[--[65.84.65.76]--]

INDIGO

Interglobe Aviation Ltd
4967.5 +44.00 (0.89%)
L: 4817 H: 5017

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Historical option data for INDIGO

09 Dec 2025 04:11 PM IST
INDIGO 30-DEC-2025 4400 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 4967.50 541.95 -67 - 27 -22 62
8 Dec 4923.50 608.7 -674.65 57.02 109 83 83


For Interglobe Aviation Ltd - strike price 4400 expiring on 30DEC2025

Delta for 4400 CE is -

Historical price for 4400 CE is as follows

On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 541.95, which was -67 lower than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 62


On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 608.7, which was -674.65 lower than the previous day. The implied volatity was 57.02, the open interest changed by 83 which increased total open position to 83


INDIGO 30DEC2025 4400 PE
Delta: -0.11
Vega: 2.30
Theta: -2.45
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 4967.50 33.1 -37.4 47.58 11,899 338 2,180
8 Dec 4923.50 76 53.75 57.40 16,184 1,843 1,843


For Interglobe Aviation Ltd - strike price 4400 expiring on 30DEC2025

Delta for 4400 PE is -0.11

Historical price for 4400 PE is as follows

On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 33.1, which was -37.4 lower than the previous day. The implied volatity was 47.58, the open interest changed by 338 which increased total open position to 2180


On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 76, which was 53.75 higher than the previous day. The implied volatity was 57.40, the open interest changed by 1843 which increased total open position to 1843