INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Nov 2024 04:11 PM IST
| INDIGO 28NOV2024 4150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.30
Vega: 1.96
Theta: -3.73
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4069.80 | 25.8 | -1.60 | 24.26 | 589 | -8 | 238 | |||
| 20 Nov | 4045.90 | 27.4 | 0.00 | 25.59 | 1,393.5 | 17.5 | 256.5 | |||
| 19 Nov | 4045.90 | 27.4 | 10.65 | 25.59 | 1,393.5 | 28 | 256.5 | |||
| 18 Nov | 3976.30 | 16.75 | 2.55 | 26.44 | 589.5 | -30.5 | 227 | |||
| 14 Nov | 3891.20 | 14.2 | -1.75 | 27.97 | 342 | 39.5 | 259.5 | |||
| 13 Nov | 3848.80 | 15.95 | -2.05 | 29.73 | 656 | 66.5 | 221.5 | |||
| 12 Nov | 3912.90 | 18 | -23.75 | 26.27 | 462 | 35 | 155 | |||
| 11 Nov | 4011.60 | 41.75 | 0.25 | 25.73 | 278.5 | 11.5 | 120 | |||
| 8 Nov | 4002.95 | 41.5 | -4.45 | 24.97 | 225.5 | 0 | 108.5 | |||
| 7 Nov | 3995.75 | 45.95 | -29.60 | 24.74 | 306 | 35.5 | 108 | |||
| 6 Nov | 4061.95 | 75.55 | 31.00 | 24.41 | 310 | -4 | 76.5 | |||
| 5 Nov | 3940.85 | 44.55 | -6.30 | 28.49 | 356 | 9 | 81 | |||
| 4 Nov | 3963.10 | 50.85 | -38.35 | 28.52 | 223.5 | 6.5 | 71.5 | |||
| 1 Nov | 4069.55 | 89.2 | 0.60 | 25.34 | 13.5 | 4 | 65 | |||
| 31 Oct | 4052.50 | 88.6 | -11.45 | - | 58 | 15 | 60 | |||
| 30 Oct | 4057.70 | 100.05 | 4.05 | - | 100 | 22 | 44 | |||
| 29 Oct | 4026.75 | 96 | -16.05 | - | 46 | 12 | 21 | |||
| 28 Oct | 4015.45 | 112.05 | -693.40 | - | 19 | 10 | 10 | |||
| 25 Oct | 4366.10 | 805.45 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 4519.85 | 805.45 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 4520.00 | 805.45 | 0.00 | - | 0 | 0 | 0 | |||
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| 22 Oct | 4524.40 | 805.45 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 4591.00 | 805.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 4663.05 | 805.45 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 4699.85 | 805.45 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 4665.15 | 805.45 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 4708.30 | 805.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 4602.95 | 805.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 4485.20 | 805.45 | - | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 4150 expiring on 28NOV2024
Delta for 4150 CE is 0.30
Historical price for 4150 CE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 25.8, which was -1.60 lower than the previous day. The implied volatity was 24.26, the open interest changed by -16 which decreased total open position to 476
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 27.4, which was 0.00 lower than the previous day. The implied volatity was 25.59, the open interest changed by 35 which increased total open position to 513
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 27.4, which was 10.65 higher than the previous day. The implied volatity was 25.59, the open interest changed by 56 which increased total open position to 513
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 16.75, which was 2.55 higher than the previous day. The implied volatity was 26.44, the open interest changed by -61 which decreased total open position to 454
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 14.2, which was -1.75 lower than the previous day. The implied volatity was 27.97, the open interest changed by 79 which increased total open position to 519
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 15.95, which was -2.05 lower than the previous day. The implied volatity was 29.73, the open interest changed by 133 which increased total open position to 443
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 18, which was -23.75 lower than the previous day. The implied volatity was 26.27, the open interest changed by 70 which increased total open position to 310
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 41.75, which was 0.25 higher than the previous day. The implied volatity was 25.73, the open interest changed by 23 which increased total open position to 240
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 41.5, which was -4.45 lower than the previous day. The implied volatity was 24.97, the open interest changed by 0 which decreased total open position to 217
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 45.95, which was -29.60 lower than the previous day. The implied volatity was 24.74, the open interest changed by 71 which increased total open position to 216
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 75.55, which was 31.00 higher than the previous day. The implied volatity was 24.41, the open interest changed by -8 which decreased total open position to 153
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 44.55, which was -6.30 lower than the previous day. The implied volatity was 28.49, the open interest changed by 18 which increased total open position to 162
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 50.85, which was -38.35 lower than the previous day. The implied volatity was 28.52, the open interest changed by 13 which increased total open position to 143
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 89.2, which was 0.60 higher than the previous day. The implied volatity was 25.34, the open interest changed by 8 which increased total open position to 130
On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 88.6, which was -11.45 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 100.05, which was 4.05 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 96, which was -16.05 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 112.05, which was -693.40 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 805.45, 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 805.45, 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 805.45, 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 805.45, 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 805.45, 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 805.45, 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 805.45, 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 805.45, 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 805.45, 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 805.45, 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 805.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDIGO 28NOV2024 4150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.67
Vega: 2.05
Theta: -3.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4069.80 | 108.55 | -28.30 | 28.69 | 248 | 69 | 210.5 |
| 20 Nov | 4045.90 | 136.85 | 0.00 | 30.01 | 356 | 98 | 145.5 |
| 19 Nov | 4045.90 | 136.85 | -57.40 | 30.01 | 356 | 102 | 145.5 |
| 18 Nov | 3976.30 | 194.25 | -70.40 | 32.73 | 17 | 8.5 | 43.5 |
| 14 Nov | 3891.20 | 264.65 | -35.50 | 29.35 | 44 | 8 | 35 |
| 13 Nov | 3848.80 | 300.15 | 47.30 | 37.33 | 4 | -0.5 | 27.5 |
| 12 Nov | 3912.90 | 252.85 | 76.70 | 31.39 | 25 | -7.5 | 28 |
| 11 Nov | 4011.60 | 176.15 | -0.95 | 29.52 | 24 | 3 | 36.5 |
| 8 Nov | 4002.95 | 177.1 | -5.20 | 24.54 | 9.5 | 0.5 | 32 |
| 7 Nov | 3995.75 | 182.3 | 60.85 | 27.69 | 32.5 | -1.5 | 32.5 |
| 6 Nov | 4061.95 | 121.45 | -108.80 | 23.68 | 58.5 | 11.5 | 33.5 |
| 5 Nov | 3940.85 | 230.25 | 0.00 | 0.00 | 0 | -1 | 0 |
| 4 Nov | 3963.10 | 230.25 | 73.65 | 30.30 | 27.5 | 0 | 23 |
| 1 Nov | 4069.55 | 156.6 | 0.00 | 0.00 | 0 | 18 | 0 |
| 31 Oct | 4052.50 | 156.6 | -3.55 | - | 41 | 17 | 22 |
| 30 Oct | 4057.70 | 160.15 | 124.20 | - | 17 | 6 | 6 |
| 29 Oct | 4026.75 | 35.95 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 4015.45 | 35.95 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 4366.10 | 35.95 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 4519.85 | 35.95 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 4520.00 | 35.95 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 4524.40 | 35.95 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 4591.00 | 35.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 4663.05 | 35.95 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 4699.85 | 35.95 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 4665.15 | 35.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 4708.30 | 35.95 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 4602.95 | 35.95 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 4485.20 | 35.95 | - | 0 | 0 | 0 | |
For Interglobe Aviation Ltd - strike price 4150 expiring on 28NOV2024
Delta for 4150 PE is -0.67
Historical price for 4150 PE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 108.55, which was -28.30 lower than the previous day. The implied volatity was 28.69, the open interest changed by 138 which increased total open position to 421
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 136.85, which was 0.00 lower than the previous day. The implied volatity was 30.01, the open interest changed by 196 which increased total open position to 291
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 136.85, which was -57.40 lower than the previous day. The implied volatity was 30.01, the open interest changed by 204 which increased total open position to 291
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 194.25, which was -70.40 lower than the previous day. The implied volatity was 32.73, the open interest changed by 17 which increased total open position to 87
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 264.65, which was -35.50 lower than the previous day. The implied volatity was 29.35, the open interest changed by 16 which increased total open position to 70
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 300.15, which was 47.30 higher than the previous day. The implied volatity was 37.33, the open interest changed by -1 which decreased total open position to 55
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 252.85, which was 76.70 higher than the previous day. The implied volatity was 31.39, the open interest changed by -15 which decreased total open position to 56
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 176.15, which was -0.95 lower than the previous day. The implied volatity was 29.52, the open interest changed by 6 which increased total open position to 73
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 177.1, which was -5.20 lower than the previous day. The implied volatity was 24.54, the open interest changed by 1 which increased total open position to 64
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 182.3, which was 60.85 higher than the previous day. The implied volatity was 27.69, the open interest changed by -3 which decreased total open position to 65
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 121.45, which was -108.80 lower than the previous day. The implied volatity was 23.68, the open interest changed by 23 which increased total open position to 67
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 230.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 230.25, which was 73.65 higher than the previous day. The implied volatity was 30.30, the open interest changed by 0 which decreased total open position to 46
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 156.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 36 which increased total open position to 0
On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 156.6, which was -3.55 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 160.15, which was 124.20 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 35.95, 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 35.95, 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 35.95, 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 35.95, 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 35.95, 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 35.95, 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 35.95, 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 35.95, 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 35.95, 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 35.95, 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 35.95, 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 35.95, 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 35.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
