INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Nov 2024 04:11 PM IST
| INDIGO 28NOV2024 4050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.58
Vega: 2.20
Theta: -4.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4069.80 | 67.5 | 5.95 | 23.89 | 1,711.5 | 37.5 | 337 | |||
| 20 Nov | 4045.90 | 61.55 | 0.00 | 24.33 | 2,397 | -16 | 302.5 | |||
| 19 Nov | 4045.90 | 61.55 | 21.70 | 24.33 | 2,397 | -13 | 302.5 | |||
| 18 Nov | 3976.30 | 39.85 | 10.20 | 25.62 | 1,028.5 | -19.5 | 315.5 | |||
| 14 Nov | 3891.20 | 29.65 | -1.70 | 27.08 | 538 | 25 | 334 | |||
| 13 Nov | 3848.80 | 31.35 | -6.35 | 28.96 | 476.5 | 11 | 312.5 | |||
| 12 Nov | 3912.90 | 37.7 | -40.90 | 25.65 | 691.5 | 56 | 312 | |||
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| 11 Nov | 4011.60 | 78.6 | 1.10 | 25.93 | 535 | 36.5 | 254.5 | |||
| 8 Nov | 4002.95 | 77.5 | -3.00 | 25.40 | 583.5 | 0 | 220 | |||
| 7 Nov | 3995.75 | 80.5 | -46.85 | 24.29 | 624 | 59 | 223.5 | |||
| 6 Nov | 4061.95 | 127.35 | 53.05 | 25.21 | 795 | -3 | 164.5 | |||
| 5 Nov | 3940.85 | 74.3 | -6.65 | 28.40 | 296 | 3.5 | 171 | |||
| 4 Nov | 3963.10 | 80.95 | -51.90 | 27.98 | 492.5 | 30.5 | 167.5 | |||
| 1 Nov | 4069.55 | 132.85 | -5.15 | 24.26 | 23.5 | 2 | 137 | |||
| 31 Oct | 4052.50 | 138 | -12.00 | - | 122 | 24 | 133 | |||
| 30 Oct | 4057.70 | 150 | 6.50 | - | 239 | 6 | 109 | |||
| 29 Oct | 4026.75 | 143.5 | -13.95 | - | 200 | 42 | 102 | |||
| 28 Oct | 4015.45 | 157.45 | -735.60 | - | 262 | 61 | 61 | |||
| 25 Oct | 4366.10 | 893.05 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 4519.85 | 893.05 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 4520.00 | 893.05 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 4524.40 | 893.05 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 4591.00 | 893.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 4663.05 | 893.05 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 4699.85 | 893.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 4665.15 | 893.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 4708.30 | 893.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 4602.95 | 893.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 4485.20 | 893.05 | - | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 4050 expiring on 28NOV2024
Delta for 4050 CE is 0.58
Historical price for 4050 CE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 67.5, which was 5.95 higher than the previous day. The implied volatity was 23.89, the open interest changed by 75 which increased total open position to 674
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 61.55, which was 0.00 lower than the previous day. The implied volatity was 24.33, the open interest changed by -32 which decreased total open position to 605
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 61.55, which was 21.70 higher than the previous day. The implied volatity was 24.33, the open interest changed by -26 which decreased total open position to 605
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 39.85, which was 10.20 higher than the previous day. The implied volatity was 25.62, the open interest changed by -39 which decreased total open position to 631
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 29.65, which was -1.70 lower than the previous day. The implied volatity was 27.08, the open interest changed by 50 which increased total open position to 668
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 31.35, which was -6.35 lower than the previous day. The implied volatity was 28.96, the open interest changed by 22 which increased total open position to 625
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 37.7, which was -40.90 lower than the previous day. The implied volatity was 25.65, the open interest changed by 112 which increased total open position to 624
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 78.6, which was 1.10 higher than the previous day. The implied volatity was 25.93, the open interest changed by 73 which increased total open position to 509
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 77.5, which was -3.00 lower than the previous day. The implied volatity was 25.40, the open interest changed by 0 which decreased total open position to 440
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 80.5, which was -46.85 lower than the previous day. The implied volatity was 24.29, the open interest changed by 118 which increased total open position to 447
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 127.35, which was 53.05 higher than the previous day. The implied volatity was 25.21, the open interest changed by -6 which decreased total open position to 329
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 74.3, which was -6.65 lower than the previous day. The implied volatity was 28.40, the open interest changed by 7 which increased total open position to 342
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 80.95, which was -51.90 lower than the previous day. The implied volatity was 27.98, the open interest changed by 61 which increased total open position to 335
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 132.85, which was -5.15 lower than the previous day. The implied volatity was 24.26, the open interest changed by 4 which increased total open position to 274
On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 138, which was -12.00 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 150, which was 6.50 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 143.5, which was -13.95 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 157.45, which was -735.60 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 893.05, 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 893.05, 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 893.05, 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 893.05, 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 893.05, 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 893.05, 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 893.05, 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 893.05, 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 893.05, 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 893.05, 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 893.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDIGO 28NOV2024 4050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 2.21
Theta: -3.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4069.80 | 48.65 | -20.80 | 27.12 | 835 | 84 | 337 |
| 20 Nov | 4045.90 | 69.45 | 0.00 | 27.44 | 1,400 | 61.5 | 259 |
| 19 Nov | 4045.90 | 69.45 | -47.50 | 27.44 | 1,400 | 67.5 | 259 |
| 18 Nov | 3976.30 | 116.95 | -63.45 | 30.13 | 82 | 19 | 191.5 |
| 14 Nov | 3891.20 | 180.4 | -27.50 | 28.01 | 76.5 | 5.5 | 172.5 |
| 13 Nov | 3848.80 | 207.9 | 31.90 | 31.72 | 138.5 | -51.5 | 167 |
| 12 Nov | 3912.90 | 176 | 64.45 | 30.83 | 291.5 | -32 | 218 |
| 11 Nov | 4011.60 | 111.55 | -7.50 | 28.76 | 197 | -14.5 | 250.5 |
| 8 Nov | 4002.95 | 119.05 | 4.30 | 26.49 | 274.5 | 46.5 | 266 |
| 7 Nov | 3995.75 | 114.75 | 41.85 | 26.25 | 516 | -30.5 | 220 |
| 6 Nov | 4061.95 | 72.9 | -89.40 | 24.23 | 357 | 95 | 251 |
| 5 Nov | 3940.85 | 162.3 | -1.45 | 28.21 | 70 | 1 | 156 |
| 4 Nov | 3963.10 | 163.75 | 48.75 | 30.25 | 219 | 5.5 | 156 |
| 1 Nov | 4069.55 | 115 | 3.15 | 31.63 | 11.5 | 4 | 150 |
| 31 Oct | 4052.50 | 111.85 | -10.75 | - | 209 | 73 | 148 |
| 30 Oct | 4057.70 | 122.6 | -10.35 | - | 137 | 34 | 74 |
| 29 Oct | 4026.75 | 132.95 | -34.35 | - | 58 | 9 | 38 |
| 28 Oct | 4015.45 | 167.3 | 142.50 | - | 82 | 29 | 29 |
| 25 Oct | 4366.10 | 24.8 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 4519.85 | 24.8 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 4520.00 | 24.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 4524.40 | 24.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 4591.00 | 24.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 4663.05 | 24.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 4699.85 | 24.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 4665.15 | 24.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 4708.30 | 24.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 4602.95 | 24.8 | 24.80 | - | 0 | 0 | 0 |
| 7 Oct | 4485.20 | 0 | - | 0 | 0 | 0 | |
For Interglobe Aviation Ltd - strike price 4050 expiring on 28NOV2024
Delta for 4050 PE is -0.42
Historical price for 4050 PE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 48.65, which was -20.80 lower than the previous day. The implied volatity was 27.12, the open interest changed by 168 which increased total open position to 674
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 69.45, which was 0.00 lower than the previous day. The implied volatity was 27.44, the open interest changed by 123 which increased total open position to 518
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 69.45, which was -47.50 lower than the previous day. The implied volatity was 27.44, the open interest changed by 135 which increased total open position to 518
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 116.95, which was -63.45 lower than the previous day. The implied volatity was 30.13, the open interest changed by 38 which increased total open position to 383
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 180.4, which was -27.50 lower than the previous day. The implied volatity was 28.01, the open interest changed by 11 which increased total open position to 345
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 207.9, which was 31.90 higher than the previous day. The implied volatity was 31.72, the open interest changed by -103 which decreased total open position to 334
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 176, which was 64.45 higher than the previous day. The implied volatity was 30.83, the open interest changed by -64 which decreased total open position to 436
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 111.55, which was -7.50 lower than the previous day. The implied volatity was 28.76, the open interest changed by -29 which decreased total open position to 501
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 119.05, which was 4.30 higher than the previous day. The implied volatity was 26.49, the open interest changed by 93 which increased total open position to 532
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 114.75, which was 41.85 higher than the previous day. The implied volatity was 26.25, the open interest changed by -61 which decreased total open position to 440
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 72.9, which was -89.40 lower than the previous day. The implied volatity was 24.23, the open interest changed by 190 which increased total open position to 502
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 162.3, which was -1.45 lower than the previous day. The implied volatity was 28.21, the open interest changed by 2 which increased total open position to 312
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 163.75, which was 48.75 higher than the previous day. The implied volatity was 30.25, the open interest changed by 11 which increased total open position to 312
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 115, which was 3.15 higher than the previous day. The implied volatity was 31.63, the open interest changed by 8 which increased total open position to 300
On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 111.85, which was -10.75 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 122.6, which was -10.35 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 132.95, which was -34.35 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 167.3, which was 142.50 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 24.8, 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 24.8, 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 24.8, 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 24.8, 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 24.8, 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 24.8, 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 24.8, 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 24.8, 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 24.8, 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 24.8, which was 24.80 higher 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
