INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
14 Nov 2024 09:22 AM IST
| INDIGO 28NOV2024 4000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 2.46
Theta: -2.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 3840.00 | 32.2 | -9.80 | 27.81 | 34.5 | 13.5 | 1,250 | |||
| 13 Nov | 3848.80 | 42 | -9.95 | 28.19 | 1,188 | 107.5 | 1,238 | |||
| 12 Nov | 3912.90 | 51.95 | -51.25 | 25.16 | 2,115.5 | 366 | 1,196.5 | |||
| 11 Nov | 4011.60 | 103.2 | 1.70 | 25.96 | 1,278 | -53.5 | 831 | |||
| 8 Nov | 4002.95 | 101.5 | -4.50 | 25.61 | 1,027 | -2 | 887 | |||
| 7 Nov | 3995.75 | 106 | -51.95 | 24.65 | 814.5 | 51.5 | 891 | |||
| 6 Nov | 4061.95 | 157.95 | 63.95 | 25.33 | 2,387 | -231 | 856 | |||
| 5 Nov | 3940.85 | 94 | -8.70 | 28.39 | 1,670.5 | 158.5 | 1,087.5 | |||
| 4 Nov | 3963.10 | 102.7 | -62.50 | 28.22 | 2,382.5 | 325.5 | 936.5 | |||
| 1 Nov | 4069.55 | 165.2 | -1.90 | 24.92 | 61 | 5.5 | 610.5 | |||
| 31 Oct | 4052.50 | 167.1 | -13.75 | - | 377 | -3 | 603 | |||
| 30 Oct | 4057.70 | 180.85 | 12.85 | - | 764 | -96 | 613 | |||
| 29 Oct | 4026.75 | 168 | -18.00 | - | 1,064 | 88 | 709 | |||
| 28 Oct | 4015.45 | 186 | -701.00 | - | 3,873 | 619 | 619 | |||
| 25 Oct | 4366.10 | 887 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 4519.85 | 887 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 4520.00 | 887 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 4524.40 | 887 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 4591.00 | 887 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 4663.05 | 887 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 4699.85 | 887 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 4665.15 | 887 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 4708.30 | 887 | 0.00 | - | 0 | 0 | 0 | |||
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| 8 Oct | 4602.95 | 887 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 4485.20 | 887 | - | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 4000 expiring on 28NOV2024
Delta for 4000 CE is 0.26
Historical price for 4000 CE is as follows
On 14 Nov INDIGO was trading at 3840.00. The strike last trading price was 32.2, which was -9.80 lower than the previous day. The implied volatity was 27.81, the open interest changed by 27 which increased total open position to 2500
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 42, which was -9.95 lower than the previous day. The implied volatity was 28.19, the open interest changed by 215 which increased total open position to 2476
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 51.95, which was -51.25 lower than the previous day. The implied volatity was 25.16, the open interest changed by 732 which increased total open position to 2393
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 103.2, which was 1.70 higher than the previous day. The implied volatity was 25.96, the open interest changed by -107 which decreased total open position to 1662
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 101.5, which was -4.50 lower than the previous day. The implied volatity was 25.61, the open interest changed by -4 which decreased total open position to 1774
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 106, which was -51.95 lower than the previous day. The implied volatity was 24.65, the open interest changed by 103 which increased total open position to 1782
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 157.95, which was 63.95 higher than the previous day. The implied volatity was 25.33, the open interest changed by -462 which decreased total open position to 1712
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 94, which was -8.70 lower than the previous day. The implied volatity was 28.39, the open interest changed by 317 which increased total open position to 2175
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 102.7, which was -62.50 lower than the previous day. The implied volatity was 28.22, the open interest changed by 651 which increased total open position to 1873
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 165.2, which was -1.90 lower than the previous day. The implied volatity was 24.92, the open interest changed by 11 which increased total open position to 1221
On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 167.1, which was -13.75 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 180.85, which was 12.85 higher 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 168, which was -18.00 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 186, which was -701.00 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 887, 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 24 Oct INDIGO was trading at 4519.85. The strike last trading price was 887, 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 23 Oct INDIGO was trading at 4520.00. The strike last trading price was 887, 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 22 Oct INDIGO was trading at 4524.40. The strike last trading price was 887, 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 21 Oct INDIGO was trading at 4591.00. The strike last trading price was 887, 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 18 Oct INDIGO was trading at 4663.05. The strike last trading price was 887, 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 887, 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 10 Oct INDIGO was trading at 4665.15. The strike last trading price was 887, 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 887, 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 887, 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 887, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDIGO 28NOV2024 4000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 2.50
Theta: -1.72
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 3840.00 | 179.35 | 12.05 | 28.91 | 4 | -0.5 | 565.5 |
| 13 Nov | 3848.80 | 167.3 | 26.75 | 30.16 | 305.5 | -55 | 566 |
| 12 Nov | 3912.90 | 140.55 | 54.25 | 30.53 | 2,855.5 | 27.5 | 633 |
| 11 Nov | 4011.60 | 86.3 | -9.65 | 28.80 | 744 | -89.5 | 607 |
| 8 Nov | 4002.95 | 95.95 | 3.50 | 27.40 | 774.5 | -34.5 | 697 |
| 7 Nov | 3995.75 | 92.45 | 39.00 | 27.13 | 937 | 20 | 731.5 |
| 6 Nov | 4061.95 | 53.45 | -74.00 | 24.18 | 1,075.5 | 18.5 | 715.5 |
| 5 Nov | 3940.85 | 127.45 | -11.20 | 26.97 | 347 | -31 | 703 |
| 4 Nov | 3963.10 | 138.65 | 43.95 | 31.15 | 1,491 | -79 | 734 |
| 1 Nov | 4069.55 | 94.7 | 2.70 | 31.90 | 86.5 | 17 | 811 |
| 31 Oct | 4052.50 | 92 | -4.00 | - | 563 | 144 | 794 |
| 30 Oct | 4057.70 | 96 | -24.85 | - | 798 | 22 | 651 |
| 29 Oct | 4026.75 | 120.85 | -20.15 | - | 659 | 44 | 628 |
| 28 Oct | 4015.45 | 141 | 84.05 | - | 2,957 | 468 | 586 |
| 25 Oct | 4366.10 | 56.95 | 34.90 | - | 148 | 84 | 118 |
| 24 Oct | 4519.85 | 22.05 | 1.05 | - | 1 | 0 | 34 |
| 23 Oct | 4520.00 | 21 | 3.00 | - | 2 | 0 | 33 |
| 22 Oct | 4524.40 | 18 | 3.00 | - | 23 | 14 | 33 |
| 21 Oct | 4591.00 | 15 | 3.00 | - | 4 | 1 | 16 |
| 18 Oct | 4663.05 | 12 | 1.00 | - | 3 | 1 | 15 |
| 16 Oct | 4699.85 | 11 | -9.00 | - | 2 | 0 | 13 |
| 10 Oct | 4665.15 | 20 | 0.00 | - | 1 | 0 | 12 |
| 9 Oct | 4708.30 | 20 | -0.70 | - | 4 | 1 | 9 |
| 8 Oct | 4602.95 | 20.7 | -4.30 | - | 8 | 7 | 8 |
| 7 Oct | 4485.20 | 25 | - | 0 | 1 | 0 | |
For Interglobe Aviation Ltd - strike price 4000 expiring on 28NOV2024
Delta for 4000 PE is -0.73
Historical price for 4000 PE is as follows
On 14 Nov INDIGO was trading at 3840.00. The strike last trading price was 179.35, which was 12.05 higher than the previous day. The implied volatity was 28.91, the open interest changed by -1 which decreased total open position to 1131
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 167.3, which was 26.75 higher than the previous day. The implied volatity was 30.16, the open interest changed by -110 which decreased total open position to 1132
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 140.55, which was 54.25 higher than the previous day. The implied volatity was 30.53, the open interest changed by 55 which increased total open position to 1266
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 86.3, which was -9.65 lower than the previous day. The implied volatity was 28.80, the open interest changed by -179 which decreased total open position to 1214
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 95.95, which was 3.50 higher than the previous day. The implied volatity was 27.40, the open interest changed by -69 which decreased total open position to 1394
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 92.45, which was 39.00 higher than the previous day. The implied volatity was 27.13, the open interest changed by 40 which increased total open position to 1463
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 53.45, which was -74.00 lower than the previous day. The implied volatity was 24.18, the open interest changed by 37 which increased total open position to 1431
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 127.45, which was -11.20 lower than the previous day. The implied volatity was 26.97, the open interest changed by -62 which decreased total open position to 1406
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 138.65, which was 43.95 higher than the previous day. The implied volatity was 31.15, the open interest changed by -158 which decreased total open position to 1468
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 94.7, which was 2.70 higher than the previous day. The implied volatity was 31.90, the open interest changed by 34 which increased total open position to 1622
On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 92, which was -4.00 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 96, which was -24.85 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 120.85, which was -20.15 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 141, which was 84.05 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 56.95, which was 34.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct INDIGO was trading at 4519.85. The strike last trading price was 22.05, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct INDIGO was trading at 4520.00. The strike last trading price was 21, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct INDIGO was trading at 4524.40. The strike last trading price was 18, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct INDIGO was trading at 4591.00. The strike last trading price was 15, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct INDIGO was trading at 4663.05. The strike last trading price was 12, which was 1.00 higher 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 11, which was -9.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct INDIGO was trading at 4665.15. The strike last trading price was 20, 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 20, which was -0.70 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 20.7, which was -4.30 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 25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
