INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
01 Feb 2025 11:21 PM IST
| INDIGO 27FEB2025 4400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 4.20
Theta: -2.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 1 Feb | 4492.40 | 196.15 | 90.7 | 24.13 | 4,413 | -224 | 413 | |||
| 31 Jan | 4324.35 | 107 | 31.8 | 25.99 | 1,335 | 146 | 638 | |||
| 30 Jan | 4227.75 | 74.75 | -33.6 | 27.94 | 2,263 | 202 | 492 | |||
| 29 Jan | 4293.90 | 106.25 | -3.8 | 27.84 | 810 | 74 | 290 | |||
| 28 Jan | 4282.50 | 111.05 | 19.4 | 31.10 | 423 | 17 | 213 | |||
| 27 Jan | 4175.75 | 93 | -27.3 | 33.01 | 562 | 119 | 197 | |||
| 24 Jan | 4161.80 | 120 | 17.45 | 39.34 | 136 | 48 | 79 | |||
| 23 Jan | 4134.80 | 106.85 | 41.85 | 37.02 | 30 | 11 | 31 | |||
| 22 Jan | 4011.50 | 65 | -1.20 | 35.92 | 7 | -1 | 20 | |||
| 21 Jan | 4009.80 | 66.2 | -31.80 | 34.82 | 16 | 4 | 22 | |||
| 20 Jan | 4114.30 | 98 | -1.05 | 35.92 | 4 | 1 | 18 | |||
| 17 Jan | 4090.20 | 99.05 | 13.05 | 36.34 | 2 | 1 | 17 | |||
| 16 Jan | 4111.75 | 86 | 17.55 | 31.99 | 5 | 2 | 16 | |||
| 15 Jan | 4066.00 | 68.45 | 3.00 | 30.20 | 5 | 4 | 15 | |||
| 14 Jan | 3995.00 | 65.45 | 4.80 | 32.15 | 7 | 0 | 6 | |||
| 13 Jan | 4001.40 | 60.65 | -54.35 | 30.91 | 6 | 3 | 6 | |||
| 10 Jan | 4228.80 | 115 | -14.95 | 28.35 | 1 | 0 | 2 | |||
| 9 Jan | 4260.55 | 129.95 | -197.40 | 27.22 | 2 | 1 | 1 | |||
| 8 Jan | 4262.15 | 327.35 | 0.00 | 1.42 | 0 | 0 | 0 | |||
| 7 Jan | 4328.60 | 327.35 | 0.00 | 0.56 | 0 | 0 | 0 | |||
| 6 Jan | 4266.95 | 327.35 | 0.00 | 1.25 | 0 | 0 | 0 | |||
| 3 Jan | 4466.20 | 327.35 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 4537.75 | 327.35 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Jan | 4595.70 | 327.35 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 4725.00 | 327.35 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 4612.25 | 327.35 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 4439.95 | 327.35 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 4395.60 | 327.35 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 4434.05 | 327.35 | 327.35 | - | 0 | 0 | 0 | |||
| 11 Dec | 4465.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 4477.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 4489.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 4469.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 4368.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 4370.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 4405.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 4409.25 | 0 | - | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 4400 expiring on 27FEB2025
Delta for 4400 CE is 0.70
Historical price for 4400 CE is as follows
On 1 Feb INDIGO was trading at 4492.40. The strike last trading price was 196.15, which was 90.7 higher than the previous day. The implied volatity was 24.13, the open interest changed by -224 which decreased total open position to 413
On 31 Jan INDIGO was trading at 4324.35. The strike last trading price was 107, which was 31.8 higher than the previous day. The implied volatity was 25.99, the open interest changed by 146 which increased total open position to 638
On 30 Jan INDIGO was trading at 4227.75. The strike last trading price was 74.75, which was -33.6 lower than the previous day. The implied volatity was 27.94, the open interest changed by 202 which increased total open position to 492
On 29 Jan INDIGO was trading at 4293.90. The strike last trading price was 106.25, which was -3.8 lower than the previous day. The implied volatity was 27.84, the open interest changed by 74 which increased total open position to 290
On 28 Jan INDIGO was trading at 4282.50. The strike last trading price was 111.05, which was 19.4 higher than the previous day. The implied volatity was 31.10, the open interest changed by 17 which increased total open position to 213
On 27 Jan INDIGO was trading at 4175.75. The strike last trading price was 93, which was -27.3 lower than the previous day. The implied volatity was 33.01, the open interest changed by 119 which increased total open position to 197
On 24 Jan INDIGO was trading at 4161.80. The strike last trading price was 120, which was 17.45 higher than the previous day. The implied volatity was 39.34, the open interest changed by 48 which increased total open position to 79
On 23 Jan INDIGO was trading at 4134.80. The strike last trading price was 106.85, which was 41.85 higher than the previous day. The implied volatity was 37.02, the open interest changed by 11 which increased total open position to 31
On 22 Jan INDIGO was trading at 4011.50. The strike last trading price was 65, which was -1.20 lower than the previous day. The implied volatity was 35.92, the open interest changed by -1 which decreased total open position to 20
On 21 Jan INDIGO was trading at 4009.80. The strike last trading price was 66.2, which was -31.80 lower than the previous day. The implied volatity was 34.82, the open interest changed by 4 which increased total open position to 22
On 20 Jan INDIGO was trading at 4114.30. The strike last trading price was 98, which was -1.05 lower than the previous day. The implied volatity was 35.92, the open interest changed by 1 which increased total open position to 18
On 17 Jan INDIGO was trading at 4090.20. The strike last trading price was 99.05, which was 13.05 higher than the previous day. The implied volatity was 36.34, the open interest changed by 1 which increased total open position to 17
On 16 Jan INDIGO was trading at 4111.75. The strike last trading price was 86, which was 17.55 higher than the previous day. The implied volatity was 31.99, the open interest changed by 2 which increased total open position to 16
On 15 Jan INDIGO was trading at 4066.00. The strike last trading price was 68.45, which was 3.00 higher than the previous day. The implied volatity was 30.20, the open interest changed by 4 which increased total open position to 15
On 14 Jan INDIGO was trading at 3995.00. The strike last trading price was 65.45, which was 4.80 higher than the previous day. The implied volatity was 32.15, the open interest changed by 0 which decreased total open position to 6
On 13 Jan INDIGO was trading at 4001.40. The strike last trading price was 60.65, which was -54.35 lower than the previous day. The implied volatity was 30.91, the open interest changed by 3 which increased total open position to 6
On 10 Jan INDIGO was trading at 4228.80. The strike last trading price was 115, which was -14.95 lower than the previous day. The implied volatity was 28.35, the open interest changed by 0 which decreased total open position to 2
On 9 Jan INDIGO was trading at 4260.55. The strike last trading price was 129.95, which was -197.40 lower than the previous day. The implied volatity was 27.22, the open interest changed by 1 which increased total open position to 1
On 8 Jan INDIGO was trading at 4262.15. The strike last trading price was 327.35, which was 0.00 lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0
On 7 Jan INDIGO was trading at 4328.60. The strike last trading price was 327.35, which was 0.00 lower than the previous day. The implied volatity was 0.56, the open interest changed by 0 which decreased total open position to 0
On 6 Jan INDIGO was trading at 4266.95. The strike last trading price was 327.35, which was 0.00 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0
On 3 Jan INDIGO was trading at 4466.20. The strike last trading price was 327.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jan INDIGO was trading at 4537.75. The strike last trading price was 327.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Jan INDIGO was trading at 4595.70. The strike last trading price was 327.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Dec INDIGO was trading at 4725.00. The strike last trading price was 327.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Dec INDIGO was trading at 4612.25. The strike last trading price was 327.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Dec INDIGO was trading at 4439.95. The strike last trading price was 327.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 327.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 327.35, which was 327.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| INDIGO 27FEB2025 4400 PE | |||||||
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Delta: -0.32
Vega: 4.32
Theta: -1.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Feb | 4492.40 | 73 | -94.8 | 27.65 | 1,069 | 73 | 249 |
| 31 Jan | 4324.35 | 166.2 | -88.95 | 31.62 | 75 | 27 | 178 |
| 30 Jan | 4227.75 | 255.15 | 69.25 | 37.39 | 70 | 20 | 150 |
| 29 Jan | 4293.90 | 187.35 | -16.65 | 31.52 | 88 | 72 | 130 |
| 28 Jan | 4282.50 | 204 | -79.5 | 30.88 | 28 | 17 | 58 |
| 27 Jan | 4175.75 | 274.7 | -35.3 | 35.61 | 13 | 7 | 41 |
| 24 Jan | 4161.80 | 310 | -10 | 37.80 | 1 | 0 | 33 |
| 23 Jan | 4134.80 | 320 | -75.00 | 37.50 | 4 | 3 | 33 |
| 22 Jan | 4011.50 | 395 | 0.00 | 0.00 | 0 | 1 | 0 |
| 21 Jan | 4009.80 | 395 | 31.00 | 35.58 | 1 | 0 | 29 |
| 20 Jan | 4114.30 | 364 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Jan | 4090.20 | 364 | 34.00 | 36.64 | 4 | 0 | 29 |
| 16 Jan | 4111.75 | 330 | 70.00 | 31.86 | 2 | 0 | 29 |
| 15 Jan | 4066.00 | 260 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Jan | 3995.00 | 260 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Jan | 4001.40 | 260 | 0.00 | 0.00 | 0 | -2 | 0 |
| 10 Jan | 4228.80 | 260 | 36.00 | 29.63 | 7 | -2 | 29 |
| 9 Jan | 4260.55 | 224 | -12.25 | 28.72 | 2 | 0 | 31 |
| 8 Jan | 4262.15 | 236.25 | -13.75 | 30.13 | 24 | 17 | 32 |
| 7 Jan | 4328.60 | 250 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Jan | 4266.95 | 250 | 122.00 | 32.45 | 4 | 0 | 14 |
| 3 Jan | 4466.20 | 128 | 29.00 | 27.76 | 5 | 2 | 13 |
| 2 Jan | 4537.75 | 99 | 19.00 | 26.76 | 4 | 2 | 11 |
| 1 Jan | 4595.70 | 80 | -215.35 | 25.65 | 9 | 2 | 2 |
| 26 Dec | 4725.00 | 295.35 | 0.00 | 5.15 | 0 | 0 | 0 |
| 24 Dec | 4612.25 | 295.35 | 0.00 | 3.68 | 0 | 0 | 0 |
| 23 Dec | 4439.95 | 295.35 | 0.00 | 1.57 | 0 | 0 | 0 |
| 20 Dec | 4395.60 | 295.35 | 0.00 | 1.03 | 0 | 0 | 0 |
| 19 Dec | 4434.05 | 295.35 | 0.00 | 1.58 | 0 | 0 | 0 |
| 11 Dec | 4465.55 | 295.35 | 0.00 | 2.26 | 0 | 0 | 0 |
| 10 Dec | 4477.00 | 295.35 | 0.00 | 2.18 | 0 | 0 | 0 |
| 9 Dec | 4489.45 | 295.35 | 0.00 | 2.26 | 0 | 0 | 0 |
| 6 Dec | 4469.20 | 295.35 | 0.00 | 1.18 | 0 | 0 | 0 |
| 5 Dec | 4368.55 | 295.35 | 0.00 | 0.94 | 0 | 0 | 0 |
| 4 Dec | 4370.85 | 295.35 | 0.00 | 0.86 | 0 | 0 | 0 |
| 3 Dec | 4405.50 | 295.35 | 0.00 | 1.42 | 0 | 0 | 0 |
| 2 Dec | 4409.25 | 295.35 | 0.92 | 0 | 0 | 0 | |
For Interglobe Aviation Ltd - strike price 4400 expiring on 27FEB2025
Delta for 4400 PE is -0.32
Historical price for 4400 PE is as follows
On 1 Feb INDIGO was trading at 4492.40. The strike last trading price was 73, which was -94.8 lower than the previous day. The implied volatity was 27.65, the open interest changed by 73 which increased total open position to 249
On 31 Jan INDIGO was trading at 4324.35. The strike last trading price was 166.2, which was -88.95 lower than the previous day. The implied volatity was 31.62, the open interest changed by 27 which increased total open position to 178
On 30 Jan INDIGO was trading at 4227.75. The strike last trading price was 255.15, which was 69.25 higher than the previous day. The implied volatity was 37.39, the open interest changed by 20 which increased total open position to 150
On 29 Jan INDIGO was trading at 4293.90. The strike last trading price was 187.35, which was -16.65 lower than the previous day. The implied volatity was 31.52, the open interest changed by 72 which increased total open position to 130
On 28 Jan INDIGO was trading at 4282.50. The strike last trading price was 204, which was -79.5 lower than the previous day. The implied volatity was 30.88, the open interest changed by 17 which increased total open position to 58
On 27 Jan INDIGO was trading at 4175.75. The strike last trading price was 274.7, which was -35.3 lower than the previous day. The implied volatity was 35.61, the open interest changed by 7 which increased total open position to 41
On 24 Jan INDIGO was trading at 4161.80. The strike last trading price was 310, which was -10 lower than the previous day. The implied volatity was 37.80, the open interest changed by 0 which decreased total open position to 33
On 23 Jan INDIGO was trading at 4134.80. The strike last trading price was 320, which was -75.00 lower than the previous day. The implied volatity was 37.50, the open interest changed by 3 which increased total open position to 33
On 22 Jan INDIGO was trading at 4011.50. The strike last trading price was 395, 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 21 Jan INDIGO was trading at 4009.80. The strike last trading price was 395, which was 31.00 higher than the previous day. The implied volatity was 35.58, the open interest changed by 0 which decreased total open position to 29
On 20 Jan INDIGO was trading at 4114.30. The strike last trading price was 364, 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 17 Jan INDIGO was trading at 4090.20. The strike last trading price was 364, which was 34.00 higher than the previous day. The implied volatity was 36.64, the open interest changed by 0 which decreased total open position to 29
On 16 Jan INDIGO was trading at 4111.75. The strike last trading price was 330, which was 70.00 higher than the previous day. The implied volatity was 31.86, the open interest changed by 0 which decreased total open position to 29
On 15 Jan INDIGO was trading at 4066.00. The strike last trading price was 260, 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 Jan INDIGO was trading at 3995.00. The strike last trading price was 260, 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 Jan INDIGO was trading at 4001.40. The strike last trading price was 260, 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 10 Jan INDIGO was trading at 4228.80. The strike last trading price was 260, which was 36.00 higher than the previous day. The implied volatity was 29.63, the open interest changed by -2 which decreased total open position to 29
On 9 Jan INDIGO was trading at 4260.55. The strike last trading price was 224, which was -12.25 lower than the previous day. The implied volatity was 28.72, the open interest changed by 0 which decreased total open position to 31
On 8 Jan INDIGO was trading at 4262.15. The strike last trading price was 236.25, which was -13.75 lower than the previous day. The implied volatity was 30.13, the open interest changed by 17 which increased total open position to 32
On 7 Jan INDIGO was trading at 4328.60. The strike last trading price was 250, 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 6 Jan INDIGO was trading at 4266.95. The strike last trading price was 250, which was 122.00 higher than the previous day. The implied volatity was 32.45, the open interest changed by 0 which decreased total open position to 14
On 3 Jan INDIGO was trading at 4466.20. The strike last trading price was 128, which was 29.00 higher than the previous day. The implied volatity was 27.76, the open interest changed by 2 which increased total open position to 13
On 2 Jan INDIGO was trading at 4537.75. The strike last trading price was 99, which was 19.00 higher than the previous day. The implied volatity was 26.76, the open interest changed by 2 which increased total open position to 11
On 1 Jan INDIGO was trading at 4595.70. The strike last trading price was 80, which was -215.35 lower than the previous day. The implied volatity was 25.65, the open interest changed by 2 which increased total open position to 2
On 26 Dec INDIGO was trading at 4725.00. The strike last trading price was 295.35, which was 0.00 lower than the previous day. The implied volatity was 5.15, the open interest changed by 0 which decreased total open position to 0
On 24 Dec INDIGO was trading at 4612.25. The strike last trading price was 295.35, which was 0.00 lower than the previous day. The implied volatity was 3.68, the open interest changed by 0 which decreased total open position to 0
On 23 Dec INDIGO was trading at 4439.95. The strike last trading price was 295.35, which was 0.00 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 295.35, which was 0.00 lower than the previous day. The implied volatity was 1.03, the open interest changed by 0 which decreased total open position to 0
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 295.35, which was 0.00 lower than the previous day. The implied volatity was 1.58, the open interest changed by 0 which decreased total open position to 0
On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 295.35, which was 0.00 lower than the previous day. The implied volatity was 2.26, the open interest changed by 0 which decreased total open position to 0
On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 295.35, which was 0.00 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 295.35, which was 0.00 lower than the previous day. The implied volatity was 2.26, the open interest changed by 0 which decreased total open position to 0
On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 295.35, which was 0.00 lower than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 295.35, which was 0.00 lower than the previous day. The implied volatity was 0.94, the open interest changed by 0 which decreased total open position to 0
On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 295.35, which was 0.00 lower than the previous day. The implied volatity was 0.86, the open interest changed by 0 which decreased total open position to 0
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 295.35, which was 0.00 lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 295.35, which was lower than the previous day. The implied volatity was 0.92, the open interest changed by 0 which decreased total open position to 0
