[--[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 4450 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 4967.50 1410.55 0 - 0 0 0
8 Dec 4923.50 1410.55 0 - 0 0 0


For Interglobe Aviation Ltd - strike price 4450 expiring on 30DEC2025

Delta for 4450 CE is -

Historical price for 4450 CE is as follows

On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 1410.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 1410.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


INDIGO 30DEC2025 4450 PE
Delta: -0.13
Vega: 2.51
Theta: -2.58
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 4967.50 37.25 -43.3 46.30 3,478 63 288
8 Dec 4923.50 83.25 78.35 56.08 1,084 223 223


For Interglobe Aviation Ltd - strike price 4450 expiring on 30DEC2025

Delta for 4450 PE is -0.13

Historical price for 4450 PE is as follows

On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 37.25, which was -43.3 lower than the previous day. The implied volatity was 46.30, the open interest changed by 63 which increased total open position to 288


On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 83.25, which was 78.35 higher than the previous day. The implied volatity was 56.08, the open interest changed by 223 which increased total open position to 223