INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Nov 2024 04:11 PM IST
| INDIGO 28NOV2024 4100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 2.22
Theta: -4.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4069.80 | 42.55 | 0.65 | 23.81 | 3,312 | 211 | 1,294.5 | |||
| 20 Nov | 4045.90 | 41.9 | 0.00 | 25.04 | 7,491 | 82.5 | 1,091 | |||
| 19 Nov | 4045.90 | 41.9 | 16.05 | 25.04 | 7,491 | 90 | 1,091 | |||
| 18 Nov | 3976.30 | 25.85 | 5.00 | 25.85 | 1,341.5 | 59 | 1,004.5 | |||
| 14 Nov | 3891.20 | 20.85 | -1.05 | 27.62 | 700 | 32 | 949 | |||
| 13 Nov | 3848.80 | 21.9 | -4.40 | 29.05 | 961 | -39 | 919 | |||
| 12 Nov | 3912.90 | 26.3 | -30.85 | 26.06 | 1,305.5 | 75 | 1,008 | |||
| 11 Nov | 4011.60 | 57.15 | -0.85 | 25.53 | 1,234 | 141 | 934 | |||
| 8 Nov | 4002.95 | 58 | -4.10 | 25.31 | 1,190 | -31.5 | 804.5 | |||
| 7 Nov | 3995.75 | 62.1 | -36.65 | 24.72 | 1,163.5 | 32 | 838.5 | |||
| 6 Nov | 4061.95 | 98.75 | 41.00 | 24.62 | 1,906 | 45 | 831.5 | |||
| 5 Nov | 3940.85 | 57.75 | -7.30 | 28.39 | 653 | 40 | 787.5 | |||
| 4 Nov | 3963.10 | 65.05 | -44.95 | 28.41 | 1,314 | 169.5 | 748.5 | |||
| 1 Nov | 4069.55 | 110 | -2.45 | 24.98 | 153.5 | 12.5 | 580.5 | |||
| 31 Oct | 4052.50 | 112.45 | -11.60 | - | 1,239 | 114 | 566 | |||
| 30 Oct | 4057.70 | 124.05 | 6.15 | - | 1,680 | 220 | 452 | |||
| 29 Oct | 4026.75 | 117.9 | -17.65 | - | 374 | 65 | 231 | |||
| 28 Oct | 4015.45 | 135.55 | -670.80 | - | 462 | 166 | 166 | |||
| 25 Oct | 4366.10 | 806.35 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 4519.85 | 806.35 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 4520.00 | 806.35 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 4524.40 | 806.35 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 4591.00 | 806.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Oct | 4663.05 | 806.35 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 4699.85 | 806.35 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 4665.15 | 806.35 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 4708.30 | 806.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 4602.95 | 806.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 4485.20 | 806.35 | - | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 4100 expiring on 28NOV2024
Delta for 4100 CE is 0.44
Historical price for 4100 CE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 42.55, which was 0.65 higher than the previous day. The implied volatity was 23.81, the open interest changed by 422 which increased total open position to 2589
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 41.9, which was 0.00 lower than the previous day. The implied volatity was 25.04, the open interest changed by 165 which increased total open position to 2182
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 41.9, which was 16.05 higher than the previous day. The implied volatity was 25.04, the open interest changed by 180 which increased total open position to 2182
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 25.85, which was 5.00 higher than the previous day. The implied volatity was 25.85, the open interest changed by 118 which increased total open position to 2009
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 20.85, which was -1.05 lower than the previous day. The implied volatity was 27.62, the open interest changed by 64 which increased total open position to 1898
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 21.9, which was -4.40 lower than the previous day. The implied volatity was 29.05, the open interest changed by -78 which decreased total open position to 1838
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 26.3, which was -30.85 lower than the previous day. The implied volatity was 26.06, the open interest changed by 150 which increased total open position to 2016
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 57.15, which was -0.85 lower than the previous day. The implied volatity was 25.53, the open interest changed by 282 which increased total open position to 1868
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 58, which was -4.10 lower than the previous day. The implied volatity was 25.31, the open interest changed by -63 which decreased total open position to 1609
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 62.1, which was -36.65 lower than the previous day. The implied volatity was 24.72, the open interest changed by 64 which increased total open position to 1677
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 98.75, which was 41.00 higher than the previous day. The implied volatity was 24.62, the open interest changed by 90 which increased total open position to 1663
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 57.75, which was -7.30 lower than the previous day. The implied volatity was 28.39, the open interest changed by 80 which increased total open position to 1575
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 65.05, which was -44.95 lower than the previous day. The implied volatity was 28.41, the open interest changed by 339 which increased total open position to 1497
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 110, which was -2.45 lower than the previous day. The implied volatity was 24.98, the open interest changed by 25 which increased total open position to 1161
On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 112.45, which was -11.60 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 124.05, which was 6.15 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 117.9, which was -17.65 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 135.55, which was -670.80 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 806.35, 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 806.35, 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 806.35, 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 806.35, 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 806.35, 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 806.35, 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 806.35, 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 806.35, 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 806.35, 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 806.35, 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 806.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDIGO 28NOV2024 4100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.55
Vega: 2.23
Theta: -3.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4069.80 | 73.95 | -24.55 | 27.17 | 659 | 74.5 | 503.5 |
| 20 Nov | 4045.90 | 98.5 | 0.00 | 27.79 | 1,944 | 177 | 431.5 |
| 19 Nov | 4045.90 | 98.5 | -52.50 | 27.79 | 1,944 | 179.5 | 431.5 |
| 18 Nov | 3976.30 | 151 | -70.20 | 30.12 | 148 | -37 | 252.5 |
| 14 Nov | 3891.20 | 221.2 | -28.35 | 28.61 | 59.5 | -11.5 | 290 |
| 13 Nov | 3848.80 | 249.55 | 34.30 | 32.83 | 69 | -16 | 302 |
| 12 Nov | 3912.90 | 215.25 | 73.90 | 31.92 | 154 | -24.5 | 318 |
| 11 Nov | 4011.60 | 141.35 | -8.95 | 28.92 | 112 | -20.5 | 342.5 |
| 8 Nov | 4002.95 | 150.3 | 3.25 | 26.74 | 177 | -9 | 364 |
| 7 Nov | 3995.75 | 147.05 | 51.80 | 27.02 | 252.5 | -2.5 | 374 |
| 6 Nov | 4061.95 | 95.25 | -100.10 | 23.98 | 263.5 | 75.5 | 375 |
| 5 Nov | 3940.85 | 195.35 | -4.30 | 28.16 | 40 | -0.5 | 299.5 |
| 4 Nov | 3963.10 | 199.65 | 55.10 | 31.35 | 169.5 | 10.5 | 299.5 |
| 1 Nov | 4069.55 | 144.55 | 7.55 | 32.84 | 21 | 10 | 289 |
| 31 Oct | 4052.50 | 137 | -4.00 | - | 276 | 80 | 279 |
| 30 Oct | 4057.70 | 141 | -21.05 | - | 248 | 76 | 199 |
| 29 Oct | 4026.75 | 162.05 | -28.35 | - | 110 | 51 | 122 |
| 28 Oct | 4015.45 | 190.4 | 121.90 | - | 190 | 66 | 71 |
| 25 Oct | 4366.10 | 68.5 | -4.25 | - | 9 | 5 | 5 |
| 24 Oct | 4519.85 | 72.75 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 4520.00 | 72.75 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 4524.40 | 72.75 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 4591.00 | 72.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 4663.05 | 72.75 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 4699.85 | 72.75 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 4665.15 | 72.75 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 4708.30 | 72.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 4602.95 | 72.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 4485.20 | 72.75 | - | 0 | 0 | 0 | |
For Interglobe Aviation Ltd - strike price 4100 expiring on 28NOV2024
Delta for 4100 PE is -0.55
Historical price for 4100 PE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 73.95, which was -24.55 lower than the previous day. The implied volatity was 27.17, the open interest changed by 149 which increased total open position to 1007
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 98.5, which was 0.00 lower than the previous day. The implied volatity was 27.79, the open interest changed by 354 which increased total open position to 863
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 98.5, which was -52.50 lower than the previous day. The implied volatity was 27.79, the open interest changed by 359 which increased total open position to 863
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 151, which was -70.20 lower than the previous day. The implied volatity was 30.12, the open interest changed by -74 which decreased total open position to 505
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 221.2, which was -28.35 lower than the previous day. The implied volatity was 28.61, the open interest changed by -23 which decreased total open position to 580
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 249.55, which was 34.30 higher than the previous day. The implied volatity was 32.83, the open interest changed by -32 which decreased total open position to 604
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 215.25, which was 73.90 higher than the previous day. The implied volatity was 31.92, the open interest changed by -49 which decreased total open position to 636
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 141.35, which was -8.95 lower than the previous day. The implied volatity was 28.92, the open interest changed by -41 which decreased total open position to 685
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 150.3, which was 3.25 higher than the previous day. The implied volatity was 26.74, the open interest changed by -18 which decreased total open position to 728
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 147.05, which was 51.80 higher than the previous day. The implied volatity was 27.02, the open interest changed by -5 which decreased total open position to 748
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 95.25, which was -100.10 lower than the previous day. The implied volatity was 23.98, the open interest changed by 151 which increased total open position to 750
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 195.35, which was -4.30 lower than the previous day. The implied volatity was 28.16, the open interest changed by -1 which decreased total open position to 599
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 199.65, which was 55.10 higher than the previous day. The implied volatity was 31.35, the open interest changed by 21 which increased total open position to 599
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 144.55, which was 7.55 higher than the previous day. The implied volatity was 32.84, the open interest changed by 20 which increased total open position to 578
On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 137, 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 141, which was -21.05 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 162.05, which was -28.35 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 190.4, which was 121.90 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 68.5, which was -4.25 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 72.75, 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 72.75, 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 72.75, 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 72.75, 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 72.75, 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 72.75, 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 72.75, 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 72.75, 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 72.75, 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 72.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
