INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
09 Dec 2025 04:11 PM IST
| INDIGO 30-DEC-2025 4400 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 4967.50 | 541.95 | -67 | - | 27 | -22 | 62 | |||||||||
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| 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 | |||||||
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Delta: -0.11
Vega: 2.30
Theta: -2.45
Gamma: 0.00
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| 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































































































































































































































