INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
20 Dec 2024 04:11 PM IST
| INDIGO 26DEC2024 4400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.50
Vega: 2.25
Theta: -4.85
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4395.60 | 50.2 | -26.70 | 22.80 | 3,407 | -2 | 1,244 | |||
| 19 Dec | 4434.05 | 76.9 | 10.85 | 22.90 | 3,226 | -79 | 1,253 | |||
| 18 Dec | 4390.35 | 66.05 | -1.05 | 23.91 | 2,739 | -4 | 1,335 | |||
| 17 Dec | 4386.80 | 67.1 | -13.90 | 26.76 | 3,149 | 209 | 1,327 | |||
| 16 Dec | 4406.75 | 81 | -19.50 | 25.37 | 1,694 | 104 | 1,115 | |||
| 13 Dec | 4432.90 | 100.5 | -22.95 | 22.75 | 2,062 | 196 | 1,012 | |||
| 12 Dec | 4464.35 | 123.45 | -8.80 | 23.26 | 1,214 | -49 | 816 | |||
| 11 Dec | 4465.55 | 132.25 | -7.75 | 21.22 | 402 | -37 | 865 | |||
| 10 Dec | 4477.00 | 140 | -12.45 | 23.21 | 282 | 7 | 902 | |||
| 9 Dec | 4489.45 | 152.45 | -24.25 | 23.03 | 641 | -46 | 894 | |||
| 6 Dec | 4469.20 | 176.7 | 82.70 | 23.90 | 6,404 | -175 | 978 | |||
| 5 Dec | 4368.55 | 94 | -9.00 | 23.27 | 1,882 | -5 | 1,153 | |||
| 4 Dec | 4370.85 | 103 | -11.00 | 23.50 | 2,090 | 12 | 1,158 | |||
| 3 Dec | 4405.50 | 114 | -14.00 | 21.41 | 2,330 | 146 | 1,144 | |||
| 2 Dec | 4409.25 | 128 | 8.05 | 24.55 | 2,282 | -34 | 1,003 | |||
| 29 Nov | 4378.90 | 119.95 | 11.95 | 23.95 | 4,026 | -70 | 1,021 | |||
| 28 Nov | 4352.65 | 108 | 35.00 | 23.58 | 7,996 | 322 | 1,093 | |||
| 27 Nov | 4267.90 | 73 | 10.40 | 23.97 | 654 | 127 | 771 | |||
| 26 Nov | 4229.60 | 62.6 | -8.90 | 24.32 | 555 | 24 | 644 | |||
| 25 Nov | 4244.50 | 71.5 | 24.95 | 24.82 | 1,138 | 614 | 619 | |||
| 22 Nov | 4142.65 | 46.55 | 6.70 | 24.28 | 135 | 95 | 100 | |||
| 21 Nov | 4069.80 | 39.85 | -621.55 | 26.93 | 5 | 4 | 4 | |||
| 20 Nov | 4045.90 | 661.4 | 0.00 | 6.00 | 0 | 0 | 0 | |||
| 19 Nov | 4045.90 | 661.4 | 0.00 | 6.00 | 0 | 0 | 0 | |||
| 18 Nov | 3976.30 | 661.4 | 0.00 | 7.12 | 0 | 0 | 0 | |||
| 7 Nov | 3995.75 | 661.4 | 0.00 | 5.70 | 0 | 0 | 0 | |||
| 6 Nov | 4061.95 | 661.4 | 0.00 | 5.13 | 0 | 0 | 0 | |||
| 4 Nov | 3963.10 | 661.4 | 0.00 | 6.10 | 0 | 0 | 0 | |||
| 28 Oct | 4015.45 | 661.4 | 661.40 | - | 0 | 0 | 0 | |||
| 25 Oct | 4366.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 4520.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 4524.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 4591.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 14 Oct | 4678.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 4693.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 4602.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 4609.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 4716.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 4787.45 | 0 | - | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 4400 expiring on 26DEC2024
Delta for 4400 CE is 0.50
Historical price for 4400 CE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 50.2, which was -26.70 lower than the previous day. The implied volatity was 22.80, the open interest changed by -2 which decreased total open position to 1244
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 76.9, which was 10.85 higher than the previous day. The implied volatity was 22.90, the open interest changed by -79 which decreased total open position to 1253
On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 66.05, which was -1.05 lower than the previous day. The implied volatity was 23.91, the open interest changed by -4 which decreased total open position to 1335
On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 67.1, which was -13.90 lower than the previous day. The implied volatity was 26.76, the open interest changed by 209 which increased total open position to 1327
On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 81, which was -19.50 lower than the previous day. The implied volatity was 25.37, the open interest changed by 104 which increased total open position to 1115
On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 100.5, which was -22.95 lower than the previous day. The implied volatity was 22.75, the open interest changed by 196 which increased total open position to 1012
On 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 123.45, which was -8.80 lower than the previous day. The implied volatity was 23.26, the open interest changed by -49 which decreased total open position to 816
On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 132.25, which was -7.75 lower than the previous day. The implied volatity was 21.22, the open interest changed by -37 which decreased total open position to 865
On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 140, which was -12.45 lower than the previous day. The implied volatity was 23.21, the open interest changed by 7 which increased total open position to 902
On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 152.45, which was -24.25 lower than the previous day. The implied volatity was 23.03, the open interest changed by -46 which decreased total open position to 894
On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 176.7, which was 82.70 higher than the previous day. The implied volatity was 23.90, the open interest changed by -175 which decreased total open position to 978
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 94, which was -9.00 lower than the previous day. The implied volatity was 23.27, the open interest changed by -5 which decreased total open position to 1153
On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 103, which was -11.00 lower than the previous day. The implied volatity was 23.50, the open interest changed by 12 which increased total open position to 1158
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 114, which was -14.00 lower than the previous day. The implied volatity was 21.41, the open interest changed by 146 which increased total open position to 1144
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 128, which was 8.05 higher than the previous day. The implied volatity was 24.55, the open interest changed by -34 which decreased total open position to 1003
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 119.95, which was 11.95 higher than the previous day. The implied volatity was 23.95, the open interest changed by -70 which decreased total open position to 1021
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 108, which was 35.00 higher than the previous day. The implied volatity was 23.58, the open interest changed by 322 which increased total open position to 1093
On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 73, which was 10.40 higher than the previous day. The implied volatity was 23.97, the open interest changed by 127 which increased total open position to 771
On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 62.6, which was -8.90 lower than the previous day. The implied volatity was 24.32, the open interest changed by 24 which increased total open position to 644
On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 71.5, which was 24.95 higher than the previous day. The implied volatity was 24.82, the open interest changed by 614 which increased total open position to 619
On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 46.55, which was 6.70 higher than the previous day. The implied volatity was 24.28, the open interest changed by 95 which increased total open position to 100
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 39.85, which was -621.55 lower than the previous day. The implied volatity was 26.93, the open interest changed by 4 which increased total open position to 4
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 661.4, which was 0.00 lower than the previous day. The implied volatity was 6.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 661.4, which was 0.00 lower than the previous day. The implied volatity was 6.00, the open interest changed by 0 which decreased total open position to 0
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 661.4, which was 0.00 lower than the previous day. The implied volatity was 7.12, the open interest changed by 0 which decreased total open position to 0
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 661.4, which was 0.00 lower than the previous day. The implied volatity was 5.70, the open interest changed by 0 which decreased total open position to 0
On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 661.4, which was 0.00 lower than the previous day. The implied volatity was 5.13, the open interest changed by 0 which decreased total open position to 0
On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 661.4, which was 0.00 lower than the previous day. The implied volatity was 6.10, the open interest changed by 0 which decreased total open position to 0
On 28 Oct INDIGO was trading at 4015.45. The strike last trading price was 661.4, which was 661.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct INDIGO was trading at 4366.10. 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 which decreased total open position to
On 23 Oct INDIGO was trading at 4520.00. 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 which decreased total open position to
On 22 Oct INDIGO was trading at 4524.40. 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 which decreased total open position to
On 21 Oct INDIGO was trading at 4591.00. 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 which decreased total open position to
On 14 Oct INDIGO was trading at 4678.95. 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 which decreased total open position to
On 11 Oct INDIGO was trading at 4693.45. 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 which decreased total open position to
On 8 Oct INDIGO was trading at 4602.95. 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 which decreased total open position to
On 4 Oct INDIGO was trading at 4609.35. 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 which decreased total open position to
On 3 Oct INDIGO was trading at 4716.85. 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 which decreased total open position to
On 30 Sept INDIGO was trading at 4787.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDIGO 26DEC2024 4400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.50
Vega: 2.25
Theta: -4.10
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4395.60 | 57.85 | 19.10 | 25.21 | 3,992 | 354 | 1,238 |
| 19 Dec | 4434.05 | 38.75 | -26.80 | 22.87 | 1,498 | -9 | 891 |
| 18 Dec | 4390.35 | 65.55 | -7.95 | 26.74 | 2,059 | 82 | 901 |
| 17 Dec | 4386.80 | 73.5 | 15.50 | 24.31 | 1,714 | 71 | 823 |
| 16 Dec | 4406.75 | 58 | 9.85 | 22.36 | 1,372 | -13 | 748 |
| 13 Dec | 4432.90 | 48.15 | 0.35 | 20.67 | 1,827 | -21 | 747 |
| 12 Dec | 4464.35 | 47.8 | 0.95 | 23.11 | 2,028 | 29 | 774 |
| 11 Dec | 4465.55 | 46.85 | -6.15 | 23.98 | 560 | 45 | 747 |
| 10 Dec | 4477.00 | 53 | -6.00 | 24.89 | 1,143 | 33 | 703 |
| 9 Dec | 4489.45 | 59 | 9.25 | 27.34 | 1,144 | 29 | 672 |
| 6 Dec | 4469.20 | 49.75 | -56.45 | 24.48 | 2,384 | 120 | 651 |
| 5 Dec | 4368.55 | 106.2 | 4.20 | 24.58 | 1,667 | -139 | 542 |
| 4 Dec | 4370.85 | 102 | 2.35 | 24.33 | 1,806 | 77 | 680 |
| 3 Dec | 4405.50 | 99.65 | -4.90 | 26.70 | 1,547 | 0 | 607 |
| 2 Dec | 4409.25 | 104.55 | -6.25 | 26.91 | 1,601 | 217 | 607 |
| 29 Nov | 4378.90 | 110.8 | -28.20 | 24.64 | 983 | 189 | 394 |
| 28 Nov | 4352.65 | 139 | -36.65 | 27.66 | 419 | 52 | 205 |
| 27 Nov | 4267.90 | 175.65 | -40.80 | 24.51 | 89 | 50 | 153 |
| 26 Nov | 4229.60 | 216.45 | 20.45 | 27.66 | 26 | 10 | 103 |
| 25 Nov | 4244.50 | 196 | -82.00 | 24.75 | 70 | 90 | 92 |
| 22 Nov | 4142.65 | 278 | -62.00 | 28.35 | 31 | 29 | 31 |
| 21 Nov | 4069.80 | 340 | 0.00 | 0.00 | 0 | 2 | 0 |
| 20 Nov | 4045.90 | 340 | 0.00 | 21.62 | 2 | 2 | 0 |
| 19 Nov | 4045.90 | 340 | 225.50 | 21.62 | 2 | 0 | 0 |
| 18 Nov | 3976.30 | 114.5 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 3995.75 | 114.5 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 4061.95 | 114.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 3963.10 | 114.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 4015.45 | 114.5 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 4366.10 | 114.5 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 4520.00 | 114.5 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 4524.40 | 114.5 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 4591.00 | 114.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 4678.95 | 114.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 4693.45 | 114.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 4602.95 | 114.5 | 114.50 | - | 0 | 0 | 0 |
| 4 Oct | 4609.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 4716.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 4787.45 | 0 | - | 0 | 0 | 0 | |
For Interglobe Aviation Ltd - strike price 4400 expiring on 26DEC2024
Delta for 4400 PE is -0.50
Historical price for 4400 PE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 57.85, which was 19.10 higher than the previous day. The implied volatity was 25.21, the open interest changed by 354 which increased total open position to 1238
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 38.75, which was -26.80 lower than the previous day. The implied volatity was 22.87, the open interest changed by -9 which decreased total open position to 891
On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 65.55, which was -7.95 lower than the previous day. The implied volatity was 26.74, the open interest changed by 82 which increased total open position to 901
On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 73.5, which was 15.50 higher than the previous day. The implied volatity was 24.31, the open interest changed by 71 which increased total open position to 823
On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 58, which was 9.85 higher than the previous day. The implied volatity was 22.36, the open interest changed by -13 which decreased total open position to 748
On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 48.15, which was 0.35 higher than the previous day. The implied volatity was 20.67, the open interest changed by -21 which decreased total open position to 747
On 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 47.8, which was 0.95 higher than the previous day. The implied volatity was 23.11, the open interest changed by 29 which increased total open position to 774
On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 46.85, which was -6.15 lower than the previous day. The implied volatity was 23.98, the open interest changed by 45 which increased total open position to 747
On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 53, which was -6.00 lower than the previous day. The implied volatity was 24.89, the open interest changed by 33 which increased total open position to 703
On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 59, which was 9.25 higher than the previous day. The implied volatity was 27.34, the open interest changed by 29 which increased total open position to 672
On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 49.75, which was -56.45 lower than the previous day. The implied volatity was 24.48, the open interest changed by 120 which increased total open position to 651
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 106.2, which was 4.20 higher than the previous day. The implied volatity was 24.58, the open interest changed by -139 which decreased total open position to 542
On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 102, which was 2.35 higher than the previous day. The implied volatity was 24.33, the open interest changed by 77 which increased total open position to 680
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 99.65, which was -4.90 lower than the previous day. The implied volatity was 26.70, the open interest changed by 0 which decreased total open position to 607
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 104.55, which was -6.25 lower than the previous day. The implied volatity was 26.91, the open interest changed by 217 which increased total open position to 607
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 110.8, which was -28.20 lower than the previous day. The implied volatity was 24.64, the open interest changed by 189 which increased total open position to 394
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 139, which was -36.65 lower than the previous day. The implied volatity was 27.66, the open interest changed by 52 which increased total open position to 205
On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 175.65, which was -40.80 lower than the previous day. The implied volatity was 24.51, the open interest changed by 50 which increased total open position to 153
On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 216.45, which was 20.45 higher than the previous day. The implied volatity was 27.66, the open interest changed by 10 which increased total open position to 103
On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 196, which was -82.00 lower than the previous day. The implied volatity was 24.75, the open interest changed by 90 which increased total open position to 92
On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 278, which was -62.00 lower than the previous day. The implied volatity was 28.35, the open interest changed by 29 which increased total open position to 31
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 340, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 340, which was 0.00 lower than the previous day. The implied volatity was 21.62, the open interest changed by 2 which increased total open position to 0
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 340, which was 225.50 higher than the previous day. The implied volatity was 21.62, the open interest changed by 0 which decreased total open position to 0
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 114.5, 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 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 114.5, 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 Nov INDIGO was trading at 4061.95. The strike last trading price was 114.5, 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 Nov INDIGO was trading at 3963.10. The strike last trading price was 114.5, 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 28 Oct INDIGO was trading at 4015.45. The strike last trading price was 114.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct INDIGO was trading at 4366.10. The strike last trading price was 114.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct INDIGO was trading at 4520.00. The strike last trading price was 114.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct INDIGO was trading at 4524.40. The strike last trading price was 114.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct INDIGO was trading at 4591.00. The strike last trading price was 114.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct INDIGO was trading at 4678.95. The strike last trading price was 114.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct INDIGO was trading at 4693.45. The strike last trading price was 114.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct INDIGO was trading at 4602.95. The strike last trading price was 114.5, which was 114.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct INDIGO was trading at 4609.35. 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 which decreased total open position to
On 3 Oct INDIGO was trading at 4716.85. 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 which decreased total open position to
On 30 Sept INDIGO was trading at 4787.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
