INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
03 Dec 2024 04:11 PM IST
| INDIGO 26DEC2024 4000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 -
Historical price for 4000 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 1.78
Theta: -1.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.09
Historical price for 4000 PE is as follows
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
