INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
20 Dec 2024 04:11 PM IST
| INDIGO 26DEC2024 4350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 2.08
Theta: -4.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4395.60 | 77.45 | -36.00 | 22.34 | 250 | -13 | 160 | |||
| 19 Dec | 4434.05 | 113.45 | 19.30 | 24.51 | 416 | -10 | 177 | |||
| 18 Dec | 4390.35 | 94.15 | -1.35 | 23.64 | 152 | -16 | 189 | |||
| 17 Dec | 4386.80 | 95.5 | -17.00 | 27.73 | 111 | 17 | 208 | |||
| 16 Dec | 4406.75 | 112.5 | -17.65 | 26.40 | 107 | 11 | 191 | |||
| 13 Dec | 4432.90 | 130.15 | -36.70 | 22.02 | 123 | -24 | 183 | |||
| 12 Dec | 4464.35 | 166.85 | 0.00 | 0.00 | 0 | 115 | 0 | |||
| 11 Dec | 4465.55 | 166.85 | -10.10 | 20.62 | 187 | 116 | 208 | |||
| 10 Dec | 4477.00 | 176.95 | -13.25 | 23.93 | 5 | 1 | 93 | |||
| 9 Dec | 4489.45 | 190.2 | -22.85 | 23.69 | 74 | -4 | 92 | |||
| 6 Dec | 4469.20 | 213.05 | 90.85 | 24.03 | 362 | -29 | 106 | |||
| 5 Dec | 4368.55 | 122.2 | -9.80 | 23.87 | 845 | 15 | 137 | |||
| 4 Dec | 4370.85 | 132 | -11.25 | 24.08 | 204 | 2 | 122 | |||
| 3 Dec | 4405.50 | 143.25 | -13.40 | 21.35 | 184 | -15 | 121 | |||
| 2 Dec | 4409.25 | 156.65 | 10.05 | 24.60 | 611 | 5 | 136 | |||
| 29 Nov | 4378.90 | 146.6 | 14.60 | 23.92 | 1,132 | -33 | 140 | |||
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| 28 Nov | 4352.65 | 132 | 40.30 | 23.35 | 2,315 | 144 | 177 | |||
| 27 Nov | 4267.90 | 91.7 | 6.25 | 23.89 | 45 | 5 | 32 | |||
| 26 Nov | 4229.60 | 85.45 | -7.05 | 25.62 | 43 | 22 | 27 | |||
| 25 Nov | 4244.50 | 92.5 | -41.30 | 25.47 | 6 | 4 | 4 | |||
| 22 Nov | 4142.65 | 133.8 | 0.00 | 3.34 | 0 | 0 | 0 | |||
| 21 Nov | 4069.80 | 133.8 | 0.00 | 4.78 | 0 | 0 | 0 | |||
| 20 Nov | 4045.90 | 133.8 | 0.00 | 5.07 | 0 | 0 | 0 | |||
| 19 Nov | 4045.90 | 133.8 | 0.00 | 5.07 | 0 | 0 | 0 | |||
| 18 Nov | 3976.30 | 133.8 | 0.00 | 6.04 | 0 | 0 | 0 | |||
| 7 Nov | 3995.75 | 133.8 | 0.00 | 4.98 | 0 | 0 | 0 | |||
| 6 Nov | 4061.95 | 133.8 | 0.00 | 4.49 | 0 | 0 | 0 | |||
| 4 Nov | 3963.10 | 133.8 | 5.43 | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 4350 expiring on 26DEC2024
Delta for 4350 CE is 0.65
Historical price for 4350 CE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 77.45, which was -36.00 lower than the previous day. The implied volatity was 22.34, the open interest changed by -13 which decreased total open position to 160
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 113.45, which was 19.30 higher than the previous day. The implied volatity was 24.51, the open interest changed by -10 which decreased total open position to 177
On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 94.15, which was -1.35 lower than the previous day. The implied volatity was 23.64, the open interest changed by -16 which decreased total open position to 189
On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 95.5, which was -17.00 lower than the previous day. The implied volatity was 27.73, the open interest changed by 17 which increased total open position to 208
On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 112.5, which was -17.65 lower than the previous day. The implied volatity was 26.40, the open interest changed by 11 which increased total open position to 191
On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 130.15, which was -36.70 lower than the previous day. The implied volatity was 22.02, the open interest changed by -24 which decreased total open position to 183
On 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 166.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 115 which increased total open position to 0
On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 166.85, which was -10.10 lower than the previous day. The implied volatity was 20.62, the open interest changed by 116 which increased total open position to 208
On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 176.95, which was -13.25 lower than the previous day. The implied volatity was 23.93, the open interest changed by 1 which increased total open position to 93
On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 190.2, which was -22.85 lower than the previous day. The implied volatity was 23.69, the open interest changed by -4 which decreased total open position to 92
On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 213.05, which was 90.85 higher than the previous day. The implied volatity was 24.03, the open interest changed by -29 which decreased total open position to 106
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 122.2, which was -9.80 lower than the previous day. The implied volatity was 23.87, the open interest changed by 15 which increased total open position to 137
On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 132, which was -11.25 lower than the previous day. The implied volatity was 24.08, the open interest changed by 2 which increased total open position to 122
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 143.25, which was -13.40 lower than the previous day. The implied volatity was 21.35, the open interest changed by -15 which decreased total open position to 121
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 156.65, which was 10.05 higher than the previous day. The implied volatity was 24.60, the open interest changed by 5 which increased total open position to 136
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 146.6, which was 14.60 higher than the previous day. The implied volatity was 23.92, the open interest changed by -33 which decreased total open position to 140
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 132, which was 40.30 higher than the previous day. The implied volatity was 23.35, the open interest changed by 144 which increased total open position to 177
On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 91.7, which was 6.25 higher than the previous day. The implied volatity was 23.89, the open interest changed by 5 which increased total open position to 32
On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 85.45, which was -7.05 lower than the previous day. The implied volatity was 25.62, the open interest changed by 22 which increased total open position to 27
On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 92.5, which was -41.30 lower than the previous day. The implied volatity was 25.47, the open interest changed by 4 which increased total open position to 4
On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 133.8, which was 0.00 lower than the previous day. The implied volatity was 3.34, 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 133.8, which was 0.00 lower than the previous day. The implied volatity was 4.78, the open interest changed by 0 which decreased total open position to 0
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 133.8, which was 0.00 lower than the previous day. The implied volatity was 5.07, the open interest changed by 0 which decreased total open position to 0
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 133.8, which was 0.00 lower than the previous day. The implied volatity was 5.07, 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 133.8, which was 0.00 lower than the previous day. The implied volatity was 6.04, 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 133.8, which was 0.00 lower than the previous day. The implied volatity was 4.98, 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 133.8, which was 0.00 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 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 133.8, which was lower than the previous day. The implied volatity was 5.43, the open interest changed by 0 which decreased total open position to 0
| INDIGO 26DEC2024 4350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 2.09
Theta: -3.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4395.60 | 31.15 | 7.75 | 23.10 | 1,738 | 32 | 342 |
| 19 Dec | 4434.05 | 23.4 | -19.85 | 23.48 | 1,006 | -33 | 311 |
| 18 Dec | 4390.35 | 43.25 | -5.75 | 26.45 | 969 | 59 | 345 |
| 17 Dec | 4386.80 | 49 | 11.70 | 24.09 | 786 | 62 | 289 |
| 16 Dec | 4406.75 | 37.3 | 2.95 | 22.30 | 317 | 10 | 229 |
| 13 Dec | 4432.90 | 34.35 | 0.90 | 21.91 | 358 | -16 | 218 |
| 12 Dec | 4464.35 | 33.45 | 0.55 | 23.61 | 299 | 7 | 234 |
| 11 Dec | 4465.55 | 32.9 | -5.30 | 24.29 | 146 | 14 | 227 |
| 10 Dec | 4477.00 | 38.2 | -6.80 | 25.16 | 243 | -4 | 212 |
| 9 Dec | 4489.45 | 45 | 6.85 | 27.87 | 527 | 19 | 216 |
| 6 Dec | 4469.20 | 38.15 | -44.85 | 25.23 | 586 | -19 | 198 |
| 5 Dec | 4368.55 | 83 | 2.35 | 24.78 | 822 | -23 | 217 |
| 4 Dec | 4370.85 | 80.65 | 2.35 | 24.77 | 732 | 23 | 241 |
| 3 Dec | 4405.50 | 78.3 | -4.20 | 26.69 | 371 | -38 | 219 |
| 2 Dec | 4409.25 | 82.5 | -6.65 | 26.82 | 607 | 59 | 258 |
| 29 Nov | 4378.90 | 89.15 | -21.95 | 24.92 | 592 | 95 | 200 |
| 28 Nov | 4352.65 | 111.1 | -271.90 | 27.00 | 311 | 104 | 104 |
| 27 Nov | 4267.90 | 383 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 4229.60 | 383 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 4244.50 | 383 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 4142.65 | 383 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 4069.80 | 383 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 4045.90 | 383 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 4045.90 | 383 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 3976.30 | 383 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 3995.75 | 383 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 4061.95 | 383 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 3963.10 | 383 | - | 0 | 0 | 0 | |
For Interglobe Aviation Ltd - strike price 4350 expiring on 26DEC2024
Delta for 4350 PE is -0.35
Historical price for 4350 PE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 31.15, which was 7.75 higher than the previous day. The implied volatity was 23.10, the open interest changed by 32 which increased total open position to 342
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 23.4, which was -19.85 lower than the previous day. The implied volatity was 23.48, the open interest changed by -33 which decreased total open position to 311
On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 43.25, which was -5.75 lower than the previous day. The implied volatity was 26.45, the open interest changed by 59 which increased total open position to 345
On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 49, which was 11.70 higher than the previous day. The implied volatity was 24.09, the open interest changed by 62 which increased total open position to 289
On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 37.3, which was 2.95 higher than the previous day. The implied volatity was 22.30, the open interest changed by 10 which increased total open position to 229
On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 34.35, which was 0.90 higher than the previous day. The implied volatity was 21.91, the open interest changed by -16 which decreased total open position to 218
On 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 33.45, which was 0.55 higher than the previous day. The implied volatity was 23.61, the open interest changed by 7 which increased total open position to 234
On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 32.9, which was -5.30 lower than the previous day. The implied volatity was 24.29, the open interest changed by 14 which increased total open position to 227
On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 38.2, which was -6.80 lower than the previous day. The implied volatity was 25.16, the open interest changed by -4 which decreased total open position to 212
On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 45, which was 6.85 higher than the previous day. The implied volatity was 27.87, the open interest changed by 19 which increased total open position to 216
On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 38.15, which was -44.85 lower than the previous day. The implied volatity was 25.23, the open interest changed by -19 which decreased total open position to 198
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 83, which was 2.35 higher than the previous day. The implied volatity was 24.78, the open interest changed by -23 which decreased total open position to 217
On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 80.65, which was 2.35 higher than the previous day. The implied volatity was 24.77, the open interest changed by 23 which increased total open position to 241
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 78.3, which was -4.20 lower than the previous day. The implied volatity was 26.69, the open interest changed by -38 which decreased total open position to 219
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 82.5, which was -6.65 lower than the previous day. The implied volatity was 26.82, the open interest changed by 59 which increased total open position to 258
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 89.15, which was -21.95 lower than the previous day. The implied volatity was 24.92, the open interest changed by 95 which increased total open position to 200
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 111.1, which was -271.90 lower than the previous day. The implied volatity was 27.00, the open interest changed by 104 which increased total open position to 104
On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 383, 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 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 383, 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 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 383, 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 Nov INDIGO was trading at 4142.65. The strike last trading price was 383, 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 Nov INDIGO was trading at 4069.80. The strike last trading price was 383, 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 Nov INDIGO was trading at 4045.90. The strike last trading price was 383, 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 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 383, 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 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 383, 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 383, 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 383, 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 383, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
