Historical option data for INDIGO
20 May 2026 04:10 PM IST
| INDIGO 26-May-2026 (5d) 4350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.33
Vega: 0.02
Theta: -4.98
Gamma: 0.00216
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 4264.60 | 34.9 | 0.9 (2.65%) | 29.64 | 1,821 | 15 | 1,208 | |||||||||
| 19 May | 4230.30 | 36.35 | -17.65 (-32.69%) | 34.1 | 2,368 | -16 | 1,197 | |||||||||
| 18 May | 4275.70 | 54 | -25 (-31.65%) | 33.2 | 1,300 | 47 | 1,213 | |||||||||
| 15 May | 4314.90 | 78.05 | -3.95 (-4.82%) | 29.98 | 4,555 | 234 | 1,166 | |||||||||
| 14 May | 4280.50 | 85.55 | 5.55 (6.94%) | 35.95 | 3,333 | 383 | 933 | |||||||||
| 13 May | 4255.80 | 79.95 | 13.95 (21.14%) | 36.68 | 1,207 | 33 | 553 | |||||||||
| 12 May | 4201.70 | 73.35 | -40.65 (-35.66%) | 0 | 1,846 | 15 | 520 | |||||||||
| 11 May | 4299.40 | 115 | -128 (-52.67%) | 0 | 2,729 | 31 | 502 | |||||||||
| 8 May | 4522.70 | 241.4 | -8 (-3.21%) | 33.26 | 124 | -44 | 471 | |||||||||
| 7 May | 4506.90 | 250 | -13.85 (-5.25%) | 35.97 | 446 | -60 | 530 | |||||||||
| 6 May | 4520.20 | 276.35 | 158.3 (134.10%) | 39.67 | 5,318 | -16 | 592 | |||||||||
| 5 May | 4238.40 | 124 | -11.05 (-8.18%) | 39.81 | 1,356 | 123 | 612 | |||||||||
| 4 May | 4262.40 | 129.5 | -57.15 (-30.62%) | 40.91 | 1,449 | 339 | 480 | |||||||||
| 30 Apr | 4295.30 | 187.35 | -9.35 (-4.75%) | 43.98 | 784 | 103 | 244 | |||||||||
| 29 Apr | 4345.20 | 196.5 | 91.95 (87.95%) | 40.69 | 233 | 119 | 119 | |||||||||
| 28 Apr | 4442.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 4561.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 4523.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 4556.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 4640.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 4693.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 4678.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 4638.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 4608.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 4638.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 4427.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 4554.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 4449.10 | 104.55 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 4615.50 | 104.55 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 4268.80 | 104.55 | 0 (0.00%) | 0.42 | 0 | 0 | 0 | |||||||||
| 6 Apr | 4312.50 | 104.55 | 0 (0.00%) | 0.23 | 0 | 0 | 0 | |||||||||
| 2 Apr | 4193.50 | 104.55 | 0 (0.00%) | 1.9 | 0 | 0 | 0 | |||||||||
| 1 Apr | 4180.80 | 104.55 | 0 (0.00%) | 1.74 | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 4350 expiring on 26MAY2026
Delta for 4350 CE is 0.33
Historical price for 4350 CE is as follows
On 20 May INDIGO was trading at 4264.60. The strike last trading price was 34.9, which was 0.9 higher than the previous day. The implied volatity was 29.64, the open interest changed by 15 which increased total open position to 1208
On 19 May INDIGO was trading at 4230.30. The strike last trading price was 36.35, which was -17.65 lower than the previous day. The implied volatity was 34.1, the open interest changed by -16 which decreased total open position to 1197
On 18 May INDIGO was trading at 4275.70. The strike last trading price was 54, which was -25 lower than the previous day. The implied volatity was 33.2, the open interest changed by 47 which increased total open position to 1213
On 15 May INDIGO was trading at 4314.90. The strike last trading price was 78.05, which was -3.95 lower than the previous day. The implied volatity was 29.98, the open interest changed by 234 which increased total open position to 1166
On 14 May INDIGO was trading at 4280.50. The strike last trading price was 85.55, which was 5.55 higher than the previous day. The implied volatity was 35.95, the open interest changed by 383 which increased total open position to 933
On 13 May INDIGO was trading at 4255.80. The strike last trading price was 79.95, which was 13.95 higher than the previous day. The implied volatity was 36.68, the open interest changed by 33 which increased total open position to 553
On 12 May INDIGO was trading at 4201.70. The strike last trading price was 73.35, which was -40.65 lower than the previous day. The implied volatity was 0, the open interest changed by 15 which increased total open position to 520
On 11 May INDIGO was trading at 4299.40. The strike last trading price was 115, which was -128 lower than the previous day. The implied volatity was 0, the open interest changed by 31 which increased total open position to 502
On 8 May INDIGO was trading at 4522.70. The strike last trading price was 241.4, which was -8 lower than the previous day. The implied volatity was 33.26, the open interest changed by -44 which decreased total open position to 471
On 7 May INDIGO was trading at 4506.90. The strike last trading price was 250, which was -13.85 lower than the previous day. The implied volatity was 35.97, the open interest changed by -60 which decreased total open position to 530
On 6 May INDIGO was trading at 4520.20. The strike last trading price was 276.35, which was 158.3 higher than the previous day. The implied volatity was 39.67, the open interest changed by -16 which decreased total open position to 592
On 5 May INDIGO was trading at 4238.40. The strike last trading price was 124, which was -11.05 lower than the previous day. The implied volatity was 39.81, the open interest changed by 123 which increased total open position to 612
On 4 May INDIGO was trading at 4262.40. The strike last trading price was 129.5, which was -57.15 lower than the previous day. The implied volatity was 40.91, the open interest changed by 339 which increased total open position to 480
On 30 Apr INDIGO was trading at 4295.30. The strike last trading price was 187.35, which was -9.35 lower than the previous day. The implied volatity was 43.98, the open interest changed by 103 which increased total open position to 244
On 29 Apr INDIGO was trading at 4345.20. The strike last trading price was 196.5, which was 91.95 higher than the previous day. The implied volatity was 40.69, the open interest changed by 119 which increased total open position to 119
On 28 Apr INDIGO was trading at 4442.40. The strike last trading price was 0, 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 27 Apr INDIGO was trading at 4561.20. The strike last trading price was 0, 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 Apr INDIGO was trading at 4523.10. The strike last trading price was 0, 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 Apr INDIGO was trading at 4556.00. The strike last trading price was 0, 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 22 Apr INDIGO was trading at 4640.90. The strike last trading price was 0, 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 21 Apr INDIGO was trading at 4693.10. The strike last trading price was 0, 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 20 Apr INDIGO was trading at 4678.20. The strike last trading price was 0, 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 17 Apr INDIGO was trading at 4638.40. The strike last trading price was 0, 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 16 Apr INDIGO was trading at 4608.70. The strike last trading price was 0, 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 15 Apr INDIGO was trading at 4638.00. The strike last trading price was 0, 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 Apr INDIGO was trading at 4427.20. The strike last trading price was 0, 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 Apr INDIGO was trading at 4554.20. The strike last trading price was 0, 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 9 Apr INDIGO was trading at 4449.10. The strike last trading price was 104.55, 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 Apr INDIGO was trading at 4615.50. The strike last trading price was 104.55, 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 7 Apr INDIGO was trading at 4268.80. The strike last trading price was 104.55, which was 0 lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0
On 6 Apr INDIGO was trading at 4312.50. The strike last trading price was 104.55, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0
On 2 Apr INDIGO was trading at 4193.50. The strike last trading price was 104.55, which was 0 lower than the previous day. The implied volatity was 1.9, the open interest changed by 0 which decreased total open position to 0
On 1 Apr INDIGO was trading at 4180.80. The strike last trading price was 104.55, which was 0 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0
| INDIGO 26-May-2026 (5d) 4350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.69
Vega: 0.02
Theta: -3.78
Gamma: 0.00236
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 4264.60 | 106 | -37 (-25.87%) | 26.71 | 581 | 2 | 547 |
| 19 May | 4230.30 | 146.4 | 24.65 (20.25%) | 29.91 | 797 | -41 | 545 |
| 18 May | 4275.70 | 123.6 | 3.6 (3.00%) | 31.2 | 429 | 3 | 585 |
| 15 May | 4314.90 | 120.9 | -22.25 (-15.54%) | 35 | 1,388 | 58 | 575 |
| 14 May | 4280.50 | 135.05 | -29.95 (-18.15%) | 32.08 | 994 | 14 | 520 |
| 13 May | 4255.80 | 171.35 | -31.95 (-15.72%) | 0 | 484 | -24 | 505 |
| 12 May | 4201.70 | 196 | 41.1 (26.53%) | 39.06 | 1,076 | -64 | 529 |
| 11 May | 4299.40 | 150.1 | 84 (127.08%) | 0 | 7,921 | 69 | 593 |
| 8 May | 4522.70 | 67.45 | -4.9 (-6.77%) | 35.28 | 749 | -39 | 527 |
| 7 May | 4506.90 | 70.3 | -5.55 (-7.32%) | 34.69 | 913 | -27 | 568 |
| 6 May | 4520.20 | 77.25 | -123.55 (-61.53%) | 37.12 | 3,102 | 261 | 596 |
| 5 May | 4238.40 | 199.55 | 2.25 (1.14%) | 36.75 | 531 | -57 | 336 |
| 4 May | 4262.40 | 208.15 | -1.45 (-0.69%) | 37.54 | 1,541 | 55 | 398 |
| 30 Apr | 4295.30 | 208.25 | 31 (17.49%) | 41.52 | 659 | -125 | 218 |
| 29 Apr | 4345.20 | 180 | 46.5 (34.83%) | 38.89 | 1,157 | 117 | 300 |
| 28 Apr | 4442.40 | 130.5 | 29.9 (29.72%) | 38.85 | 514 | 33 | 185 |
| 27 Apr | 4561.20 | 100.45 | -26.05 (-20.59%) | 38.75 | 157 | 131 | 150 |
| 24 Apr | 4523.10 | 126.5 | 6.05 (5.02%) | 39.69 | 22 | 16 | 19 |
| 23 Apr | 4556.00 | 120.45 | 0 (0.00%) | 40.47 | 1 | 0 | 2 |
| 22 Apr | 4640.90 | 120.45 | 0 (0.00%) | - | 0 | 0 | 2 |
| 21 Apr | 4693.10 | 120.45 | 0 (0.00%) | - | 0 | 0 | 2 |
| 20 Apr | 4678.20 | 120.45 | 0 (0.00%) | - | 0 | 0 | 2 |
| 17 Apr | 4638.40 | 120.45 | -342.5 (-73.98%) | 41.78 | 2 | 0 | 0 |
| 16 Apr | 4608.70 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 4638.00 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 4427.20 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 4554.20 | 0 | 0 (0.00%) | 3.15 | 0 | 0 | 0 |
| 9 Apr | 4449.10 | 462.95 | 0 (0.00%) | 2.59 | 0 | 0 | 0 |
| 8 Apr | 4615.50 | 462.95 | 0 (0.00%) | 5.13 | 0 | 0 | 0 |
| 7 Apr | 4268.80 | 462.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 4312.50 | 462.95 | 0 (0.00%) | 0.2 | 0 | 0 | 0 |
| 2 Apr | 4193.50 | 462.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 4180.80 | 462.95 | 0 (0.00%) | 0.01 | 0 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 4350 expiring on 26MAY2026
Delta for 4350 PE is -0.69
Historical price for 4350 PE is as follows
On 20 May INDIGO was trading at 4264.60. The strike last trading price was 106, which was -37 lower than the previous day. The implied volatity was 26.71, the open interest changed by 2 which increased total open position to 547
On 19 May INDIGO was trading at 4230.30. The strike last trading price was 146.4, which was 24.65 higher than the previous day. The implied volatity was 29.91, the open interest changed by -41 which decreased total open position to 545
On 18 May INDIGO was trading at 4275.70. The strike last trading price was 123.6, which was 3.6 higher than the previous day. The implied volatity was 31.2, the open interest changed by 3 which increased total open position to 585
On 15 May INDIGO was trading at 4314.90. The strike last trading price was 120.9, which was -22.25 lower than the previous day. The implied volatity was 35, the open interest changed by 58 which increased total open position to 575
On 14 May INDIGO was trading at 4280.50. The strike last trading price was 135.05, which was -29.95 lower than the previous day. The implied volatity was 32.08, the open interest changed by 14 which increased total open position to 520
On 13 May INDIGO was trading at 4255.80. The strike last trading price was 171.35, which was -31.95 lower than the previous day. The implied volatity was 0, the open interest changed by -24 which decreased total open position to 505
On 12 May INDIGO was trading at 4201.70. The strike last trading price was 196, which was 41.1 higher than the previous day. The implied volatity was 39.06, the open interest changed by -64 which decreased total open position to 529
On 11 May INDIGO was trading at 4299.40. The strike last trading price was 150.1, which was 84 higher than the previous day. The implied volatity was 0, the open interest changed by 69 which increased total open position to 593
On 8 May INDIGO was trading at 4522.70. The strike last trading price was 67.45, which was -4.9 lower than the previous day. The implied volatity was 35.28, the open interest changed by -39 which decreased total open position to 527
On 7 May INDIGO was trading at 4506.90. The strike last trading price was 70.3, which was -5.55 lower than the previous day. The implied volatity was 34.69, the open interest changed by -27 which decreased total open position to 568
On 6 May INDIGO was trading at 4520.20. The strike last trading price was 77.25, which was -123.55 lower than the previous day. The implied volatity was 37.12, the open interest changed by 261 which increased total open position to 596
On 5 May INDIGO was trading at 4238.40. The strike last trading price was 199.55, which was 2.25 higher than the previous day. The implied volatity was 36.75, the open interest changed by -57 which decreased total open position to 336
On 4 May INDIGO was trading at 4262.40. The strike last trading price was 208.15, which was -1.45 lower than the previous day. The implied volatity was 37.54, the open interest changed by 55 which increased total open position to 398
On 30 Apr INDIGO was trading at 4295.30. The strike last trading price was 208.25, which was 31 higher than the previous day. The implied volatity was 41.52, the open interest changed by -125 which decreased total open position to 218
On 29 Apr INDIGO was trading at 4345.20. The strike last trading price was 180, which was 46.5 higher than the previous day. The implied volatity was 38.89, the open interest changed by 117 which increased total open position to 300
On 28 Apr INDIGO was trading at 4442.40. The strike last trading price was 130.5, which was 29.9 higher than the previous day. The implied volatity was 38.85, the open interest changed by 33 which increased total open position to 185
On 27 Apr INDIGO was trading at 4561.20. The strike last trading price was 100.45, which was -26.05 lower than the previous day. The implied volatity was 38.75, the open interest changed by 131 which increased total open position to 150
On 24 Apr INDIGO was trading at 4523.10. The strike last trading price was 126.5, which was 6.05 higher than the previous day. The implied volatity was 39.69, the open interest changed by 16 which increased total open position to 19
On 23 Apr INDIGO was trading at 4556.00. The strike last trading price was 120.45, which was 0 lower than the previous day. The implied volatity was 40.47, the open interest changed by 0 which decreased total open position to 2
On 22 Apr INDIGO was trading at 4640.90. The strike last trading price was 120.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 21 Apr INDIGO was trading at 4693.10. The strike last trading price was 120.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Apr INDIGO was trading at 4678.20. The strike last trading price was 120.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Apr INDIGO was trading at 4638.40. The strike last trading price was 120.45, which was -342.5 lower than the previous day. The implied volatity was 41.78, the open interest changed by 0 which decreased total open position to 0
On 16 Apr INDIGO was trading at 4608.70. The strike last trading price was 0, 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 15 Apr INDIGO was trading at 4638.00. The strike last trading price was 0, 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 Apr INDIGO was trading at 4427.20. The strike last trading price was 0, 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 Apr INDIGO was trading at 4554.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0
On 9 Apr INDIGO was trading at 4449.10. The strike last trading price was 462.95, which was 0 lower than the previous day. The implied volatity was 2.59, the open interest changed by 0 which decreased total open position to 0
On 8 Apr INDIGO was trading at 4615.50. The strike last trading price was 462.95, which was 0 lower than the previous day. The implied volatity was 5.13, the open interest changed by 0 which decreased total open position to 0
On 7 Apr INDIGO was trading at 4268.80. The strike last trading price was 462.95, 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 Apr INDIGO was trading at 4312.50. The strike last trading price was 462.95, which was 0 lower than the previous day. The implied volatity was 0.2, the open interest changed by 0 which decreased total open position to 0
On 2 Apr INDIGO was trading at 4193.50. The strike last trading price was 462.95, 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 1 Apr INDIGO was trading at 4180.80. The strike last trading price was 462.95, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0
