INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
20 Dec 2024 04:11 PM IST
| INDIGO 26DEC2024 4300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.79
Vega: 1.63
Theta: -3.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4395.60 | 113.2 | -40.50 | 22.39 | 313 | -46 | 391 | |||
| 19 Dec | 4434.05 | 153.7 | 24.85 | 25.64 | 489 | -89 | 440 | |||
| 18 Dec | 4390.35 | 128.85 | 1.50 | 23.54 | 141 | -17 | 533 | |||
| 17 Dec | 4386.80 | 127.35 | -18.45 | 28.13 | 58 | 1 | 547 | |||
| 16 Dec | 4406.75 | 145.8 | -29.75 | 26.31 | 27 | -3 | 545 | |||
| 13 Dec | 4432.90 | 175.55 | -33.20 | 25.48 | 75 | -21 | 548 | |||
| 12 Dec | 4464.35 | 208.75 | -4.85 | 28.52 | 111 | 25 | 569 | |||
| 11 Dec | 4465.55 | 213.6 | 3.05 | 23.47 | 47 | -3 | 544 | |||
| 10 Dec | 4477.00 | 210.55 | -15.20 | 21.99 | 74 | -5 | 547 | |||
| 9 Dec | 4489.45 | 225.75 | -30.05 | 22.24 | 90 | -23 | 551 | |||
| 6 Dec | 4469.20 | 255.8 | 103.35 | 25.36 | 512 | -118 | 577 | |||
| 5 Dec | 4368.55 | 152.45 | -10.55 | 24.02 | 720 | 34 | 695 | |||
| 4 Dec | 4370.85 | 163 | -13.00 | 24.26 | 227 | 5 | 665 | |||
| 3 Dec | 4405.50 | 176 | -14.35 | 21.15 | 232 | -21 | 661 | |||
| 2 Dec | 4409.25 | 190.35 | 10.40 | 25.06 | 460 | -25 | 683 | |||
| 29 Nov | 4378.90 | 179.95 | 18.95 | 24.65 | 1,288 | -10 | 711 | |||
| 28 Nov | 4352.65 | 161 | 46.15 | 23.44 | 7,183 | 115 | 724 | |||
| 27 Nov | 4267.90 | 114.85 | 13.70 | 24.05 | 1,789 | 115 | 602 | |||
| 26 Nov | 4229.60 | 101.15 | -9.85 | 24.72 | 890 | -29 | 489 | |||
| 25 Nov | 4244.50 | 111 | 40.50 | 24.97 | 1,525 | 34 | 523 | |||
| 22 Nov | 4142.65 | 70.5 | 16.45 | 23.33 | 137 | 35 | 524 | |||
| 21 Nov | 4069.80 | 54.05 | 5.50 | 24.77 | 126 | 30 | 490 | |||
| 20 Nov | 4045.90 | 48.55 | 0.00 | 24.48 | 550 | 460 | 460 | |||
| 19 Nov | 4045.90 | 48.55 | -686.30 | 24.48 | 550 | 460 | 460 | |||
| 18 Nov | 3976.30 | 734.85 | 0.00 | 5.41 | 0 | 0 | 0 | |||
| 7 Nov | 3995.75 | 734.85 | 0.00 | 4.17 | 0 | 0 | 0 | |||
| 6 Nov | 4061.95 | 734.85 | 0.00 | 3.38 | 0 | 0 | 0 | |||
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| 4 Nov | 3963.10 | 734.85 | 0.00 | 4.65 | 0 | 0 | 0 | |||
| 28 Oct | 4015.45 | 734.85 | 734.85 | - | 0 | 0 | 0 | |||
| 25 Oct | 4366.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 4520.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 4524.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 4591.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 4678.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 4693.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 4602.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 4609.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 4716.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 4787.45 | 0 | - | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 4300 expiring on 26DEC2024
Delta for 4300 CE is 0.79
Historical price for 4300 CE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 113.2, which was -40.50 lower than the previous day. The implied volatity was 22.39, the open interest changed by -46 which decreased total open position to 391
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 153.7, which was 24.85 higher than the previous day. The implied volatity was 25.64, the open interest changed by -89 which decreased total open position to 440
On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 128.85, which was 1.50 higher than the previous day. The implied volatity was 23.54, the open interest changed by -17 which decreased total open position to 533
On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 127.35, which was -18.45 lower than the previous day. The implied volatity was 28.13, the open interest changed by 1 which increased total open position to 547
On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 145.8, which was -29.75 lower than the previous day. The implied volatity was 26.31, the open interest changed by -3 which decreased total open position to 545
On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 175.55, which was -33.20 lower than the previous day. The implied volatity was 25.48, the open interest changed by -21 which decreased total open position to 548
On 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 208.75, which was -4.85 lower than the previous day. The implied volatity was 28.52, the open interest changed by 25 which increased total open position to 569
On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 213.6, which was 3.05 higher than the previous day. The implied volatity was 23.47, the open interest changed by -3 which decreased total open position to 544
On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 210.55, which was -15.20 lower than the previous day. The implied volatity was 21.99, the open interest changed by -5 which decreased total open position to 547
On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 225.75, which was -30.05 lower than the previous day. The implied volatity was 22.24, the open interest changed by -23 which decreased total open position to 551
On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 255.8, which was 103.35 higher than the previous day. The implied volatity was 25.36, the open interest changed by -118 which decreased total open position to 577
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 152.45, which was -10.55 lower than the previous day. The implied volatity was 24.02, the open interest changed by 34 which increased total open position to 695
On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 163, which was -13.00 lower than the previous day. The implied volatity was 24.26, the open interest changed by 5 which increased total open position to 665
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 176, which was -14.35 lower than the previous day. The implied volatity was 21.15, the open interest changed by -21 which decreased total open position to 661
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 190.35, which was 10.40 higher than the previous day. The implied volatity was 25.06, the open interest changed by -25 which decreased total open position to 683
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 179.95, which was 18.95 higher than the previous day. The implied volatity was 24.65, the open interest changed by -10 which decreased total open position to 711
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 161, which was 46.15 higher than the previous day. The implied volatity was 23.44, the open interest changed by 115 which increased total open position to 724
On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 114.85, which was 13.70 higher than the previous day. The implied volatity was 24.05, the open interest changed by 115 which increased total open position to 602
On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 101.15, which was -9.85 lower than the previous day. The implied volatity was 24.72, the open interest changed by -29 which decreased total open position to 489
On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 111, which was 40.50 higher than the previous day. The implied volatity was 24.97, the open interest changed by 34 which increased total open position to 523
On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 70.5, which was 16.45 higher than the previous day. The implied volatity was 23.33, the open interest changed by 35 which increased total open position to 524
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 54.05, which was 5.50 higher than the previous day. The implied volatity was 24.77, the open interest changed by 30 which increased total open position to 490
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 48.55, which was 0.00 lower than the previous day. The implied volatity was 24.48, the open interest changed by 460 which increased total open position to 460
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 48.55, which was -686.30 lower than the previous day. The implied volatity was 24.48, the open interest changed by 460 which increased total open position to 460
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 734.85, which was 0.00 lower than the previous day. The implied volatity was 5.41, 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 734.85, which was 0.00 lower than the previous day. The implied volatity was 4.17, 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 734.85, which was 0.00 lower than the previous day. The implied volatity was 3.38, 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 734.85, which was 0.00 lower than the previous day. The implied volatity was 4.65, the open interest changed by 0 which decreased total open position to 0
On 28 Oct INDIGO was trading at 4015.45. The strike last trading price was 734.85, which was 734.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct INDIGO was trading at 4366.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct INDIGO was trading at 4520.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct INDIGO was trading at 4524.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct INDIGO was trading at 4591.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct INDIGO was trading at 4678.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct INDIGO was trading at 4693.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct INDIGO was trading at 4602.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct INDIGO was trading at 4609.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct INDIGO was trading at 4716.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept INDIGO was trading at 4787.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDIGO 26DEC2024 4300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.23
Vega: 1.69
Theta: -3.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4395.60 | 17.65 | 2.65 | 23.75 | 3,328 | -57 | 1,276 |
| 19 Dec | 4434.05 | 15 | -13.45 | 25.13 | 3,253 | -511 | 1,336 |
| 18 Dec | 4390.35 | 28.45 | -4.80 | 27.04 | 4,446 | 805 | 1,861 |
| 17 Dec | 4386.80 | 33.25 | 9.00 | 25.04 | 869 | 77 | 1,059 |
| 16 Dec | 4406.75 | 24.25 | 2.85 | 23.08 | 841 | -15 | 980 |
| 13 Dec | 4432.90 | 21.4 | -2.05 | 21.91 | 1,747 | -125 | 996 |
| 12 Dec | 4464.35 | 23.45 | 0.35 | 24.38 | 1,891 | 148 | 1,123 |
| 11 Dec | 4465.55 | 23.1 | -5.65 | 24.88 | 413 | -1 | 975 |
| 10 Dec | 4477.00 | 28.75 | -5.25 | 26.18 | 905 | 30 | 976 |
| 9 Dec | 4489.45 | 34 | 4.05 | 28.47 | 1,232 | -138 | 950 |
| 6 Dec | 4469.20 | 29.95 | -32.05 | 26.30 | 1,611 | 116 | 1,112 |
| 5 Dec | 4368.55 | 62 | -0.05 | 24.59 | 3,536 | 145 | 1,009 |
| 4 Dec | 4370.85 | 62.05 | 0.50 | 25.02 | 947 | -35 | 863 |
| 3 Dec | 4405.50 | 61.55 | -4.55 | 27.03 | 940 | 93 | 901 |
| 2 Dec | 4409.25 | 66.1 | -4.90 | 27.34 | 1,331 | -18 | 809 |
| 29 Nov | 4378.90 | 71 | -17.55 | 25.28 | 1,703 | 210 | 811 |
| 28 Nov | 4352.65 | 88.55 | -34.45 | 26.82 | 2,601 | 492 | 599 |
| 27 Nov | 4267.90 | 123 | -30.00 | 25.55 | 118 | 30 | 108 |
| 26 Nov | 4229.60 | 153 | 14.50 | 27.23 | 78 | 30 | 78 |
| 25 Nov | 4244.50 | 138.5 | -111.50 | 25.35 | 74 | 46 | 48 |
| 22 Nov | 4142.65 | 250 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 4069.80 | 250 | 0.00 | 0.00 | 0 | 2 | 0 |
| 20 Nov | 4045.90 | 250 | 0.00 | 19.68 | 2 | 2 | 0 |
| 19 Nov | 4045.90 | 250 | 160.25 | 19.68 | 2 | 0 | 0 |
| 18 Nov | 3976.30 | 89.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 3995.75 | 89.75 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 4061.95 | 89.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 3963.10 | 89.75 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 4015.45 | 89.75 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 4366.10 | 89.75 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 4520.00 | 89.75 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 4524.40 | 89.75 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 4591.00 | 89.75 | 89.75 | - | 0 | 0 | 0 |
| 14 Oct | 4678.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 4693.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 4602.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 4609.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 4716.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 4787.45 | 0 | - | 0 | 0 | 0 | |
For Interglobe Aviation Ltd - strike price 4300 expiring on 26DEC2024
Delta for 4300 PE is -0.23
Historical price for 4300 PE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 17.65, which was 2.65 higher than the previous day. The implied volatity was 23.75, the open interest changed by -57 which decreased total open position to 1276
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 15, which was -13.45 lower than the previous day. The implied volatity was 25.13, the open interest changed by -511 which decreased total open position to 1336
On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 28.45, which was -4.80 lower than the previous day. The implied volatity was 27.04, the open interest changed by 805 which increased total open position to 1861
On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 33.25, which was 9.00 higher than the previous day. The implied volatity was 25.04, the open interest changed by 77 which increased total open position to 1059
On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 24.25, which was 2.85 higher than the previous day. The implied volatity was 23.08, the open interest changed by -15 which decreased total open position to 980
On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 21.4, which was -2.05 lower than the previous day. The implied volatity was 21.91, the open interest changed by -125 which decreased total open position to 996
On 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 23.45, which was 0.35 higher than the previous day. The implied volatity was 24.38, the open interest changed by 148 which increased total open position to 1123
On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 23.1, which was -5.65 lower than the previous day. The implied volatity was 24.88, the open interest changed by -1 which decreased total open position to 975
On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 28.75, which was -5.25 lower than the previous day. The implied volatity was 26.18, the open interest changed by 30 which increased total open position to 976
On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 34, which was 4.05 higher than the previous day. The implied volatity was 28.47, the open interest changed by -138 which decreased total open position to 950
On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 29.95, which was -32.05 lower than the previous day. The implied volatity was 26.30, the open interest changed by 116 which increased total open position to 1112
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 62, which was -0.05 lower than the previous day. The implied volatity was 24.59, the open interest changed by 145 which increased total open position to 1009
On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 62.05, which was 0.50 higher than the previous day. The implied volatity was 25.02, the open interest changed by -35 which decreased total open position to 863
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 61.55, which was -4.55 lower than the previous day. The implied volatity was 27.03, the open interest changed by 93 which increased total open position to 901
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 66.1, which was -4.90 lower than the previous day. The implied volatity was 27.34, the open interest changed by -18 which decreased total open position to 809
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 71, which was -17.55 lower than the previous day. The implied volatity was 25.28, the open interest changed by 210 which increased total open position to 811
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 88.55, which was -34.45 lower than the previous day. The implied volatity was 26.82, the open interest changed by 492 which increased total open position to 599
On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 123, which was -30.00 lower than the previous day. The implied volatity was 25.55, the open interest changed by 30 which increased total open position to 108
On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 153, which was 14.50 higher than the previous day. The implied volatity was 27.23, the open interest changed by 30 which increased total open position to 78
On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 138.5, which was -111.50 lower than the previous day. The implied volatity was 25.35, the open interest changed by 46 which increased total open position to 48
On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 250, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 250, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 250, which was 0.00 lower than the previous day. The implied volatity was 19.68, the open interest changed by 2 which increased total open position to 0
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 250, which was 160.25 higher than the previous day. The implied volatity was 19.68, 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 89.75, 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 89.75, 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 89.75, 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 89.75, 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 28 Oct INDIGO was trading at 4015.45. The strike last trading price was 89.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct INDIGO was trading at 4366.10. The strike last trading price was 89.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct INDIGO was trading at 4520.00. The strike last trading price was 89.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct INDIGO was trading at 4524.40. The strike last trading price was 89.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct INDIGO was trading at 4591.00. The strike last trading price was 89.75, which was 89.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct INDIGO was trading at 4678.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct INDIGO was trading at 4693.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct INDIGO was trading at 4602.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct INDIGO was trading at 4609.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct INDIGO was trading at 4716.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept INDIGO was trading at 4787.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
