INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
20 Dec 2024 04:11 PM IST
| INDIGO 26DEC2024 4150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 1.87
Theta: -13.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4395.60 | 330 | 98.40 | 82.42 | 1 | 0 | 15 | |||
| 19 Dec | 4434.05 | 231.6 | -127.75 | - | 3 | -1 | 15 | |||
| 18 Dec | 4390.35 | 359.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 4386.80 | 359.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 4406.75 | 359.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 4432.90 | 359.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 4464.35 | 359.35 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 11 Dec | 4465.55 | 359.35 | -7.00 | 32.85 | 1 | 0 | 15 | |||
| 10 Dec | 4477.00 | 366.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 4489.45 | 366.35 | 59.15 | 27.35 | 7 | -1 | 14 | |||
| 6 Dec | 4469.20 | 307.2 | 42.45 | - | 3 | 1 | 15 | |||
| 5 Dec | 4368.55 | 264.75 | 2.75 | 24.86 | 2 | 0 | 14 | |||
| 4 Dec | 4370.85 | 262 | -68.55 | 18.71 | 1 | 0 | 15 | |||
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| 3 Dec | 4405.50 | 330.55 | 24.85 | 33.96 | 5 | 0 | 16 | |||
| 2 Dec | 4409.25 | 305.7 | 105.40 | 25.77 | 10 | 0 | 16 | |||
| 29 Nov | 4378.90 | 200.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 4352.65 | 200.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 4267.90 | 200.3 | 16.85 | 23.58 | 1 | 0 | 16 | |||
| 26 Nov | 4229.60 | 183.45 | -11.55 | 25.42 | 16 | 7 | 16 | |||
| 25 Nov | 4244.50 | 195 | 57.90 | 25.51 | 24 | 6 | 9 | |||
| 22 Nov | 4142.65 | 137.1 | 38.10 | 23.80 | 31 | 10 | 13 | |||
| 21 Nov | 4069.80 | 99 | -2.05 | 23.54 | 2 | 1 | 2 | |||
| 20 Nov | 4045.90 | 101.05 | 0.00 | 26.01 | 1 | 1 | 0 | |||
| 19 Nov | 4045.90 | 101.05 | -106.50 | 26.01 | 1 | 0 | 0 | |||
| 18 Nov | 3976.30 | 207.55 | 0.00 | 2.64 | 0 | 0 | 0 | |||
| 14 Nov | 3891.20 | 207.55 | 0.00 | 4.06 | 0 | 0 | 0 | |||
| 13 Nov | 3848.80 | 207.55 | 0.00 | 4.59 | 0 | 0 | 0 | |||
| 12 Nov | 3912.90 | 207.55 | 0.00 | 3.61 | 0 | 0 | 0 | |||
| 7 Nov | 3995.75 | 207.55 | 0.00 | 1.75 | 0 | 0 | 0 | |||
| 6 Nov | 4061.95 | 207.55 | 0.00 | 0.47 | 0 | 0 | 0 | |||
| 4 Nov | 3963.10 | 207.55 | 2.20 | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 4150 expiring on 26DEC2024
Delta for 4150 CE is 0.73
Historical price for 4150 CE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 330, which was 98.40 higher than the previous day. The implied volatity was 82.42, the open interest changed by 0 which decreased total open position to 15
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 231.6, which was -127.75 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 15
On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 359.35, 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 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 359.35, 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 359.35, 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 359.35, 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 359.35, 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 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 359.35, which was -7.00 lower than the previous day. The implied volatity was 32.85, the open interest changed by 0 which decreased total open position to 15
On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 366.35, 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 366.35, which was 59.15 higher than the previous day. The implied volatity was 27.35, the open interest changed by -1 which decreased total open position to 14
On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 307.2, which was 42.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 15
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 264.75, which was 2.75 higher than the previous day. The implied volatity was 24.86, the open interest changed by 0 which decreased total open position to 14
On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 262, which was -68.55 lower than the previous day. The implied volatity was 18.71, the open interest changed by 0 which decreased total open position to 15
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 330.55, which was 24.85 higher than the previous day. The implied volatity was 33.96, the open interest changed by 0 which decreased total open position to 16
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 305.7, which was 105.40 higher than the previous day. The implied volatity was 25.77, the open interest changed by 0 which decreased total open position to 16
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 200.3, 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 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 200.3, 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 200.3, which was 16.85 higher than the previous day. The implied volatity was 23.58, the open interest changed by 0 which decreased total open position to 16
On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 183.45, which was -11.55 lower than the previous day. The implied volatity was 25.42, the open interest changed by 7 which increased total open position to 16
On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 195, which was 57.90 higher than the previous day. The implied volatity was 25.51, the open interest changed by 6 which increased total open position to 9
On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 137.1, which was 38.10 higher than the previous day. The implied volatity was 23.80, the open interest changed by 10 which increased total open position to 13
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 99, which was -2.05 lower than the previous day. The implied volatity was 23.54, the open interest changed by 1 which increased total open position to 2
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 101.05, which was 0.00 lower than the previous day. The implied volatity was 26.01, the open interest changed by 1 which increased total open position to 0
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 101.05, which was -106.50 lower than the previous day. The implied volatity was 26.01, 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 207.55, which was 0.00 lower than the previous day. The implied volatity was 2.64, 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 207.55, which was 0.00 lower than the previous day. The implied volatity was 4.06, 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 207.55, which was 0.00 lower than the previous day. The implied volatity was 4.59, 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 207.55, which was 0.00 lower than the previous day. The implied volatity was 3.61, 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 207.55, which was 0.00 lower than the previous day. The implied volatity was 1.75, 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 207.55, which was 0.00 lower than the previous day. The implied volatity was 0.47, 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 207.55, which was lower than the previous day. The implied volatity was 2.20, the open interest changed by 0 which decreased total open position to 0
| INDIGO 26DEC2024 4150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.75
Theta: -1.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4395.60 | 5.45 | -0.20 | 31.02 | 471 | 16 | 182 |
| 19 Dec | 4434.05 | 5.65 | -2.10 | 32.36 | 268 | -25 | 166 |
| 18 Dec | 4390.35 | 7.75 | -2.75 | 30.12 | 468 | -34 | 192 |
| 17 Dec | 4386.80 | 10.5 | 3.40 | 29.03 | 596 | -19 | 233 |
| 16 Dec | 4406.75 | 7.1 | -1.15 | 26.83 | 315 | 27 | 253 |
| 13 Dec | 4432.90 | 8.25 | -1.05 | 26.49 | 828 | -7 | 240 |
| 12 Dec | 4464.35 | 9.3 | -0.20 | 28.17 | 405 | 30 | 241 |
| 11 Dec | 4465.55 | 9.5 | -2.20 | 28.50 | 142 | -12 | 206 |
| 10 Dec | 4477.00 | 11.7 | -4.10 | 29.02 | 98 | -1 | 217 |
| 9 Dec | 4489.45 | 15.8 | 1.55 | 31.52 | 192 | 17 | 221 |
| 6 Dec | 4469.20 | 14.25 | -14.45 | 29.36 | 292 | 37 | 204 |
| 5 Dec | 4368.55 | 28.7 | -0.10 | 27.01 | 346 | -17 | 166 |
| 4 Dec | 4370.85 | 28.8 | -0.60 | 27.15 | 408 | -1 | 184 |
| 3 Dec | 4405.50 | 29.4 | -5.60 | 28.78 | 341 | 22 | 186 |
| 2 Dec | 4409.25 | 35 | -1.80 | 29.89 | 441 | 27 | 175 |
| 29 Nov | 4378.90 | 36.8 | -11.35 | 27.49 | 406 | 87 | 148 |
| 28 Nov | 4352.65 | 48.15 | -11.90 | 28.79 | 119 | 40 | 62 |
| 27 Nov | 4267.90 | 60.05 | -24.95 | 25.41 | 12 | 2 | 21 |
| 26 Nov | 4229.60 | 85 | 14.00 | 27.77 | 40 | 7 | 13 |
| 25 Nov | 4244.50 | 71 | -187.95 | 25.31 | 11 | 5 | 5 |
| 22 Nov | 4142.65 | 258.95 | 0.00 | 0.65 | 0 | 0 | 0 |
| 21 Nov | 4069.80 | 258.95 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 4045.90 | 258.95 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 4045.90 | 258.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 3976.30 | 258.95 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 3891.20 | 258.95 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 3848.80 | 258.95 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 3912.90 | 258.95 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 3995.75 | 258.95 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 4061.95 | 258.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 3963.10 | 258.95 | - | 0 | 0 | 0 | |
For Interglobe Aviation Ltd - strike price 4150 expiring on 26DEC2024
Delta for 4150 PE is -0.07
Historical price for 4150 PE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 5.45, which was -0.20 lower than the previous day. The implied volatity was 31.02, the open interest changed by 16 which increased total open position to 182
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 5.65, which was -2.10 lower than the previous day. The implied volatity was 32.36, the open interest changed by -25 which decreased total open position to 166
On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 7.75, which was -2.75 lower than the previous day. The implied volatity was 30.12, the open interest changed by -34 which decreased total open position to 192
On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 10.5, which was 3.40 higher than the previous day. The implied volatity was 29.03, the open interest changed by -19 which decreased total open position to 233
On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 7.1, which was -1.15 lower than the previous day. The implied volatity was 26.83, the open interest changed by 27 which increased total open position to 253
On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 8.25, which was -1.05 lower than the previous day. The implied volatity was 26.49, the open interest changed by -7 which decreased total open position to 240
On 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 9.3, which was -0.20 lower than the previous day. The implied volatity was 28.17, the open interest changed by 30 which increased total open position to 241
On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 9.5, which was -2.20 lower than the previous day. The implied volatity was 28.50, the open interest changed by -12 which decreased total open position to 206
On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 11.7, which was -4.10 lower than the previous day. The implied volatity was 29.02, the open interest changed by -1 which decreased total open position to 217
On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 15.8, which was 1.55 higher than the previous day. The implied volatity was 31.52, the open interest changed by 17 which increased total open position to 221
On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 14.25, which was -14.45 lower than the previous day. The implied volatity was 29.36, the open interest changed by 37 which increased total open position to 204
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 28.7, which was -0.10 lower than the previous day. The implied volatity was 27.01, the open interest changed by -17 which decreased total open position to 166
On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 28.8, which was -0.60 lower than the previous day. The implied volatity was 27.15, the open interest changed by -1 which decreased total open position to 184
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 29.4, which was -5.60 lower than the previous day. The implied volatity was 28.78, the open interest changed by 22 which increased total open position to 186
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 35, which was -1.80 lower than the previous day. The implied volatity was 29.89, the open interest changed by 27 which increased total open position to 175
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 36.8, which was -11.35 lower than the previous day. The implied volatity was 27.49, the open interest changed by 87 which increased total open position to 148
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 48.15, which was -11.90 lower than the previous day. The implied volatity was 28.79, the open interest changed by 40 which increased total open position to 62
On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 60.05, which was -24.95 lower than the previous day. The implied volatity was 25.41, the open interest changed by 2 which increased total open position to 21
On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 85, which was 14.00 higher than the previous day. The implied volatity was 27.77, the open interest changed by 7 which increased total open position to 13
On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 71, which was -187.95 lower than the previous day. The implied volatity was 25.31, the open interest changed by 5 which increased total open position to 5
On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 258.95, which was 0.00 lower than the previous day. The implied volatity was 0.65, 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 258.95, 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 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 258.95, 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 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 258.95, 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 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 258.95, 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 258.95, 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 258.95, 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 258.95, 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 258.95, 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 258.95, 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 258.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
