[--[65.84.65.76]--]

INDIGO

Interglobe Aviation Ltd
3945.3 -203.80 (-4.91%)
L: 3895.2 H: 4103.9

Back to Option Chain


Historical option data for INDIGO

23 Mar 2026 04:11 PM IST
INDIGO 30-MAR-2026 4150 CE
Delta: 0.16
Vega: 1.32
Theta: -3.33
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
23 Mar 3945.30 14.9 -83 33.46 7,812 1,457 2,283
20 Mar 4149.10 95.05 -7.75 33.41 1,330 2 825
19 Mar 4154.30 105.1 -124.75 29.75 1,423 231 816
18 Mar 4360.60 229.4 38.5 19.74 321 -60 585
17 Mar 4287.90 187.35 23.1 31.11 447 -17 647
16 Mar 4222.10 163 15.4 33.68 2,656 -115 680
13 Mar 4158.20 150 -65.65 36.87 1,918 470 798
12 Mar 4251.70 225.15 -67.5 39.16 166 30 327
11 Mar 4350.70 290.4 -24.9 40.18 78 -24 299
10 Mar 4380.40 316.2 78.1 39.21 204 -39 323
9 Mar 4236.70 249 -152.55 44.25 2,499 311 360
6 Mar 4404.10 401.55 48.1 - 0 0 49
5 Mar 4512.80 401.55 48.1 32.07 2 -1 49
4 Mar 4392.90 354.4 -352.15 42.72 90 50 50
2 Mar 4520.40 706.55 0 - 0 0 0
27 Feb 4827.20 706.55 0 - 0 0 0
26 Feb 4933.50 706.55 0 - 0 0 0
25 Feb 4947.40 706.55 0 - 0 0 0
24 Feb 4850.30 706.55 0 - 0 0 0
23 Feb 4862.20 706.55 0 - 0 0 0
20 Feb 4854.60 706.55 0 - 0 0 0
19 Feb 4815.10 706.55 0 - 0 0 0
18 Feb 4980.40 706.55 0 - 0 0 0
17 Feb 4977.00 706.55 0 - 0 0 0
16 Feb 4940.80 706.55 0 - 0 0 0
13 Feb 4929.20 706.55 0 - 0 0 0
12 Feb 4982.80 706.55 0 - 0 0 0
11 Feb 5013.80 706.55 0 - 0 0 0
10 Feb 4960.40 706.55 0 - 0 0 0
9 Feb 4964.10 706.55 0 - 0 0 0
6 Feb 4909.40 706.55 0 - 0 0 0
5 Feb 4932.20 706.55 0 - 0 0 0
4 Feb 4960.70 706.55 0 - 0 0 0
3 Feb 4946.20 706.55 0 - 0 0 0
2 Feb 4687.00 706.55 0 - 0 0 0
1 Feb 4589.50 706.55 0 - 0 0 0
30 Jan 4596.50 706.55 0 - 0 0 0
29 Jan 4621.00 0 0 - 0 0 0
28 Jan 4749.00 0 0 0 0 0 0


For Interglobe Aviation Ltd - strike price 4150 expiring on 30MAR2026

Delta for 4150 CE is 0.16

Historical price for 4150 CE is as follows

On 23 Mar INDIGO was trading at 3945.30. The strike last trading price was 14.9, which was -83 lower than the previous day. The implied volatity was 33.46, the open interest changed by 1457 which increased total open position to 2283


On 20 Mar INDIGO was trading at 4149.10. The strike last trading price was 95.05, which was -7.75 lower than the previous day. The implied volatity was 33.41, the open interest changed by 2 which increased total open position to 825


On 19 Mar INDIGO was trading at 4154.30. The strike last trading price was 105.1, which was -124.75 lower than the previous day. The implied volatity was 29.75, the open interest changed by 231 which increased total open position to 816


On 18 Mar INDIGO was trading at 4360.60. The strike last trading price was 229.4, which was 38.5 higher than the previous day. The implied volatity was 19.74, the open interest changed by -60 which decreased total open position to 585


On 17 Mar INDIGO was trading at 4287.90. The strike last trading price was 187.35, which was 23.1 higher than the previous day. The implied volatity was 31.11, the open interest changed by -17 which decreased total open position to 647


On 16 Mar INDIGO was trading at 4222.10. The strike last trading price was 163, which was 15.4 higher than the previous day. The implied volatity was 33.68, the open interest changed by -115 which decreased total open position to 680


On 13 Mar INDIGO was trading at 4158.20. The strike last trading price was 150, which was -65.65 lower than the previous day. The implied volatity was 36.87, the open interest changed by 470 which increased total open position to 798


On 12 Mar INDIGO was trading at 4251.70. The strike last trading price was 225.15, which was -67.5 lower than the previous day. The implied volatity was 39.16, the open interest changed by 30 which increased total open position to 327


On 11 Mar INDIGO was trading at 4350.70. The strike last trading price was 290.4, which was -24.9 lower than the previous day. The implied volatity was 40.18, the open interest changed by -24 which decreased total open position to 299


On 10 Mar INDIGO was trading at 4380.40. The strike last trading price was 316.2, which was 78.1 higher than the previous day. The implied volatity was 39.21, the open interest changed by -39 which decreased total open position to 323


On 9 Mar INDIGO was trading at 4236.70. The strike last trading price was 249, which was -152.55 lower than the previous day. The implied volatity was 44.25, the open interest changed by 311 which increased total open position to 360


On 6 Mar INDIGO was trading at 4404.10. The strike last trading price was 401.55, which was 48.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49


On 5 Mar INDIGO was trading at 4512.80. The strike last trading price was 401.55, which was 48.1 higher than the previous day. The implied volatity was 32.07, the open interest changed by -1 which decreased total open position to 49


On 4 Mar INDIGO was trading at 4392.90. The strike last trading price was 354.4, which was -352.15 lower than the previous day. The implied volatity was 42.72, the open interest changed by 50 which increased total open position to 50


On 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 706.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Feb INDIGO was trading at 4827.20. The strike last trading price was 706.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Feb INDIGO was trading at 4933.50. The strike last trading price was 706.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Feb INDIGO was trading at 4947.40. The strike last trading price was 706.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Feb INDIGO was trading at 4850.30. The strike last trading price was 706.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Feb INDIGO was trading at 4862.20. The strike last trading price was 706.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Feb INDIGO was trading at 4854.60. The strike last trading price was 706.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Feb INDIGO was trading at 4815.10. The strike last trading price was 706.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Feb INDIGO was trading at 4980.40. The strike last trading price was 706.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Feb INDIGO was trading at 4977.00. The strike last trading price was 706.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Feb INDIGO was trading at 4940.80. The strike last trading price was 706.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Feb INDIGO was trading at 4929.20. The strike last trading price was 706.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Feb INDIGO was trading at 4982.80. The strike last trading price was 706.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Feb INDIGO was trading at 5013.80. The strike last trading price was 706.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Feb INDIGO was trading at 4960.40. The strike last trading price was 706.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Feb INDIGO was trading at 4964.10. The strike last trading price was 706.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Feb INDIGO was trading at 4909.40. The strike last trading price was 706.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Feb INDIGO was trading at 4932.20. The strike last trading price was 706.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Feb INDIGO was trading at 4960.70. The strike last trading price was 706.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Feb INDIGO was trading at 4946.20. The strike last trading price was 706.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Feb INDIGO was trading at 4687.00. The strike last trading price was 706.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Feb INDIGO was trading at 4589.50. The strike last trading price was 706.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Jan INDIGO was trading at 4596.50. The strike last trading price was 706.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Jan INDIGO was trading at 4621.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Jan INDIGO was trading at 4749.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


INDIGO 30MAR2026 4150 PE
Delta: -0.81
Vega: 1.48
Theta: -3.07
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
23 Mar 3945.30 213.1 121.55 37.84 1,706 -387 602
20 Mar 4149.10 93.3 -10 35.43 2,562 -7 983
19 Mar 4154.30 98.5 64.6 40.25 4,282 -259 997
18 Mar 4360.60 34.25 -27.15 36.69 2,129 46 1,257
17 Mar 4287.90 63.05 -37.55 39.38 1,776 -50 1,210
16 Mar 4222.10 100.6 -37.2 43.64 6,099 150 1,261
13 Mar 4158.20 135.45 26.95 42.68 6,119 694 1,119
12 Mar 4251.70 106 15.1 44.68 1,170 22 423
11 Mar 4350.70 90.9 20.25 46.82 1,553 -87 416
10 Mar 4380.40 69.4 -65.6 42.1 1,000 55 502
9 Mar 4236.70 130 59.1 46.4 3,381 216 437
6 Mar 4404.10 71.2 23.25 40.8 679 -81 226
5 Mar 4512.80 43.05 -57.6 37.29 1,087 -44 306
4 Mar 4392.90 105.35 45.1 46.91 1,306 124 350
2 Mar 4520.40 62.05 50.8 43.25 849 135 221
27 Feb 4827.20 11.4 5.9 35.07 102 47 86
26 Feb 4933.50 5.5 -5.25 33.21 1 0 39
25 Feb 4947.40 10.75 -11.85 - 54 0 39
24 Feb 4850.30 10.75 -11.85 34.15 54 25 38
23 Feb 4862.20 22.6 -8.15 - 0 0 13
20 Feb 4854.60 22.6 -8.15 - 0 0 13
19 Feb 4815.10 22.6 -8.15 - 0 0 13
18 Feb 4980.40 22.6 -8.15 - 0 0 13
17 Feb 4977.00 22.6 -8.15 - 0 0 13
16 Feb 4940.80 22.6 -8.15 - 0 0 13
13 Feb 4929.20 22.6 -8.15 - 0 0 13
12 Feb 4982.80 22.6 -8.15 - 0 0 13
11 Feb 5013.80 22.6 -8.15 - 0 0 13
10 Feb 4960.40 22.6 -8.15 - 0 0 13
9 Feb 4964.10 22.6 -8.15 - 0 0 13
6 Feb 4909.40 22.6 -8.15 - 0 0 13
5 Feb 4932.20 22.6 -8.15 - 0 0 13
4 Feb 4960.70 22.6 -8.15 35.54 1 0 13
3 Feb 4946.20 30.55 -28.05 - 0 0 13
2 Feb 4687.00 30.55 -28.05 30 12 9 12
1 Feb 4589.50 58.6 14.45 - 0 0 3
30 Jan 4596.50 58.6 14.45 33.33 3 1 1
29 Jan 4621.00 0 0 - 0 0 0
28 Jan 4749.00 0 0 - 0 0 0


For Interglobe Aviation Ltd - strike price 4150 expiring on 30MAR2026

Delta for 4150 PE is -0.81

Historical price for 4150 PE is as follows

On 23 Mar INDIGO was trading at 3945.30. The strike last trading price was 213.1, which was 121.55 higher than the previous day. The implied volatity was 37.84, the open interest changed by -387 which decreased total open position to 602


On 20 Mar INDIGO was trading at 4149.10. The strike last trading price was 93.3, which was -10 lower than the previous day. The implied volatity was 35.43, the open interest changed by -7 which decreased total open position to 983


On 19 Mar INDIGO was trading at 4154.30. The strike last trading price was 98.5, which was 64.6 higher than the previous day. The implied volatity was 40.25, the open interest changed by -259 which decreased total open position to 997


On 18 Mar INDIGO was trading at 4360.60. The strike last trading price was 34.25, which was -27.15 lower than the previous day. The implied volatity was 36.69, the open interest changed by 46 which increased total open position to 1257


On 17 Mar INDIGO was trading at 4287.90. The strike last trading price was 63.05, which was -37.55 lower than the previous day. The implied volatity was 39.38, the open interest changed by -50 which decreased total open position to 1210


On 16 Mar INDIGO was trading at 4222.10. The strike last trading price was 100.6, which was -37.2 lower than the previous day. The implied volatity was 43.64, the open interest changed by 150 which increased total open position to 1261


On 13 Mar INDIGO was trading at 4158.20. The strike last trading price was 135.45, which was 26.95 higher than the previous day. The implied volatity was 42.68, the open interest changed by 694 which increased total open position to 1119


On 12 Mar INDIGO was trading at 4251.70. The strike last trading price was 106, which was 15.1 higher than the previous day. The implied volatity was 44.68, the open interest changed by 22 which increased total open position to 423


On 11 Mar INDIGO was trading at 4350.70. The strike last trading price was 90.9, which was 20.25 higher than the previous day. The implied volatity was 46.82, the open interest changed by -87 which decreased total open position to 416


On 10 Mar INDIGO was trading at 4380.40. The strike last trading price was 69.4, which was -65.6 lower than the previous day. The implied volatity was 42.1, the open interest changed by 55 which increased total open position to 502


On 9 Mar INDIGO was trading at 4236.70. The strike last trading price was 130, which was 59.1 higher than the previous day. The implied volatity was 46.4, the open interest changed by 216 which increased total open position to 437


On 6 Mar INDIGO was trading at 4404.10. The strike last trading price was 71.2, which was 23.25 higher than the previous day. The implied volatity was 40.8, the open interest changed by -81 which decreased total open position to 226


On 5 Mar INDIGO was trading at 4512.80. The strike last trading price was 43.05, which was -57.6 lower than the previous day. The implied volatity was 37.29, the open interest changed by -44 which decreased total open position to 306


On 4 Mar INDIGO was trading at 4392.90. The strike last trading price was 105.35, which was 45.1 higher than the previous day. The implied volatity was 46.91, the open interest changed by 124 which increased total open position to 350


On 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 62.05, which was 50.8 higher than the previous day. The implied volatity was 43.25, the open interest changed by 135 which increased total open position to 221


On 27 Feb INDIGO was trading at 4827.20. The strike last trading price was 11.4, which was 5.9 higher than the previous day. The implied volatity was 35.07, the open interest changed by 47 which increased total open position to 86


On 26 Feb INDIGO was trading at 4933.50. The strike last trading price was 5.5, which was -5.25 lower than the previous day. The implied volatity was 33.21, the open interest changed by 0 which decreased total open position to 39


On 25 Feb INDIGO was trading at 4947.40. The strike last trading price was 10.75, which was -11.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39


On 24 Feb INDIGO was trading at 4850.30. The strike last trading price was 10.75, which was -11.85 lower than the previous day. The implied volatity was 34.15, the open interest changed by 25 which increased total open position to 38


On 23 Feb INDIGO was trading at 4862.20. The strike last trading price was 22.6, which was -8.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 20 Feb INDIGO was trading at 4854.60. The strike last trading price was 22.6, which was -8.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 19 Feb INDIGO was trading at 4815.10. The strike last trading price was 22.6, which was -8.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 18 Feb INDIGO was trading at 4980.40. The strike last trading price was 22.6, which was -8.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 17 Feb INDIGO was trading at 4977.00. The strike last trading price was 22.6, which was -8.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 16 Feb INDIGO was trading at 4940.80. The strike last trading price was 22.6, which was -8.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 13 Feb INDIGO was trading at 4929.20. The strike last trading price was 22.6, which was -8.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 12 Feb INDIGO was trading at 4982.80. The strike last trading price was 22.6, which was -8.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 11 Feb INDIGO was trading at 5013.80. The strike last trading price was 22.6, which was -8.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 10 Feb INDIGO was trading at 4960.40. The strike last trading price was 22.6, which was -8.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 9 Feb INDIGO was trading at 4964.10. The strike last trading price was 22.6, which was -8.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 6 Feb INDIGO was trading at 4909.40. The strike last trading price was 22.6, which was -8.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 5 Feb INDIGO was trading at 4932.20. The strike last trading price was 22.6, which was -8.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 4 Feb INDIGO was trading at 4960.70. The strike last trading price was 22.6, which was -8.15 lower than the previous day. The implied volatity was 35.54, the open interest changed by 0 which decreased total open position to 13


On 3 Feb INDIGO was trading at 4946.20. The strike last trading price was 30.55, which was -28.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 2 Feb INDIGO was trading at 4687.00. The strike last trading price was 30.55, which was -28.05 lower than the previous day. The implied volatity was 30, the open interest changed by 9 which increased total open position to 12


On 1 Feb INDIGO was trading at 4589.50. The strike last trading price was 58.6, which was 14.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 30 Jan INDIGO was trading at 4596.50. The strike last trading price was 58.6, which was 14.45 higher than the previous day. The implied volatity was 33.33, the open interest changed by 1 which increased total open position to 1


On 29 Jan INDIGO was trading at 4621.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Jan INDIGO was trading at 4749.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0