INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
20 Dec 2024 04:11 PM IST
| INDIGO 26DEC2024 4050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4395.60 | 361.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 4434.05 | 361.75 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 18 Dec | 4390.35 | 361.75 | -72.25 | 35.00 | 2 | 0 | 9 | |||
| 17 Dec | 4386.80 | 434 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 4406.75 | 434 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 4432.90 | 434 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 4464.35 | 434 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 4465.55 | 434 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 4477.00 | 434 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 4489.45 | 434 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 4469.20 | 434 | 54.00 | - | 4 | 0 | 9 | |||
| 5 Dec | 4368.55 | 380 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 4370.85 | 380 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 3 Dec | 4405.50 | 380 | 12.25 | - | 2 | 0 | 7 | |||
| 2 Dec | 4409.25 | 367.75 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 29 Nov | 4378.90 | 367.75 | 117.10 | 21.59 | 2 | 0 | 6 | |||
| 28 Nov | 4352.65 | 250.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 4267.90 | 250.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 4229.60 | 250.65 | 65.85 | 25.17 | 9 | 0 | 6 | |||
| 25 Nov | 4244.50 | 184.8 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 22 Nov | 4142.65 | 184.8 | 25.80 | 21.26 | 3 | -2 | 7 | |||
| 21 Nov | 4069.80 | 159 | 7.70 | 25.77 | 12 | 6 | 10 | |||
| 20 Nov | 4045.90 | 151.3 | 0.00 | 26.48 | 6 | 4 | 3 | |||
| 19 Nov | 4045.90 | 151.3 | -102.75 | 26.48 | 6 | 3 | 3 | |||
| 18 Nov | 3976.30 | 254.05 | 0.00 | 0.78 | 0 | 0 | 0 | |||
| 14 Nov | 3891.20 | 254.05 | 0.00 | 2.25 | 0 | 0 | 0 | |||
| 13 Nov | 3848.80 | 254.05 | 0.00 | 2.71 | 0 | 0 | 0 | |||
| 12 Nov | 3912.90 | 254.05 | 0.00 | 1.81 | 0 | 0 | 0 | |||
| 11 Nov | 4011.60 | 254.05 | 0.00 | - | 0 | 0 | 0 | |||
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| 8 Nov | 4002.95 | 254.05 | 0.00 | 0.15 | 0 | 0 | 0 | |||
| 7 Nov | 3995.75 | 254.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 4061.95 | 254.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 3963.10 | 254.05 | 0.83 | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 4050 expiring on 26DEC2024
Delta for 4050 CE is 0.00
Historical price for 4050 CE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 361.75, 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 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 361.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 361.75, which was -72.25 lower than the previous day. The implied volatity was 35.00, the open interest changed by 0 which decreased total open position to 9
On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 434, 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 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 434, 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 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 434, 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 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 434, 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 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 434, 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 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 434, 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 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 434, 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 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 434, which was 54.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 380, 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 Dec INDIGO was trading at 4370.85. The strike last trading price was 380, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 380, which was 12.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 367.75, 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 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 367.75, which was 117.10 higher than the previous day. The implied volatity was 21.59, the open interest changed by 0 which decreased total open position to 6
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 250.65, 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 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 250.65, 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 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 250.65, which was 65.85 higher than the previous day. The implied volatity was 25.17, the open interest changed by 0 which decreased total open position to 6
On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 184.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 184.8, which was 25.80 higher than the previous day. The implied volatity was 21.26, the open interest changed by -2 which decreased total open position to 7
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 159, which was 7.70 higher than the previous day. The implied volatity was 25.77, the open interest changed by 6 which increased total open position to 10
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 151.3, which was 0.00 lower than the previous day. The implied volatity was 26.48, the open interest changed by 4 which increased total open position to 3
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 151.3, which was -102.75 lower than the previous day. The implied volatity was 26.48, the open interest changed by 3 which increased total open position to 3
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 254.05, which was 0.00 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 254.05, which was 0.00 lower than the previous day. The implied volatity was 2.25, the open interest changed by 0 which decreased total open position to 0
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 254.05, which was 0.00 lower than the previous day. The implied volatity was 2.71, the open interest changed by 0 which decreased total open position to 0
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 254.05, which was 0.00 lower than the previous day. The implied volatity was 1.81, the open interest changed by 0 which decreased total open position to 0
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 254.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 254.05, which was 0.00 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 254.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 254.05, which was 0.00 lower than the previous day. The implied volatity was -, 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 254.05, which was lower than the previous day. The implied volatity was 0.83, the open interest changed by 0 which decreased total open position to 0
| INDIGO 26DEC2024 4050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.44
Theta: -1.29
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4395.60 | 2.95 | -1.95 | 36.17 | 192 | 1 | 97 |
| 19 Dec | 4434.05 | 4.9 | -0.10 | 40.15 | 39 | 4 | 96 |
| 18 Dec | 4390.35 | 5 | -0.40 | 35.48 | 83 | 9 | 94 |
| 17 Dec | 4386.80 | 5.4 | 1.35 | 32.49 | 22 | 7 | 85 |
| 16 Dec | 4406.75 | 4.05 | -2.90 | 30.83 | 68 | 13 | 78 |
| 13 Dec | 4432.90 | 6.95 | 0.20 | 32.19 | 17 | 4 | 64 |
| 12 Dec | 4464.35 | 6.75 | 0.20 | 32.51 | 49 | -7 | 61 |
| 11 Dec | 4465.55 | 6.55 | -3.40 | 32.24 | 15 | -2 | 65 |
| 10 Dec | 4477.00 | 9.95 | 0.00 | 0.00 | 0 | -3 | 0 |
| 9 Dec | 4489.45 | 9.95 | 0.35 | 34.00 | 111 | -3 | 67 |
| 6 Dec | 4469.20 | 9.6 | -7.65 | 32.10 | 376 | -4 | 72 |
| 5 Dec | 4368.55 | 17.25 | 0.30 | 28.92 | 233 | -23 | 71 |
| 4 Dec | 4370.85 | 16.95 | -1.50 | 28.73 | 19 | -5 | 99 |
| 3 Dec | 4405.50 | 18.45 | -4.30 | 30.56 | 135 | -9 | 106 |
| 2 Dec | 4409.25 | 22.75 | -1.05 | 31.69 | 351 | 48 | 112 |
| 29 Nov | 4378.90 | 23.8 | -6.65 | 29.20 | 95 | 40 | 63 |
| 28 Nov | 4352.65 | 30.45 | -15.60 | 29.86 | 46 | 20 | 23 |
| 27 Nov | 4267.90 | 46.05 | 0.00 | 0.00 | 0 | 1 | 0 |
| 26 Nov | 4229.60 | 46.05 | 0.05 | 26.14 | 1 | 0 | 2 |
| 25 Nov | 4244.50 | 46 | -61.55 | 26.58 | 2 | 1 | 1 |
| 22 Nov | 4142.65 | 107.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 4069.80 | 107.55 | -99.05 | 26.87 | 3 | 1 | 1 |
| 20 Nov | 4045.90 | 206.6 | 0.00 | 0.69 | 0 | 0 | 0 |
| 19 Nov | 4045.90 | 206.6 | 0.00 | 0.69 | 0 | 0 | 0 |
| 18 Nov | 3976.30 | 206.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 3891.20 | 206.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 3848.80 | 206.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 3912.90 | 206.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 4011.60 | 206.6 | 0.00 | 0.13 | 0 | 0 | 0 |
| 8 Nov | 4002.95 | 206.6 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 3995.75 | 206.6 | 0.00 | 0.06 | 0 | 0 | 0 |
| 6 Nov | 4061.95 | 206.6 | 0.00 | 1.45 | 0 | 0 | 0 |
| 4 Nov | 3963.10 | 206.6 | - | 0 | 0 | 0 | |
For Interglobe Aviation Ltd - strike price 4050 expiring on 26DEC2024
Delta for 4050 PE is -0.04
Historical price for 4050 PE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 2.95, which was -1.95 lower than the previous day. The implied volatity was 36.17, the open interest changed by 1 which increased total open position to 97
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 4.9, which was -0.10 lower than the previous day. The implied volatity was 40.15, the open interest changed by 4 which increased total open position to 96
On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 5, which was -0.40 lower than the previous day. The implied volatity was 35.48, the open interest changed by 9 which increased total open position to 94
On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 5.4, which was 1.35 higher than the previous day. The implied volatity was 32.49, the open interest changed by 7 which increased total open position to 85
On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 4.05, which was -2.90 lower than the previous day. The implied volatity was 30.83, the open interest changed by 13 which increased total open position to 78
On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 6.95, which was 0.20 higher than the previous day. The implied volatity was 32.19, the open interest changed by 4 which increased total open position to 64
On 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 6.75, which was 0.20 higher than the previous day. The implied volatity was 32.51, the open interest changed by -7 which decreased total open position to 61
On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 6.55, which was -3.40 lower than the previous day. The implied volatity was 32.24, the open interest changed by -2 which decreased total open position to 65
On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 9.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 9.95, which was 0.35 higher than the previous day. The implied volatity was 34.00, the open interest changed by -3 which decreased total open position to 67
On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 9.6, which was -7.65 lower than the previous day. The implied volatity was 32.10, the open interest changed by -4 which decreased total open position to 72
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 17.25, which was 0.30 higher than the previous day. The implied volatity was 28.92, the open interest changed by -23 which decreased total open position to 71
On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 16.95, which was -1.50 lower than the previous day. The implied volatity was 28.73, the open interest changed by -5 which decreased total open position to 99
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 18.45, which was -4.30 lower than the previous day. The implied volatity was 30.56, the open interest changed by -9 which decreased total open position to 106
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 22.75, which was -1.05 lower than the previous day. The implied volatity was 31.69, the open interest changed by 48 which increased total open position to 112
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 23.8, which was -6.65 lower than the previous day. The implied volatity was 29.20, the open interest changed by 40 which increased total open position to 63
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 30.45, which was -15.60 lower than the previous day. The implied volatity was 29.86, the open interest changed by 20 which increased total open position to 23
On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 46.05, 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 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 46.05, which was 0.05 higher than the previous day. The implied volatity was 26.14, the open interest changed by 0 which decreased total open position to 2
On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 46, which was -61.55 lower than the previous day. The implied volatity was 26.58, the open interest changed by 1 which increased total open position to 1
On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 107.55, 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 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 107.55, which was -99.05 lower than the previous day. The implied volatity was 26.87, the open interest changed by 1 which increased total open position to 1
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 206.6, which was 0.00 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 206.6, which was 0.00 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 206.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 206.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 206.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 206.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 206.6, which was 0.00 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 206.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 206.6, which was 0.00 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 206.6, which was 0.00 lower than the previous day. The implied volatity was 1.45, 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 206.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
