INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
09 Dec 2025 04:11 PM IST
| INDIGO 30-DEC-2025 4300 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 9 Dec | 4967.50 | 645 | -123 | - | 1 | 0 | 1 | |||||||||
| 8 Dec | 4923.50 | 768 | -607.5 | 82.07 | 1 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 4300 expiring on 30DEC2025
Delta for 4300 CE is -
Historical price for 4300 CE is as follows
On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 645, which was -123 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 768, which was -607.5 lower than the previous day. The implied volatity was 82.07, the open interest changed by 0 which decreased total open position to 0
| INDIGO 30DEC2025 4300 PE | |||||||
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Delta: -0.09
Vega: 1.89
Theta: -2.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 4967.50 | 24.75 | -32.8 | 49.36 | 27,053 | 88 | 3,453 |
| 8 Dec | 4923.50 | 61.3 | 45.45 | 59.42 | 33,669 | 3,274 | 3,274 |
For Interglobe Aviation Ltd - strike price 4300 expiring on 30DEC2025
Delta for 4300 PE is -0.09
Historical price for 4300 PE is as follows
On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 24.75, which was -32.8 lower than the previous day. The implied volatity was 49.36, the open interest changed by 88 which increased total open position to 3453
On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 61.3, which was 45.45 higher than the previous day. The implied volatity was 59.42, the open interest changed by 3274 which increased total open position to 3274































































































































































































































