INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
09 Apr 2026 09:32 AM IST
| INDIGO 28-Apr-2026 (19d) 4300 CE | ||||||||||||||||
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Delta: 0.77
Vega: 3.17
Theta: -4.21
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Apr | 4567.70 | 347.1 | -36.2 | 40.57 | 54 | 11 | 1,449 | |||||||||
| 8 Apr | 4615.50 | 381.1 | 202.7 | 38.17 | 4,779 | 582 | 4,257 | |||||||||
| 7 Apr | 4268.80 | 180.4 | -31 | 44.92 | 3,156 | 86 | 3,678 | |||||||||
| 6 Apr | 4312.50 | 203 | 66.6 | 45.23 | 7,631 | 88 | 3,599 | |||||||||
| 2 Apr | 4193.50 | 123.95 | -24.9 | 37.64 | 4,757 | 59 | 3,524 | |||||||||
| 1 Apr | 4180.80 | 151.5 | 84.7 | 41.91 | 21,060 | 2,638 | 3,469 | |||||||||
| 30 Mar | 3943.50 | 71 | -62.7 | 40.81 | 1,960 | 179 | 833 | |||||||||
| 27 Mar | 4099.50 | 135.35 | -53.1 | 40.83 | 901 | 161 | 649 | |||||||||
| 25 Mar | 4294.70 | 189.8 | 49.55 | 34.36 | 1,369 | 194 | 485 | |||||||||
| 24 Mar | 4150.80 | 141.95 | 54.4 | 35.86 | 1,659 | 84 | 303 | |||||||||
| 23 Mar | 3945.30 | 90.65 | -52.95 | 40.81 | 320 | 41 | 217 | |||||||||
| 20 Mar | 4149.10 | 145 | 2.8 | 35.52 | 180 | 33 | 177 | |||||||||
| 19 Mar | 4154.30 | 142.1 | -92.25 | 32.16 | 156 | 38 | 145 | |||||||||
| 18 Mar | 4360.60 | 236.65 | 36.65 | 30.71 | 82 | 39 | 108 | |||||||||
| 17 Mar | 4287.90 | 200 | 28.55 | 32.07 | 23 | 13 | 69 | |||||||||
| 16 Mar | 4222.10 | 175 | 16.5 | 32.03 | 49 | -4 | 55 | |||||||||
| 13 Mar | 4158.20 | 159.1 | -45.6 | 33.33 | 71 | 18 | 59 | |||||||||
| 12 Mar | 4251.70 | 204.7 | -75.35 | 31.69 | 70 | 23 | 43 | |||||||||
| 11 Mar | 4350.70 | 280.05 | -4.95 | 35.87 | 15 | 1 | 21 | |||||||||
| 10 Mar | 4380.40 | 285 | 57 | 32.86 | 21 | -2 | 22 | |||||||||
| 9 Mar | 4236.70 | 228 | -52 | 35.61 | 25 | 11 | 25 | |||||||||
| 6 Mar | 4404.10 | 280 | -70 | 27.58 | 4 | 0 | 13 | |||||||||
| 5 Mar | 4512.80 | 350 | 35 | 29.02 | 5 | 0 | 13 | |||||||||
| 4 Mar | 4392.90 | 315 | -326.6 | 34.79 | 22 | 14 | 14 | |||||||||
| 2 Mar | 4520.40 | 641.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 4862.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 4854.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 4815.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 4 Feb | 4960.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 4946.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 4687.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 4589.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 4596.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 4621.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 4300 expiring on 28APR2026
Delta for 4300 CE is 0.77
Historical price for 4300 CE is as follows
On 9 Apr INDIGO was trading at 4567.70. The strike last trading price was 347.1, which was -36.2 lower than the previous day. The implied volatity was 40.57, the open interest changed by 11 which increased total open position to 1449
On 8 Apr INDIGO was trading at 4615.50. The strike last trading price was 381.1, which was 202.7 higher than the previous day. The implied volatity was 38.17, the open interest changed by 582 which increased total open position to 4257
On 7 Apr INDIGO was trading at 4268.80. The strike last trading price was 180.4, which was -31 lower than the previous day. The implied volatity was 44.92, the open interest changed by 86 which increased total open position to 3678
On 6 Apr INDIGO was trading at 4312.50. The strike last trading price was 203, which was 66.6 higher than the previous day. The implied volatity was 45.23, the open interest changed by 88 which increased total open position to 3599
On 2 Apr INDIGO was trading at 4193.50. The strike last trading price was 123.95, which was -24.9 lower than the previous day. The implied volatity was 37.64, the open interest changed by 59 which increased total open position to 3524
On 1 Apr INDIGO was trading at 4180.80. The strike last trading price was 151.5, which was 84.7 higher than the previous day. The implied volatity was 41.91, the open interest changed by 2638 which increased total open position to 3469
On 30 Mar INDIGO was trading at 3943.50. The strike last trading price was 71, which was -62.7 lower than the previous day. The implied volatity was 40.81, the open interest changed by 179 which increased total open position to 833
On 27 Mar INDIGO was trading at 4099.50. The strike last trading price was 135.35, which was -53.1 lower than the previous day. The implied volatity was 40.83, the open interest changed by 161 which increased total open position to 649
On 25 Mar INDIGO was trading at 4294.70. The strike last trading price was 189.8, which was 49.55 higher than the previous day. The implied volatity was 34.36, the open interest changed by 194 which increased total open position to 485
On 24 Mar INDIGO was trading at 4150.80. The strike last trading price was 141.95, which was 54.4 higher than the previous day. The implied volatity was 35.86, the open interest changed by 84 which increased total open position to 303
On 23 Mar INDIGO was trading at 3945.30. The strike last trading price was 90.65, which was -52.95 lower than the previous day. The implied volatity was 40.81, the open interest changed by 41 which increased total open position to 217
On 20 Mar INDIGO was trading at 4149.10. The strike last trading price was 145, which was 2.8 higher than the previous day. The implied volatity was 35.52, the open interest changed by 33 which increased total open position to 177
On 19 Mar INDIGO was trading at 4154.30. The strike last trading price was 142.1, which was -92.25 lower than the previous day. The implied volatity was 32.16, the open interest changed by 38 which increased total open position to 145
On 18 Mar INDIGO was trading at 4360.60. The strike last trading price was 236.65, which was 36.65 higher than the previous day. The implied volatity was 30.71, the open interest changed by 39 which increased total open position to 108
On 17 Mar INDIGO was trading at 4287.90. The strike last trading price was 200, which was 28.55 higher than the previous day. The implied volatity was 32.07, the open interest changed by 13 which increased total open position to 69
On 16 Mar INDIGO was trading at 4222.10. The strike last trading price was 175, which was 16.5 higher than the previous day. The implied volatity was 32.03, the open interest changed by -4 which decreased total open position to 55
On 13 Mar INDIGO was trading at 4158.20. The strike last trading price was 159.1, which was -45.6 lower than the previous day. The implied volatity was 33.33, the open interest changed by 18 which increased total open position to 59
On 12 Mar INDIGO was trading at 4251.70. The strike last trading price was 204.7, which was -75.35 lower than the previous day. The implied volatity was 31.69, the open interest changed by 23 which increased total open position to 43
On 11 Mar INDIGO was trading at 4350.70. The strike last trading price was 280.05, which was -4.95 lower than the previous day. The implied volatity was 35.87, the open interest changed by 1 which increased total open position to 21
On 10 Mar INDIGO was trading at 4380.40. The strike last trading price was 285, which was 57 higher than the previous day. The implied volatity was 32.86, the open interest changed by -2 which decreased total open position to 22
On 9 Mar INDIGO was trading at 4236.70. The strike last trading price was 228, which was -52 lower than the previous day. The implied volatity was 35.61, the open interest changed by 11 which increased total open position to 25
On 6 Mar INDIGO was trading at 4404.10. The strike last trading price was 280, which was -70 lower than the previous day. The implied volatity was 27.58, the open interest changed by 0 which decreased total open position to 13
On 5 Mar INDIGO was trading at 4512.80. The strike last trading price was 350, which was 35 higher than the previous day. The implied volatity was 29.02, the open interest changed by 0 which decreased total open position to 13
On 4 Mar INDIGO was trading at 4392.90. The strike last trading price was 315, which was -326.6 lower than the previous day. The implied volatity was 34.79, the open interest changed by 14 which increased total open position to 14
On 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 641.6, 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 -, which was - 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 0, 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 0, 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 -, which was - 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 0, 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 0, 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 0, 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 0, 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 0, 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 (19d) 4300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 3.29
Theta: -3.48
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Apr | 4567.70 | 71 | 8.4 | 44.6 | 212 | 14 | 706 |
| 8 Apr | 4615.50 | 60.45 | -145.95 | 43.74 | 3,588 | -474 | 701 |
| 7 Apr | 4268.80 | 209.25 | 27.45 | 50.44 | 1,440 | 103 | 1,151 |
| 6 Apr | 4312.50 | 185 | -68.05 | 46.88 | 1,778 | -71 | 1,061 |
| 2 Apr | 4193.50 | 259 | 17.55 | 45.76 | 858 | 110 | 1,150 |
| 1 Apr | 4180.80 | 235.55 | -170.65 | 41.19 | 8,007 | 620 | 1,038 |
| 30 Mar | 3943.50 | 398.5 | 91 | 43.89 | 237 | -14 | 418 |
| 27 Mar | 4099.50 | 302 | 123.4 | 43 | 546 | 72 | 437 |
| 25 Mar | 4294.70 | 176.55 | -101.4 | 36.04 | 553 | 235 | 361 |
| 24 Mar | 4150.80 | 272 | -143.85 | 42.35 | 107 | 0 | 129 |
| 23 Mar | 3945.30 | 415.85 | 154.75 | 44.77 | 79 | 12 | 129 |
| 20 Mar | 4149.10 | 261.8 | -5.1 | 37.09 | 35 | 8 | 119 |
| 19 Mar | 4154.30 | 261.8 | 105.45 | 39.56 | 46 | 10 | 113 |
| 18 Mar | 4360.60 | 156.35 | -29.4 | 35.86 | 51 | 13 | 102 |
| 17 Mar | 4287.90 | 188.15 | -41.2 | 35.09 | 55 | 24 | 89 |
| 16 Mar | 4222.10 | 233.45 | -41.4 | 38.32 | 12 | 0 | 64 |
| 13 Mar | 4158.20 | 274.85 | 54.85 | 38.72 | 8 | -1 | 65 |
| 12 Mar | 4251.70 | 220 | 30.4 | 37.99 | 93 | -12 | 65 |
| 11 Mar | 4350.70 | 191.35 | 35.2 | 38.77 | 75 | 40 | 76 |
| 10 Mar | 4380.40 | 156.15 | -88.35 | 34.83 | 15 | 8 | 37 |
| 9 Mar | 4236.70 | 244.5 | 92.7 | 39.8 | 43 | 1 | 28 |
| 6 Mar | 4404.10 | 160.5 | 49.7 | 36.03 | 18 | 3 | 28 |
| 5 Mar | 4512.80 | 115 | -51 | 32.94 | 38 | 6 | 25 |
| 4 Mar | 4392.90 | 166 | 59.25 | 35.01 | 30 | 19 | 19 |
| 2 Mar | 4520.40 | 106.75 | 0 | 4.48 | 0 | 0 | 0 |
| 23 Feb | 4862.20 | - | - | - | 0 | 0 | 0 |
| 20 Feb | 4854.60 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 4815.10 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 4960.70 | - | - | - | 0 | 0 | 0 |
| 3 Feb | 4946.20 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 4687.00 | 0 | 0 | 5.42 | 0 | 0 | 0 |
| 1 Feb | 4589.50 | 0 | 0 | 4.49 | 0 | 0 | 0 |
| 30 Jan | 4596.50 | 0 | 0 | 4.46 | 0 | 0 | 0 |
| 29 Jan | 4621.00 | 0 | 0 | 4.65 | 0 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 4300 expiring on 28APR2026
Delta for 4300 PE is -0.24
Historical price for 4300 PE is as follows
On 9 Apr INDIGO was trading at 4567.70. The strike last trading price was 71, which was 8.4 higher than the previous day. The implied volatity was 44.6, the open interest changed by 14 which increased total open position to 706
On 8 Apr INDIGO was trading at 4615.50. The strike last trading price was 60.45, which was -145.95 lower than the previous day. The implied volatity was 43.74, the open interest changed by -474 which decreased total open position to 701
On 7 Apr INDIGO was trading at 4268.80. The strike last trading price was 209.25, which was 27.45 higher than the previous day. The implied volatity was 50.44, the open interest changed by 103 which increased total open position to 1151
On 6 Apr INDIGO was trading at 4312.50. The strike last trading price was 185, which was -68.05 lower than the previous day. The implied volatity was 46.88, the open interest changed by -71 which decreased total open position to 1061
On 2 Apr INDIGO was trading at 4193.50. The strike last trading price was 259, which was 17.55 higher than the previous day. The implied volatity was 45.76, the open interest changed by 110 which increased total open position to 1150
On 1 Apr INDIGO was trading at 4180.80. The strike last trading price was 235.55, which was -170.65 lower than the previous day. The implied volatity was 41.19, the open interest changed by 620 which increased total open position to 1038
On 30 Mar INDIGO was trading at 3943.50. The strike last trading price was 398.5, which was 91 higher than the previous day. The implied volatity was 43.89, the open interest changed by -14 which decreased total open position to 418
On 27 Mar INDIGO was trading at 4099.50. The strike last trading price was 302, which was 123.4 higher than the previous day. The implied volatity was 43, the open interest changed by 72 which increased total open position to 437
On 25 Mar INDIGO was trading at 4294.70. The strike last trading price was 176.55, which was -101.4 lower than the previous day. The implied volatity was 36.04, the open interest changed by 235 which increased total open position to 361
On 24 Mar INDIGO was trading at 4150.80. The strike last trading price was 272, which was -143.85 lower than the previous day. The implied volatity was 42.35, the open interest changed by 0 which decreased total open position to 129
On 23 Mar INDIGO was trading at 3945.30. The strike last trading price was 415.85, which was 154.75 higher than the previous day. The implied volatity was 44.77, the open interest changed by 12 which increased total open position to 129
On 20 Mar INDIGO was trading at 4149.10. The strike last trading price was 261.8, which was -5.1 lower than the previous day. The implied volatity was 37.09, the open interest changed by 8 which increased total open position to 119
On 19 Mar INDIGO was trading at 4154.30. The strike last trading price was 261.8, which was 105.45 higher than the previous day. The implied volatity was 39.56, the open interest changed by 10 which increased total open position to 113
On 18 Mar INDIGO was trading at 4360.60. The strike last trading price was 156.35, which was -29.4 lower than the previous day. The implied volatity was 35.86, the open interest changed by 13 which increased total open position to 102
On 17 Mar INDIGO was trading at 4287.90. The strike last trading price was 188.15, which was -41.2 lower than the previous day. The implied volatity was 35.09, the open interest changed by 24 which increased total open position to 89
On 16 Mar INDIGO was trading at 4222.10. The strike last trading price was 233.45, which was -41.4 lower than the previous day. The implied volatity was 38.32, the open interest changed by 0 which decreased total open position to 64
On 13 Mar INDIGO was trading at 4158.20. The strike last trading price was 274.85, which was 54.85 higher than the previous day. The implied volatity was 38.72, the open interest changed by -1 which decreased total open position to 65
On 12 Mar INDIGO was trading at 4251.70. The strike last trading price was 220, which was 30.4 higher than the previous day. The implied volatity was 37.99, the open interest changed by -12 which decreased total open position to 65
On 11 Mar INDIGO was trading at 4350.70. The strike last trading price was 191.35, which was 35.2 higher than the previous day. The implied volatity was 38.77, the open interest changed by 40 which increased total open position to 76
On 10 Mar INDIGO was trading at 4380.40. The strike last trading price was 156.15, which was -88.35 lower than the previous day. The implied volatity was 34.83, the open interest changed by 8 which increased total open position to 37
On 9 Mar INDIGO was trading at 4236.70. The strike last trading price was 244.5, which was 92.7 higher than the previous day. The implied volatity was 39.8, the open interest changed by 1 which increased total open position to 28
On 6 Mar INDIGO was trading at 4404.10. The strike last trading price was 160.5, which was 49.7 higher than the previous day. The implied volatity was 36.03, the open interest changed by 3 which increased total open position to 28
On 5 Mar INDIGO was trading at 4512.80. The strike last trading price was 115, which was -51 lower than the previous day. The implied volatity was 32.94, the open interest changed by 6 which increased total open position to 25
On 4 Mar INDIGO was trading at 4392.90. The strike last trading price was 166, which was 59.25 higher than the previous day. The implied volatity was 35.01, the open interest changed by 19 which increased total open position to 19
On 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 106.75, which was 0 lower than the previous day. The implied volatity was 4.48, 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 -, which was - 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 0, 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 0, 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 -, which was - 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 0, 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 0, which was 0 lower than the previous day. The implied volatity was 5.42, 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 0, which was 0 lower than the previous day. The implied volatity was 4.49, 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 0, which was 0 lower than the previous day. The implied volatity was 4.46, 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 0, which was 0 lower than the previous day. The implied volatity was 4.65, the open interest changed by 0 which decreased total open position to 0
