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INDIGO

Interglobe Aviation Ltd
4262.4 -32.90 (-0.77%)
L: 4235.3 H: 4387.3

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Historical option data for INDIGO

04 May 2026 04:10 PM IST
INDIGO 26-May-2026 (21d) 4400 CE
Delta: 0.39
Vega: 0.04
Theta: -3.84
Gamma: 0.00091
Date Close Ltp Change IV Volume OI Chg OI
4 May 4262.40 107.35 -53.599999999999994 (-33.30%) 40.01 1,915 300 1,026
30 Apr 4295.30 163.75 -8.849999999999994 (-5.13%) 43.92 2,257 213 939
29 Apr 4345.20 173 -49.19999999999999 (-22.14%) 40.12 1,346 248 724
28 Apr 4442.40 232.5 -71.35000000000002 (-23.48%) 38.19 436 49 477
27 Apr 4561.20 300 13.399999999999977 (4.68%) 39.15 298 179 430
24 Apr 4523.10 287.65 -12.350000000000023 (-4.12%) 39.74 190 170 251
23 Apr 4556.00 300 -64.19999999999999 (-17.63%) 36.97 40 29 81
22 Apr 4640.90 367 -48 (-11.57%) 35.63 37 20 51
21 Apr 4693.10 415 20.44999999999999 (5.18%) 38.73 10 1 30
20 Apr 4678.20 394.55 0 (0.00%) 35.18 1 0 30
17 Apr 4638.40 394.55 0 (0.00%) - 0 0 30
16 Apr 4608.70 394.55 0 (0.00%) 38.72 0 0 30
15 Apr 4638.00 394.55 134.55 (51.75%) 38.72 8 -4 30
13 Apr 4427.20 260.1 -68.89999999999998 (-20.94%) 38.07 38 -2 35
10 Apr 4554.20 329 29 (9.67%) 37.98 15 -11 36
9 Apr 4449.10 300 -89.1 (-22.90%) 38.77 10 0 37
8 Apr 4615.50 389.1 174.1 (80.98%) 35.25 20 -5 36
7 Apr 4268.80 215 -21.7 (-9.17%) 39.68 22 4 41
6 Apr 4312.50 234 98.7 (72.95%) 39.79 42 8 36
2 Apr 4193.50 135.3 -31.7 (-18.98%) 31.84 15 3 28
1 Apr 4180.80 167 -469 (-73.74%) 35.65 52 25 25
30 Mar 3943.50 636 0 (0.00%) 3.92 0 0 0
27 Mar 4099.50 636 0 (0.00%) 2.9 0 0 0
25 Mar 4294.70 636 0 (0.00%) 0.84 0 0 0
24 Mar 4150.80 636 0 (0.00%) 2.47 0 0 0
23 Mar 3945.30 636 0 (0.00%) - 0 0 0
20 Mar 4149.10 636 0 (0.00%) - 0 0 0
19 Mar 4154.30 636 0 (0.00%) 1.59 0 0 0
18 Mar 4360.60 636 0 (0.00%) - 0 0 0
17 Mar 4287.90 0 0 (0.00%) - 0 0 0
16 Mar 4222.10 0 0 (0.00%) - 0 0 0
13 Mar 4158.20 0 0 (0.00%) - 0 0 0
12 Mar 4251.70 0 0 (0.00%) 0.61 0 0 0
11 Mar 4350.70 - - - 0 0 0
10 Mar 4380.40 - - - 0 0 0
9 Mar 4236.70 0 0 (0.00%) 3.21 0 0 0
6 Mar 4404.10 0 0 (0.00%) - 0 0 0
5 Mar 4512.80 0 0 (0.00%) - 0 0 0
4 Mar 4392.90 0 0 (0.00%) 0.01 0 0 0
2 Mar 4520.40 0 0 (0.00%) - 0 0 0
27 Feb 4827.20 0 0 (0.00%) - 0 0 0


For Interglobe Aviation Ltd - strike price 4400 expiring on 26MAY2026

Delta for 4400 CE is 0.39

Historical price for 4400 CE is as follows

On 4 May INDIGO was trading at 4262.40. The strike last trading price was 107.35, which was -53.599999999999994 lower than the previous day. The implied volatity was 40.01, the open interest changed by 300 which increased total open position to 1026


On 30 Apr INDIGO was trading at 4295.30. The strike last trading price was 163.75, which was -8.849999999999994 lower than the previous day. The implied volatity was 43.92, the open interest changed by 213 which increased total open position to 939


On 29 Apr INDIGO was trading at 4345.20. The strike last trading price was 173, which was -49.19999999999999 lower than the previous day. The implied volatity was 40.12, the open interest changed by 248 which increased total open position to 724


On 28 Apr INDIGO was trading at 4442.40. The strike last trading price was 232.5, which was -71.35000000000002 lower than the previous day. The implied volatity was 38.19, the open interest changed by 49 which increased total open position to 477


On 27 Apr INDIGO was trading at 4561.20. The strike last trading price was 300, which was 13.399999999999977 higher than the previous day. The implied volatity was 39.15, the open interest changed by 179 which increased total open position to 430


On 24 Apr INDIGO was trading at 4523.10. The strike last trading price was 287.65, which was -12.350000000000023 lower than the previous day. The implied volatity was 39.74, the open interest changed by 170 which increased total open position to 251


On 23 Apr INDIGO was trading at 4556.00. The strike last trading price was 300, which was -64.19999999999999 lower than the previous day. The implied volatity was 36.97, the open interest changed by 29 which increased total open position to 81


On 22 Apr INDIGO was trading at 4640.90. The strike last trading price was 367, which was -48 lower than the previous day. The implied volatity was 35.63, the open interest changed by 20 which increased total open position to 51


On 21 Apr INDIGO was trading at 4693.10. The strike last trading price was 415, which was 20.44999999999999 higher than the previous day. The implied volatity was 38.73, the open interest changed by 1 which increased total open position to 30


On 20 Apr INDIGO was trading at 4678.20. The strike last trading price was 394.55, which was 0 lower than the previous day. The implied volatity was 35.18, the open interest changed by 0 which decreased total open position to 30


On 17 Apr INDIGO was trading at 4638.40. The strike last trading price was 394.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30


On 16 Apr INDIGO was trading at 4608.70. The strike last trading price was 394.55, which was 0 lower than the previous day. The implied volatity was 38.72, the open interest changed by 0 which decreased total open position to 30


On 15 Apr INDIGO was trading at 4638.00. The strike last trading price was 394.55, which was 134.55 higher than the previous day. The implied volatity was 38.72, the open interest changed by -4 which decreased total open position to 30


On 13 Apr INDIGO was trading at 4427.20. The strike last trading price was 260.1, which was -68.89999999999998 lower than the previous day. The implied volatity was 38.07, the open interest changed by -2 which decreased total open position to 35


On 10 Apr INDIGO was trading at 4554.20. The strike last trading price was 329, which was 29 higher than the previous day. The implied volatity was 37.98, the open interest changed by -11 which decreased total open position to 36


On 9 Apr INDIGO was trading at 4449.10. The strike last trading price was 300, which was -89.1 lower than the previous day. The implied volatity was 38.77, the open interest changed by 0 which decreased total open position to 37


On 8 Apr INDIGO was trading at 4615.50. The strike last trading price was 389.1, which was 174.1 higher than the previous day. The implied volatity was 35.25, the open interest changed by -5 which decreased total open position to 36


On 7 Apr INDIGO was trading at 4268.80. The strike last trading price was 215, which was -21.7 lower than the previous day. The implied volatity was 39.68, the open interest changed by 4 which increased total open position to 41


On 6 Apr INDIGO was trading at 4312.50. The strike last trading price was 234, which was 98.7 higher than the previous day. The implied volatity was 39.79, the open interest changed by 8 which increased total open position to 36


On 2 Apr INDIGO was trading at 4193.50. The strike last trading price was 135.3, which was -31.7 lower than the previous day. The implied volatity was 31.84, the open interest changed by 3 which increased total open position to 28


On 1 Apr INDIGO was trading at 4180.80. The strike last trading price was 167, which was -469 lower than the previous day. The implied volatity was 35.65, the open interest changed by 25 which increased total open position to 25


On 30 Mar INDIGO was trading at 3943.50. The strike last trading price was 636, which was 0 lower than the previous day. The implied volatity was 3.92, the open interest changed by 0 which decreased total open position to 0


On 27 Mar INDIGO was trading at 4099.50. The strike last trading price was 636, which was 0 lower than the previous day. The implied volatity was 2.9, the open interest changed by 0 which decreased total open position to 0


On 25 Mar INDIGO was trading at 4294.70. The strike last trading price was 636, which was 0 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0


On 24 Mar INDIGO was trading at 4150.80. The strike last trading price was 636, which was 0 lower than the previous day. The implied volatity was 2.47, the open interest changed by 0 which decreased total open position to 0


On 23 Mar INDIGO was trading at 3945.30. The strike last trading price was 636, 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 Mar INDIGO was trading at 4149.10. The strike last trading price was 636, 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 Mar INDIGO was trading at 4154.30. The strike last trading price was 636, which was 0 lower than the previous day. The implied volatity was 1.59, the open interest changed by 0 which decreased total open position to 0


On 18 Mar INDIGO was trading at 4360.60. The strike last trading price was 636, 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 Mar INDIGO was trading at 4287.90. 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 16 Mar INDIGO was trading at 4222.10. 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 13 Mar INDIGO was trading at 4158.20. 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 12 Mar INDIGO was trading at 4251.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.61, the open interest changed by 0 which decreased total open position to 0


On 11 Mar INDIGO was trading at 4350.70. 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 10 Mar INDIGO was trading at 4380.40. 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 Mar INDIGO was trading at 4236.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.21, the open interest changed by 0 which decreased total open position to 0


On 6 Mar INDIGO was trading at 4404.10. 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 5 Mar INDIGO was trading at 4512.80. 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 Mar INDIGO was trading at 4392.90. The strike last trading price was 0, 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


On 2 Mar INDIGO was trading at 4520.40. 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 Feb INDIGO was trading at 4827.20. 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


INDIGO 26-May-2026 (21d) 4400 PE
Delta: -0.62
Vega: 0.04
Theta: -2.86
Gamma: 0.00099
Date Close Ltp Change IV Volume OI Chg OI
4 May 4262.40 234.85 0.4000000000000057 (0.17%) 36.66 824 -43 742
30 Apr 4295.30 235.05 35.5 (17.79%) 41.52 944 -87 698
29 Apr 4345.20 203.9 50.80000000000001 (33.18%) 38.28 4,573 58 784
28 Apr 4442.40 148.8 33.05000000000001 (28.55%) 38.2 2,762 425 738
27 Apr 4561.20 115.95 -26.950000000000003 (-18.86%) 38.45 599 161 319
24 Apr 4523.10 141 4.449999999999989 (3.26%) 38.95 116 7 156
23 Apr 4556.00 137.15 24.950000000000003 (22.24%) 39.79 135 4 151
22 Apr 4640.90 112.35 7.6499999999999915 (7.31%) 39.16 131 15 146
21 Apr 4693.10 106.5 -15.349999999999994 (-12.60%) 40.64 86 15 129
20 Apr 4678.20 123.5 -8.25 (-6.26%) 42.85 47 -4 113
17 Apr 4638.40 134.8 -4.799999999999983 (-3.44%) 41.45 104 -2 117
16 Apr 4608.70 135.95 -9.25 (-6.37%) 39.88 60 12 118
15 Apr 4638.00 147.2 -67.25 (-31.36%) 41.83 88 12 107
13 Apr 4427.20 214.45 49.599999999999994 (30.09%) 40.71 72 9 96
10 Apr 4554.20 164.85 -41.70000000000002 (-20.19%) 39.39 25 6 87
9 Apr 4449.10 206.55 46 (28.65%) 40.67 34 8 82
8 Apr 4615.50 163.1 -177.9 (-52.17%) 42.97 97 -7 74
7 Apr 4268.80 341 44.15 (14.87%) 48.29 6 5 80
6 Apr 4312.50 298.25 -167.15 (-35.92%) 43.59 17 4 73
2 Apr 4193.50 465.4 155.3 (50.08%) 57.97 5 1 68
1 Apr 4180.80 310.1 -149.9 (-32.59%) 34.38 58 2 66
30 Mar 3943.50 460 78.6 (20.61%) 34.28 45 44 64
27 Mar 4099.50 381.4 96.85 (34.04%) 37.62 10 -2 20
25 Mar 4294.70 284.55 49.55 (21.09%) 37.07 16 0 20
24 Mar 4150.80 235 121.8 (107.60%) - 0 0 20
23 Mar 3945.30 235 121.8 (107.60%) - 0 0 20
20 Mar 4149.10 235 121.8 (107.60%) - 0 0 20
19 Mar 4154.30 235 121.8 (107.60%) - 25 0 20
18 Mar 4360.60 235 121.8 (107.60%) 34.06 25 20 20
17 Mar 4287.90 113.2 0 (0.00%) - 0 0 0
16 Mar 4222.10 113.2 0 (0.00%) - 0 0 0
13 Mar 4158.20 113.2 0 (0.00%) - 0 0 0
12 Mar 4251.70 113.2 0 (0.00%) - 0 0 0
11 Mar 4350.70 - - - 0 0 0
10 Mar 4380.40 - - - 0 0 0
9 Mar 4236.70 113.2 0 (0.00%) - 0 0 0
6 Mar 4404.10 113.2 0 (0.00%) 1.41 0 0 0
5 Mar 4512.80 0 0 (0.00%) - 0 0 0
4 Mar 4392.90 0 0 (0.00%) 1.23 0 0 0
2 Mar 4520.40 0 0 (0.00%) 2.67 0 0 0
27 Feb 4827.20 0 0 (0.00%) 5.63 0 0 0


For Interglobe Aviation Ltd - strike price 4400 expiring on 26MAY2026

Delta for 4400 PE is -0.62

Historical price for 4400 PE is as follows

On 4 May INDIGO was trading at 4262.40. The strike last trading price was 234.85, which was 0.4000000000000057 higher than the previous day. The implied volatity was 36.66, the open interest changed by -43 which decreased total open position to 742


On 30 Apr INDIGO was trading at 4295.30. The strike last trading price was 235.05, which was 35.5 higher than the previous day. The implied volatity was 41.52, the open interest changed by -87 which decreased total open position to 698


On 29 Apr INDIGO was trading at 4345.20. The strike last trading price was 203.9, which was 50.80000000000001 higher than the previous day. The implied volatity was 38.28, the open interest changed by 58 which increased total open position to 784


On 28 Apr INDIGO was trading at 4442.40. The strike last trading price was 148.8, which was 33.05000000000001 higher than the previous day. The implied volatity was 38.2, the open interest changed by 425 which increased total open position to 738


On 27 Apr INDIGO was trading at 4561.20. The strike last trading price was 115.95, which was -26.950000000000003 lower than the previous day. The implied volatity was 38.45, the open interest changed by 161 which increased total open position to 319


On 24 Apr INDIGO was trading at 4523.10. The strike last trading price was 141, which was 4.449999999999989 higher than the previous day. The implied volatity was 38.95, the open interest changed by 7 which increased total open position to 156


On 23 Apr INDIGO was trading at 4556.00. The strike last trading price was 137.15, which was 24.950000000000003 higher than the previous day. The implied volatity was 39.79, the open interest changed by 4 which increased total open position to 151


On 22 Apr INDIGO was trading at 4640.90. The strike last trading price was 112.35, which was 7.6499999999999915 higher than the previous day. The implied volatity was 39.16, the open interest changed by 15 which increased total open position to 146


On 21 Apr INDIGO was trading at 4693.10. The strike last trading price was 106.5, which was -15.349999999999994 lower than the previous day. The implied volatity was 40.64, the open interest changed by 15 which increased total open position to 129


On 20 Apr INDIGO was trading at 4678.20. The strike last trading price was 123.5, which was -8.25 lower than the previous day. The implied volatity was 42.85, the open interest changed by -4 which decreased total open position to 113


On 17 Apr INDIGO was trading at 4638.40. The strike last trading price was 134.8, which was -4.799999999999983 lower than the previous day. The implied volatity was 41.45, the open interest changed by -2 which decreased total open position to 117


On 16 Apr INDIGO was trading at 4608.70. The strike last trading price was 135.95, which was -9.25 lower than the previous day. The implied volatity was 39.88, the open interest changed by 12 which increased total open position to 118


On 15 Apr INDIGO was trading at 4638.00. The strike last trading price was 147.2, which was -67.25 lower than the previous day. The implied volatity was 41.83, the open interest changed by 12 which increased total open position to 107


On 13 Apr INDIGO was trading at 4427.20. The strike last trading price was 214.45, which was 49.599999999999994 higher than the previous day. The implied volatity was 40.71, the open interest changed by 9 which increased total open position to 96


On 10 Apr INDIGO was trading at 4554.20. The strike last trading price was 164.85, which was -41.70000000000002 lower than the previous day. The implied volatity was 39.39, the open interest changed by 6 which increased total open position to 87


On 9 Apr INDIGO was trading at 4449.10. The strike last trading price was 206.55, which was 46 higher than the previous day. The implied volatity was 40.67, the open interest changed by 8 which increased total open position to 82


On 8 Apr INDIGO was trading at 4615.50. The strike last trading price was 163.1, which was -177.9 lower than the previous day. The implied volatity was 42.97, the open interest changed by -7 which decreased total open position to 74


On 7 Apr INDIGO was trading at 4268.80. The strike last trading price was 341, which was 44.15 higher than the previous day. The implied volatity was 48.29, the open interest changed by 5 which increased total open position to 80


On 6 Apr INDIGO was trading at 4312.50. The strike last trading price was 298.25, which was -167.15 lower than the previous day. The implied volatity was 43.59, the open interest changed by 4 which increased total open position to 73


On 2 Apr INDIGO was trading at 4193.50. The strike last trading price was 465.4, which was 155.3 higher than the previous day. The implied volatity was 57.97, the open interest changed by 1 which increased total open position to 68


On 1 Apr INDIGO was trading at 4180.80. The strike last trading price was 310.1, which was -149.9 lower than the previous day. The implied volatity was 34.38, the open interest changed by 2 which increased total open position to 66


On 30 Mar INDIGO was trading at 3943.50. The strike last trading price was 460, which was 78.6 higher than the previous day. The implied volatity was 34.28, the open interest changed by 44 which increased total open position to 64


On 27 Mar INDIGO was trading at 4099.50. The strike last trading price was 381.4, which was 96.85 higher than the previous day. The implied volatity was 37.62, the open interest changed by -2 which decreased total open position to 20


On 25 Mar INDIGO was trading at 4294.70. The strike last trading price was 284.55, which was 49.55 higher than the previous day. The implied volatity was 37.07, the open interest changed by 0 which decreased total open position to 20


On 24 Mar INDIGO was trading at 4150.80. The strike last trading price was 235, which was 121.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 23 Mar INDIGO was trading at 3945.30. The strike last trading price was 235, which was 121.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 20 Mar INDIGO was trading at 4149.10. The strike last trading price was 235, which was 121.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 19 Mar INDIGO was trading at 4154.30. The strike last trading price was 235, which was 121.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 18 Mar INDIGO was trading at 4360.60. The strike last trading price was 235, which was 121.8 higher than the previous day. The implied volatity was 34.06, the open interest changed by 20 which increased total open position to 20


On 17 Mar INDIGO was trading at 4287.90. The strike last trading price was 113.2, 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 Mar INDIGO was trading at 4222.10. The strike last trading price was 113.2, 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 Mar INDIGO was trading at 4158.20. The strike last trading price was 113.2, 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 12 Mar INDIGO was trading at 4251.70. The strike last trading price was 113.2, 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 11 Mar INDIGO was trading at 4350.70. 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 10 Mar INDIGO was trading at 4380.40. 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 Mar INDIGO was trading at 4236.70. The strike last trading price was 113.2, 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 Mar INDIGO was trading at 4404.10. The strike last trading price was 113.2, which was 0 lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0


On 5 Mar INDIGO was trading at 4512.80. 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 Mar INDIGO was trading at 4392.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0


On 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.67, the open interest changed by 0 which decreased total open position to 0


On 27 Feb INDIGO was trading at 4827.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.63, the open interest changed by 0 which decreased total open position to 0