INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
03 Dec 2024 04:11 PM IST
| INDIGO 26DEC2024 4250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 3.04
Theta: -2.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 4405.50 | 211.4 | -14.20 | 20.54 | 16 | 3 | 184 | |||
| 2 Dec | 4409.25 | 225.6 | 17.85 | 25.14 | 72 | 18 | 179 | |||
| 29 Nov | 4378.90 | 207.75 | 11.30 | 23.28 | 143 | 22 | 163 | |||
| 28 Nov | 4352.65 | 196.45 | 56.45 | 24.26 | 331 | -16 | 148 | |||
| 27 Nov | 4267.90 | 140 | 18.55 | 23.92 | 426 | -53 | 159 | |||
| 26 Nov | 4229.60 | 121.45 | -16.55 | 24.13 | 446 | 149 | 212 | |||
| 25 Nov | 4244.50 | 138 | 46.60 | 25.58 | 96 | 54 | 59 | |||
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| 22 Nov | 4142.65 | 91.4 | 20.05 | 23.87 | 14 | 7 | 12 | |||
| 21 Nov | 4069.80 | 71.35 | -96.25 | 25.57 | 7 | 5 | 5 | |||
| 20 Nov | 4045.90 | 167.6 | 0.00 | 3.43 | 0 | 0 | 0 | |||
| 19 Nov | 4045.90 | 167.6 | 0.00 | 3.43 | 0 | 0 | 0 | |||
| 18 Nov | 3976.30 | 167.6 | 0.00 | 4.50 | 0 | 0 | 0 | |||
| 7 Nov | 3995.75 | 167.6 | 0.00 | 3.39 | 0 | 0 | 0 | |||
| 6 Nov | 4061.95 | 167.6 | 0.00 | 2.29 | 0 | 0 | 0 | |||
| 4 Nov | 3963.10 | 167.6 | 3.86 | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 4250 expiring on 26DEC2024
Delta for 4250 CE is 0.81
Historical price for 4250 CE is as follows
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 211.4, which was -14.20 lower than the previous day. The implied volatity was 20.54, the open interest changed by 3 which increased total open position to 184
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 225.6, which was 17.85 higher than the previous day. The implied volatity was 25.14, the open interest changed by 18 which increased total open position to 179
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 207.75, which was 11.30 higher than the previous day. The implied volatity was 23.28, the open interest changed by 22 which increased total open position to 163
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 196.45, which was 56.45 higher than the previous day. The implied volatity was 24.26, the open interest changed by -16 which decreased total open position to 148
On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 140, which was 18.55 higher than the previous day. The implied volatity was 23.92, the open interest changed by -53 which decreased total open position to 159
On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 121.45, which was -16.55 lower than the previous day. The implied volatity was 24.13, the open interest changed by 149 which increased total open position to 212
On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 138, which was 46.60 higher than the previous day. The implied volatity was 25.58, the open interest changed by 54 which increased total open position to 59
On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 91.4, which was 20.05 higher than the previous day. The implied volatity was 23.87, the open interest changed by 7 which increased total open position to 12
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 71.35, which was -96.25 lower than the previous day. The implied volatity was 25.57, the open interest changed by 5 which increased total open position to 5
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 167.6, which was 0.00 lower than the previous day. The implied volatity was 3.43, the open interest changed by 0 which decreased total open position to 0
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 167.6, which was 0.00 lower than the previous day. The implied volatity was 3.43, the open interest changed by 0 which decreased total open position to 0
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 167.6, which was 0.00 lower than the previous day. The implied volatity was 4.50, the open interest changed by 0 which decreased total open position to 0
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 167.6, which was 0.00 lower than the previous day. The implied volatity was 3.39, the open interest changed by 0 which decreased total open position to 0
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 167.6, which was 0.00 lower than the previous day. The implied volatity was 2.29, the open interest changed by 0 which decreased total open position to 0
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 167.6, which was lower than the previous day. The implied volatity was 3.86, the open interest changed by 0 which decreased total open position to 0
| INDIGO 26DEC2024 4250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 3.54
Theta: -1.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 4405.50 | 47.1 | -6.55 | 27.20 | 489 | 105 | 238 |
| 2 Dec | 4409.25 | 53.65 | -4.60 | 28.18 | 469 | -10 | 134 |
| 29 Nov | 4378.90 | 58.25 | -13.15 | 26.24 | 420 | 32 | 144 |
| 28 Nov | 4352.65 | 71.4 | -25.55 | 27.17 | 188 | 59 | 106 |
| 27 Nov | 4267.90 | 96.95 | -31.05 | 25.11 | 57 | 17 | 46 |
| 26 Nov | 4229.60 | 128 | -189.90 | 27.53 | 61 | 28 | 28 |
| 25 Nov | 4244.50 | 317.9 | 0.00 | 0.56 | 0 | 0 | 0 |
| 22 Nov | 4142.65 | 317.9 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 4069.80 | 317.9 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 4045.90 | 317.9 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 4045.90 | 317.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 3976.30 | 317.9 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 3995.75 | 317.9 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 4061.95 | 317.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 3963.10 | 317.9 | - | 0 | 0 | 0 | |
For Interglobe Aviation Ltd - strike price 4250 expiring on 26DEC2024
Delta for 4250 PE is -0.25
Historical price for 4250 PE is as follows
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 47.1, which was -6.55 lower than the previous day. The implied volatity was 27.20, the open interest changed by 105 which increased total open position to 238
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 53.65, which was -4.60 lower than the previous day. The implied volatity was 28.18, the open interest changed by -10 which decreased total open position to 134
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 58.25, which was -13.15 lower than the previous day. The implied volatity was 26.24, the open interest changed by 32 which increased total open position to 144
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 71.4, which was -25.55 lower than the previous day. The implied volatity was 27.17, the open interest changed by 59 which increased total open position to 106
On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 96.95, which was -31.05 lower than the previous day. The implied volatity was 25.11, the open interest changed by 17 which increased total open position to 46
On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 128, which was -189.90 lower than the previous day. The implied volatity was 27.53, the open interest changed by 28 which increased total open position to 28
On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 317.9, which was 0.00 lower than the previous day. The implied volatity was 0.56, the open interest changed by 0 which decreased total open position to 0
On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 317.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 317.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 317.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 317.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 317.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 317.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 317.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 317.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
