INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
13 Mar 2026 04:11 PM IST
| INDIGO 30-MAR-2026 4350 CE | ||||||||||||||||
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Delta: 0.32
Vega: 3.2
Theta: -3.69
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 4158.20 | 63 | -41.4 | 35.59 | 1,163 | 245 | 1,161 | |||||||||
| 12 Mar | 4251.70 | 109.55 | -49.45 | 36.18 | 2,000 | 155 | 924 | |||||||||
| 11 Mar | 4350.70 | 154.45 | -14.85 | 36.16 | 1,696 | 24 | 758 | |||||||||
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| 10 Mar | 4380.40 | 168.05 | 51.55 | 33.83 | 2,178 | -202 | 725 | |||||||||
| 9 Mar | 4236.70 | 121.8 | -59.85 | 38.02 | 3,976 | 55 | 932 | |||||||||
| 6 Mar | 4404.10 | 187 | -56.95 | 31.67 | 906 | 61 | 869 | |||||||||
| 5 Mar | 4512.80 | 238.55 | 21.05 | 29 | 2,369 | 372 | 808 | |||||||||
| 4 Mar | 4392.90 | 211.25 | -80.4 | 37.94 | 2,175 | 435 | 443 | |||||||||
| 2 Mar | 4520.40 | 293 | -377.3 | 33.26 | 24 | 7 | 9 | |||||||||
| 27 Feb | 4827.20 | 670.3 | 139.75 | - | 0 | 0 | 2 | |||||||||
| 26 Feb | 4933.50 | 670.3 | 139.75 | - | 0 | 0 | 2 | |||||||||
| 25 Feb | 4947.40 | 670.3 | 139.75 | - | 0 | 0 | 2 | |||||||||
| 24 Feb | 4850.30 | 670.3 | 139.75 | - | 0 | 0 | 2 | |||||||||
| 23 Feb | 4862.20 | 670.3 | 139.75 | - | 0 | 0 | 2 | |||||||||
| 20 Feb | 4854.60 | 670.3 | 139.75 | - | 0 | 0 | 2 | |||||||||
| 19 Feb | 4815.10 | 670.3 | 139.75 | - | 0 | 0 | 2 | |||||||||
| 18 Feb | 4980.40 | 670.3 | 139.75 | - | 0 | 0 | 2 | |||||||||
| 17 Feb | 4977.00 | 670.3 | 139.75 | - | 0 | 0 | 2 | |||||||||
| 16 Feb | 4940.80 | 670.3 | 139.75 | - | 0 | 0 | 2 | |||||||||
| 13 Feb | 4929.20 | 670.3 | 139.75 | - | 0 | 0 | 2 | |||||||||
| 12 Feb | 4982.80 | 670.3 | 139.75 | - | 0 | 0 | 2 | |||||||||
| 11 Feb | 5013.80 | 670.3 | 139.75 | - | 0 | 0 | 2 | |||||||||
| 10 Feb | 4960.40 | 670.3 | 139.75 | - | 0 | 0 | 2 | |||||||||
| 9 Feb | 4964.10 | 670.3 | 139.75 | - | 0 | 0 | 2 | |||||||||
| 6 Feb | 4909.40 | 670.3 | 139.75 | - | 0 | 0 | 2 | |||||||||
| 5 Feb | 4932.20 | 670.3 | 139.75 | - | 0 | 0 | 2 | |||||||||
| 4 Feb | 4960.70 | 670.3 | 139.75 | 14.69 | 2 | 0 | 2 | |||||||||
| 3 Feb | 4946.20 | 530.55 | -18.15 | - | 0 | 0 | 2 | |||||||||
| 2 Feb | 4687.00 | 530.55 | -18.15 | - | 0 | 0 | 2 | |||||||||
| 1 Feb | 4589.50 | 530.55 | -18.15 | - | 0 | 0 | 2 | |||||||||
| 30 Jan | 4596.50 | 530.55 | -18.15 | - | 0 | 0 | 2 | |||||||||
| 29 Jan | 4621.00 | 530.55 | -18.15 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 4749.00 | 530.55 | -18.15 | 28.46 | 2 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 4350 expiring on 30MAR2026
Delta for 4350 CE is 0.32
Historical price for 4350 CE is as follows
On 13 Mar INDIGO was trading at 4158.20. The strike last trading price was 63, which was -41.4 lower than the previous day. The implied volatity was 35.59, the open interest changed by 245 which increased total open position to 1161
On 12 Mar INDIGO was trading at 4251.70. The strike last trading price was 109.55, which was -49.45 lower than the previous day. The implied volatity was 36.18, the open interest changed by 155 which increased total open position to 924
On 11 Mar INDIGO was trading at 4350.70. The strike last trading price was 154.45, which was -14.85 lower than the previous day. The implied volatity was 36.16, the open interest changed by 24 which increased total open position to 758
On 10 Mar INDIGO was trading at 4380.40. The strike last trading price was 168.05, which was 51.55 higher than the previous day. The implied volatity was 33.83, the open interest changed by -202 which decreased total open position to 725
On 9 Mar INDIGO was trading at 4236.70. The strike last trading price was 121.8, which was -59.85 lower than the previous day. The implied volatity was 38.02, the open interest changed by 55 which increased total open position to 932
On 6 Mar INDIGO was trading at 4404.10. The strike last trading price was 187, which was -56.95 lower than the previous day. The implied volatity was 31.67, the open interest changed by 61 which increased total open position to 869
On 5 Mar INDIGO was trading at 4512.80. The strike last trading price was 238.55, which was 21.05 higher than the previous day. The implied volatity was 29, the open interest changed by 372 which increased total open position to 808
On 4 Mar INDIGO was trading at 4392.90. The strike last trading price was 211.25, which was -80.4 lower than the previous day. The implied volatity was 37.94, the open interest changed by 435 which increased total open position to 443
On 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 293, which was -377.3 lower than the previous day. The implied volatity was 33.26, the open interest changed by 7 which increased total open position to 9
On 27 Feb INDIGO was trading at 4827.20. The strike last trading price was 670.3, which was 139.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 26 Feb INDIGO was trading at 4933.50. The strike last trading price was 670.3, which was 139.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 Feb INDIGO was trading at 4947.40. The strike last trading price was 670.3, which was 139.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Feb INDIGO was trading at 4850.30. The strike last trading price was 670.3, which was 139.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Feb INDIGO was trading at 4862.20. The strike last trading price was 670.3, which was 139.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Feb INDIGO was trading at 4854.60. The strike last trading price was 670.3, which was 139.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Feb INDIGO was trading at 4815.10. The strike last trading price was 670.3, which was 139.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Feb INDIGO was trading at 4980.40. The strike last trading price was 670.3, which was 139.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Feb INDIGO was trading at 4977.00. The strike last trading price was 670.3, which was 139.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Feb INDIGO was trading at 4940.80. The strike last trading price was 670.3, which was 139.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Feb INDIGO was trading at 4929.20. The strike last trading price was 670.3, which was 139.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Feb INDIGO was trading at 4982.80. The strike last trading price was 670.3, which was 139.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Feb INDIGO was trading at 5013.80. The strike last trading price was 670.3, which was 139.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Feb INDIGO was trading at 4960.40. The strike last trading price was 670.3, which was 139.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Feb INDIGO was trading at 4964.10. The strike last trading price was 670.3, which was 139.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Feb INDIGO was trading at 4909.40. The strike last trading price was 670.3, which was 139.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Feb INDIGO was trading at 4932.20. The strike last trading price was 670.3, which was 139.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Feb INDIGO was trading at 4960.70. The strike last trading price was 670.3, which was 139.75 higher than the previous day. The implied volatity was 14.69, the open interest changed by 0 which decreased total open position to 2
On 3 Feb INDIGO was trading at 4946.20. The strike last trading price was 530.55, which was -18.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Feb INDIGO was trading at 4687.00. The strike last trading price was 530.55, which was -18.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Feb INDIGO was trading at 4589.50. The strike last trading price was 530.55, which was -18.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Jan INDIGO was trading at 4596.50. The strike last trading price was 530.55, which was -18.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 29 Jan INDIGO was trading at 4621.00. The strike last trading price was 530.55, which was -18.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan INDIGO was trading at 4749.00. The strike last trading price was 530.55, which was -18.15 lower than the previous day. The implied volatity was 28.46, the open interest changed by 0 which decreased total open position to 0
| INDIGO 30MAR2026 4350 PE | |||||||
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Delta: -0.66
Vega: 3.29
Theta: -3.08
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 4158.20 | 246 | 48.2 | 40.27 | 401 | -119 | 780 |
| 12 Mar | 4251.70 | 190.2 | 36.05 | 41.79 | 1,671 | -144 | 898 |
| 11 Mar | 4350.70 | 154.55 | 29.2 | 41.97 | 6,112 | 28 | 1,043 |
| 10 Mar | 4380.40 | 125.35 | -86.55 | 37.46 | 3,801 | 183 | 1,020 |
| 9 Mar | 4236.70 | 207.45 | 75.3 | 41.44 | 1,510 | -290 | 837 |
| 6 Mar | 4404.10 | 133.2 | 47.4 | 38.49 | 5,010 | -598 | 1,129 |
| 5 Mar | 4512.80 | 83.05 | -74 | 33.69 | 13,546 | 817 | 1,740 |
| 4 Mar | 4392.90 | 163 | 58.2 | 41.46 | 5,993 | 715 | 924 |
| 2 Mar | 4520.40 | 107 | 83.65 | 40.21 | 2,032 | 182 | 213 |
| 27 Feb | 4827.20 | 21.25 | 1.25 | 31.23 | 43 | 3 | 30 |
| 26 Feb | 4933.50 | 20 | -0.05 | 34.32 | 9 | 1 | 26 |
| 25 Feb | 4947.40 | 20.05 | 0.45 | - | 15 | 0 | 25 |
| 24 Feb | 4850.30 | 20.05 | 0.45 | 30.58 | 15 | 6 | 24 |
| 23 Feb | 4862.20 | 19.6 | -2.4 | 29.86 | 20 | 7 | 17 |
| 20 Feb | 4854.60 | 22 | -6.45 | 29.55 | 2 | -1 | 10 |
| 19 Feb | 4815.10 | 29 | 9 | 30.4 | 82 | -44 | 10 |
| 18 Feb | 4980.40 | 20 | -5.65 | - | 0 | 0 | 54 |
| 17 Feb | 4977.00 | 20 | -5.65 | - | 0 | 0 | 54 |
| 16 Feb | 4940.80 | 20 | -5.65 | - | 0 | 0 | 54 |
| 13 Feb | 4929.20 | 20 | -5.65 | - | 0 | 0 | 54 |
| 12 Feb | 4982.80 | 20 | -5.65 | - | 0 | 0 | 54 |
| 11 Feb | 5013.80 | 20 | -5.65 | - | 0 | 0 | 54 |
| 10 Feb | 4960.40 | 20 | -5.65 | 29.51 | 1 | 0 | 54 |
| 9 Feb | 4964.10 | 25.65 | -64.2 | - | 0 | 0 | 54 |
| 6 Feb | 4909.40 | 25.65 | -64.2 | - | 0 | 0 | 54 |
| 5 Feb | 4932.20 | 25.65 | -64.2 | - | 0 | 0 | 54 |
| 4 Feb | 4960.70 | 25.65 | -64.2 | - | 0 | 0 | 54 |
| 3 Feb | 4946.20 | 25.65 | -64.2 | 29.3 | 62 | 41 | 52 |
| 2 Feb | 4687.00 | 89.85 | -5.75 | - | 0 | 0 | 11 |
| 1 Feb | 4589.50 | 89.85 | -5.75 | - | 0 | 0 | 11 |
| 30 Jan | 4596.50 | 89.85 | -5.75 | 30.09 | 10 | 8 | 10 |
| 29 Jan | 4621.00 | 95.6 | 11.4 | 31.6 | 2 | 1 | 1 |
| 28 Jan | 4749.00 | 84.2 | 0 | 6.11 | 0 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 4350 expiring on 30MAR2026
Delta for 4350 PE is -0.66
Historical price for 4350 PE is as follows
On 13 Mar INDIGO was trading at 4158.20. The strike last trading price was 246, which was 48.2 higher than the previous day. The implied volatity was 40.27, the open interest changed by -119 which decreased total open position to 780
On 12 Mar INDIGO was trading at 4251.70. The strike last trading price was 190.2, which was 36.05 higher than the previous day. The implied volatity was 41.79, the open interest changed by -144 which decreased total open position to 898
On 11 Mar INDIGO was trading at 4350.70. The strike last trading price was 154.55, which was 29.2 higher than the previous day. The implied volatity was 41.97, the open interest changed by 28 which increased total open position to 1043
On 10 Mar INDIGO was trading at 4380.40. The strike last trading price was 125.35, which was -86.55 lower than the previous day. The implied volatity was 37.46, the open interest changed by 183 which increased total open position to 1020
On 9 Mar INDIGO was trading at 4236.70. The strike last trading price was 207.45, which was 75.3 higher than the previous day. The implied volatity was 41.44, the open interest changed by -290 which decreased total open position to 837
On 6 Mar INDIGO was trading at 4404.10. The strike last trading price was 133.2, which was 47.4 higher than the previous day. The implied volatity was 38.49, the open interest changed by -598 which decreased total open position to 1129
On 5 Mar INDIGO was trading at 4512.80. The strike last trading price was 83.05, which was -74 lower than the previous day. The implied volatity was 33.69, the open interest changed by 817 which increased total open position to 1740
On 4 Mar INDIGO was trading at 4392.90. The strike last trading price was 163, which was 58.2 higher than the previous day. The implied volatity was 41.46, the open interest changed by 715 which increased total open position to 924
On 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 107, which was 83.65 higher than the previous day. The implied volatity was 40.21, the open interest changed by 182 which increased total open position to 213
On 27 Feb INDIGO was trading at 4827.20. The strike last trading price was 21.25, which was 1.25 higher than the previous day. The implied volatity was 31.23, the open interest changed by 3 which increased total open position to 30
On 26 Feb INDIGO was trading at 4933.50. The strike last trading price was 20, which was -0.05 lower than the previous day. The implied volatity was 34.32, the open interest changed by 1 which increased total open position to 26
On 25 Feb INDIGO was trading at 4947.40. The strike last trading price was 20.05, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 24 Feb INDIGO was trading at 4850.30. The strike last trading price was 20.05, which was 0.45 higher than the previous day. The implied volatity was 30.58, the open interest changed by 6 which increased total open position to 24
On 23 Feb INDIGO was trading at 4862.20. The strike last trading price was 19.6, which was -2.4 lower than the previous day. The implied volatity was 29.86, the open interest changed by 7 which increased total open position to 17
On 20 Feb INDIGO was trading at 4854.60. The strike last trading price was 22, which was -6.45 lower than the previous day. The implied volatity was 29.55, the open interest changed by -1 which decreased total open position to 10
On 19 Feb INDIGO was trading at 4815.10. The strike last trading price was 29, which was 9 higher than the previous day. The implied volatity was 30.4, the open interest changed by -44 which decreased total open position to 10
On 18 Feb INDIGO was trading at 4980.40. The strike last trading price was 20, which was -5.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 17 Feb INDIGO was trading at 4977.00. The strike last trading price was 20, which was -5.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 16 Feb INDIGO was trading at 4940.80. The strike last trading price was 20, which was -5.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 13 Feb INDIGO was trading at 4929.20. The strike last trading price was 20, which was -5.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 12 Feb INDIGO was trading at 4982.80. The strike last trading price was 20, which was -5.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 11 Feb INDIGO was trading at 5013.80. The strike last trading price was 20, which was -5.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 10 Feb INDIGO was trading at 4960.40. The strike last trading price was 20, which was -5.65 lower than the previous day. The implied volatity was 29.51, the open interest changed by 0 which decreased total open position to 54
On 9 Feb INDIGO was trading at 4964.10. The strike last trading price was 25.65, which was -64.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 6 Feb INDIGO was trading at 4909.40. The strike last trading price was 25.65, which was -64.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 5 Feb INDIGO was trading at 4932.20. The strike last trading price was 25.65, which was -64.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 4 Feb INDIGO was trading at 4960.70. The strike last trading price was 25.65, which was -64.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 3 Feb INDIGO was trading at 4946.20. The strike last trading price was 25.65, which was -64.2 lower than the previous day. The implied volatity was 29.3, the open interest changed by 41 which increased total open position to 52
On 2 Feb INDIGO was trading at 4687.00. The strike last trading price was 89.85, which was -5.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 1 Feb INDIGO was trading at 4589.50. The strike last trading price was 89.85, which was -5.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 30 Jan INDIGO was trading at 4596.50. The strike last trading price was 89.85, which was -5.75 lower than the previous day. The implied volatity was 30.09, the open interest changed by 8 which increased total open position to 10
On 29 Jan INDIGO was trading at 4621.00. The strike last trading price was 95.6, which was 11.4 higher than the previous day. The implied volatity was 31.6, the open interest changed by 1 which increased total open position to 1
On 28 Jan INDIGO was trading at 4749.00. The strike last trading price was 84.2, which was 0 lower than the previous day. The implied volatity was 6.11, the open interest changed by 0 which decreased total open position to 0
