INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
24 Apr 2026 01:37 PM IST
| INDIGO 28-Apr-2026 (4d) 4250 CE | ||||||||||||||||
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Delta: 0.87
Vega: 0.01
Theta: -6.75
Gamma: 0.00077
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 4516.90 | 309.8 | -11.349999999999966 | 55.02 | 8 | -1 | 691 | |||||||||
| 23 Apr | 4556.00 | 321.15 | -110.20000000000005 | 46.73 | 15 | -1 | 692 | |||||||||
| 22 Apr | 4640.90 | 431.35 | -18.5 | 47.21 | 26 | 1 | 693 | |||||||||
| 21 Apr | 4693.10 | 449.85 | 34.25 | 49.89 | 3 | 0 | 692 | |||||||||
| 20 Apr | 4678.20 | 404.8 | -10.800000000000011 | - | 0 | 0 | 692 | |||||||||
| 17 Apr | 4638.40 | 404.8 | 4.100000000000023 | 46.81 | 6 | -3 | 692 | |||||||||
| 16 Apr | 4608.70 | 397.35 | -20.69999999999999 | 46.23 | 66 | -12 | 695 | |||||||||
| 15 Apr | 4638.00 | 418.05 | 148.10000000000002 | 40.42 | 50 | -6 | 708 | |||||||||
| 13 Apr | 4427.20 | 278.85 | -83.39999999999998 | 46.29 | 143 | 2 | 710 | |||||||||
| 10 Apr | 4554.20 | 376.3 | 69.60000000000002 | 41.23 | 37 | -7 | 708 | |||||||||
| 9 Apr | 4449.10 | 306.7 | -119.65 | 44.19 | 316 | 37 | 714 | |||||||||
| 8 Apr | 4615.50 | 426.3 | 221.05 | 40.1 | 406 | -132 | 678 | |||||||||
| 7 Apr | 4268.80 | 206.55 | -35.3 | 45.31 | 1,901 | 153 | 841 | |||||||||
| 6 Apr | 4312.50 | 233 | 72.6 | 46.23 | 2,045 | 145 | 688 | |||||||||
| 2 Apr | 4193.50 | 151.05 | -21.8 | 39.16 | 1,369 | -43 | 542 | |||||||||
| 1 Apr | 4180.80 | 179.8 | 100.4 | 43.27 | 5,497 | 279 | 584 | |||||||||
| 30 Mar | 3943.50 | 84.55 | -68.25 | 41.1 | 955 | -21 | 303 | |||||||||
| 27 Mar | 4099.50 | 156.95 | -60.85 | 42.32 | 374 | 75 | 326 | |||||||||
| 25 Mar | 4294.70 | 218.1 | 56.75 | 34.85 | 371 | 41 | 251 | |||||||||
| 24 Mar | 4150.80 | 159.4 | 60.9 | 35.24 | 28 | -4 | 207 | |||||||||
| 23 Mar | 3945.30 | 102.3 | -65.95 | 40.39 | 236 | 66 | 211 | |||||||||
| 20 Mar | 4149.10 | 166.95 | 4.7 | 35.83 | 14 | 4 | 144 | |||||||||
| 19 Mar | 4154.30 | 164 | -98.35 | 32.27 | 90 | 24 | 137 | |||||||||
| 18 Mar | 4360.60 | 264.15 | 28.15 | 30.31 | 115 | -23 | 113 | |||||||||
| 17 Mar | 4287.90 | 236 | 31 | 33.85 | 19 | -3 | 137 | |||||||||
| 16 Mar | 4222.10 | 205 | 33.45 | 33.12 | 4 | 1 | 140 | |||||||||
| 13 Mar | 4158.20 | 171.55 | -68.45 | 31.85 | 22 | 12 | 139 | |||||||||
| 12 Mar | 4251.70 | 240 | -63 | 33.32 | 24 | -9 | 128 | |||||||||
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| 11 Mar | 4350.70 | 303 | -25.35 | 35.02 | 31 | -5 | 137 | |||||||||
| 10 Mar | 4380.40 | 328.35 | 62.1 | 35.18 | 41 | -23 | 146 | |||||||||
| 9 Mar | 4236.70 | 266.25 | -432.1 | 37.82 | 171 | 169 | 169 | |||||||||
| 6 Mar | 4404.10 | 698.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 4512.80 | 698.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 4392.90 | 698.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 4520.40 | 698.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 4250 expiring on 28APR2026
Delta for 4250 CE is 0.87
Historical price for 4250 CE is as follows
On 24 Apr INDIGO was trading at 4516.90. The strike last trading price was 309.8, which was -11.349999999999966 lower than the previous day. The implied volatity was 55.02, the open interest changed by -1 which decreased total open position to 691
On 23 Apr INDIGO was trading at 4556.00. The strike last trading price was 321.15, which was -110.20000000000005 lower than the previous day. The implied volatity was 46.73, the open interest changed by -1 which decreased total open position to 692
On 22 Apr INDIGO was trading at 4640.90. The strike last trading price was 431.35, which was -18.5 lower than the previous day. The implied volatity was 47.21, the open interest changed by 1 which increased total open position to 693
On 21 Apr INDIGO was trading at 4693.10. The strike last trading price was 449.85, which was 34.25 higher than the previous day. The implied volatity was 49.89, the open interest changed by 0 which decreased total open position to 692
On 20 Apr INDIGO was trading at 4678.20. The strike last trading price was 404.8, which was -10.800000000000011 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 692
On 17 Apr INDIGO was trading at 4638.40. The strike last trading price was 404.8, which was 4.100000000000023 higher than the previous day. The implied volatity was 46.81, the open interest changed by -3 which decreased total open position to 692
On 16 Apr INDIGO was trading at 4608.70. The strike last trading price was 397.35, which was -20.69999999999999 lower than the previous day. The implied volatity was 46.23, the open interest changed by -12 which decreased total open position to 695
On 15 Apr INDIGO was trading at 4638.00. The strike last trading price was 418.05, which was 148.10000000000002 higher than the previous day. The implied volatity was 40.42, the open interest changed by -6 which decreased total open position to 708
On 13 Apr INDIGO was trading at 4427.20. The strike last trading price was 278.85, which was -83.39999999999998 lower than the previous day. The implied volatity was 46.29, the open interest changed by 2 which increased total open position to 710
On 10 Apr INDIGO was trading at 4554.20. The strike last trading price was 376.3, which was 69.60000000000002 higher than the previous day. The implied volatity was 41.23, the open interest changed by -7 which decreased total open position to 708
On 9 Apr INDIGO was trading at 4449.10. The strike last trading price was 306.7, which was -119.65 lower than the previous day. The implied volatity was 44.19, the open interest changed by 37 which increased total open position to 714
On 8 Apr INDIGO was trading at 4615.50. The strike last trading price was 426.3, which was 221.05 higher than the previous day. The implied volatity was 40.1, the open interest changed by -132 which decreased total open position to 678
On 7 Apr INDIGO was trading at 4268.80. The strike last trading price was 206.55, which was -35.3 lower than the previous day. The implied volatity was 45.31, the open interest changed by 153 which increased total open position to 841
On 6 Apr INDIGO was trading at 4312.50. The strike last trading price was 233, which was 72.6 higher than the previous day. The implied volatity was 46.23, the open interest changed by 145 which increased total open position to 688
On 2 Apr INDIGO was trading at 4193.50. The strike last trading price was 151.05, which was -21.8 lower than the previous day. The implied volatity was 39.16, the open interest changed by -43 which decreased total open position to 542
On 1 Apr INDIGO was trading at 4180.80. The strike last trading price was 179.8, which was 100.4 higher than the previous day. The implied volatity was 43.27, the open interest changed by 279 which increased total open position to 584
On 30 Mar INDIGO was trading at 3943.50. The strike last trading price was 84.55, which was -68.25 lower than the previous day. The implied volatity was 41.1, the open interest changed by -21 which decreased total open position to 303
On 27 Mar INDIGO was trading at 4099.50. The strike last trading price was 156.95, which was -60.85 lower than the previous day. The implied volatity was 42.32, the open interest changed by 75 which increased total open position to 326
On 25 Mar INDIGO was trading at 4294.70. The strike last trading price was 218.1, which was 56.75 higher than the previous day. The implied volatity was 34.85, the open interest changed by 41 which increased total open position to 251
On 24 Mar INDIGO was trading at 4150.80. The strike last trading price was 159.4, which was 60.9 higher than the previous day. The implied volatity was 35.24, the open interest changed by -4 which decreased total open position to 207
On 23 Mar INDIGO was trading at 3945.30. The strike last trading price was 102.3, which was -65.95 lower than the previous day. The implied volatity was 40.39, the open interest changed by 66 which increased total open position to 211
On 20 Mar INDIGO was trading at 4149.10. The strike last trading price was 166.95, which was 4.7 higher than the previous day. The implied volatity was 35.83, the open interest changed by 4 which increased total open position to 144
On 19 Mar INDIGO was trading at 4154.30. The strike last trading price was 164, which was -98.35 lower than the previous day. The implied volatity was 32.27, the open interest changed by 24 which increased total open position to 137
On 18 Mar INDIGO was trading at 4360.60. The strike last trading price was 264.15, which was 28.15 higher than the previous day. The implied volatity was 30.31, the open interest changed by -23 which decreased total open position to 113
On 17 Mar INDIGO was trading at 4287.90. The strike last trading price was 236, which was 31 higher than the previous day. The implied volatity was 33.85, the open interest changed by -3 which decreased total open position to 137
On 16 Mar INDIGO was trading at 4222.10. The strike last trading price was 205, which was 33.45 higher than the previous day. The implied volatity was 33.12, the open interest changed by 1 which increased total open position to 140
On 13 Mar INDIGO was trading at 4158.20. The strike last trading price was 171.55, which was -68.45 lower than the previous day. The implied volatity was 31.85, the open interest changed by 12 which increased total open position to 139
On 12 Mar INDIGO was trading at 4251.70. The strike last trading price was 240, which was -63 lower than the previous day. The implied volatity was 33.32, the open interest changed by -9 which decreased total open position to 128
On 11 Mar INDIGO was trading at 4350.70. The strike last trading price was 303, which was -25.35 lower than the previous day. The implied volatity was 35.02, the open interest changed by -5 which decreased total open position to 137
On 10 Mar INDIGO was trading at 4380.40. The strike last trading price was 328.35, which was 62.1 higher than the previous day. The implied volatity was 35.18, the open interest changed by -23 which decreased total open position to 146
On 9 Mar INDIGO was trading at 4236.70. The strike last trading price was 266.25, which was -432.1 lower than the previous day. The implied volatity was 37.82, the open interest changed by 169 which increased total open position to 169
On 6 Mar INDIGO was trading at 4404.10. The strike last trading price was 698.35, 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 Mar INDIGO was trading at 4512.80. The strike last trading price was 698.35, 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 Mar INDIGO was trading at 4392.90. The strike last trading price was 698.35, 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 Mar INDIGO was trading at 4520.40. The strike last trading price was 698.35, 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 28-Apr-2026 (4d) 4250 PE | |||||||
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Delta: -0.08
Vega: 0.01
Theta: -2.81
Gamma: 0.00071
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 4516.90 | 7.25 | -2.0999999999999996 | 41.05 | 283 | 6 | 342 |
| 23 Apr | 4556.00 | 9.45 | 1.549999999999999 | 44.3 | 489 | -33 | 316 |
| 22 Apr | 4640.90 | 7.5 | -3.6500000000000004 | 44.73 | 439 | -41 | 350 |
| 21 Apr | 4693.10 | 11.1 | -8.049999999999999 | 49.32 | 463 | -32 | 390 |
| 20 Apr | 4678.20 | 20.2 | -3.25 | 53.16 | 223 | -14 | 420 |
| 17 Apr | 4638.40 | 24.1 | -5.75 | 45.16 | 219 | 1 | 434 |
| 16 Apr | 4608.70 | 28.6 | -6.899999999999999 | 44.57 | 229 | -48 | 433 |
| 15 Apr | 4638.00 | 36.25 | -53.55 | 47.35 | 744 | -1 | 474 |
| 13 Apr | 4427.20 | 88.9 | 34.75000000000001 | 47.15 | 795 | -7 | 477 |
| 10 Apr | 4554.20 | 54.2 | -31.049999999999997 | 43.51 | 436 | 9 | 480 |
| 9 Apr | 4449.10 | 87.6 | 34.65 | 44.73 | 1,181 | -208 | 493 |
| 8 Apr | 4615.50 | 51.05 | -132.45 | 44.41 | 1,656 | 1 | 701 |
| 7 Apr | 4268.80 | 184.8 | 21.55 | 50.66 | 1,985 | 269 | 700 |
| 6 Apr | 4312.50 | 164.75 | -61.9 | 48 | 1,087 | -9 | 444 |
| 2 Apr | 4193.50 | 233.25 | 17.75 | 46.46 | 408 | 24 | 454 |
| 1 Apr | 4180.80 | 212.5 | -149.25 | 42.62 | 4,835 | 229 | 429 |
| 30 Mar | 3943.50 | 361.75 | 83.85 | 43.85 | 154 | 2 | 200 |
| 27 Mar | 4099.50 | 276.3 | 119.65 | 44.1 | 396 | 46 | 198 |
| 25 Mar | 4294.70 | 156.9 | -188.95 | 36.87 | 163 | 37 | 150 |
| 24 Mar | 4150.80 | 345.85 | 112.7 | - | 0 | 0 | 113 |
| 23 Mar | 3945.30 | 345.85 | 112.7 | 37.08 | 17 | -1 | 115 |
| 20 Mar | 4149.10 | 235.2 | 6.1 | 37.56 | 15 | 5 | 117 |
| 19 Mar | 4154.30 | 229.1 | 92.7 | 38.7 | 78 | 50 | 112 |
| 18 Mar | 4360.60 | 136.4 | -27.6 | 36.02 | 22 | 12 | 61 |
| 17 Mar | 4287.90 | 164 | -43.4 | 35.02 | 26 | 19 | 48 |
| 16 Mar | 4222.10 | 209.15 | -37.8 | 38.6 | 12 | 4 | 28 |
| 13 Mar | 4158.20 | 246.95 | 66.95 | 38.74 | 24 | 21 | 23 |
| 12 Mar | 4251.70 | 180 | 35.5 | 35.39 | 1 | 1 | 0 |
| 11 Mar | 4350.70 | 144.5 | 95.05 | 34.55 | 1 | 0 | 0 |
| 10 Mar | 4380.40 | 49.45 | 0 | 3.24 | 0 | 0 | 0 |
| 9 Mar | 4236.70 | 49.45 | 0 | 1.01 | 0 | 0 | 0 |
| 6 Mar | 4404.10 | 49.45 | 0 | 3.23 | 0 | 0 | 0 |
| 5 Mar | 4512.80 | 49.45 | 0 | 4.75 | 0 | 0 | 0 |
| 4 Mar | 4392.90 | 49.45 | 0 | 3.15 | 0 | 0 | 0 |
| 2 Mar | 4520.40 | 49.45 | 0 | 5.22 | 0 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 4250 expiring on 28APR2026
Delta for 4250 PE is -0.08
Historical price for 4250 PE is as follows
On 24 Apr INDIGO was trading at 4516.90. The strike last trading price was 7.25, which was -2.0999999999999996 lower than the previous day. The implied volatity was 41.05, the open interest changed by 6 which increased total open position to 342
On 23 Apr INDIGO was trading at 4556.00. The strike last trading price was 9.45, which was 1.549999999999999 higher than the previous day. The implied volatity was 44.3, the open interest changed by -33 which decreased total open position to 316
On 22 Apr INDIGO was trading at 4640.90. The strike last trading price was 7.5, which was -3.6500000000000004 lower than the previous day. The implied volatity was 44.73, the open interest changed by -41 which decreased total open position to 350
On 21 Apr INDIGO was trading at 4693.10. The strike last trading price was 11.1, which was -8.049999999999999 lower than the previous day. The implied volatity was 49.32, the open interest changed by -32 which decreased total open position to 390
On 20 Apr INDIGO was trading at 4678.20. The strike last trading price was 20.2, which was -3.25 lower than the previous day. The implied volatity was 53.16, the open interest changed by -14 which decreased total open position to 420
On 17 Apr INDIGO was trading at 4638.40. The strike last trading price was 24.1, which was -5.75 lower than the previous day. The implied volatity was 45.16, the open interest changed by 1 which increased total open position to 434
On 16 Apr INDIGO was trading at 4608.70. The strike last trading price was 28.6, which was -6.899999999999999 lower than the previous day. The implied volatity was 44.57, the open interest changed by -48 which decreased total open position to 433
On 15 Apr INDIGO was trading at 4638.00. The strike last trading price was 36.25, which was -53.55 lower than the previous day. The implied volatity was 47.35, the open interest changed by -1 which decreased total open position to 474
On 13 Apr INDIGO was trading at 4427.20. The strike last trading price was 88.9, which was 34.75000000000001 higher than the previous day. The implied volatity was 47.15, the open interest changed by -7 which decreased total open position to 477
On 10 Apr INDIGO was trading at 4554.20. The strike last trading price was 54.2, which was -31.049999999999997 lower than the previous day. The implied volatity was 43.51, the open interest changed by 9 which increased total open position to 480
On 9 Apr INDIGO was trading at 4449.10. The strike last trading price was 87.6, which was 34.65 higher than the previous day. The implied volatity was 44.73, the open interest changed by -208 which decreased total open position to 493
On 8 Apr INDIGO was trading at 4615.50. The strike last trading price was 51.05, which was -132.45 lower than the previous day. The implied volatity was 44.41, the open interest changed by 1 which increased total open position to 701
On 7 Apr INDIGO was trading at 4268.80. The strike last trading price was 184.8, which was 21.55 higher than the previous day. The implied volatity was 50.66, the open interest changed by 269 which increased total open position to 700
On 6 Apr INDIGO was trading at 4312.50. The strike last trading price was 164.75, which was -61.9 lower than the previous day. The implied volatity was 48, the open interest changed by -9 which decreased total open position to 444
On 2 Apr INDIGO was trading at 4193.50. The strike last trading price was 233.25, which was 17.75 higher than the previous day. The implied volatity was 46.46, the open interest changed by 24 which increased total open position to 454
On 1 Apr INDIGO was trading at 4180.80. The strike last trading price was 212.5, which was -149.25 lower than the previous day. The implied volatity was 42.62, the open interest changed by 229 which increased total open position to 429
On 30 Mar INDIGO was trading at 3943.50. The strike last trading price was 361.75, which was 83.85 higher than the previous day. The implied volatity was 43.85, the open interest changed by 2 which increased total open position to 200
On 27 Mar INDIGO was trading at 4099.50. The strike last trading price was 276.3, which was 119.65 higher than the previous day. The implied volatity was 44.1, the open interest changed by 46 which increased total open position to 198
On 25 Mar INDIGO was trading at 4294.70. The strike last trading price was 156.9, which was -188.95 lower than the previous day. The implied volatity was 36.87, the open interest changed by 37 which increased total open position to 150
On 24 Mar INDIGO was trading at 4150.80. The strike last trading price was 345.85, which was 112.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 113
On 23 Mar INDIGO was trading at 3945.30. The strike last trading price was 345.85, which was 112.7 higher than the previous day. The implied volatity was 37.08, the open interest changed by -1 which decreased total open position to 115
On 20 Mar INDIGO was trading at 4149.10. The strike last trading price was 235.2, which was 6.1 higher than the previous day. The implied volatity was 37.56, the open interest changed by 5 which increased total open position to 117
On 19 Mar INDIGO was trading at 4154.30. The strike last trading price was 229.1, which was 92.7 higher than the previous day. The implied volatity was 38.7, the open interest changed by 50 which increased total open position to 112
On 18 Mar INDIGO was trading at 4360.60. The strike last trading price was 136.4, which was -27.6 lower than the previous day. The implied volatity was 36.02, the open interest changed by 12 which increased total open position to 61
On 17 Mar INDIGO was trading at 4287.90. The strike last trading price was 164, which was -43.4 lower than the previous day. The implied volatity was 35.02, the open interest changed by 19 which increased total open position to 48
On 16 Mar INDIGO was trading at 4222.10. The strike last trading price was 209.15, which was -37.8 lower than the previous day. The implied volatity was 38.6, the open interest changed by 4 which increased total open position to 28
On 13 Mar INDIGO was trading at 4158.20. The strike last trading price was 246.95, which was 66.95 higher than the previous day. The implied volatity was 38.74, the open interest changed by 21 which increased total open position to 23
On 12 Mar INDIGO was trading at 4251.70. The strike last trading price was 180, which was 35.5 higher than the previous day. The implied volatity was 35.39, the open interest changed by 1 which increased total open position to 0
On 11 Mar INDIGO was trading at 4350.70. The strike last trading price was 144.5, which was 95.05 higher than the previous day. The implied volatity was 34.55, the open interest changed by 0 which decreased total open position to 0
On 10 Mar INDIGO was trading at 4380.40. The strike last trading price was 49.45, which was 0 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0
On 9 Mar INDIGO was trading at 4236.70. The strike last trading price was 49.45, which was 0 lower than the previous day. The implied volatity was 1.01, the open interest changed by 0 which decreased total open position to 0
On 6 Mar INDIGO was trading at 4404.10. The strike last trading price was 49.45, which was 0 lower than the previous day. The implied volatity was 3.23, the open interest changed by 0 which decreased total open position to 0
On 5 Mar INDIGO was trading at 4512.80. The strike last trading price was 49.45, which was 0 lower than the previous day. The implied volatity was 4.75, the open interest changed by 0 which decreased total open position to 0
On 4 Mar INDIGO was trading at 4392.90. The strike last trading price was 49.45, which was 0 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0
On 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 49.45, which was 0 lower than the previous day. The implied volatity was 5.22, the open interest changed by 0 which decreased total open position to 0
