INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
09 Dec 2025 04:11 PM IST
| INDIGO 30-DEC-2025 4450 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 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 | |||||||
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Delta: -0.13
Vega: 2.51
Theta: -2.58
Gamma: 0.00
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| 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































































































































































































































