INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
24 Apr 2026 01:36 PM IST
| INDIGO 28-Apr-2026 (4d) 4350 CE | ||||||||||||||||
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Delta: 0.8
Vega: 0.01
Theta: -7.07
Gamma: 0.00127
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 4523.00 | 201.9 | -27.099999999999994 | 43.98 | 46 | -24 | 471 | |||||||||
| 23 Apr | 4556.00 | 229 | -59.60000000000002 | 38.85 | 32 | -23 | 494 | |||||||||
| 22 Apr | 4640.90 | 285.85 | -55.049999999999955 | 41.44 | 7 | -4 | 516 | |||||||||
| 21 Apr | 4693.10 | 340.9 | 2.8999999999999773 | 34.71 | 7 | 2 | 518 | |||||||||
| 20 Apr | 4678.20 | 338 | 23.44999999999999 | 37.93 | 21 | 12 | 515 | |||||||||
| 17 Apr | 4638.40 | 310.45 | -4.100000000000023 | 42.81 | 0 | 0 | 503 | |||||||||
| 16 Apr | 4608.70 | 310.45 | -13.300000000000011 | 42.81 | 67 | -38 | 516 | |||||||||
| 15 Apr | 4638.00 | 323.8 | 127.30000000000001 | 41.09 | 226 | 25 | 588 | |||||||||
| 13 Apr | 4427.20 | 202 | -86.94999999999999 | 43.32 | 728 | 25 | 566 | |||||||||
| 10 Apr | 4554.20 | 296.1 | 64.75000000000003 | 39.96 | 161 | -5 | 526 | |||||||||
| 9 Apr | 4449.10 | 232.85 | -110.15 | 41.34 | 376 | 74 | 532 | |||||||||
| 8 Apr | 4615.50 | 340.85 | 186.3 | 37.56 | 343 | -88 | 459 | |||||||||
| 7 Apr | 4268.80 | 156 | -29.05 | 44.44 | 1,106 | 77 | 551 | |||||||||
| 6 Apr | 4312.50 | 176.45 | 60 | 44.57 | 1,905 | 134 | 471 | |||||||||
| 2 Apr | 4193.50 | 107.25 | -21.35 | 37.99 | 817 | 118 | 335 | |||||||||
| 1 Apr | 4180.80 | 127.45 | 69.65 | 40.62 | 4,366 | 23 | 219 | |||||||||
| 30 Mar | 3943.50 | 60 | -56.2 | 40.76 | 570 | 5 | 195 | |||||||||
| 27 Mar | 4099.50 | 118.45 | -43.45 | 41.62 | 120 | 20 | 189 | |||||||||
| 25 Mar | 4294.70 | 163 | 41.05 | 33.75 | 257 | 87 | 168 | |||||||||
| 24 Mar | 4150.80 | 124.05 | 53.05 | 36.01 | 38 | 5 | 80 | |||||||||
| 23 Mar | 3945.30 | 71 | -54.8 | 38.94 | 21 | 13 | 75 | |||||||||
| 20 Mar | 4149.10 | 124.75 | 2 | 35.15 | 22 | 13 | 61 | |||||||||
| 19 Mar | 4154.30 | 125.6 | -78.05 | 32.67 | 53 | 46 | 47 | |||||||||
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| 18 Mar | 4360.60 | 203.65 | -414.65 | 29.74 | 1 | 0 | 0 | |||||||||
| 17 Mar | 4287.90 | 618.3 | 0 | 0.4 | 0 | 0 | 0 | |||||||||
| 16 Mar | 4222.10 | 618.3 | 0 | 1.54 | 0 | 0 | 0 | |||||||||
| 13 Mar | 4158.20 | 618.3 | 0 | 2.35 | 0 | 0 | 0 | |||||||||
| 12 Mar | 4251.70 | 618.3 | 0 | 0.49 | 0 | 0 | 0 | |||||||||
| 11 Mar | 4350.70 | 618.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 4380.40 | 618.3 | 0 | 1.01 | 0 | 0 | 0 | |||||||||
| 9 Mar | 4236.70 | 618.3 | 0 | 0.72 | 0 | 0 | 0 | |||||||||
| 6 Mar | 4404.10 | 618.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 4512.80 | 618.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 4392.90 | 618.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 4520.40 | 618.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 4350 expiring on 28APR2026
Delta for 4350 CE is 0.8
Historical price for 4350 CE is as follows
On 24 Apr INDIGO was trading at 4523.00. The strike last trading price was 201.9, which was -27.099999999999994 lower than the previous day. The implied volatity was 43.98, the open interest changed by -24 which decreased total open position to 471
On 23 Apr INDIGO was trading at 4556.00. The strike last trading price was 229, which was -59.60000000000002 lower than the previous day. The implied volatity was 38.85, the open interest changed by -23 which decreased total open position to 494
On 22 Apr INDIGO was trading at 4640.90. The strike last trading price was 285.85, which was -55.049999999999955 lower than the previous day. The implied volatity was 41.44, the open interest changed by -4 which decreased total open position to 516
On 21 Apr INDIGO was trading at 4693.10. The strike last trading price was 340.9, which was 2.8999999999999773 higher than the previous day. The implied volatity was 34.71, the open interest changed by 2 which increased total open position to 518
On 20 Apr INDIGO was trading at 4678.20. The strike last trading price was 338, which was 23.44999999999999 higher than the previous day. The implied volatity was 37.93, the open interest changed by 12 which increased total open position to 515
On 17 Apr INDIGO was trading at 4638.40. The strike last trading price was 310.45, which was -4.100000000000023 lower than the previous day. The implied volatity was 42.81, the open interest changed by 0 which decreased total open position to 503
On 16 Apr INDIGO was trading at 4608.70. The strike last trading price was 310.45, which was -13.300000000000011 lower than the previous day. The implied volatity was 42.81, the open interest changed by -38 which decreased total open position to 516
On 15 Apr INDIGO was trading at 4638.00. The strike last trading price was 323.8, which was 127.30000000000001 higher than the previous day. The implied volatity was 41.09, the open interest changed by 25 which increased total open position to 588
On 13 Apr INDIGO was trading at 4427.20. The strike last trading price was 202, which was -86.94999999999999 lower than the previous day. The implied volatity was 43.32, the open interest changed by 25 which increased total open position to 566
On 10 Apr INDIGO was trading at 4554.20. The strike last trading price was 296.1, which was 64.75000000000003 higher than the previous day. The implied volatity was 39.96, the open interest changed by -5 which decreased total open position to 526
On 9 Apr INDIGO was trading at 4449.10. The strike last trading price was 232.85, which was -110.15 lower than the previous day. The implied volatity was 41.34, the open interest changed by 74 which increased total open position to 532
On 8 Apr INDIGO was trading at 4615.50. The strike last trading price was 340.85, which was 186.3 higher than the previous day. The implied volatity was 37.56, the open interest changed by -88 which decreased total open position to 459
On 7 Apr INDIGO was trading at 4268.80. The strike last trading price was 156, which was -29.05 lower than the previous day. The implied volatity was 44.44, the open interest changed by 77 which increased total open position to 551
On 6 Apr INDIGO was trading at 4312.50. The strike last trading price was 176.45, which was 60 higher than the previous day. The implied volatity was 44.57, the open interest changed by 134 which increased total open position to 471
On 2 Apr INDIGO was trading at 4193.50. The strike last trading price was 107.25, which was -21.35 lower than the previous day. The implied volatity was 37.99, the open interest changed by 118 which increased total open position to 335
On 1 Apr INDIGO was trading at 4180.80. The strike last trading price was 127.45, which was 69.65 higher than the previous day. The implied volatity was 40.62, the open interest changed by 23 which increased total open position to 219
On 30 Mar INDIGO was trading at 3943.50. The strike last trading price was 60, which was -56.2 lower than the previous day. The implied volatity was 40.76, the open interest changed by 5 which increased total open position to 195
On 27 Mar INDIGO was trading at 4099.50. The strike last trading price was 118.45, which was -43.45 lower than the previous day. The implied volatity was 41.62, the open interest changed by 20 which increased total open position to 189
On 25 Mar INDIGO was trading at 4294.70. The strike last trading price was 163, which was 41.05 higher than the previous day. The implied volatity was 33.75, the open interest changed by 87 which increased total open position to 168
On 24 Mar INDIGO was trading at 4150.80. The strike last trading price was 124.05, which was 53.05 higher than the previous day. The implied volatity was 36.01, the open interest changed by 5 which increased total open position to 80
On 23 Mar INDIGO was trading at 3945.30. The strike last trading price was 71, which was -54.8 lower than the previous day. The implied volatity was 38.94, the open interest changed by 13 which increased total open position to 75
On 20 Mar INDIGO was trading at 4149.10. The strike last trading price was 124.75, which was 2 higher than the previous day. The implied volatity was 35.15, the open interest changed by 13 which increased total open position to 61
On 19 Mar INDIGO was trading at 4154.30. The strike last trading price was 125.6, which was -78.05 lower than the previous day. The implied volatity was 32.67, the open interest changed by 46 which increased total open position to 47
On 18 Mar INDIGO was trading at 4360.60. The strike last trading price was 203.65, which was -414.65 lower than the previous day. The implied volatity was 29.74, the open interest changed by 0 which decreased total open position to 0
On 17 Mar INDIGO was trading at 4287.90. The strike last trading price was 618.3, which was 0 lower than the previous day. The implied volatity was 0.4, the open interest changed by 0 which decreased total open position to 0
On 16 Mar INDIGO was trading at 4222.10. The strike last trading price was 618.3, which was 0 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0
On 13 Mar INDIGO was trading at 4158.20. The strike last trading price was 618.3, which was 0 lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0
On 12 Mar INDIGO was trading at 4251.70. The strike last trading price was 618.3, which was 0 lower than the previous day. The implied volatity was 0.49, the open interest changed by 0 which decreased total open position to 0
On 11 Mar INDIGO was trading at 4350.70. The strike last trading price was 618.3, 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 10 Mar INDIGO was trading at 4380.40. The strike last trading price was 618.3, which was 0 lower than the previous day. The implied volatity was 1.01, the open interest changed by 0 which decreased total open position to 0
On 9 Mar INDIGO was trading at 4236.70. The strike last trading price was 618.3, which was 0 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0
On 6 Mar INDIGO was trading at 4404.10. The strike last trading price was 618.3, 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 5 Mar INDIGO was trading at 4512.80. The strike last trading price was 618.3, 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 4 Mar INDIGO was trading at 4392.90. The strike last trading price was 618.3, 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 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 618.3, 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 28-Apr-2026 (4d) 4350 PE | |||||||
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Delta: -0.15
Vega: 0.01
Theta: -4.35
Gamma: 0.00132
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 4523.00 | 14.75 | -1.3500000000000014 | 36.14 | 1,051 | 185 | 976 |
| 23 Apr | 4556.00 | 15.2 | 2.0999999999999996 | 38.45 | 1,446 | -105 | 790 |
| 22 Apr | 4640.90 | 12.05 | -5 | 41.31 | 1,582 | 21 | 894 |
| 21 Apr | 4693.10 | 17.3 | -11.25 | 45.38 | 776 | 69 | 873 |
| 20 Apr | 4678.20 | 29.85 | -5.299999999999997 | 49.45 | 1,607 | 124 | 839 |
| 17 Apr | 4638.40 | 33.75 | -9.399999999999999 | 41.35 | 1,456 | 3 | 715 |
| 16 Apr | 4608.70 | 42 | -7.649999999999999 | 41.97 | 934 | -29 | 715 |
| 15 Apr | 4638.00 | 52.8 | -67.45 | 44.98 | 1,417 | 13 | 728 |
| 13 Apr | 4427.20 | 116.95 | 42.60000000000001 | 44.28 | 2,948 | 97 | 723 |
| 10 Apr | 4554.20 | 71.95 | -42.75 | 40.2 | 648 | 93 | 623 |
| 9 Apr | 4449.10 | 116.35 | 43.2 | 42.64 | 1,293 | 195 | 529 |
| 8 Apr | 4615.50 | 70.85 | -162.45 | 42.95 | 1,122 | -82 | 335 |
| 7 Apr | 4268.80 | 233.6 | 29.45 | 49.73 | 324 | 71 | 418 |
| 6 Apr | 4312.50 | 208.25 | -74.9 | 46.46 | 741 | 113 | 347 |
| 2 Apr | 4193.50 | 290 | 20.6 | 45.82 | 122 | 35 | 236 |
| 1 Apr | 4180.80 | 269.4 | -148.6 | 42.21 | 972 | 79 | 205 |
| 30 Mar | 3943.50 | 418 | 75.95 | 38.52 | 71 | -1 | 125 |
| 27 Mar | 4099.50 | 347.35 | 139.95 | 45.75 | 18 | 5 | 125 |
| 25 Mar | 4294.70 | 207.4 | -121.8 | 36.98 | 144 | 70 | 120 |
| 24 Mar | 4150.80 | 329.2 | -160.8 | 47.66 | 91 | -21 | 48 |
| 23 Mar | 3945.30 | 490 | 205.95 | 53.3 | 5 | -3 | 69 |
| 20 Mar | 4149.10 | 284.05 | 112.65 | - | 0 | 0 | 72 |
| 19 Mar | 4154.30 | 284.05 | 112.65 | 38.19 | 31 | -3 | 73 |
| 18 Mar | 4360.60 | 173.3 | -38.8 | 34.86 | 102 | 72 | 78 |
| 17 Mar | 4287.90 | 208.25 | -45.7 | 34.12 | 5 | 3 | 4 |
| 16 Mar | 4222.10 | 253.95 | 93.95 | - | 0 | 0 | 0 |
| 13 Mar | 4158.20 | 253.95 | 93.95 | - | 0 | 0 | 0 |
| 12 Mar | 4251.70 | 253.95 | 93.95 | 39.28 | 2 | 0 | 0 |
| 11 Mar | 4350.70 | 160 | -72.55 | 29.95 | 1 | 0 | 1 |
| 10 Mar | 4380.40 | 232.55 | 164.25 | 43.56 | 1 | 0 | 0 |
| 9 Mar | 4236.70 | 68.3 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 4404.10 | 68.3 | 0 | 1.97 | 0 | 0 | 0 |
| 5 Mar | 4512.80 | 68.3 | 0 | 3.24 | 0 | 0 | 0 |
| 4 Mar | 4392.90 | 68.3 | 0 | 1.6 | 0 | 0 | 0 |
| 2 Mar | 4520.40 | 68.3 | 0 | 3.78 | 0 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 4350 expiring on 28APR2026
Delta for 4350 PE is -0.15
Historical price for 4350 PE is as follows
On 24 Apr INDIGO was trading at 4523.00. The strike last trading price was 14.75, which was -1.3500000000000014 lower than the previous day. The implied volatity was 36.14, the open interest changed by 185 which increased total open position to 976
On 23 Apr INDIGO was trading at 4556.00. The strike last trading price was 15.2, which was 2.0999999999999996 higher than the previous day. The implied volatity was 38.45, the open interest changed by -105 which decreased total open position to 790
On 22 Apr INDIGO was trading at 4640.90. The strike last trading price was 12.05, which was -5 lower than the previous day. The implied volatity was 41.31, the open interest changed by 21 which increased total open position to 894
On 21 Apr INDIGO was trading at 4693.10. The strike last trading price was 17.3, which was -11.25 lower than the previous day. The implied volatity was 45.38, the open interest changed by 69 which increased total open position to 873
On 20 Apr INDIGO was trading at 4678.20. The strike last trading price was 29.85, which was -5.299999999999997 lower than the previous day. The implied volatity was 49.45, the open interest changed by 124 which increased total open position to 839
On 17 Apr INDIGO was trading at 4638.40. The strike last trading price was 33.75, which was -9.399999999999999 lower than the previous day. The implied volatity was 41.35, the open interest changed by 3 which increased total open position to 715
On 16 Apr INDIGO was trading at 4608.70. The strike last trading price was 42, which was -7.649999999999999 lower than the previous day. The implied volatity was 41.97, the open interest changed by -29 which decreased total open position to 715
On 15 Apr INDIGO was trading at 4638.00. The strike last trading price was 52.8, which was -67.45 lower than the previous day. The implied volatity was 44.98, the open interest changed by 13 which increased total open position to 728
On 13 Apr INDIGO was trading at 4427.20. The strike last trading price was 116.95, which was 42.60000000000001 higher than the previous day. The implied volatity was 44.28, the open interest changed by 97 which increased total open position to 723
On 10 Apr INDIGO was trading at 4554.20. The strike last trading price was 71.95, which was -42.75 lower than the previous day. The implied volatity was 40.2, the open interest changed by 93 which increased total open position to 623
On 9 Apr INDIGO was trading at 4449.10. The strike last trading price was 116.35, which was 43.2 higher than the previous day. The implied volatity was 42.64, the open interest changed by 195 which increased total open position to 529
On 8 Apr INDIGO was trading at 4615.50. The strike last trading price was 70.85, which was -162.45 lower than the previous day. The implied volatity was 42.95, the open interest changed by -82 which decreased total open position to 335
On 7 Apr INDIGO was trading at 4268.80. The strike last trading price was 233.6, which was 29.45 higher than the previous day. The implied volatity was 49.73, the open interest changed by 71 which increased total open position to 418
On 6 Apr INDIGO was trading at 4312.50. The strike last trading price was 208.25, which was -74.9 lower than the previous day. The implied volatity was 46.46, the open interest changed by 113 which increased total open position to 347
On 2 Apr INDIGO was trading at 4193.50. The strike last trading price was 290, which was 20.6 higher than the previous day. The implied volatity was 45.82, the open interest changed by 35 which increased total open position to 236
On 1 Apr INDIGO was trading at 4180.80. The strike last trading price was 269.4, which was -148.6 lower than the previous day. The implied volatity was 42.21, the open interest changed by 79 which increased total open position to 205
On 30 Mar INDIGO was trading at 3943.50. The strike last trading price was 418, which was 75.95 higher than the previous day. The implied volatity was 38.52, the open interest changed by -1 which decreased total open position to 125
On 27 Mar INDIGO was trading at 4099.50. The strike last trading price was 347.35, which was 139.95 higher than the previous day. The implied volatity was 45.75, the open interest changed by 5 which increased total open position to 125
On 25 Mar INDIGO was trading at 4294.70. The strike last trading price was 207.4, which was -121.8 lower than the previous day. The implied volatity was 36.98, the open interest changed by 70 which increased total open position to 120
On 24 Mar INDIGO was trading at 4150.80. The strike last trading price was 329.2, which was -160.8 lower than the previous day. The implied volatity was 47.66, the open interest changed by -21 which decreased total open position to 48
On 23 Mar INDIGO was trading at 3945.30. The strike last trading price was 490, which was 205.95 higher than the previous day. The implied volatity was 53.3, the open interest changed by -3 which decreased total open position to 69
On 20 Mar INDIGO was trading at 4149.10. The strike last trading price was 284.05, which was 112.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72
On 19 Mar INDIGO was trading at 4154.30. The strike last trading price was 284.05, which was 112.65 higher than the previous day. The implied volatity was 38.19, the open interest changed by -3 which decreased total open position to 73
On 18 Mar INDIGO was trading at 4360.60. The strike last trading price was 173.3, which was -38.8 lower than the previous day. The implied volatity was 34.86, the open interest changed by 72 which increased total open position to 78
On 17 Mar INDIGO was trading at 4287.90. The strike last trading price was 208.25, which was -45.7 lower than the previous day. The implied volatity was 34.12, the open interest changed by 3 which increased total open position to 4
On 16 Mar INDIGO was trading at 4222.10. The strike last trading price was 253.95, which was 93.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar INDIGO was trading at 4158.20. The strike last trading price was 253.95, which was 93.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar INDIGO was trading at 4251.70. The strike last trading price was 253.95, which was 93.95 higher than the previous day. The implied volatity was 39.28, the open interest changed by 0 which decreased total open position to 0
On 11 Mar INDIGO was trading at 4350.70. The strike last trading price was 160, which was -72.55 lower than the previous day. The implied volatity was 29.95, the open interest changed by 0 which decreased total open position to 1
On 10 Mar INDIGO was trading at 4380.40. The strike last trading price was 232.55, which was 164.25 higher than the previous day. The implied volatity was 43.56, the open interest changed by 0 which decreased total open position to 0
On 9 Mar INDIGO was trading at 4236.70. The strike last trading price was 68.3, 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 6 Mar INDIGO was trading at 4404.10. The strike last trading price was 68.3, which was 0 lower than the previous day. The implied volatity was 1.97, the open interest changed by 0 which decreased total open position to 0
On 5 Mar INDIGO was trading at 4512.80. The strike last trading price was 68.3, which was 0 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0
On 4 Mar INDIGO was trading at 4392.90. The strike last trading price was 68.3, which was 0 lower than the previous day. The implied volatity was 1.6, the open interest changed by 0 which decreased total open position to 0
On 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 68.3, which was 0 lower than the previous day. The implied volatity was 3.78, the open interest changed by 0 which decreased total open position to 0
