -38.45 (-0.87%)

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Historical option data for INDIGO

20 Dec 2024 04:11 PM IST
INDIGO 26DEC2024 4000 CE
Delta: 0.92
Vega: 0.85
Theta: -4.84
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 4395.60 409 -25.95 54.39 6 -1 112
19 Dec 4434.05 434.95 34.95 - 19 -3 113
18 Dec 4390.35 400 -32.75 - 1 0 116
17 Dec 4386.80 432.75 0.00 0.00 0 -1 0
16 Dec 4406.75 432.75 -33.95 49.81 1 0 117
13 Dec 4432.90 466.7 0.00 0.00 0 1 0
12 Dec 4464.35 466.7 -29.90 - 1 0 116
11 Dec 4465.55 496.6 -3.25 32.09 44 -41 116
10 Dec 4477.00 499.85 0.00 0.00 0 -2 0
9 Dec 4489.45 499.85 -20.55 - 7 -2 157
6 Dec 4469.20 520.4 128.70 - 33 -9 158
5 Dec 4368.55 391.7 -39.75 17.43 2 0 167
4 Dec 4370.85 431.45 2.05 37.53 42 -4 170
3 Dec 4405.50 429.4 -18.60 - 18 -1 174
2 Dec 4409.25 448 27.00 31.74 41 0 174
29 Nov 4378.90 421 32.25 26.24 47 -8 174
28 Nov 4352.65 388.75 64.75 18.73 86 30 183
27 Nov 4267.90 324 38.00 26.50 135 38 155
26 Nov 4229.60 286 -14.00 24.22 104 29 117
25 Nov 4244.50 300 73.35 24.59 51 5 86
22 Nov 4142.65 226.65 48.75 22.91 67 8 89
21 Nov 4069.80 177.9 16.75 23.62 178 4 81
20 Nov 4045.90 161.15 0.00 22.96 243 5 77
19 Nov 4045.90 161.15 25.85 22.96 243 5 77
18 Nov 3976.30 135.3 21.65 25.07 131 12 73
14 Nov 3891.20 113.65 4.80 27.39 35 1 61
13 Nov 3848.80 108.85 -19.15 27.91 52 25 62
12 Nov 3912.90 128 -54.10 27.36 29 15 35
11 Nov 4011.60 182.1 7.30 27.26 11 -2 20
8 Nov 4002.95 174.8 -5.95 26.58 23 13 22
7 Nov 3995.75 180.75 -38.40 26.29 6 2 8
6 Nov 4061.95 219.15 53.25 24.41 3 0 5
5 Nov 3940.85 165.9 -19.85 28.70 4 0 1
4 Nov 3963.10 185.75 -792.50 30.72 1 0 0
31 Oct 4052.50 978.25 0.00 - 0 0 0
29 Oct 4026.75 978.25 0.00 - 0 0 0
28 Oct 4015.45 978.25 978.25 - 0 0 0
25 Oct 4366.10 0 0.00 - 0 0 0
17 Oct 4624.00 0 0.00 - 0 0 0
15 Oct 4756.45 0 0.00 - 0 0 0
9 Oct 4708.30 0 0.00 - 0 0 0
8 Oct 4602.95 0 0.00 - 0 0 0
7 Oct 4485.20 0 - 0 0 0


For Interglobe Aviation Ltd - strike price 4000 expiring on 26DEC2024

Delta for 4000 CE is 0.92

Historical price for 4000 CE is as follows

On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 409, which was -25.95 lower than the previous day. The implied volatity was 54.39, the open interest changed by -1 which decreased total open position to 112


On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 434.95, which was 34.95 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 113


On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 400, which was -32.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 116


On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 432.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 432.75, which was -33.95 lower than the previous day. The implied volatity was 49.81, the open interest changed by 0 which decreased total open position to 117


On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 466.7, 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 Dec INDIGO was trading at 4464.35. The strike last trading price was 466.7, which was -29.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 116


On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 496.6, which was -3.25 lower than the previous day. The implied volatity was 32.09, the open interest changed by -41 which decreased total open position to 116


On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 499.85, 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 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 499.85, which was -20.55 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 157


On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 520.4, which was 128.70 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 158


On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 391.7, which was -39.75 lower than the previous day. The implied volatity was 17.43, the open interest changed by 0 which decreased total open position to 167


On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 431.45, which was 2.05 higher than the previous day. The implied volatity was 37.53, the open interest changed by -4 which decreased total open position to 170


On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 429.4, which was -18.60 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 174


On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 448, which was 27.00 higher than the previous day. The implied volatity was 31.74, the open interest changed by 0 which decreased total open position to 174


On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 421, which was 32.25 higher than the previous day. The implied volatity was 26.24, the open interest changed by -8 which decreased total open position to 174


On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 388.75, which was 64.75 higher than the previous day. The implied volatity was 18.73, the open interest changed by 30 which increased total open position to 183


On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 324, which was 38.00 higher than the previous day. The implied volatity was 26.50, the open interest changed by 38 which increased total open position to 155


On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 286, which was -14.00 lower than the previous day. The implied volatity was 24.22, the open interest changed by 29 which increased total open position to 117


On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 300, which was 73.35 higher than the previous day. The implied volatity was 24.59, the open interest changed by 5 which increased total open position to 86


On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 226.65, which was 48.75 higher than the previous day. The implied volatity was 22.91, the open interest changed by 8 which increased total open position to 89


On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 177.9, which was 16.75 higher than the previous day. The implied volatity was 23.62, the open interest changed by 4 which increased total open position to 81


On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 161.15, which was 0.00 lower than the previous day. The implied volatity was 22.96, the open interest changed by 5 which increased total open position to 77


On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 161.15, which was 25.85 higher than the previous day. The implied volatity was 22.96, the open interest changed by 5 which increased total open position to 77


On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 135.3, which was 21.65 higher than the previous day. The implied volatity was 25.07, the open interest changed by 12 which increased total open position to 73


On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 113.65, which was 4.80 higher than the previous day. The implied volatity was 27.39, the open interest changed by 1 which increased total open position to 61


On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 108.85, which was -19.15 lower than the previous day. The implied volatity was 27.91, the open interest changed by 25 which increased total open position to 62


On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 128, which was -54.10 lower than the previous day. The implied volatity was 27.36, the open interest changed by 15 which increased total open position to 35


On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 182.1, which was 7.30 higher than the previous day. The implied volatity was 27.26, the open interest changed by -2 which decreased total open position to 20


On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 174.8, which was -5.95 lower than the previous day. The implied volatity was 26.58, the open interest changed by 13 which increased total open position to 22


On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 180.75, which was -38.40 lower than the previous day. The implied volatity was 26.29, the open interest changed by 2 which increased total open position to 8


On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 219.15, which was 53.25 higher than the previous day. The implied volatity was 24.41, the open interest changed by 0 which decreased total open position to 5


On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 165.9, which was -19.85 lower than the previous day. The implied volatity was 28.70, the open interest changed by 0 which decreased total open position to 1


On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 185.75, which was -792.50 lower than the previous day. The implied volatity was 30.72, the open interest changed by 0 which decreased total open position to 0


On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 978.25, 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 29 Oct INDIGO was trading at 4026.75. The strike last trading price was 978.25, 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 28 Oct INDIGO was trading at 4015.45. The strike last trading price was 978.25, which was 978.25 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 0, 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 17 Oct INDIGO was trading at 4624.00. The strike last trading price was 0, 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 15 Oct INDIGO was trading at 4756.45. The strike last trading price was 0, 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 0, 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 8 Oct INDIGO was trading at 4602.95. The strike last trading price was 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


INDIGO 26DEC2024 4000 PE
Delta: -0.03
Vega: 0.40
Theta: -1.32
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 4395.60 2.9 -0.60 40.50 784 -91 593
19 Dec 4434.05 3.5 -0.35 41.77 493 -117 685
18 Dec 4390.35 3.85 -0.15 37.65 485 91 802
17 Dec 4386.80 4 0.95 34.34 249 -20 716
16 Dec 4406.75 3.05 -1.35 32.66 425 -163 737
13 Dec 4432.90 4.4 -1.40 32.45 426 71 902
12 Dec 4464.35 5.8 0.80 34.62 256 -8 832
11 Dec 4465.55 5 -1.30 33.46 214 -2 841
10 Dec 4477.00 6.3 -1.70 33.83 413 8 841
9 Dec 4489.45 8 -0.40 35.31 893 -73 829
6 Dec 4469.20 8.4 -5.10 33.88 938 207 899
5 Dec 4368.55 13.5 0.10 29.96 540 -6 693
4 Dec 4370.85 13.4 -1.40 29.80 441 -9 705
3 Dec 4405.50 14.8 -3.55 31.58 612 107 716
2 Dec 4409.25 18.35 -0.95 32.61 511 50 612
29 Nov 4378.90 19.3 -7.70 30.15 792 80 563
28 Nov 4352.65 27 -5.45 31.59 1,056 103 485
27 Nov 4267.90 32.45 -8.55 28.21 377 -1 378
26 Nov 4229.60 41 3.75 28.12 370 -27 401
25 Nov 4244.50 37.25 -29.30 27.39 567 268 428
22 Nov 4142.65 66.55 -22.45 28.18 208 84 244
21 Nov 4069.80 89 -11.00 27.35 167 65 160
20 Nov 4045.90 100 0.00 26.86 107 51 96
19 Nov 4045.90 100 -29.90 26.86 107 52 96
18 Nov 3976.30 129.9 -52.10 26.84 21 13 44
14 Nov 3891.20 182 -23.00 27.41 4 -1 30
13 Nov 3848.80 205 38.85 29.21 12 3 29
12 Nov 3912.90 166.15 46.15 26.31 3 1 26
11 Nov 4011.60 120 -20.00 26.34 1 0 24
8 Nov 4002.95 140 0.00 0.00 0 1 0
7 Nov 3995.75 140 29.60 28.48 4 1 24
6 Nov 4061.95 110.4 -72.15 28.33 7 1 23
5 Nov 3940.85 182.55 0.00 0.00 0 0 0
4 Nov 3963.10 182.55 159.85 31.26 8 0 22
31 Oct 4052.50 22.7 0.00 - 0 0 0
29 Oct 4026.75 22.7 0.00 - 0 0 22
28 Oct 4015.45 22.7 0.00 - 0 0 0
25 Oct 4366.10 22.7 0.00 - 0 0 0
17 Oct 4624.00 22.7 7.70 - 20 10 22
15 Oct 4756.45 15 -25.00 - 10 0 2
9 Oct 4708.30 40 -10.00 - 28 0 30
8 Oct 4602.95 50 0.00 - 0 0 30
7 Oct 4485.20 50 - 30 28 28


For Interglobe Aviation Ltd - strike price 4000 expiring on 26DEC2024

Delta for 4000 PE is -0.03

Historical price for 4000 PE is as follows

On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 2.9, which was -0.60 lower than the previous day. The implied volatity was 40.50, the open interest changed by -91 which decreased total open position to 593


On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 3.5, which was -0.35 lower than the previous day. The implied volatity was 41.77, the open interest changed by -117 which decreased total open position to 685


On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 3.85, which was -0.15 lower than the previous day. The implied volatity was 37.65, the open interest changed by 91 which increased total open position to 802


On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 4, which was 0.95 higher than the previous day. The implied volatity was 34.34, the open interest changed by -20 which decreased total open position to 716


On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 3.05, which was -1.35 lower than the previous day. The implied volatity was 32.66, the open interest changed by -163 which decreased total open position to 737


On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 4.4, which was -1.40 lower than the previous day. The implied volatity was 32.45, the open interest changed by 71 which increased total open position to 902


On 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 5.8, which was 0.80 higher than the previous day. The implied volatity was 34.62, the open interest changed by -8 which decreased total open position to 832


On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 5, which was -1.30 lower than the previous day. The implied volatity was 33.46, the open interest changed by -2 which decreased total open position to 841


On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 6.3, which was -1.70 lower than the previous day. The implied volatity was 33.83, the open interest changed by 8 which increased total open position to 841


On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 8, which was -0.40 lower than the previous day. The implied volatity was 35.31, the open interest changed by -73 which decreased total open position to 829


On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 8.4, which was -5.10 lower than the previous day. The implied volatity was 33.88, the open interest changed by 207 which increased total open position to 899


On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 13.5, which was 0.10 higher than the previous day. The implied volatity was 29.96, the open interest changed by -6 which decreased total open position to 693


On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 13.4, which was -1.40 lower than the previous day. The implied volatity was 29.80, the open interest changed by -9 which decreased total open position to 705


On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 14.8, which was -3.55 lower than the previous day. The implied volatity was 31.58, the open interest changed by 107 which increased total open position to 716


On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 18.35, which was -0.95 lower than the previous day. The implied volatity was 32.61, the open interest changed by 50 which increased total open position to 612


On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 19.3, which was -7.70 lower than the previous day. The implied volatity was 30.15, the open interest changed by 80 which increased total open position to 563


On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 27, which was -5.45 lower than the previous day. The implied volatity was 31.59, the open interest changed by 103 which increased total open position to 485


On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 32.45, which was -8.55 lower than the previous day. The implied volatity was 28.21, the open interest changed by -1 which decreased total open position to 378


On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 41, which was 3.75 higher than the previous day. The implied volatity was 28.12, the open interest changed by -27 which decreased total open position to 401


On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 37.25, which was -29.30 lower than the previous day. The implied volatity was 27.39, the open interest changed by 268 which increased total open position to 428


On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 66.55, which was -22.45 lower than the previous day. The implied volatity was 28.18, the open interest changed by 84 which increased total open position to 244


On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 89, which was -11.00 lower than the previous day. The implied volatity was 27.35, the open interest changed by 65 which increased total open position to 160


On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 100, which was 0.00 lower than the previous day. The implied volatity was 26.86, the open interest changed by 51 which increased total open position to 96


On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 100, which was -29.90 lower than the previous day. The implied volatity was 26.86, the open interest changed by 52 which increased total open position to 96


On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 129.9, which was -52.10 lower than the previous day. The implied volatity was 26.84, the open interest changed by 13 which increased total open position to 44


On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 182, which was -23.00 lower than the previous day. The implied volatity was 27.41, the open interest changed by -1 which decreased total open position to 30


On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 205, which was 38.85 higher than the previous day. The implied volatity was 29.21, the open interest changed by 3 which increased total open position to 29


On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 166.15, which was 46.15 higher than the previous day. The implied volatity was 26.31, the open interest changed by 1 which increased total open position to 26


On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 120, which was -20.00 lower than the previous day. The implied volatity was 26.34, the open interest changed by 0 which decreased total open position to 24


On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 140, 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 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 140, which was 29.60 higher than the previous day. The implied volatity was 28.48, the open interest changed by 1 which increased total open position to 24


On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 110.4, which was -72.15 lower than the previous day. The implied volatity was 28.33, the open interest changed by 1 which increased total open position to 23


On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 182.55, 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 Nov INDIGO was trading at 3963.10. The strike last trading price was 182.55, which was 159.85 higher than the previous day. The implied volatity was 31.26, the open interest changed by 0 which decreased total open position to 22


On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 22.7, 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 22.7, 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 28 Oct INDIGO was trading at 4015.45. The strike last trading price was 22.7, 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 25 Oct INDIGO was trading at 4366.10. The strike last trading price was 22.7, 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 17 Oct INDIGO was trading at 4624.00. The strike last trading price was 22.7, which was 7.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct INDIGO was trading at 4756.45. The strike last trading price was 15, which was -25.00 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 40, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct INDIGO was trading at 4602.95. The strike last trading price was 50, 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 50, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to