INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
09 Dec 2025 04:11 PM IST
| INDIGO 30-DEC-2025 4350 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 4967.50 | 1507.65 | 0 | - | 0 | 0 | 0 | |||||||||
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| 8 Dec | 4923.50 | 1507.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 4350 expiring on 30DEC2025
Delta for 4350 CE is -
Historical price for 4350 CE is as follows
On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 1507.65, 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 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 1507.65, 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
| INDIGO 30DEC2025 4350 PE | |||||||
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Delta: -0.10
Vega: 2.10
Theta: -2.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 4967.50 | 29.05 | -37.35 | 48.66 | 2,559 | 58 | 141 |
| 8 Dec | 4923.50 | 59.75 | 56.75 | 55.54 | 268 | 77 | 77 |
For Interglobe Aviation Ltd - strike price 4350 expiring on 30DEC2025
Delta for 4350 PE is -0.10
Historical price for 4350 PE is as follows
On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 29.05, which was -37.35 lower than the previous day. The implied volatity was 48.66, the open interest changed by 58 which increased total open position to 141
On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 59.75, which was 56.75 higher than the previous day. The implied volatity was 55.54, the open interest changed by 77 which increased total open position to 77































































































































































































































