INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Nov 2024 04:11 PM IST
| INDIGO 28NOV2024 4350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.63
Theta: -1.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4069.80 | 3.85 | -1.40 | 29.17 | 491 | 39 | 117 | |||
| 20 Nov | 4045.90 | 5.25 | 0.00 | 29.62 | 152 | 27.5 | 76 | |||
| 19 Nov | 4045.90 | 5.25 | 0.55 | 29.62 | 152 | 25.5 | 76 | |||
| 18 Nov | 3976.30 | 4.7 | 0.40 | 32.38 | 40 | -8 | 50.5 | |||
| 14 Nov | 3891.20 | 4.3 | -1.15 | 32.03 | 9.5 | -3 | 58 | |||
| 13 Nov | 3848.80 | 5.45 | -0.15 | 33.73 | 75 | -18.5 | 60.5 | |||
| 12 Nov | 3912.90 | 5.6 | -6.20 | 30.09 | 292.5 | -15.5 | 80.5 | |||
| 11 Nov | 4011.60 | 11.8 | -0.95 | 27.87 | 383.5 | 0 | 96.5 | |||
| 8 Nov | 4002.95 | 12.75 | -1.95 | 27.14 | 185.5 | 11 | 98 | |||
| 7 Nov | 3995.75 | 14.7 | -9.25 | 26.89 | 262.5 | 14.5 | 86.5 | |||
| 6 Nov | 4061.95 | 23.95 | 7.40 | 25.32 | 189.5 | 17 | 71 | |||
| 5 Nov | 3940.85 | 16.55 | -2.65 | 30.35 | 109.5 | 12.5 | 54.5 | |||
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| 4 Nov | 3963.10 | 19.2 | -13.25 | 30.11 | 183.5 | 3.5 | 43 | |||
| 1 Nov | 4069.55 | 32.45 | -3.60 | 25.78 | 3.5 | 1.5 | 39.5 | |||
| 31 Oct | 4052.50 | 36.05 | -3.55 | - | 39 | 28 | 38 | |||
| 30 Oct | 4057.70 | 39.6 | -36.50 | - | 27 | 11 | 12 | |||
| 29 Oct | 4026.75 | 76.1 | 0.00 | - | 0 | 1 | 0 | |||
| 28 Oct | 4015.45 | 76.1 | -565.20 | - | 1 | 0 | 0 | |||
| 25 Oct | 4366.10 | 641.3 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 4519.85 | 641.3 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 4520.00 | 641.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 4524.40 | 641.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 4591.00 | 641.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 4663.05 | 641.3 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 4624.00 | 641.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 4699.85 | 641.3 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 4756.45 | 641.3 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 4665.15 | 641.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 4708.30 | 641.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 4602.95 | 641.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 4485.20 | 641.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 4609.35 | 641.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 4787.45 | 641.3 | - | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 4350 expiring on 28NOV2024
Delta for 4350 CE is 0.06
Historical price for 4350 CE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 3.85, which was -1.40 lower than the previous day. The implied volatity was 29.17, the open interest changed by 78 which increased total open position to 234
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 5.25, which was 0.00 lower than the previous day. The implied volatity was 29.62, the open interest changed by 55 which increased total open position to 152
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 5.25, which was 0.55 higher than the previous day. The implied volatity was 29.62, the open interest changed by 51 which increased total open position to 152
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 4.7, which was 0.40 higher than the previous day. The implied volatity was 32.38, the open interest changed by -16 which decreased total open position to 101
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 4.3, which was -1.15 lower than the previous day. The implied volatity was 32.03, the open interest changed by -6 which decreased total open position to 116
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 5.45, which was -0.15 lower than the previous day. The implied volatity was 33.73, the open interest changed by -37 which decreased total open position to 121
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 5.6, which was -6.20 lower than the previous day. The implied volatity was 30.09, the open interest changed by -31 which decreased total open position to 161
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 11.8, which was -0.95 lower than the previous day. The implied volatity was 27.87, the open interest changed by 0 which decreased total open position to 193
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 12.75, which was -1.95 lower than the previous day. The implied volatity was 27.14, the open interest changed by 22 which increased total open position to 196
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 14.7, which was -9.25 lower than the previous day. The implied volatity was 26.89, the open interest changed by 29 which increased total open position to 173
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 23.95, which was 7.40 higher than the previous day. The implied volatity was 25.32, the open interest changed by 34 which increased total open position to 142
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 16.55, which was -2.65 lower than the previous day. The implied volatity was 30.35, the open interest changed by 25 which increased total open position to 109
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 19.2, which was -13.25 lower than the previous day. The implied volatity was 30.11, the open interest changed by 7 which increased total open position to 86
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 32.45, which was -3.60 lower than the previous day. The implied volatity was 25.78, the open interest changed by 3 which increased total open position to 79
On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 36.05, which was -3.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct INDIGO was trading at 4057.70. The strike last trading price was 39.6, which was -36.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct INDIGO was trading at 4026.75. The strike last trading price was 76.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct INDIGO was trading at 4015.45. The strike last trading price was 76.1, which was -565.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct INDIGO was trading at 4366.10. The strike last trading price was 641.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct INDIGO was trading at 4519.85. The strike last trading price was 641.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct INDIGO was trading at 4520.00. The strike last trading price was 641.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct INDIGO was trading at 4524.40. The strike last trading price was 641.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct INDIGO was trading at 4591.00. The strike last trading price was 641.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct INDIGO was trading at 4663.05. The strike last trading price was 641.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct INDIGO was trading at 4624.00. The strike last trading price was 641.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct INDIGO was trading at 4699.85. The strike last trading price was 641.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct INDIGO was trading at 4756.45. The strike last trading price was 641.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct INDIGO was trading at 4665.15. The strike last trading price was 641.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct INDIGO was trading at 4708.30. The strike last trading price was 641.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct INDIGO was trading at 4602.95. The strike last trading price was 641.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct INDIGO was trading at 4485.20. The strike last trading price was 641.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct INDIGO was trading at 4609.35. The strike last trading price was 641.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept INDIGO was trading at 4787.45. The strike last trading price was 641.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDIGO 28NOV2024 4350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 1.44
Theta: -3.96
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4069.80 | 297.95 | -137.80 | 48.18 | 0.5 | 0 | 6 |
| 20 Nov | 4045.90 | 435.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 4045.90 | 435.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 3976.30 | 435.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 3891.20 | 435.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 3848.80 | 435.75 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 12 Nov | 3912.90 | 435.75 | 125.85 | 36.47 | 2 | 1 | 6.5 |
| 11 Nov | 4011.60 | 309.9 | -22.75 | - | 2.5 | 0 | 5 |
| 8 Nov | 4002.95 | 332.65 | 0.00 | 0.00 | 0 | -1 | 0 |
| 7 Nov | 3995.75 | 332.65 | 6.15 | 22.64 | 1 | 0 | 6 |
| 6 Nov | 4061.95 | 326.5 | -75.40 | 42.73 | 0.5 | 0 | 5.5 |
| 5 Nov | 3940.85 | 401.9 | -17.75 | 29.57 | 2 | 1.5 | 6 |
| 4 Nov | 3963.10 | 419.65 | 99.65 | 41.20 | 4 | 3 | 5 |
| 1 Nov | 4069.55 | 320 | 0.00 | 0.00 | 0 | 2 | 0 |
| 31 Oct | 4052.50 | 320 | 250.70 | - | 2 | 1 | 1 |
| 30 Oct | 4057.70 | 69.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 4026.75 | 69.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 4015.45 | 69.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 4366.10 | 69.3 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 4519.85 | 69.3 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 4520.00 | 69.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 4524.40 | 69.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 4591.00 | 69.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 4663.05 | 69.3 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 4624.00 | 69.3 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 4699.85 | 69.3 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 4756.45 | 69.3 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 4665.15 | 69.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 4708.30 | 69.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 4602.95 | 69.3 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 4485.20 | 69.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 4609.35 | 69.3 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 4787.45 | 69.3 | - | 0 | 0 | 0 | |
For Interglobe Aviation Ltd - strike price 4350 expiring on 28NOV2024
Delta for 4350 PE is -0.83
Historical price for 4350 PE is as follows
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 297.95, which was -137.80 lower than the previous day. The implied volatity was 48.18, the open interest changed by 0 which decreased total open position to 12
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 435.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 435.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 435.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 435.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 435.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 435.75, which was 125.85 higher than the previous day. The implied volatity was 36.47, the open interest changed by 2 which increased total open position to 13
On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 309.9, which was -22.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 332.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 332.65, which was 6.15 higher than the previous day. The implied volatity was 22.64, the open interest changed by 0 which decreased total open position to 12
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 326.5, which was -75.40 lower than the previous day. The implied volatity was 42.73, the open interest changed by 0 which decreased total open position to 11
On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 401.9, which was -17.75 lower than the previous day. The implied volatity was 29.57, the open interest changed by 3 which increased total open position to 12
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 419.65, which was 99.65 higher than the previous day. The implied volatity was 41.20, the open interest changed by 6 which increased total open position to 10
On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 320, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 320, which was 250.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct INDIGO was trading at 4057.70. The strike last trading price was 69.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct INDIGO was trading at 4026.75. The strike last trading price was 69.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct INDIGO was trading at 4015.45. The strike last trading price was 69.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct INDIGO was trading at 4366.10. The strike last trading price was 69.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct INDIGO was trading at 4519.85. The strike last trading price was 69.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct INDIGO was trading at 4520.00. The strike last trading price was 69.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct INDIGO was trading at 4524.40. The strike last trading price was 69.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct INDIGO was trading at 4591.00. The strike last trading price was 69.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct INDIGO was trading at 4663.05. The strike last trading price was 69.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct INDIGO was trading at 4624.00. The strike last trading price was 69.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct INDIGO was trading at 4699.85. The strike last trading price was 69.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct INDIGO was trading at 4756.45. The strike last trading price was 69.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct INDIGO was trading at 4665.15. The strike last trading price was 69.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct INDIGO was trading at 4708.30. The strike last trading price was 69.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct INDIGO was trading at 4602.95. The strike last trading price was 69.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct INDIGO was trading at 4485.20. The strike last trading price was 69.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct INDIGO was trading at 4609.35. The strike last trading price was 69.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept INDIGO was trading at 4787.45. The strike last trading price was 69.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
