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

4395.6 -38.45 (-0.87%)

Back to Option Chain


Historical option data for INDIGO

20 Dec 2024 04:11 PM IST
INDIGO 26DEC2024 4100 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 4395.60 291.3 -52.70 - 8 -7 162
19 Dec 4434.05 344 40.25 38.03 15 -4 170
18 Dec 4390.35 303.75 -28.50 - 5 -2 174
17 Dec 4386.80 332.25 4.30 55.45 5 1 174
16 Dec 4406.75 327.95 -30.05 37.07 3 0 174
13 Dec 4432.90 358 -27.00 33.97 49 -8 208
12 Dec 4464.35 385 -6.00 32.86 58 -29 217
11 Dec 4465.55 391 -4.00 - 47 -45 248
10 Dec 4477.00 395 -15.00 24.99 4 -1 295
9 Dec 4489.45 410 14.50 24.29 3 -1 296
6 Dec 4469.20 395.5 87.65 - 39 10 298
5 Dec 4368.55 307.85 -12.15 25.32 28 9 288
4 Dec 4370.85 320 -21.45 25.81 8 1 279
3 Dec 4405.50 341.45 -5.45 20.60 1 0 278
2 Dec 4409.25 346.9 16.15 25.16 41 9 277
29 Nov 4378.90 330.75 24.30 25.03 237 7 267
28 Nov 4352.65 306.45 61.75 23.19 59 -2 260
27 Nov 4267.90 244.7 37.10 25.89 85 4 261
26 Nov 4229.60 207.6 -19.40 23.35 64 -5 257
25 Nov 4244.50 227 71.90 25.22 339 101 261
22 Nov 4142.65 155.1 29.60 21.74 1,045 130 290
21 Nov 4069.80 125.5 8.95 24.26 278 42 162
20 Nov 4045.90 116.55 0.00 24.44 194 74 119
19 Nov 4045.90 116.55 9.55 24.44 194 73 119
18 Nov 3976.30 107 29.00 28.14 27 20 45
14 Nov 3891.20 78 1.95 27.31 19 6 25
13 Nov 3848.80 76.05 -15.95 28.06 12 2 20
12 Nov 3912.90 92 -43.45 27.75 16 4 18
11 Nov 4011.60 135.45 4.65 27.55 12 7 10
8 Nov 4002.95 130.8 -9.20 27.06 1 0 2
7 Nov 3995.75 140 -31.85 26.99 1 0 2
6 Nov 4061.95 171.85 -24.65 26.49 1 0 1
4 Nov 3963.10 196.5 -697.20 39.87 1 0 0
31 Oct 4052.50 893.7 0.00 - 0 0 0
29 Oct 4026.75 893.7 0.00 - 0 0 0
28 Oct 4015.45 893.7 893.70 - 0 0 0
25 Oct 4366.10 0 0.00 - 0 0 0
23 Oct 4520.00 0 0.00 - 0 0 0
22 Oct 4524.40 0 0.00 - 0 0 0
21 Oct 4591.00 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
8 Oct 4602.95 0 - 0 0 0


For Interglobe Aviation Ltd - strike price 4100 expiring on 26DEC2024

Delta for 4100 CE is -

Historical price for 4100 CE is as follows

On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 291.3, which was -52.70 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 162


On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 344, which was 40.25 higher than the previous day. The implied volatity was 38.03, the open interest changed by -4 which decreased total open position to 170


On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 303.75, which was -28.50 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 174


On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 332.25, which was 4.30 higher than the previous day. The implied volatity was 55.45, the open interest changed by 1 which increased total open position to 174


On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 327.95, which was -30.05 lower than the previous day. The implied volatity was 37.07, the open interest changed by 0 which decreased total open position to 174


On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 358, which was -27.00 lower than the previous day. The implied volatity was 33.97, the open interest changed by -8 which decreased total open position to 208


On 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 385, which was -6.00 lower than the previous day. The implied volatity was 32.86, the open interest changed by -29 which decreased total open position to 217


On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 391, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by -45 which decreased total open position to 248


On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 395, which was -15.00 lower than the previous day. The implied volatity was 24.99, the open interest changed by -1 which decreased total open position to 295


On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 410, which was 14.50 higher than the previous day. The implied volatity was 24.29, the open interest changed by -1 which decreased total open position to 296


On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 395.5, which was 87.65 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 298


On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 307.85, which was -12.15 lower than the previous day. The implied volatity was 25.32, the open interest changed by 9 which increased total open position to 288


On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 320, which was -21.45 lower than the previous day. The implied volatity was 25.81, the open interest changed by 1 which increased total open position to 279


On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 341.45, which was -5.45 lower than the previous day. The implied volatity was 20.60, the open interest changed by 0 which decreased total open position to 278


On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 346.9, which was 16.15 higher than the previous day. The implied volatity was 25.16, the open interest changed by 9 which increased total open position to 277


On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 330.75, which was 24.30 higher than the previous day. The implied volatity was 25.03, the open interest changed by 7 which increased total open position to 267


On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 306.45, which was 61.75 higher than the previous day. The implied volatity was 23.19, the open interest changed by -2 which decreased total open position to 260


On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 244.7, which was 37.10 higher than the previous day. The implied volatity was 25.89, the open interest changed by 4 which increased total open position to 261


On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 207.6, which was -19.40 lower than the previous day. The implied volatity was 23.35, the open interest changed by -5 which decreased total open position to 257


On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 227, which was 71.90 higher than the previous day. The implied volatity was 25.22, the open interest changed by 101 which increased total open position to 261


On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 155.1, which was 29.60 higher than the previous day. The implied volatity was 21.74, the open interest changed by 130 which increased total open position to 290


On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 125.5, which was 8.95 higher than the previous day. The implied volatity was 24.26, the open interest changed by 42 which increased total open position to 162


On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 116.55, which was 0.00 lower than the previous day. The implied volatity was 24.44, the open interest changed by 74 which increased total open position to 119


On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 116.55, which was 9.55 higher than the previous day. The implied volatity was 24.44, the open interest changed by 73 which increased total open position to 119


On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 107, which was 29.00 higher than the previous day. The implied volatity was 28.14, the open interest changed by 20 which increased total open position to 45


On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 78, which was 1.95 higher than the previous day. The implied volatity was 27.31, the open interest changed by 6 which increased total open position to 25


On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 76.05, which was -15.95 lower than the previous day. The implied volatity was 28.06, the open interest changed by 2 which increased total open position to 20


On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 92, which was -43.45 lower than the previous day. The implied volatity was 27.75, the open interest changed by 4 which increased total open position to 18


On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 135.45, which was 4.65 higher than the previous day. The implied volatity was 27.55, the open interest changed by 7 which increased total open position to 10


On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 130.8, which was -9.20 lower than the previous day. The implied volatity was 27.06, the open interest changed by 0 which decreased total open position to 2


On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 140, which was -31.85 lower than the previous day. The implied volatity was 26.99, the open interest changed by 0 which decreased total open position to 2


On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 171.85, which was -24.65 lower than the previous day. The implied volatity was 26.49, 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 196.5, which was -697.20 lower than the previous day. The implied volatity was 39.87, 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 893.7, 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 893.7, 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 893.7, which was 893.70 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 23 Oct INDIGO was trading at 4520.00. 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 22 Oct INDIGO was trading at 4524.40. 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 21 Oct INDIGO was trading at 4591.00. 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 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 8 Oct INDIGO was trading at 4602.95. 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 4100 PE
Delta: -0.05
Vega: 0.60
Theta: -1.65
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 4395.60 4.3 -0.50 34.17 677 -6 455
19 Dec 4434.05 4.8 -1.15 35.61 335 -79 461
18 Dec 4390.35 5.95 -2.00 32.54 779 -75 551
17 Dec 4386.80 7.95 2.65 31.22 335 -9 630
16 Dec 4406.75 5.3 -1.15 28.81 359 -38 639
13 Dec 4432.90 6.45 -1.50 28.33 764 -68 679
12 Dec 4464.35 7.95 -0.20 30.41 630 -45 748
11 Dec 4465.55 8.15 -1.30 30.64 275 52 793
10 Dec 4477.00 9.45 -2.65 30.63 647 244 742
9 Dec 4489.45 12.1 0.10 32.48 383 -30 500
6 Dec 4469.20 12 -9.65 30.95 809 111 507
5 Dec 4368.55 21.65 -0.35 27.70 696 -46 398
4 Dec 4370.85 22 -1.20 27.88 606 -22 444
3 Dec 4405.50 23.2 -4.45 29.62 774 71 463
2 Dec 4409.25 27.65 -1.05 30.56 657 43 394
29 Nov 4378.90 28.7 -9.05 28.02 777 47 355
28 Nov 4352.65 37.75 -11.75 29.11 897 -45 308
27 Nov 4267.90 49.5 -17.85 26.48 411 104 347
26 Nov 4229.60 67.35 7.30 27.79 281 48 245
25 Nov 4244.50 60.05 -29.90 26.60 300 177 196
22 Nov 4142.65 89.95 -39.50 25.46 216 115 134
21 Nov 4069.80 129.45 -20.55 26.51 23 14 19
20 Nov 4045.90 150 0.00 27.32 25 5 5
19 Nov 4045.90 150 97.80 27.32 25 5 5
18 Nov 3976.30 52.2 0.00 - 0 0 0
14 Nov 3891.20 52.2 0.00 - 0 0 0
13 Nov 3848.80 52.2 0.00 - 0 0 0
12 Nov 3912.90 52.2 0.00 - 0 0 0
11 Nov 4011.60 52.2 0.00 - 0 0 0
8 Nov 4002.95 52.2 0.00 - 0 0 0
7 Nov 3995.75 52.2 0.00 - 0 0 0
6 Nov 4061.95 52.2 0.00 0.38 0 0 0
4 Nov 3963.10 52.2 0.00 - 0 0 0
31 Oct 4052.50 52.2 0.00 - 0 0 0
29 Oct 4026.75 52.2 0.00 - 0 0 0
28 Oct 4015.45 52.2 0.00 - 0 0 0
25 Oct 4366.10 52.2 52.20 - 0 0 0
23 Oct 4520.00 0 0.00 - 0 0 0
22 Oct 4524.40 0 0.00 - 0 0 0
21 Oct 4591.00 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
8 Oct 4602.95 0 - 0 0 0


For Interglobe Aviation Ltd - strike price 4100 expiring on 26DEC2024

Delta for 4100 PE is -0.05

Historical price for 4100 PE is as follows

On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 4.3, which was -0.50 lower than the previous day. The implied volatity was 34.17, the open interest changed by -6 which decreased total open position to 455


On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 4.8, which was -1.15 lower than the previous day. The implied volatity was 35.61, the open interest changed by -79 which decreased total open position to 461


On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 5.95, which was -2.00 lower than the previous day. The implied volatity was 32.54, the open interest changed by -75 which decreased total open position to 551


On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 7.95, which was 2.65 higher than the previous day. The implied volatity was 31.22, the open interest changed by -9 which decreased total open position to 630


On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 5.3, which was -1.15 lower than the previous day. The implied volatity was 28.81, the open interest changed by -38 which decreased total open position to 639


On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 6.45, which was -1.50 lower than the previous day. The implied volatity was 28.33, the open interest changed by -68 which decreased total open position to 679


On 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 7.95, which was -0.20 lower than the previous day. The implied volatity was 30.41, the open interest changed by -45 which decreased total open position to 748


On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 8.15, which was -1.30 lower than the previous day. The implied volatity was 30.64, the open interest changed by 52 which increased total open position to 793


On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 9.45, which was -2.65 lower than the previous day. The implied volatity was 30.63, the open interest changed by 244 which increased total open position to 742


On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 12.1, which was 0.10 higher than the previous day. The implied volatity was 32.48, the open interest changed by -30 which decreased total open position to 500


On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 12, which was -9.65 lower than the previous day. The implied volatity was 30.95, the open interest changed by 111 which increased total open position to 507


On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 21.65, which was -0.35 lower than the previous day. The implied volatity was 27.70, the open interest changed by -46 which decreased total open position to 398


On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 22, which was -1.20 lower than the previous day. The implied volatity was 27.88, the open interest changed by -22 which decreased total open position to 444


On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 23.2, which was -4.45 lower than the previous day. The implied volatity was 29.62, the open interest changed by 71 which increased total open position to 463


On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 27.65, which was -1.05 lower than the previous day. The implied volatity was 30.56, the open interest changed by 43 which increased total open position to 394


On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 28.7, which was -9.05 lower than the previous day. The implied volatity was 28.02, the open interest changed by 47 which increased total open position to 355


On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 37.75, which was -11.75 lower than the previous day. The implied volatity was 29.11, the open interest changed by -45 which decreased total open position to 308


On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 49.5, which was -17.85 lower than the previous day. The implied volatity was 26.48, the open interest changed by 104 which increased total open position to 347


On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 67.35, which was 7.30 higher than the previous day. The implied volatity was 27.79, the open interest changed by 48 which increased total open position to 245


On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 60.05, which was -29.90 lower than the previous day. The implied volatity was 26.60, the open interest changed by 177 which increased total open position to 196


On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 89.95, which was -39.50 lower than the previous day. The implied volatity was 25.46, the open interest changed by 115 which increased total open position to 134


On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 129.45, which was -20.55 lower than the previous day. The implied volatity was 26.51, the open interest changed by 14 which increased total open position to 19


On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 150, which was 0.00 lower than the previous day. The implied volatity was 27.32, the open interest changed by 5 which increased total open position to 5


On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 150, which was 97.80 higher than the previous day. The implied volatity was 27.32, the open interest changed by 5 which increased total open position to 5


On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 52.2, 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 52.2, 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 52.2, 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 52.2, 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 52.2, 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 52.2, 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 52.2, 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 52.2, which was 0.00 lower than the previous day. The implied volatity was 0.38, 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 52.2, 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 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 52.2, 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 52.2, 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 52.2, 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 52.2, which was 52.20 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 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 22 Oct INDIGO was trading at 4524.40. 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 21 Oct INDIGO was trading at 4591.00. 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 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 8 Oct INDIGO was trading at 4602.95. 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