INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
25 Mar 2026 04:11 PM IST
| INDIGO 30-MAR-2026 4200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.74
Vega: 1.63
Theta: -5.5
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Mar | 4294.70 | 111 | 71.8 | 28.58 | 7,044 | -1,373 | 1,657 | |||||||||
| 24 Mar | 4150.80 | 42.8 | 32.15 | 27.68 | 19,539 | -361 | 3,030 | |||||||||
| 23 Mar | 3945.30 | 10.55 | -59.3 | 35.07 | 13,113 | 2,073 | 4,637 | |||||||||
| 20 Mar | 4149.10 | 66.5 | -9.4 | 31.3 | 8,463 | 1,081 | 2,569 | |||||||||
| 19 Mar | 4154.30 | 78.8 | -115.15 | 29.47 | 5,337 | 547 | 1,479 | |||||||||
| 18 Mar | 4360.60 | 188.1 | 31.35 | 21.84 | 1,486 | -222 | 933 | |||||||||
| 17 Mar | 4287.90 | 149.45 | 14.6 | 29.66 | 3,352 | -76 | 1,159 | |||||||||
| 16 Mar | 4222.10 | 132.05 | 11.05 | 33.12 | 8,189 | 145 | 1,239 | |||||||||
| 13 Mar | 4158.20 | 121.9 | -62.15 | 35.93 | 4,114 | 506 | 1,102 | |||||||||
| 12 Mar | 4251.70 | 193 | -62.45 | 38.27 | 1,652 | 130 | 600 | |||||||||
| 11 Mar | 4350.70 | 255.1 | -20.5 | 39.71 | 609 | -95 | 471 | |||||||||
| 10 Mar | 4380.40 | 275.9 | 72.65 | 37.73 | 847 | -181 | 566 | |||||||||
| 9 Mar | 4236.70 | 211.65 | -72 | 42.52 | 7,714 | 615 | 872 | |||||||||
| 6 Mar | 4404.10 | 286.8 | -97 | 31.08 | 67 | 6 | 256 | |||||||||
| 5 Mar | 4512.80 | 340 | 20.75 | 24.34 | 200 | 94 | 249 | |||||||||
| 4 Mar | 4392.90 | 317.45 | -608.7 | 41.81 | 290 | 154 | 154 | |||||||||
| 2 Mar | 4520.40 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 4827.20 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 4933.50 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 4947.40 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 4850.30 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 4862.20 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 4854.60 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 4815.10 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 4980.40 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 4977.00 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 4940.80 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 4929.20 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 4982.80 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 5013.80 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 4960.40 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 4964.10 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 4909.40 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 4932.20 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 4960.70 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 4946.20 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 4687.00 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 4589.50 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 4596.50 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 4621.00 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 4749.00 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Jan | 4769.00 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Jan | 4704.50 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Jan | 4909.00 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Jan | 4857.50 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Jan | 4790.00 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 4941.50 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 4740.00 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 4733.00 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 4759.50 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 4850.00 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 4844.00 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 4906.50 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 4951.00 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 5002.50 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 5102.50 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 5106.00 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 5110.50 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
|
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| 31 Dec | 5059.50 | 926.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 4200 expiring on 30MAR2026
Delta for 4200 CE is 0.74
Historical price for 4200 CE is as follows
On 25 Mar INDIGO was trading at 4294.70. The strike last trading price was 111, which was 71.8 higher than the previous day. The implied volatity was 28.58, the open interest changed by -1373 which decreased total open position to 1657
On 24 Mar INDIGO was trading at 4150.80. The strike last trading price was 42.8, which was 32.15 higher than the previous day. The implied volatity was 27.68, the open interest changed by -361 which decreased total open position to 3030
On 23 Mar INDIGO was trading at 3945.30. The strike last trading price was 10.55, which was -59.3 lower than the previous day. The implied volatity was 35.07, the open interest changed by 2073 which increased total open position to 4637
On 20 Mar INDIGO was trading at 4149.10. The strike last trading price was 66.5, which was -9.4 lower than the previous day. The implied volatity was 31.3, the open interest changed by 1081 which increased total open position to 2569
On 19 Mar INDIGO was trading at 4154.30. The strike last trading price was 78.8, which was -115.15 lower than the previous day. The implied volatity was 29.47, the open interest changed by 547 which increased total open position to 1479
On 18 Mar INDIGO was trading at 4360.60. The strike last trading price was 188.1, which was 31.35 higher than the previous day. The implied volatity was 21.84, the open interest changed by -222 which decreased total open position to 933
On 17 Mar INDIGO was trading at 4287.90. The strike last trading price was 149.45, which was 14.6 higher than the previous day. The implied volatity was 29.66, the open interest changed by -76 which decreased total open position to 1159
On 16 Mar INDIGO was trading at 4222.10. The strike last trading price was 132.05, which was 11.05 higher than the previous day. The implied volatity was 33.12, the open interest changed by 145 which increased total open position to 1239
On 13 Mar INDIGO was trading at 4158.20. The strike last trading price was 121.9, which was -62.15 lower than the previous day. The implied volatity was 35.93, the open interest changed by 506 which increased total open position to 1102
On 12 Mar INDIGO was trading at 4251.70. The strike last trading price was 193, which was -62.45 lower than the previous day. The implied volatity was 38.27, the open interest changed by 130 which increased total open position to 600
On 11 Mar INDIGO was trading at 4350.70. The strike last trading price was 255.1, which was -20.5 lower than the previous day. The implied volatity was 39.71, the open interest changed by -95 which decreased total open position to 471
On 10 Mar INDIGO was trading at 4380.40. The strike last trading price was 275.9, which was 72.65 higher than the previous day. The implied volatity was 37.73, the open interest changed by -181 which decreased total open position to 566
On 9 Mar INDIGO was trading at 4236.70. The strike last trading price was 211.65, which was -72 lower than the previous day. The implied volatity was 42.52, the open interest changed by 615 which increased total open position to 872
On 6 Mar INDIGO was trading at 4404.10. The strike last trading price was 286.8, which was -97 lower than the previous day. The implied volatity was 31.08, the open interest changed by 6 which increased total open position to 256
On 5 Mar INDIGO was trading at 4512.80. The strike last trading price was 340, which was 20.75 higher than the previous day. The implied volatity was 24.34, the open interest changed by 94 which increased total open position to 249
On 4 Mar INDIGO was trading at 4392.90. The strike last trading price was 317.45, which was -608.7 lower than the previous day. The implied volatity was 41.81, the open interest changed by 154 which increased total open position to 154
On 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 926.15, 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 926.15, 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 926.15, 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 926.15, 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 926.15, 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 926.15, 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 926.15, 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 926.15, 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 926.15, 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 926.15, 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 926.15, 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 926.15, 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 926.15, 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 926.15, 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 926.15, 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 926.15, 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 926.15, 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 926.15, 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 926.15, 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 926.15, 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 926.15, 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 926.15, 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 926.15, 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 926.15, 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 926.15, 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 Jan INDIGO was trading at 4769.00. The strike last trading price was 926.15, 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 Jan INDIGO was trading at 4704.50. The strike last trading price was 926.15, 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 22 Jan INDIGO was trading at 4909.00. The strike last trading price was 926.15, 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 21 Jan INDIGO was trading at 4857.50. The strike last trading price was 926.15, 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 Jan INDIGO was trading at 4790.00. The strike last trading price was 926.15, 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 Jan INDIGO was trading at 4941.50. The strike last trading price was 926.15, 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 Jan INDIGO was trading at 4740.00. The strike last trading price was 926.15, 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 14 Jan INDIGO was trading at 4733.00. The strike last trading price was 926.15, 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 Jan INDIGO was trading at 4759.50. The strike last trading price was 926.15, 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 Jan INDIGO was trading at 4850.00. The strike last trading price was 926.15, 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 Jan INDIGO was trading at 4844.00. The strike last trading price was 926.15, 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 8 Jan INDIGO was trading at 4906.50. The strike last trading price was 926.15, 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 7 Jan INDIGO was trading at 4951.00. The strike last trading price was 926.15, 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 Jan INDIGO was trading at 5002.50. The strike last trading price was 926.15, 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 Jan INDIGO was trading at 5102.50. The strike last trading price was 926.15, 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 Jan INDIGO was trading at 5106.00. The strike last trading price was 926.15, 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 Jan INDIGO was trading at 5110.50. The strike last trading price was 926.15, 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 31 Dec INDIGO was trading at 5059.50. The strike last trading price was 926.15, 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
| INDIGO 30MAR2026 4200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 1.67
Theta: -4.71
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Mar | 4294.70 | 25.9 | -67.65 | 30.24 | 11,255 | 708 | 2,043 |
| 24 Mar | 4150.80 | 90.45 | -169 | 34.57 | 2,152 | -256 | 1,338 |
| 23 Mar | 3945.30 | 252.75 | 137.65 | 35.3 | 1,833 | -162 | 1,591 |
| 20 Mar | 4149.10 | 113.95 | -12.95 | 33.1 | 7,424 | -192 | 1,757 |
| 19 Mar | 4154.30 | 120 | 77.6 | 39.1 | 9,555 | -234 | 1,952 |
| 18 Mar | 4360.60 | 43.3 | -32 | 35.33 | 5,757 | -190 | 2,191 |
| 17 Mar | 4287.90 | 78.1 | -39.65 | 37.55 | 5,372 | 158 | 2,418 |
| 16 Mar | 4222.10 | 117.1 | -43.45 | 41.96 | 9,144 | 460 | 2,258 |
| 13 Mar | 4158.20 | 159.65 | 32.1 | 42.39 | 6,961 | -224 | 1,790 |
| 12 Mar | 4251.70 | 123 | 20.2 | 43.72 | 10,805 | -51 | 2,018 |
| 11 Mar | 4350.70 | 103.85 | 21.9 | 45.55 | 8,825 | 22 | 2,058 |
| 10 Mar | 4380.40 | 80.65 | -70.65 | 40.94 | 5,570 | 446 | 2,049 |
| 9 Mar | 4236.70 | 146.5 | 63.5 | 45.08 | 8,863 | 696 | 1,579 |
| 6 Mar | 4404.10 | 83.35 | 27.75 | 40.44 | 2,861 | -55 | 878 |
| 5 Mar | 4512.80 | 52.45 | -59.4 | 36.86 | 3,838 | 42 | 932 |
| 4 Mar | 4392.90 | 117 | 47.8 | 45.55 | 6,459 | 203 | 891 |
| 2 Mar | 4520.40 | 70.8 | 57.5 | 42.34 | 5,285 | 418 | 679 |
| 27 Feb | 4827.20 | 13.15 | 2.5 | 34.03 | 320 | 9 | 261 |
| 26 Feb | 4933.50 | 9.85 | 0.7 | 35 | 813 | 97 | 252 |
| 25 Feb | 4947.40 | 9.45 | -2.4 | 34.51 | 212 | -4 | 155 |
| 24 Feb | 4850.30 | 11.65 | -0.45 | 32.43 | 105 | 33 | 160 |
| 23 Feb | 4862.20 | 12.45 | -1.8 | 32.88 | 124 | 64 | 127 |
| 20 Feb | 4854.60 | 14.15 | -2.15 | 32.21 | 54 | 9 | 54 |
| 19 Feb | 4815.10 | 17.3 | 4.3 | 32.29 | 59 | 29 | 44 |
| 18 Feb | 4980.40 | 13 | -1.65 | 34.83 | 1 | 0 | 14 |
| 17 Feb | 4977.00 | 14.65 | -27.85 | - | 0 | 0 | 14 |
| 16 Feb | 4940.80 | 14.65 | -27.85 | - | 0 | 0 | 14 |
| 13 Feb | 4929.20 | 14.65 | -27.85 | - | 0 | 0 | 14 |
| 12 Feb | 4982.80 | 14.65 | -27.85 | - | 0 | 0 | 14 |
| 11 Feb | 5013.80 | 14.65 | -27.85 | - | 0 | 0 | 14 |
| 10 Feb | 4960.40 | 14.65 | -27.85 | - | 0 | 0 | 14 |
| 9 Feb | 4964.10 | 14.65 | -27.85 | - | 0 | 0 | 14 |
| 6 Feb | 4909.40 | 14.65 | -27.85 | - | 0 | 0 | 14 |
| 5 Feb | 4932.20 | 14.65 | -27.85 | - | 0 | 0 | 14 |
| 4 Feb | 4960.70 | 14.65 | -27.85 | - | 0 | 0 | 14 |
| 3 Feb | 4946.20 | 14.65 | -27.85 | 30.22 | 10 | -8 | 15 |
| 2 Feb | 4687.00 | 42.5 | -12.5 | 31.22 | 6 | -1 | 25 |
| 1 Feb | 4589.50 | 55 | -6.2 | 30.32 | 2 | 0 | 24 |
| 30 Jan | 4596.50 | 61.2 | 1.2 | 31.71 | 9 | 4 | 23 |
| 29 Jan | 4621.00 | 60 | 9.95 | 31.81 | 4 | 1 | 18 |
| 28 Jan | 4749.00 | 50.05 | 7.8 | - | 0 | 0 | 17 |
| 27 Jan | 4769.00 | 50.05 | 7.8 | - | 0 | 0 | 17 |
| 23 Jan | 4704.50 | 50.05 | 7.8 | 31.63 | 2 | 0 | 16 |
| 22 Jan | 4909.00 | 42.25 | 0.25 | - | 0 | 0 | 16 |
| 21 Jan | 4857.50 | 42.25 | 0.25 | - | 0 | 0 | 16 |
| 20 Jan | 4790.00 | 42.25 | 0.25 | - | 0 | 0 | 16 |
| 19 Jan | 4941.50 | 42.25 | 0.25 | - | 0 | 0 | 16 |
| 16 Jan | 4740.00 | 42.25 | 0.25 | - | 0 | 0 | 16 |
| 14 Jan | 4733.00 | 42.25 | 0.25 | - | 0 | 0 | 16 |
| 13 Jan | 4759.50 | 42.25 | 0.25 | 29.36 | 2 | 1 | 15 |
| 12 Jan | 4850.00 | 42 | 1 | - | 0 | 0 | 14 |
| 9 Jan | 4844.00 | 42 | 1 | - | 5 | 0 | 13 |
| 8 Jan | 4906.50 | 41 | 16.5 | 32.3 | 2 | 0 | 12 |
| 7 Jan | 4951.00 | 24.5 | 0 | - | 0 | 0 | 12 |
| 6 Jan | 5002.50 | 24.5 | 0 | 30.01 | 1 | 0 | 11 |
| 5 Jan | 5102.50 | 24.5 | -11.5 | - | 0 | 0 | 11 |
| 2 Jan | 5106.00 | 24.5 | -11.5 | - | 5 | 2 | 10 |
| 1 Jan | 5110.50 | 36 | -9.95 | - | 0 | 0 | 8 |
| 31 Dec | 5059.50 | 36 | -9.95 | - | 8 | 7 | 7 |
For Interglobe Aviation Ltd - strike price 4200 expiring on 30MAR2026
Delta for 4200 PE is -0.27
Historical price for 4200 PE is as follows
On 25 Mar INDIGO was trading at 4294.70. The strike last trading price was 25.9, which was -67.65 lower than the previous day. The implied volatity was 30.24, the open interest changed by 708 which increased total open position to 2043
On 24 Mar INDIGO was trading at 4150.80. The strike last trading price was 90.45, which was -169 lower than the previous day. The implied volatity was 34.57, the open interest changed by -256 which decreased total open position to 1338
On 23 Mar INDIGO was trading at 3945.30. The strike last trading price was 252.75, which was 137.65 higher than the previous day. The implied volatity was 35.3, the open interest changed by -162 which decreased total open position to 1591
On 20 Mar INDIGO was trading at 4149.10. The strike last trading price was 113.95, which was -12.95 lower than the previous day. The implied volatity was 33.1, the open interest changed by -192 which decreased total open position to 1757
On 19 Mar INDIGO was trading at 4154.30. The strike last trading price was 120, which was 77.6 higher than the previous day. The implied volatity was 39.1, the open interest changed by -234 which decreased total open position to 1952
On 18 Mar INDIGO was trading at 4360.60. The strike last trading price was 43.3, which was -32 lower than the previous day. The implied volatity was 35.33, the open interest changed by -190 which decreased total open position to 2191
On 17 Mar INDIGO was trading at 4287.90. The strike last trading price was 78.1, which was -39.65 lower than the previous day. The implied volatity was 37.55, the open interest changed by 158 which increased total open position to 2418
On 16 Mar INDIGO was trading at 4222.10. The strike last trading price was 117.1, which was -43.45 lower than the previous day. The implied volatity was 41.96, the open interest changed by 460 which increased total open position to 2258
On 13 Mar INDIGO was trading at 4158.20. The strike last trading price was 159.65, which was 32.1 higher than the previous day. The implied volatity was 42.39, the open interest changed by -224 which decreased total open position to 1790
On 12 Mar INDIGO was trading at 4251.70. The strike last trading price was 123, which was 20.2 higher than the previous day. The implied volatity was 43.72, the open interest changed by -51 which decreased total open position to 2018
On 11 Mar INDIGO was trading at 4350.70. The strike last trading price was 103.85, which was 21.9 higher than the previous day. The implied volatity was 45.55, the open interest changed by 22 which increased total open position to 2058
On 10 Mar INDIGO was trading at 4380.40. The strike last trading price was 80.65, which was -70.65 lower than the previous day. The implied volatity was 40.94, the open interest changed by 446 which increased total open position to 2049
On 9 Mar INDIGO was trading at 4236.70. The strike last trading price was 146.5, which was 63.5 higher than the previous day. The implied volatity was 45.08, the open interest changed by 696 which increased total open position to 1579
On 6 Mar INDIGO was trading at 4404.10. The strike last trading price was 83.35, which was 27.75 higher than the previous day. The implied volatity was 40.44, the open interest changed by -55 which decreased total open position to 878
On 5 Mar INDIGO was trading at 4512.80. The strike last trading price was 52.45, which was -59.4 lower than the previous day. The implied volatity was 36.86, the open interest changed by 42 which increased total open position to 932
On 4 Mar INDIGO was trading at 4392.90. The strike last trading price was 117, which was 47.8 higher than the previous day. The implied volatity was 45.55, the open interest changed by 203 which increased total open position to 891
On 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 70.8, which was 57.5 higher than the previous day. The implied volatity was 42.34, the open interest changed by 418 which increased total open position to 679
On 27 Feb INDIGO was trading at 4827.20. The strike last trading price was 13.15, which was 2.5 higher than the previous day. The implied volatity was 34.03, the open interest changed by 9 which increased total open position to 261
On 26 Feb INDIGO was trading at 4933.50. The strike last trading price was 9.85, which was 0.7 higher than the previous day. The implied volatity was 35, the open interest changed by 97 which increased total open position to 252
On 25 Feb INDIGO was trading at 4947.40. The strike last trading price was 9.45, which was -2.4 lower than the previous day. The implied volatity was 34.51, the open interest changed by -4 which decreased total open position to 155
On 24 Feb INDIGO was trading at 4850.30. The strike last trading price was 11.65, which was -0.45 lower than the previous day. The implied volatity was 32.43, the open interest changed by 33 which increased total open position to 160
On 23 Feb INDIGO was trading at 4862.20. The strike last trading price was 12.45, which was -1.8 lower than the previous day. The implied volatity was 32.88, the open interest changed by 64 which increased total open position to 127
On 20 Feb INDIGO was trading at 4854.60. The strike last trading price was 14.15, which was -2.15 lower than the previous day. The implied volatity was 32.21, the open interest changed by 9 which increased total open position to 54
On 19 Feb INDIGO was trading at 4815.10. The strike last trading price was 17.3, which was 4.3 higher than the previous day. The implied volatity was 32.29, the open interest changed by 29 which increased total open position to 44
On 18 Feb INDIGO was trading at 4980.40. The strike last trading price was 13, which was -1.65 lower than the previous day. The implied volatity was 34.83, the open interest changed by 0 which decreased total open position to 14
On 17 Feb INDIGO was trading at 4977.00. The strike last trading price was 14.65, which was -27.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 16 Feb INDIGO was trading at 4940.80. The strike last trading price was 14.65, which was -27.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 13 Feb INDIGO was trading at 4929.20. The strike last trading price was 14.65, which was -27.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 12 Feb INDIGO was trading at 4982.80. The strike last trading price was 14.65, which was -27.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 11 Feb INDIGO was trading at 5013.80. The strike last trading price was 14.65, which was -27.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 10 Feb INDIGO was trading at 4960.40. The strike last trading price was 14.65, which was -27.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 9 Feb INDIGO was trading at 4964.10. The strike last trading price was 14.65, which was -27.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 6 Feb INDIGO was trading at 4909.40. The strike last trading price was 14.65, which was -27.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 5 Feb INDIGO was trading at 4932.20. The strike last trading price was 14.65, which was -27.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 4 Feb INDIGO was trading at 4960.70. The strike last trading price was 14.65, which was -27.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 3 Feb INDIGO was trading at 4946.20. The strike last trading price was 14.65, which was -27.85 lower than the previous day. The implied volatity was 30.22, the open interest changed by -8 which decreased total open position to 15
On 2 Feb INDIGO was trading at 4687.00. The strike last trading price was 42.5, which was -12.5 lower than the previous day. The implied volatity was 31.22, the open interest changed by -1 which decreased total open position to 25
On 1 Feb INDIGO was trading at 4589.50. The strike last trading price was 55, which was -6.2 lower than the previous day. The implied volatity was 30.32, the open interest changed by 0 which decreased total open position to 24
On 30 Jan INDIGO was trading at 4596.50. The strike last trading price was 61.2, which was 1.2 higher than the previous day. The implied volatity was 31.71, the open interest changed by 4 which increased total open position to 23
On 29 Jan INDIGO was trading at 4621.00. The strike last trading price was 60, which was 9.95 higher than the previous day. The implied volatity was 31.81, the open interest changed by 1 which increased total open position to 18
On 28 Jan INDIGO was trading at 4749.00. The strike last trading price was 50.05, which was 7.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 27 Jan INDIGO was trading at 4769.00. The strike last trading price was 50.05, which was 7.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 23 Jan INDIGO was trading at 4704.50. The strike last trading price was 50.05, which was 7.8 higher than the previous day. The implied volatity was 31.63, the open interest changed by 0 which decreased total open position to 16
On 22 Jan INDIGO was trading at 4909.00. The strike last trading price was 42.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 21 Jan INDIGO was trading at 4857.50. The strike last trading price was 42.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 20 Jan INDIGO was trading at 4790.00. The strike last trading price was 42.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 19 Jan INDIGO was trading at 4941.50. The strike last trading price was 42.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 16 Jan INDIGO was trading at 4740.00. The strike last trading price was 42.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 14 Jan INDIGO was trading at 4733.00. The strike last trading price was 42.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 13 Jan INDIGO was trading at 4759.50. The strike last trading price was 42.25, which was 0.25 higher than the previous day. The implied volatity was 29.36, the open interest changed by 1 which increased total open position to 15
On 12 Jan INDIGO was trading at 4850.00. The strike last trading price was 42, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 9 Jan INDIGO was trading at 4844.00. The strike last trading price was 42, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 8 Jan INDIGO was trading at 4906.50. The strike last trading price was 41, which was 16.5 higher than the previous day. The implied volatity was 32.3, the open interest changed by 0 which decreased total open position to 12
On 7 Jan INDIGO was trading at 4951.00. The strike last trading price was 24.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 6 Jan INDIGO was trading at 5002.50. The strike last trading price was 24.5, which was 0 lower than the previous day. The implied volatity was 30.01, the open interest changed by 0 which decreased total open position to 11
On 5 Jan INDIGO was trading at 5102.50. The strike last trading price was 24.5, which was -11.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 2 Jan INDIGO was trading at 5106.00. The strike last trading price was 24.5, which was -11.5 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 10
On 1 Jan INDIGO was trading at 5110.50. The strike last trading price was 36, which was -9.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 31 Dec INDIGO was trading at 5059.50. The strike last trading price was 36, which was -9.95 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
