[--[65.84.65.76]--]

INDIGO

Interglobe Aviation Ltd
4449.1 -166.40 (-3.61%)
L: 4433.7 H: 4597.5

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Historical option data for INDIGO

09 Apr 2026 04:11 PM IST
INDIGO 28-Apr-2026 (18d) 4400 CE
Delta: 0.59
Vega: 3.95
Theta: -4.84
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
9 Apr 4449.10 199.8 -107.55 40.2 4,325 -759 2,234
8 Apr 4615.50 310.45 176.95 39.28 1,261 -230 3,055
7 Apr 4268.80 134.3 -25.6 44.11 3,172 403 3,323
6 Apr 4312.50 152.8 55.1 44.11 6,087 49 2,973
2 Apr 4193.50 88.65 -20.6 37.39 3,949 -60 2,900
1 Apr 4180.80 111.6 63.4 40.94 11,669 820 2,966
30 Mar 3943.50 51.6 -48.4 41.08 1,062 129 2,145
27 Mar 4099.50 102.1 -38.2 40.6 3,122 1,493 2,009
25 Mar 4294.70 142.75 37.35 33.98 689 240 520
24 Mar 4150.80 104.5 39.3 35.43 503 114 281
23 Mar 3945.30 66 -40.5 40.32 279 -28 168
20 Mar 4149.10 106.7 -0.95 34.84 46 7 196
19 Mar 4154.30 109.85 -62.85 32.96 198 -21 189
18 Mar 4360.60 171 21 28.48 127 51 208
17 Mar 4287.90 150 15.1 31.31 51 24 155
16 Mar 4222.10 133.5 13.4 32 181 -8 131
13 Mar 4158.20 122.75 -39.15 33.41 152 34 138
12 Mar 4251.70 163 -60.9 32.23 30 19 104
11 Mar 4350.70 223.9 -3.55 35.02 42 9 86
10 Mar 4380.40 230.5 50 32.75 138 -86 76
9 Mar 4236.70 181.65 -70.35 35.23 117 82 162
6 Mar 4404.10 252 -12.5 32.1 19 5 82
5 Mar 4512.80 269 19 26.27 23 -1 78
4 Mar 4392.90 250 -321.35 33.06 102 78 78
2 Mar 4520.40 571.35 0 - 0 0 0
25 Feb 4947.40 - - - 0 0 0
24 Feb 4850.30 0 0 - 0 0 0
23 Feb 4862.20 0 0 - 0 0 0
20 Feb 4854.60 0 0 - 0 0 0
19 Feb 4815.10 0 0 - 0 0 0
10 Feb 4960.40 - - - 0 0 0
9 Feb 4964.10 0 0 - 0 0 0
6 Feb 4909.40 0 0 - 0 0 0
5 Feb 4932.20 0 0 - 0 0 0
4 Feb 4960.70 - - - 0 0 0
3 Feb 4946.20 0 0 - 0 0 0
2 Feb 4687.00 0 0 - 0 0 0
1 Feb 4589.50 0 0 - 0 0 0
30 Jan 4596.50 0 0 - 0 0 0
29 Jan 4621.00 0 0 - 0 0 0


For Interglobe Aviation Ltd - strike price 4400 expiring on 28APR2026

Delta for 4400 CE is 0.59

Historical price for 4400 CE is as follows

On 9 Apr INDIGO was trading at 4449.10. The strike last trading price was 199.8, which was -107.55 lower than the previous day. The implied volatity was 40.2, the open interest changed by -759 which decreased total open position to 2234


On 8 Apr INDIGO was trading at 4615.50. The strike last trading price was 310.45, which was 176.95 higher than the previous day. The implied volatity was 39.28, the open interest changed by -230 which decreased total open position to 3055


On 7 Apr INDIGO was trading at 4268.80. The strike last trading price was 134.3, which was -25.6 lower than the previous day. The implied volatity was 44.11, the open interest changed by 403 which increased total open position to 3323


On 6 Apr INDIGO was trading at 4312.50. The strike last trading price was 152.8, which was 55.1 higher than the previous day. The implied volatity was 44.11, the open interest changed by 49 which increased total open position to 2973


On 2 Apr INDIGO was trading at 4193.50. The strike last trading price was 88.65, which was -20.6 lower than the previous day. The implied volatity was 37.39, the open interest changed by -60 which decreased total open position to 2900


On 1 Apr INDIGO was trading at 4180.80. The strike last trading price was 111.6, which was 63.4 higher than the previous day. The implied volatity was 40.94, the open interest changed by 820 which increased total open position to 2966


On 30 Mar INDIGO was trading at 3943.50. The strike last trading price was 51.6, which was -48.4 lower than the previous day. The implied volatity was 41.08, the open interest changed by 129 which increased total open position to 2145


On 27 Mar INDIGO was trading at 4099.50. The strike last trading price was 102.1, which was -38.2 lower than the previous day. The implied volatity was 40.6, the open interest changed by 1493 which increased total open position to 2009


On 25 Mar INDIGO was trading at 4294.70. The strike last trading price was 142.75, which was 37.35 higher than the previous day. The implied volatity was 33.98, the open interest changed by 240 which increased total open position to 520


On 24 Mar INDIGO was trading at 4150.80. The strike last trading price was 104.5, which was 39.3 higher than the previous day. The implied volatity was 35.43, the open interest changed by 114 which increased total open position to 281


On 23 Mar INDIGO was trading at 3945.30. The strike last trading price was 66, which was -40.5 lower than the previous day. The implied volatity was 40.32, the open interest changed by -28 which decreased total open position to 168


On 20 Mar INDIGO was trading at 4149.10. The strike last trading price was 106.7, which was -0.95 lower than the previous day. The implied volatity was 34.84, the open interest changed by 7 which increased total open position to 196


On 19 Mar INDIGO was trading at 4154.30. The strike last trading price was 109.85, which was -62.85 lower than the previous day. The implied volatity was 32.96, the open interest changed by -21 which decreased total open position to 189


On 18 Mar INDIGO was trading at 4360.60. The strike last trading price was 171, which was 21 higher than the previous day. The implied volatity was 28.48, the open interest changed by 51 which increased total open position to 208


On 17 Mar INDIGO was trading at 4287.90. The strike last trading price was 150, which was 15.1 higher than the previous day. The implied volatity was 31.31, the open interest changed by 24 which increased total open position to 155


On 16 Mar INDIGO was trading at 4222.10. The strike last trading price was 133.5, which was 13.4 higher than the previous day. The implied volatity was 32, the open interest changed by -8 which decreased total open position to 131


On 13 Mar INDIGO was trading at 4158.20. The strike last trading price was 122.75, which was -39.15 lower than the previous day. The implied volatity was 33.41, the open interest changed by 34 which increased total open position to 138


On 12 Mar INDIGO was trading at 4251.70. The strike last trading price was 163, which was -60.9 lower than the previous day. The implied volatity was 32.23, the open interest changed by 19 which increased total open position to 104


On 11 Mar INDIGO was trading at 4350.70. The strike last trading price was 223.9, which was -3.55 lower than the previous day. The implied volatity was 35.02, the open interest changed by 9 which increased total open position to 86


On 10 Mar INDIGO was trading at 4380.40. The strike last trading price was 230.5, which was 50 higher than the previous day. The implied volatity was 32.75, the open interest changed by -86 which decreased total open position to 76


On 9 Mar INDIGO was trading at 4236.70. The strike last trading price was 181.65, which was -70.35 lower than the previous day. The implied volatity was 35.23, the open interest changed by 82 which increased total open position to 162


On 6 Mar INDIGO was trading at 4404.10. The strike last trading price was 252, which was -12.5 lower than the previous day. The implied volatity was 32.1, the open interest changed by 5 which increased total open position to 82


On 5 Mar INDIGO was trading at 4512.80. The strike last trading price was 269, which was 19 higher than the previous day. The implied volatity was 26.27, the open interest changed by -1 which decreased total open position to 78


On 4 Mar INDIGO was trading at 4392.90. The strike last trading price was 250, which was -321.35 lower than the previous day. The implied volatity was 33.06, the open interest changed by 78 which increased total open position to 78


On 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 571.35, 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 25 Feb INDIGO was trading at 4947.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Feb INDIGO was trading at 4850.30. 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 Feb INDIGO was trading at 4862.20. 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 20 Feb INDIGO was trading at 4854.60. 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 19 Feb INDIGO was trading at 4815.10. 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 10 Feb INDIGO was trading at 4960.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Feb INDIGO was trading at 4964.10. 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 6 Feb INDIGO was trading at 4909.40. 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 5 Feb INDIGO was trading at 4932.20. 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 4 Feb INDIGO was trading at 4960.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Feb INDIGO was trading at 4946.20. 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 2 Feb INDIGO was trading at 4687.00. 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 1 Feb INDIGO was trading at 4589.50. 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 30 Jan INDIGO was trading at 4596.50. 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 29 Jan INDIGO was trading at 4621.00. 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


INDIGO 28-Apr-2026 (18d) 4400 PE
Delta: -0.41
Vega: 3.95
Theta: -3.82
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
9 Apr 4449.10 135 49.45 41.95 4,663 415 1,050
8 Apr 4615.50 83 -177.15 42.23 5,270 103 637
7 Apr 4268.80 260.3 31.45 49.13 280 74 534
6 Apr 4312.50 234.05 -81.7 45.95 720 148 461
2 Apr 4193.50 324.7 22.55 46.36 147 9 312
1 Apr 4180.80 297.5 -188.45 41.25 811 39 302
30 Mar 3943.50 485.95 111.95 46.79 162 78 264
27 Mar 4099.50 372.8 144.3 43.86 257 61 185
25 Mar 4294.70 228.15 -113.35 35.58 97 28 123
24 Mar 4150.80 338.5 -153.35 43.21 10 0 96
23 Mar 3945.30 491.85 212.85 45.12 61 -10 94
20 Mar 4149.10 279 -51.45 27.73 2 1 104
19 Mar 4154.30 330.85 133.85 41.07 24 -11 103
18 Mar 4360.60 197 -87.25 34.72 51 32 114
17 Mar 4287.90 284.25 4.25 42.49 8 0 82
16 Mar 4222.10 280 -38.1 36.5 13 1 83
13 Mar 4158.20 318.1 68.8 35.61 8 -3 82
12 Mar 4251.70 249.3 30.2 33.97 130 -10 85
11 Mar 4350.70 219.05 25.55 35.47 100 60 95
10 Mar 4380.40 193.5 -127.5 33.57 18 7 36
9 Mar 4236.70 321 119.05 43.28 38 -10 30
6 Mar 4404.10 204 58.5 35.97 55 1 38
5 Mar 4512.80 137.85 -82.35 30.72 44 7 39
4 Mar 4392.90 219.55 71.55 36.26 56 22 32
2 Mar 4520.40 148 13.05 33.66 10 8 8
25 Feb 4947.40 - - - 0 0 0
24 Feb 4850.30 0 0 6.94 0 0 0
23 Feb 4862.20 0 0 7.01 0 0 0
20 Feb 4854.60 0 0 6.5 0 0 0
19 Feb 4815.10 0 0 6.11 0 0 0
10 Feb 4960.40 - - - 0 0 0
9 Feb 4964.10 0 0 - 0 0 0
6 Feb 4909.40 0 0 - 0 0 0
5 Feb 4932.20 0 0 - 0 0 0
4 Feb 4960.70 - - - 0 0 0
3 Feb 4946.20 0 0 6.42 0 0 0
2 Feb 4687.00 0 0 4.32 0 0 0
1 Feb 4589.50 0 0 3.38 0 0 0
30 Jan 4596.50 0 0 3.36 0 0 0
29 Jan 4621.00 0 0 3.57 0 0 0


For Interglobe Aviation Ltd - strike price 4400 expiring on 28APR2026

Delta for 4400 PE is -0.41

Historical price for 4400 PE is as follows

On 9 Apr INDIGO was trading at 4449.10. The strike last trading price was 135, which was 49.45 higher than the previous day. The implied volatity was 41.95, the open interest changed by 415 which increased total open position to 1050


On 8 Apr INDIGO was trading at 4615.50. The strike last trading price was 83, which was -177.15 lower than the previous day. The implied volatity was 42.23, the open interest changed by 103 which increased total open position to 637


On 7 Apr INDIGO was trading at 4268.80. The strike last trading price was 260.3, which was 31.45 higher than the previous day. The implied volatity was 49.13, the open interest changed by 74 which increased total open position to 534


On 6 Apr INDIGO was trading at 4312.50. The strike last trading price was 234.05, which was -81.7 lower than the previous day. The implied volatity was 45.95, the open interest changed by 148 which increased total open position to 461


On 2 Apr INDIGO was trading at 4193.50. The strike last trading price was 324.7, which was 22.55 higher than the previous day. The implied volatity was 46.36, the open interest changed by 9 which increased total open position to 312


On 1 Apr INDIGO was trading at 4180.80. The strike last trading price was 297.5, which was -188.45 lower than the previous day. The implied volatity was 41.25, the open interest changed by 39 which increased total open position to 302


On 30 Mar INDIGO was trading at 3943.50. The strike last trading price was 485.95, which was 111.95 higher than the previous day. The implied volatity was 46.79, the open interest changed by 78 which increased total open position to 264


On 27 Mar INDIGO was trading at 4099.50. The strike last trading price was 372.8, which was 144.3 higher than the previous day. The implied volatity was 43.86, the open interest changed by 61 which increased total open position to 185


On 25 Mar INDIGO was trading at 4294.70. The strike last trading price was 228.15, which was -113.35 lower than the previous day. The implied volatity was 35.58, the open interest changed by 28 which increased total open position to 123


On 24 Mar INDIGO was trading at 4150.80. The strike last trading price was 338.5, which was -153.35 lower than the previous day. The implied volatity was 43.21, the open interest changed by 0 which decreased total open position to 96


On 23 Mar INDIGO was trading at 3945.30. The strike last trading price was 491.85, which was 212.85 higher than the previous day. The implied volatity was 45.12, the open interest changed by -10 which decreased total open position to 94


On 20 Mar INDIGO was trading at 4149.10. The strike last trading price was 279, which was -51.45 lower than the previous day. The implied volatity was 27.73, the open interest changed by 1 which increased total open position to 104


On 19 Mar INDIGO was trading at 4154.30. The strike last trading price was 330.85, which was 133.85 higher than the previous day. The implied volatity was 41.07, the open interest changed by -11 which decreased total open position to 103


On 18 Mar INDIGO was trading at 4360.60. The strike last trading price was 197, which was -87.25 lower than the previous day. The implied volatity was 34.72, the open interest changed by 32 which increased total open position to 114


On 17 Mar INDIGO was trading at 4287.90. The strike last trading price was 284.25, which was 4.25 higher than the previous day. The implied volatity was 42.49, the open interest changed by 0 which decreased total open position to 82


On 16 Mar INDIGO was trading at 4222.10. The strike last trading price was 280, which was -38.1 lower than the previous day. The implied volatity was 36.5, the open interest changed by 1 which increased total open position to 83


On 13 Mar INDIGO was trading at 4158.20. The strike last trading price was 318.1, which was 68.8 higher than the previous day. The implied volatity was 35.61, the open interest changed by -3 which decreased total open position to 82


On 12 Mar INDIGO was trading at 4251.70. The strike last trading price was 249.3, which was 30.2 higher than the previous day. The implied volatity was 33.97, the open interest changed by -10 which decreased total open position to 85


On 11 Mar INDIGO was trading at 4350.70. The strike last trading price was 219.05, which was 25.55 higher than the previous day. The implied volatity was 35.47, the open interest changed by 60 which increased total open position to 95


On 10 Mar INDIGO was trading at 4380.40. The strike last trading price was 193.5, which was -127.5 lower than the previous day. The implied volatity was 33.57, the open interest changed by 7 which increased total open position to 36


On 9 Mar INDIGO was trading at 4236.70. The strike last trading price was 321, which was 119.05 higher than the previous day. The implied volatity was 43.28, the open interest changed by -10 which decreased total open position to 30


On 6 Mar INDIGO was trading at 4404.10. The strike last trading price was 204, which was 58.5 higher than the previous day. The implied volatity was 35.97, the open interest changed by 1 which increased total open position to 38


On 5 Mar INDIGO was trading at 4512.80. The strike last trading price was 137.85, which was -82.35 lower than the previous day. The implied volatity was 30.72, the open interest changed by 7 which increased total open position to 39


On 4 Mar INDIGO was trading at 4392.90. The strike last trading price was 219.55, which was 71.55 higher than the previous day. The implied volatity was 36.26, the open interest changed by 22 which increased total open position to 32


On 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 148, which was 13.05 higher than the previous day. The implied volatity was 33.66, the open interest changed by 8 which increased total open position to 8


On 25 Feb INDIGO was trading at 4947.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Feb INDIGO was trading at 4850.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.94, the open interest changed by 0 which decreased total open position to 0


On 23 Feb INDIGO was trading at 4862.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.01, the open interest changed by 0 which decreased total open position to 0


On 20 Feb INDIGO was trading at 4854.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.5, the open interest changed by 0 which decreased total open position to 0


On 19 Feb INDIGO was trading at 4815.10. The strike last trading price was 0, 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


On 10 Feb INDIGO was trading at 4960.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Feb INDIGO was trading at 4964.10. 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 6 Feb INDIGO was trading at 4909.40. 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 5 Feb INDIGO was trading at 4932.20. 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 4 Feb INDIGO was trading at 4960.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Feb INDIGO was trading at 4946.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.42, the open interest changed by 0 which decreased total open position to 0


On 2 Feb INDIGO was trading at 4687.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.32, the open interest changed by 0 which decreased total open position to 0


On 1 Feb INDIGO was trading at 4589.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.38, the open interest changed by 0 which decreased total open position to 0


On 30 Jan INDIGO was trading at 4596.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.36, the open interest changed by 0 which decreased total open position to 0


On 29 Jan INDIGO was trading at 4621.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.57, the open interest changed by 0 which decreased total open position to 0