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[--[65.84.65.76]--]
INDIGO
Interglobe Aviation Ltd

4700.85 -28.35 (-0.60%)

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Historical option data for INDIGO

13 Mar 2025 04:11 PM IST
INDIGO 27MAR2025 4300 CE
Delta: 0.99
Vega: 0.34
Theta: -1.42
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 4700.85 412 -28 21.65 14 -8 325
12 Mar 4729.20 440 81.25 - 6 1 334
11 Mar 4651.45 358.75 3.7 - 12 -4 335
10 Mar 4627.55 355 -50 22.88 4 0 340
7 Mar 4657.55 405 -56.8 35.93 1 0 340
6 Mar 4762.40 461.7 51.7 - 17 8 339
5 Mar 4698.10 410 53.75 - 89 -29 331
4 Mar 4598.70 356.25 119.85 30.12 103 18 360
3 Mar 4464.70 236.1 -13.3 27.15 1,325 -8 342
28 Feb 4477.30 247.1 12.65 23.28 164 16 350
27 Feb 4443.40 233.75 -3.45 26.50 267 161 334
26 Feb 4428.45 241.6 -74.95 29.25 121 55 170
25 Feb 4427.45 241.6 -74.95 29.25 121 52 170
24 Feb 4536.00 317.6 32.2 29.16 73 27 118
21 Feb 4510.75 285.4 -4.6 26.22 59 41 84
20 Feb 4501.45 290 73.45 24.41 26 5 43
19 Feb 4399.90 217 31.15 25.62 36 15 37
18 Feb 4345.55 178.15 24.1 25.41 14 6 23
17 Feb 4303.00 154.05 24 22.44 7 2 18
14 Feb 4223.30 130.05 -71 26.37 3 0 15
13 Feb 4364.85 201.05 61.6 24.43 12 8 15
12 Feb 4337.50 139.45 -48.5 14.93 2 1 7
11 Feb 4316.85 187.95 -42.05 26.47 5 2 6
10 Feb 4325.15 230 0 0.00 0 0 0
7 Feb 4364.55 230 0 0.00 0 0 0
6 Feb 4394.85 230 0 0.00 0 0 0
4 Feb 4345.20 230 0 0.00 0 0 0
31 Jan 4324.35 230 -45 26.14 7 4 5
30 Jan 4227.75 275 0 0.00 0 0 0
24 Jan 4161.80 275 0 0.00 0 0 0
23 Jan 4134.80 275 0.00 0.00 0 0 0
22 Jan 4011.50 275 0.00 0.00 0 0 1
21 Jan 4009.80 275 0.00 0.00 0 0 1
20 Jan 4114.30 275 0.00 0.00 0 0 1
17 Jan 4090.20 275 0.00 0.00 0 0 1
16 Jan 4111.75 275 0.00 0.00 0 0 0
15 Jan 4066.00 275 0.00 0.00 0 0 0
14 Jan 3995.00 275 0.00 0.00 0 0 1
13 Jan 4001.40 275 0.00 0.00 0 0 0
8 Jan 4262.15 275 275.00 0.00 0 1 0
6 Jan 4266.95 0 0.00 - 0 0 0
2 Jan 4537.75 0 0.00 - 0 0 0
1 Jan 4595.70 0 0.00 - 0 0 0
30 Dec 4597.55 0 - 0 0 0


For Interglobe Aviation Ltd - strike price 4300 expiring on 27MAR2025

Delta for 4300 CE is 0.99

Historical price for 4300 CE is as follows

On 13 Mar INDIGO was trading at 4700.85. The strike last trading price was 412, which was -28 lower than the previous day. The implied volatity was 21.65, the open interest changed by -8 which decreased total open position to 325


On 12 Mar INDIGO was trading at 4729.20. The strike last trading price was 440, which was 81.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 334


On 11 Mar INDIGO was trading at 4651.45. The strike last trading price was 358.75, which was 3.7 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 335


On 10 Mar INDIGO was trading at 4627.55. The strike last trading price was 355, which was -50 lower than the previous day. The implied volatity was 22.88, the open interest changed by 0 which decreased total open position to 340


On 7 Mar INDIGO was trading at 4657.55. The strike last trading price was 405, which was -56.8 lower than the previous day. The implied volatity was 35.93, the open interest changed by 0 which decreased total open position to 340


On 6 Mar INDIGO was trading at 4762.40. The strike last trading price was 461.7, which was 51.7 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 339


On 5 Mar INDIGO was trading at 4698.10. The strike last trading price was 410, which was 53.75 higher than the previous day. The implied volatity was -, the open interest changed by -29 which decreased total open position to 331


On 4 Mar INDIGO was trading at 4598.70. The strike last trading price was 356.25, which was 119.85 higher than the previous day. The implied volatity was 30.12, the open interest changed by 18 which increased total open position to 360


On 3 Mar INDIGO was trading at 4464.70. The strike last trading price was 236.1, which was -13.3 lower than the previous day. The implied volatity was 27.15, the open interest changed by -8 which decreased total open position to 342


On 28 Feb INDIGO was trading at 4477.30. The strike last trading price was 247.1, which was 12.65 higher than the previous day. The implied volatity was 23.28, the open interest changed by 16 which increased total open position to 350


On 27 Feb INDIGO was trading at 4443.40. The strike last trading price was 233.75, which was -3.45 lower than the previous day. The implied volatity was 26.50, the open interest changed by 161 which increased total open position to 334


On 26 Feb INDIGO was trading at 4428.45. The strike last trading price was 241.6, which was -74.95 lower than the previous day. The implied volatity was 29.25, the open interest changed by 55 which increased total open position to 170


On 25 Feb INDIGO was trading at 4427.45. The strike last trading price was 241.6, which was -74.95 lower than the previous day. The implied volatity was 29.25, the open interest changed by 52 which increased total open position to 170


On 24 Feb INDIGO was trading at 4536.00. The strike last trading price was 317.6, which was 32.2 higher than the previous day. The implied volatity was 29.16, the open interest changed by 27 which increased total open position to 118


On 21 Feb INDIGO was trading at 4510.75. The strike last trading price was 285.4, which was -4.6 lower than the previous day. The implied volatity was 26.22, the open interest changed by 41 which increased total open position to 84


On 20 Feb INDIGO was trading at 4501.45. The strike last trading price was 290, which was 73.45 higher than the previous day. The implied volatity was 24.41, the open interest changed by 5 which increased total open position to 43


On 19 Feb INDIGO was trading at 4399.90. The strike last trading price was 217, which was 31.15 higher than the previous day. The implied volatity was 25.62, the open interest changed by 15 which increased total open position to 37


On 18 Feb INDIGO was trading at 4345.55. The strike last trading price was 178.15, which was 24.1 higher than the previous day. The implied volatity was 25.41, the open interest changed by 6 which increased total open position to 23


On 17 Feb INDIGO was trading at 4303.00. The strike last trading price was 154.05, which was 24 higher than the previous day. The implied volatity was 22.44, the open interest changed by 2 which increased total open position to 18


On 14 Feb INDIGO was trading at 4223.30. The strike last trading price was 130.05, which was -71 lower than the previous day. The implied volatity was 26.37, the open interest changed by 0 which decreased total open position to 15


On 13 Feb INDIGO was trading at 4364.85. The strike last trading price was 201.05, which was 61.6 higher than the previous day. The implied volatity was 24.43, the open interest changed by 8 which increased total open position to 15


On 12 Feb INDIGO was trading at 4337.50. The strike last trading price was 139.45, which was -48.5 lower than the previous day. The implied volatity was 14.93, the open interest changed by 1 which increased total open position to 7


On 11 Feb INDIGO was trading at 4316.85. The strike last trading price was 187.95, which was -42.05 lower than the previous day. The implied volatity was 26.47, the open interest changed by 2 which increased total open position to 6


On 10 Feb INDIGO was trading at 4325.15. The strike last trading price was 230, which was 0 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 7 Feb INDIGO was trading at 4364.55. The strike last trading price was 230, which was 0 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 6 Feb INDIGO was trading at 4394.85. The strike last trading price was 230, which was 0 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 4 Feb INDIGO was trading at 4345.20. The strike last trading price was 230, which was 0 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 31 Jan INDIGO was trading at 4324.35. The strike last trading price was 230, which was -45 lower than the previous day. The implied volatity was 26.14, the open interest changed by 4 which increased total open position to 5


On 30 Jan INDIGO was trading at 4227.75. The strike last trading price was 275, which was 0 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 24 Jan INDIGO was trading at 4161.80. The strike last trading price was 275, which was 0 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 23 Jan INDIGO was trading at 4134.80. The strike last trading price was 275, 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 22 Jan INDIGO was trading at 4011.50. The strike last trading price was 275, 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 1


On 21 Jan INDIGO was trading at 4009.80. The strike last trading price was 275, 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 1


On 20 Jan INDIGO was trading at 4114.30. The strike last trading price was 275, 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 1


On 17 Jan INDIGO was trading at 4090.20. The strike last trading price was 275, 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 1


On 16 Jan INDIGO was trading at 4111.75. The strike last trading price was 275, 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 15 Jan INDIGO was trading at 4066.00. The strike last trading price was 275, 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 14 Jan INDIGO was trading at 3995.00. The strike last trading price was 275, 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 1


On 13 Jan INDIGO was trading at 4001.40. The strike last trading price was 275, 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 8 Jan INDIGO was trading at 4262.15. The strike last trading price was 275, which was 275.00 higher than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 6 Jan INDIGO was trading at 4266.95. 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 0 which decreased total open position to 0


On 2 Jan INDIGO was trading at 4537.75. 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 0 which decreased total open position to 0


On 1 Jan INDIGO was trading at 4595.70. 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 0 which decreased total open position to 0


On 30 Dec INDIGO was trading at 4597.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


INDIGO 27MAR2025 4300 PE
Delta: -0.07
Vega: 1.28
Theta: -1.42
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 4700.85 10.25 -1.9 33.02 594 -211 1,023
12 Mar 4729.20 12.35 -5 35.32 690 -25 1,235
11 Mar 4651.45 16.9 -6.7 33.78 1,064 210 1,268
10 Mar 4627.55 23.5 1.15 33.89 768 139 1,067
7 Mar 4657.55 23 4.35 32.39 751 140 928
6 Mar 4762.40 19.1 -6.95 35.81 684 82 788
5 Mar 4698.10 27.8 -10.4 35.26 1,018 143 711
4 Mar 4598.70 37.25 -31.45 32.91 1,340 -51 565
3 Mar 4464.70 68.85 1.4 32.03 5,313 194 617
28 Feb 4477.30 66.45 1.85 31.41 1,699 120 420
27 Feb 4443.40 61.05 -21.7 27.10 1,182 -300 300
26 Feb 4428.45 83.75 32.4 30.54 982 236 598
25 Feb 4427.45 83.75 32.4 30.54 982 234 598
24 Feb 4536.00 52.15 -4.35 29.09 380 238 364
21 Feb 4510.75 61.5 0.4 28.14 89 39 126
20 Feb 4501.45 61.1 -34.8 28.43 94 30 86
19 Feb 4399.90 95.55 -24 28.42 88 37 56
18 Feb 4345.55 119 -4.45 28.03 20 17 17
17 Feb 4303.00 123.45 0 1.09 0 0 0
14 Feb 4223.30 123.45 0 - 0 0 0
13 Feb 4364.85 123.45 0 1.92 0 0 0
12 Feb 4337.50 123.45 0 1.48 0 0 0
11 Feb 4316.85 123.45 0 1.06 0 0 0
10 Feb 4325.15 123.45 0 1.38 0 0 0
7 Feb 4364.55 123.45 0 1.84 0 0 0
6 Feb 4394.85 123.45 0 2.40 0 0 0
4 Feb 4345.20 123.45 0 1.65 0 0 0
31 Jan 4324.35 123.45 0 1.59 0 0 0
30 Jan 4227.75 123.45 0 - 0 0 0
24 Jan 4161.80 123.45 0 - 0 0 0
23 Jan 4134.80 123.45 0.00 - 0 0 0
22 Jan 4011.50 123.45 0.00 - 0 0 0
21 Jan 4009.80 123.45 0.00 - 0 0 0
20 Jan 4114.30 123.45 0.00 - 0 0 0
17 Jan 4090.20 123.45 0.00 - 0 0 0
16 Jan 4111.75 123.45 0.00 - 0 0 0
15 Jan 4066.00 123.45 0.00 - 0 0 0
14 Jan 3995.00 123.45 0.00 - 0 0 0
13 Jan 4001.40 123.45 0.00 - 0 0 0
8 Jan 4262.15 123.45 0.00 0.70 0 0 0
6 Jan 4266.95 123.45 123.45 0.55 0 0 0
2 Jan 4537.75 0 0.00 3.88 0 0 0
1 Jan 4595.70 0 0.00 4.59 0 0 0
30 Dec 4597.55 0 4.56 0 0 0


For Interglobe Aviation Ltd - strike price 4300 expiring on 27MAR2025

Delta for 4300 PE is -0.07

Historical price for 4300 PE is as follows

On 13 Mar INDIGO was trading at 4700.85. The strike last trading price was 10.25, which was -1.9 lower than the previous day. The implied volatity was 33.02, the open interest changed by -211 which decreased total open position to 1023


On 12 Mar INDIGO was trading at 4729.20. The strike last trading price was 12.35, which was -5 lower than the previous day. The implied volatity was 35.32, the open interest changed by -25 which decreased total open position to 1235


On 11 Mar INDIGO was trading at 4651.45. The strike last trading price was 16.9, which was -6.7 lower than the previous day. The implied volatity was 33.78, the open interest changed by 210 which increased total open position to 1268


On 10 Mar INDIGO was trading at 4627.55. The strike last trading price was 23.5, which was 1.15 higher than the previous day. The implied volatity was 33.89, the open interest changed by 139 which increased total open position to 1067


On 7 Mar INDIGO was trading at 4657.55. The strike last trading price was 23, which was 4.35 higher than the previous day. The implied volatity was 32.39, the open interest changed by 140 which increased total open position to 928


On 6 Mar INDIGO was trading at 4762.40. The strike last trading price was 19.1, which was -6.95 lower than the previous day. The implied volatity was 35.81, the open interest changed by 82 which increased total open position to 788


On 5 Mar INDIGO was trading at 4698.10. The strike last trading price was 27.8, which was -10.4 lower than the previous day. The implied volatity was 35.26, the open interest changed by 143 which increased total open position to 711


On 4 Mar INDIGO was trading at 4598.70. The strike last trading price was 37.25, which was -31.45 lower than the previous day. The implied volatity was 32.91, the open interest changed by -51 which decreased total open position to 565


On 3 Mar INDIGO was trading at 4464.70. The strike last trading price was 68.85, which was 1.4 higher than the previous day. The implied volatity was 32.03, the open interest changed by 194 which increased total open position to 617


On 28 Feb INDIGO was trading at 4477.30. The strike last trading price was 66.45, which was 1.85 higher than the previous day. The implied volatity was 31.41, the open interest changed by 120 which increased total open position to 420


On 27 Feb INDIGO was trading at 4443.40. The strike last trading price was 61.05, which was -21.7 lower than the previous day. The implied volatity was 27.10, the open interest changed by -300 which decreased total open position to 300


On 26 Feb INDIGO was trading at 4428.45. The strike last trading price was 83.75, which was 32.4 higher than the previous day. The implied volatity was 30.54, the open interest changed by 236 which increased total open position to 598


On 25 Feb INDIGO was trading at 4427.45. The strike last trading price was 83.75, which was 32.4 higher than the previous day. The implied volatity was 30.54, the open interest changed by 234 which increased total open position to 598


On 24 Feb INDIGO was trading at 4536.00. The strike last trading price was 52.15, which was -4.35 lower than the previous day. The implied volatity was 29.09, the open interest changed by 238 which increased total open position to 364


On 21 Feb INDIGO was trading at 4510.75. The strike last trading price was 61.5, which was 0.4 higher than the previous day. The implied volatity was 28.14, the open interest changed by 39 which increased total open position to 126


On 20 Feb INDIGO was trading at 4501.45. The strike last trading price was 61.1, which was -34.8 lower than the previous day. The implied volatity was 28.43, the open interest changed by 30 which increased total open position to 86


On 19 Feb INDIGO was trading at 4399.90. The strike last trading price was 95.55, which was -24 lower than the previous day. The implied volatity was 28.42, the open interest changed by 37 which increased total open position to 56


On 18 Feb INDIGO was trading at 4345.55. The strike last trading price was 119, which was -4.45 lower than the previous day. The implied volatity was 28.03, the open interest changed by 17 which increased total open position to 17


On 17 Feb INDIGO was trading at 4303.00. The strike last trading price was 123.45, which was 0 lower than the previous day. The implied volatity was 1.09, the open interest changed by 0 which decreased total open position to 0


On 14 Feb INDIGO was trading at 4223.30. The strike last trading price was 123.45, 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 13 Feb INDIGO was trading at 4364.85. The strike last trading price was 123.45, which was 0 lower than the previous day. The implied volatity was 1.92, the open interest changed by 0 which decreased total open position to 0


On 12 Feb INDIGO was trading at 4337.50. The strike last trading price was 123.45, which was 0 lower than the previous day. The implied volatity was 1.48, the open interest changed by 0 which decreased total open position to 0


On 11 Feb INDIGO was trading at 4316.85. The strike last trading price was 123.45, which was 0 lower than the previous day. The implied volatity was 1.06, the open interest changed by 0 which decreased total open position to 0


On 10 Feb INDIGO was trading at 4325.15. The strike last trading price was 123.45, which was 0 lower than the previous day. The implied volatity was 1.38, the open interest changed by 0 which decreased total open position to 0


On 7 Feb INDIGO was trading at 4364.55. The strike last trading price was 123.45, which was 0 lower than the previous day. The implied volatity was 1.84, the open interest changed by 0 which decreased total open position to 0


On 6 Feb INDIGO was trading at 4394.85. The strike last trading price was 123.45, which was 0 lower than the previous day. The implied volatity was 2.40, the open interest changed by 0 which decreased total open position to 0


On 4 Feb INDIGO was trading at 4345.20. The strike last trading price was 123.45, which was 0 lower than the previous day. The implied volatity was 1.65, the open interest changed by 0 which decreased total open position to 0


On 31 Jan INDIGO was trading at 4324.35. The strike last trading price was 123.45, which was 0 lower than the previous day. The implied volatity was 1.59, the open interest changed by 0 which decreased total open position to 0


On 30 Jan INDIGO was trading at 4227.75. The strike last trading price was 123.45, 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 24 Jan INDIGO was trading at 4161.80. The strike last trading price was 123.45, 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 Jan INDIGO was trading at 4134.80. The strike last trading price was 123.45, 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 22 Jan INDIGO was trading at 4011.50. The strike last trading price was 123.45, 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 Jan INDIGO was trading at 4009.80. The strike last trading price was 123.45, 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 Jan INDIGO was trading at 4114.30. The strike last trading price was 123.45, 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 17 Jan INDIGO was trading at 4090.20. The strike last trading price was 123.45, 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 16 Jan INDIGO was trading at 4111.75. The strike last trading price was 123.45, 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 15 Jan INDIGO was trading at 4066.00. The strike last trading price was 123.45, 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 14 Jan INDIGO was trading at 3995.00. The strike last trading price was 123.45, 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 13 Jan INDIGO was trading at 4001.40. The strike last trading price was 123.45, 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 8 Jan INDIGO was trading at 4262.15. The strike last trading price was 123.45, which was 0.00 lower than the previous day. The implied volatity was 0.70, the open interest changed by 0 which decreased total open position to 0


On 6 Jan INDIGO was trading at 4266.95. The strike last trading price was 123.45, which was 123.45 higher than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0


On 2 Jan INDIGO was trading at 4537.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.88, the open interest changed by 0 which decreased total open position to 0


On 1 Jan INDIGO was trading at 4595.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.59, the open interest changed by 0 which decreased total open position to 0


On 30 Dec INDIGO was trading at 4597.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 4.56, the open interest changed by 0 which decreased total open position to 0