INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Nov 2024 04:11 PM IST
| INDIGO 28NOV2024 4300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.85
Theta: -1.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4069.80 | 5.6 | -2.25 | 27.30 | 713.5 | -2 | 470 | |||
| 20 Nov | 4045.90 | 7.85 | 0.00 | 28.54 | 1,574.5 | -16.5 | 469 | |||
| 19 Nov | 4045.90 | 7.85 | 2.35 | 28.54 | 1,574.5 | -19.5 | 469 | |||
| 18 Nov | 3976.30 | 5.5 | 0.30 | 29.99 | 717.5 | -77.5 | 488.5 | |||
| 14 Nov | 3891.20 | 5.2 | -1.50 | 30.42 | 328.5 | -0.5 | 569.5 | |||
| 13 Nov | 3848.80 | 6.7 | -0.75 | 32.38 | 439 | -92.5 | 570 | |||
| 12 Nov | 3912.90 | 7.45 | -8.25 | 29.18 | 1,077.5 | 35 | 838 | |||
| 11 Nov | 4011.60 | 15.7 | -1.00 | 27.00 | 617.5 | 36 | 807 | |||
| 8 Nov | 4002.95 | 16.7 | -2.65 | 26.35 | 391.5 | 39 | 774.5 | |||
| 7 Nov | 3995.75 | 19.35 | -12.90 | 26.22 | 476 | 43 | 734.5 | |||
| 6 Nov | 4061.95 | 32.25 | 10.85 | 24.98 | 680.5 | -56 | 694 | |||
| 5 Nov | 3940.85 | 21.4 | -3.35 | 29.94 | 485 | -28.5 | 752 | |||
| 4 Nov | 3963.10 | 24.75 | -18.05 | 29.75 | 1,053 | 79.5 | 780 | |||
| 1 Nov | 4069.55 | 42.8 | -2.75 | 25.73 | 101.5 | 41.5 | 699.5 | |||
| 31 Oct | 4052.50 | 45.55 | -5.00 | - | 550 | 24 | 659 | |||
| 30 Oct | 4057.70 | 50.55 | -0.10 | - | 769 | 106 | 636 | |||
| 29 Oct | 4026.75 | 50.65 | -15.60 | - | 539 | 79 | 530 | |||
| 28 Oct | 4015.45 | 66.25 | -151.40 | - | 1,704 | 438 | 450 | |||
| 25 Oct | 4366.10 | 217.65 | -439.10 | - | 22 | 12 | 12 | |||
| 24 Oct | 4519.85 | 656.75 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 4520.00 | 656.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 4524.40 | 656.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 4591.00 | 656.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 4663.05 | 656.75 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 4624.00 | 656.75 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 4699.85 | 656.75 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 4756.45 | 656.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 4665.15 | 656.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 9 Oct | 4708.30 | 656.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 4602.95 | 656.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 4485.20 | 656.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 4609.35 | 656.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 4787.45 | 656.75 | 656.75 | - | 0 | 0 | 0 | |||
| 19 Sept | 4873.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 4831.85 | 0 | - | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 4300 expiring on 28NOV2024
Delta for 4300 CE is 0.08
Historical price for 4300 CE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 5.6, which was -2.25 lower than the previous day. The implied volatity was 27.30, the open interest changed by -4 which decreased total open position to 940
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 7.85, which was 0.00 lower than the previous day. The implied volatity was 28.54, the open interest changed by -33 which decreased total open position to 938
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 7.85, which was 2.35 higher than the previous day. The implied volatity was 28.54, the open interest changed by -39 which decreased total open position to 938
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 5.5, which was 0.30 higher than the previous day. The implied volatity was 29.99, the open interest changed by -155 which decreased total open position to 977
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 5.2, which was -1.50 lower than the previous day. The implied volatity was 30.42, the open interest changed by -1 which decreased total open position to 1139
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 6.7, which was -0.75 lower than the previous day. The implied volatity was 32.38, the open interest changed by -185 which decreased total open position to 1140
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 7.45, which was -8.25 lower than the previous day. The implied volatity was 29.18, the open interest changed by 70 which increased total open position to 1676
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 15.7, which was -1.00 lower than the previous day. The implied volatity was 27.00, the open interest changed by 72 which increased total open position to 1614
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 16.7, which was -2.65 lower than the previous day. The implied volatity was 26.35, the open interest changed by 78 which increased total open position to 1549
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 19.35, which was -12.90 lower than the previous day. The implied volatity was 26.22, the open interest changed by 86 which increased total open position to 1469
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 32.25, which was 10.85 higher than the previous day. The implied volatity was 24.98, the open interest changed by -112 which decreased total open position to 1388
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 21.4, which was -3.35 lower than the previous day. The implied volatity was 29.94, the open interest changed by -57 which decreased total open position to 1504
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 24.75, which was -18.05 lower than the previous day. The implied volatity was 29.75, the open interest changed by 159 which increased total open position to 1560
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 42.8, which was -2.75 lower than the previous day. The implied volatity was 25.73, the open interest changed by 83 which increased total open position to 1399
On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 45.55, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct INDIGO was trading at 4057.70. The strike last trading price was 50.55, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct INDIGO was trading at 4026.75. The strike last trading price was 50.65, which was -15.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct INDIGO was trading at 4015.45. The strike last trading price was 66.25, which was -151.40 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 217.65, which was -439.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct INDIGO was trading at 4519.85. The strike last trading price was 656.75, 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 656.75, 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 656.75, 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 656.75, 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 18 Oct INDIGO was trading at 4663.05. The strike last trading price was 656.75, 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 17 Oct INDIGO was trading at 4624.00. The strike last trading price was 656.75, 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 16 Oct INDIGO was trading at 4699.85. The strike last trading price was 656.75, 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 15 Oct INDIGO was trading at 4756.45. The strike last trading price was 656.75, 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 10 Oct INDIGO was trading at 4665.15. The strike last trading price was 656.75, 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 9 Oct INDIGO was trading at 4708.30. The strike last trading price was 656.75, 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 8 Oct INDIGO was trading at 4602.95. The strike last trading price was 656.75, 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 7 Oct INDIGO was trading at 4485.20. The strike last trading price was 656.75, 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 4 Oct INDIGO was trading at 4609.35. The strike last trading price was 656.75, 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 30 Sept INDIGO was trading at 4787.45. The strike last trading price was 656.75, which was 656.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept INDIGO was trading at 4873.55. 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 10 Sept INDIGO was trading at 4831.85. 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 28NOV2024 4300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 1.30
Theta: -2.31
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4069.80 | 238.55 | -27.15 | 35.94 | 30.5 | -12 | 67 |
| 20 Nov | 4045.90 | 265.7 | 0.00 | 35.19 | 61 | -11.5 | 79.5 |
| 19 Nov | 4045.90 | 265.7 | -36.30 | 35.19 | 61 | -11 | 79.5 |
| 18 Nov | 3976.30 | 302 | -113.15 | - | 4 | -2.5 | 91 |
| 14 Nov | 3891.20 | 415.15 | -5.05 | 40.82 | 11 | -6 | 93.5 |
| 13 Nov | 3848.80 | 420.2 | 38.35 | 24.93 | 5 | 0 | 100 |
| 12 Nov | 3912.90 | 381.85 | 83.05 | 30.38 | 1.5 | -0.5 | 100.5 |
| 11 Nov | 4011.60 | 298.8 | 38.80 | 32.28 | 6 | 1 | 101.5 |
| 8 Nov | 4002.95 | 260 | -7.25 | - | 2 | 1 | 100.5 |
| 7 Nov | 3995.75 | 267.25 | 23.30 | - | 1 | 0 | 100 |
| 6 Nov | 4061.95 | 243.95 | -116.55 | 29.34 | 19.5 | -15 | 100 |
| 5 Nov | 3940.85 | 360.5 | 7.70 | 30.79 | 3.5 | 1.5 | 114.5 |
| 4 Nov | 3963.10 | 352.8 | 93.80 | 32.04 | 47 | 8.5 | 113 |
| 1 Nov | 4069.55 | 259 | 4.00 | 30.51 | 6 | 0 | 99 |
| 31 Oct | 4052.50 | 255 | -12.00 | - | 18 | 16 | 98 |
| 30 Oct | 4057.70 | 267 | -24.40 | - | 58 | 10 | 83 |
| 29 Oct | 4026.75 | 291.4 | -31.80 | - | 19 | -1 | 72 |
| 28 Oct | 4015.45 | 323.2 | 181.40 | - | 147 | 38 | 68 |
| 25 Oct | 4366.10 | 141.8 | 68.00 | - | 62 | 18 | 30 |
| 24 Oct | 4519.85 | 73.8 | 0.00 | - | 0 | 3 | 0 |
| 23 Oct | 4520.00 | 73.8 | 18.80 | - | 3 | 2 | 11 |
| 22 Oct | 4524.40 | 55 | 0.00 | - | 0 | 9 | 0 |
| 21 Oct | 4591.00 | 55 | -64.55 | - | 10 | 6 | 6 |
| 18 Oct | 4663.05 | 119.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 4624.00 | 119.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 4699.85 | 119.55 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 4756.45 | 119.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 4665.15 | 119.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 4708.30 | 119.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 4602.95 | 119.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 4485.20 | 119.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 4609.35 | 119.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 4787.45 | 119.55 | 119.55 | - | 0 | 0 | 0 |
| 19 Sept | 4873.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 4831.85 | 0 | - | 0 | 0 | 0 | |
For Interglobe Aviation Ltd - strike price 4300 expiring on 28NOV2024
Delta for 4300 PE is -0.85
Historical price for 4300 PE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 238.55, which was -27.15 lower than the previous day. The implied volatity was 35.94, the open interest changed by -24 which decreased total open position to 134
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 265.7, which was 0.00 lower than the previous day. The implied volatity was 35.19, the open interest changed by -23 which decreased total open position to 159
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 265.7, which was -36.30 lower than the previous day. The implied volatity was 35.19, the open interest changed by -22 which decreased total open position to 159
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 302, which was -113.15 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 182
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 415.15, which was -5.05 lower than the previous day. The implied volatity was 40.82, the open interest changed by -12 which decreased total open position to 187
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 420.2, which was 38.35 higher than the previous day. The implied volatity was 24.93, the open interest changed by 0 which decreased total open position to 200
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 381.85, which was 83.05 higher than the previous day. The implied volatity was 30.38, the open interest changed by -1 which decreased total open position to 201
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 298.8, which was 38.80 higher than the previous day. The implied volatity was 32.28, the open interest changed by 2 which increased total open position to 203
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 260, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 201
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 267.25, which was 23.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 200
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 243.95, which was -116.55 lower than the previous day. The implied volatity was 29.34, the open interest changed by -30 which decreased total open position to 200
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 360.5, which was 7.70 higher than the previous day. The implied volatity was 30.79, the open interest changed by 3 which increased total open position to 229
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 352.8, which was 93.80 higher than the previous day. The implied volatity was 32.04, the open interest changed by 17 which increased total open position to 226
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 259, which was 4.00 higher than the previous day. The implied volatity was 30.51, the open interest changed by 0 which decreased total open position to 198
On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 255, which was -12.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct INDIGO was trading at 4057.70. The strike last trading price was 267, which was -24.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct INDIGO was trading at 4026.75. The strike last trading price was 291.4, which was -31.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct INDIGO was trading at 4015.45. The strike last trading price was 323.2, which was 181.40 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 141.8, which was 68.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct INDIGO was trading at 4519.85. The strike last trading price was 73.8, 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 73.8, which was 18.80 higher 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 55, 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 55, which was -64.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct INDIGO was trading at 4663.05. The strike last trading price was 119.55, 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 17 Oct INDIGO was trading at 4624.00. The strike last trading price was 119.55, 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 16 Oct INDIGO was trading at 4699.85. The strike last trading price was 119.55, 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 15 Oct INDIGO was trading at 4756.45. The strike last trading price was 119.55, 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 10 Oct INDIGO was trading at 4665.15. The strike last trading price was 119.55, 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 9 Oct INDIGO was trading at 4708.30. The strike last trading price was 119.55, 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 119.55, 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 7 Oct INDIGO was trading at 4485.20. The strike last trading price was 119.55, 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 119.55, 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 119.55, which was 119.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept INDIGO was trading at 4873.55. 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 10 Sept INDIGO was trading at 4831.85. 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
