INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Nov 2024 04:11 PM IST
| INDIGO 28NOV2024 4200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.20
Vega: 1.57
Theta: -3.05
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4069.80 | 15.5 | -3.10 | 25.14 | 1,073.5 | 23.5 | 978.5 | |||
| 20 Nov | 4045.90 | 18.6 | 0.00 | 26.83 | 3,482.5 | 111.5 | 959.5 | |||
| 19 Nov | 4045.90 | 18.6 | 7.55 | 26.83 | 3,482.5 | 116 | 959.5 | |||
| 18 Nov | 3976.30 | 11.05 | 0.60 | 27.33 | 1,174.5 | 49.5 | 842 | |||
| 14 Nov | 3891.20 | 10.45 | -1.35 | 29.03 | 606.5 | 14.5 | 788.5 | |||
| 13 Nov | 3848.80 | 11.8 | -1.40 | 30.55 | 1,267 | -95 | 778.5 | |||
| 12 Nov | 3912.90 | 13.2 | -16.60 | 27.17 | 1,376.5 | 70 | 887 | |||
| 11 Nov | 4011.60 | 29.8 | -0.60 | 25.90 | 732.5 | 20.5 | 819 | |||
| 8 Nov | 4002.95 | 30.4 | -3.65 | 25.26 | 794 | 42.5 | 799 | |||
| 7 Nov | 3995.75 | 34.05 | -23.95 | 25.03 | 752 | 71 | 757.5 | |||
| 6 Nov | 4061.95 | 58 | 23.25 | 24.65 | 1,451.5 | -114.5 | 686.5 | |||
| 5 Nov | 3940.85 | 34.75 | -4.80 | 28.88 | 665 | 17.5 | 801 | |||
| 4 Nov | 3963.10 | 39.55 | -28.35 | 28.73 | 1,764 | -155.5 | 782 | |||
| 1 Nov | 4069.55 | 67.9 | -4.90 | 24.79 | 233 | 79 | 937 | |||
| 31 Oct | 4052.50 | 72.8 | -8.95 | - | 908 | 7 | 857 | |||
| 30 Oct | 4057.70 | 81.75 | 4.75 | - | 1,462 | 224 | 851 | |||
| 29 Oct | 4026.75 | 77 | -19.05 | - | 850 | 144 | 627 | |||
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| 28 Oct | 4015.45 | 96.05 | -701.95 | - | 2,628 | 479 | 479 | |||
| 25 Oct | 4366.10 | 798 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 4519.85 | 798 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 4520.00 | 798 | 0.00 | - | 0 | 0 | 1 | |||
| 22 Oct | 4524.40 | 798 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 4591.00 | 798 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 4663.05 | 798 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 4624.00 | 798 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 4699.85 | 798 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 4756.45 | 798 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 4665.15 | 798 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 4708.30 | 798 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 4602.95 | 798 | 0.00 | - | 0 | 0 | 1 | |||
| 7 Oct | 4485.20 | 798 | 0.00 | - | 0 | 0 | 1 | |||
| 4 Oct | 4609.35 | 798 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 4787.45 | 798 | 798.00 | - | 1 | 0 | 1 | |||
| 19 Sept | 4873.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 4900.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 4831.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 4808.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 4783.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 4793.05 | 0 | - | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 4200 expiring on 28NOV2024
Delta for 4200 CE is 0.20
Historical price for 4200 CE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 15.5, which was -3.10 lower than the previous day. The implied volatity was 25.14, the open interest changed by 47 which increased total open position to 1957
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 18.6, which was 0.00 lower than the previous day. The implied volatity was 26.83, the open interest changed by 223 which increased total open position to 1919
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 18.6, which was 7.55 higher than the previous day. The implied volatity was 26.83, the open interest changed by 232 which increased total open position to 1919
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 11.05, which was 0.60 higher than the previous day. The implied volatity was 27.33, the open interest changed by 99 which increased total open position to 1684
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 10.45, which was -1.35 lower than the previous day. The implied volatity was 29.03, the open interest changed by 29 which increased total open position to 1577
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 11.8, which was -1.40 lower than the previous day. The implied volatity was 30.55, the open interest changed by -190 which decreased total open position to 1557
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 13.2, which was -16.60 lower than the previous day. The implied volatity was 27.17, the open interest changed by 140 which increased total open position to 1774
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 29.8, which was -0.60 lower than the previous day. The implied volatity was 25.90, the open interest changed by 41 which increased total open position to 1638
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 30.4, which was -3.65 lower than the previous day. The implied volatity was 25.26, the open interest changed by 85 which increased total open position to 1598
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 34.05, which was -23.95 lower than the previous day. The implied volatity was 25.03, the open interest changed by 142 which increased total open position to 1515
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 58, which was 23.25 higher than the previous day. The implied volatity was 24.65, the open interest changed by -229 which decreased total open position to 1373
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 34.75, which was -4.80 lower than the previous day. The implied volatity was 28.88, the open interest changed by 35 which increased total open position to 1602
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 39.55, which was -28.35 lower than the previous day. The implied volatity was 28.73, the open interest changed by -311 which decreased total open position to 1564
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 67.9, which was -4.90 lower than the previous day. The implied volatity was 24.79, the open interest changed by 158 which increased total open position to 1874
On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 72.8, which was -8.95 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 81.75, which was 4.75 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 77, which was -19.05 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 96.05, which was -701.95 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 798, 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 798, 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 798, 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 798, 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 798, 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 798, 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 798, 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 798, 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 798, 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 798, 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 798, 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 798, 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 798, 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 4 Oct INDIGO was trading at 4609.35. The strike last trading price was 798, 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 30 Sept INDIGO was trading at 4787.45. The strike last trading price was 798, which was 798.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept INDIGO was trading at 4873.55. 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 11 Sept INDIGO was trading at 4900.40. 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 10 Sept INDIGO was trading at 4831.85. 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 9 Sept INDIGO was trading at 4808.50. 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 6 Sept INDIGO was trading at 4783.70. 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 2 Sept INDIGO was trading at 4793.05. 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 28NOV2024 4200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.75
Vega: 1.78
Theta: -3.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4069.80 | 148.65 | -29.35 | 30.71 | 83.5 | -13.5 | 142 |
| 20 Nov | 4045.90 | 178 | 0.00 | 31.99 | 226 | 4 | 157.5 |
| 19 Nov | 4045.90 | 178 | -24.45 | 31.99 | 226 | 6 | 157.5 |
| 18 Nov | 3976.30 | 202.45 | -102.00 | - | 16.5 | -3.5 | 151.5 |
| 14 Nov | 3891.20 | 304.45 | -43.55 | 25.82 | 53 | -10.5 | 156 |
| 13 Nov | 3848.80 | 348 | 48.00 | 40.34 | 7 | -3.5 | 168 |
| 12 Nov | 3912.90 | 300 | 85.80 | 34.11 | 31 | -8 | 175 |
| 11 Nov | 4011.60 | 214.2 | -14.80 | 30.21 | 5 | -1 | 182 |
| 8 Nov | 4002.95 | 229 | 9.10 | 29.30 | 15 | -0.5 | 183.5 |
| 7 Nov | 3995.75 | 219.9 | 55.90 | 28.22 | 14 | 0.5 | 183.5 |
| 6 Nov | 4061.95 | 164 | -111.35 | 26.66 | 62 | -0.5 | 183 |
| 5 Nov | 3940.85 | 275.35 | 7.65 | 29.84 | 19 | -3 | 184.5 |
| 4 Nov | 3963.10 | 267.7 | 69.20 | 30.40 | 91 | -7.5 | 187 |
| 1 Nov | 4069.55 | 198.5 | 3.50 | 32.20 | 12.5 | 4.5 | 194.5 |
| 31 Oct | 4052.50 | 195 | -2.00 | - | 111 | 11 | 189 |
| 30 Oct | 4057.70 | 197 | -18.30 | - | 186 | 36 | 179 |
| 29 Oct | 4026.75 | 215.3 | -32.55 | - | 49 | 7 | 143 |
| 28 Oct | 4015.45 | 247.85 | 149.35 | - | 441 | 79 | 136 |
| 25 Oct | 4366.10 | 98.5 | 50.50 | - | 168 | 21 | 57 |
| 24 Oct | 4519.85 | 48 | -0.85 | - | 18 | 4 | 35 |
| 23 Oct | 4520.00 | 48.85 | -1.15 | - | 17 | 3 | 31 |
| 22 Oct | 4524.40 | 50 | 10.10 | - | 12 | 0 | 27 |
| 21 Oct | 4591.00 | 39.9 | 8.90 | - | 6 | 1 | 27 |
| 18 Oct | 4663.05 | 31 | 7.50 | - | 3 | 0 | 26 |
| 17 Oct | 4624.00 | 23.5 | 2.50 | - | 9 | 0 | 29 |
| 16 Oct | 4699.85 | 21 | -1.00 | - | 6 | 0 | 28 |
| 15 Oct | 4756.45 | 22 | 4.00 | - | 7 | 4 | 27 |
| 10 Oct | 4665.15 | 18 | -7.00 | - | 1 | 0 | 22 |
| 9 Oct | 4708.30 | 25 | -16.00 | - | 10 | 7 | 19 |
| 8 Oct | 4602.95 | 41 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 4485.20 | 41 | 0.00 | - | 0 | 8 | 0 |
| 4 Oct | 4609.35 | 41 | 5.00 | - | 8 | 2 | 6 |
| 30 Sept | 4787.45 | 36 | 0.00 | - | 0 | 0 | 4 |
| 19 Sept | 4873.55 | 36 | 0.00 | - | 1 | 0 | 4 |
| 11 Sept | 4900.40 | 36 | -1.50 | - | 16 | -5 | 12 |
| 10 Sept | 4831.85 | 37.5 | 0.50 | - | 2 | -1 | 18 |
| 9 Sept | 4808.50 | 37 | -5.50 | - | 1 | 0 | 19 |
| 6 Sept | 4783.70 | 42.5 | -7.50 | - | 17 | 8 | 10 |
| 2 Sept | 4793.05 | 50 | - | 1 | 0 | 1 | |
For Interglobe Aviation Ltd - strike price 4200 expiring on 28NOV2024
Delta for 4200 PE is -0.75
Historical price for 4200 PE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 148.65, which was -29.35 lower than the previous day. The implied volatity was 30.71, the open interest changed by -27 which decreased total open position to 284
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 178, which was 0.00 lower than the previous day. The implied volatity was 31.99, the open interest changed by 8 which increased total open position to 315
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 178, which was -24.45 lower than the previous day. The implied volatity was 31.99, the open interest changed by 12 which increased total open position to 315
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 202.45, which was -102.00 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 303
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 304.45, which was -43.55 lower than the previous day. The implied volatity was 25.82, the open interest changed by -21 which decreased total open position to 312
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 348, which was 48.00 higher than the previous day. The implied volatity was 40.34, the open interest changed by -7 which decreased total open position to 336
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 300, which was 85.80 higher than the previous day. The implied volatity was 34.11, the open interest changed by -16 which decreased total open position to 350
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 214.2, which was -14.80 lower than the previous day. The implied volatity was 30.21, the open interest changed by -2 which decreased total open position to 364
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 229, which was 9.10 higher than the previous day. The implied volatity was 29.30, the open interest changed by -1 which decreased total open position to 367
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 219.9, which was 55.90 higher than the previous day. The implied volatity was 28.22, the open interest changed by 1 which increased total open position to 367
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 164, which was -111.35 lower than the previous day. The implied volatity was 26.66, the open interest changed by -1 which decreased total open position to 366
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 275.35, which was 7.65 higher than the previous day. The implied volatity was 29.84, the open interest changed by -6 which decreased total open position to 369
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 267.7, which was 69.20 higher than the previous day. The implied volatity was 30.40, the open interest changed by -15 which decreased total open position to 374
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 198.5, which was 3.50 higher than the previous day. The implied volatity was 32.20, the open interest changed by 9 which increased total open position to 389
On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 195, which was -2.00 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 197, which was -18.30 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 215.3, which was -32.55 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 247.85, which was 149.35 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 98.5, which was 50.50 higher 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 48, which was -0.85 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 48.85, which was -1.15 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 50, which was 10.10 higher 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 39.9, which was 8.90 higher 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 31, which was 7.50 higher 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 23.5, which was 2.50 higher 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 21, which was -1.00 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 22, which was 4.00 higher 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 18, which was -7.00 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 25, which was -16.00 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 41, 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 41, 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 4 Oct INDIGO was trading at 4609.35. The strike last trading price was 41, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept INDIGO was trading at 4787.45. The strike last trading price was 36, 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 19 Sept INDIGO was trading at 4873.55. The strike last trading price was 36, 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 11 Sept INDIGO was trading at 4900.40. The strike last trading price was 36, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept INDIGO was trading at 4831.85. The strike last trading price was 37.5, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept INDIGO was trading at 4808.50. The strike last trading price was 37, which was -5.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept INDIGO was trading at 4783.70. The strike last trading price was 42.5, which was -7.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept INDIGO was trading at 4793.05. The strike last trading price was 50, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
