INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
20 Dec 2024 04:11 PM IST
| INDIGO 26DEC2024 4450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 2.09
Theta: -4.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4395.60 | 30.75 | -21.75 | 23.33 | 2,349 | -183 | 450 | |||
| 19 Dec | 4434.05 | 52.5 | 6.55 | 23.76 | 1,917 | 116 | 640 | |||
| 18 Dec | 4390.35 | 45.95 | -0.80 | 24.84 | 1,229 | 41 | 523 | |||
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| 17 Dec | 4386.80 | 46.75 | -11.70 | 26.81 | 1,654 | 63 | 481 | |||
| 16 Dec | 4406.75 | 58.45 | -14.55 | 25.66 | 945 | 61 | 417 | |||
| 13 Dec | 4432.90 | 73 | -20.75 | 22.50 | 1,172 | 67 | 354 | |||
| 12 Dec | 4464.35 | 93.75 | -8.30 | 23.15 | 903 | 33 | 286 | |||
| 11 Dec | 4465.55 | 102.05 | -7.85 | 21.60 | 324 | 8 | 253 | |||
| 10 Dec | 4477.00 | 109.9 | -12.60 | 23.33 | 323 | -17 | 245 | |||
| 9 Dec | 4489.45 | 122.5 | -19.60 | 23.51 | 676 | -47 | 263 | |||
| 6 Dec | 4469.20 | 142.1 | 70.55 | 23.35 | 3,193 | -23 | 326 | |||
| 5 Dec | 4368.55 | 71.55 | -8.15 | 23.11 | 641 | -7 | 350 | |||
| 4 Dec | 4370.85 | 79.7 | -9.90 | 23.36 | 1,223 | 31 | 357 | |||
| 3 Dec | 4405.50 | 89.6 | -12.45 | 21.63 | 898 | 112 | 325 | |||
| 2 Dec | 4409.25 | 102.05 | 6.05 | 24.31 | 1,412 | 87 | 215 | |||
| 29 Nov | 4378.90 | 96 | 11.60 | 23.81 | 572 | 27 | 124 | |||
| 28 Nov | 4352.65 | 84.4 | 28.80 | 23.17 | 481 | 93 | 94 | |||
| 27 Nov | 4267.90 | 55.6 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 26 Nov | 4229.60 | 55.6 | -50.00 | 26.01 | 1 | 0 | 0 | |||
| 25 Nov | 4244.50 | 105.6 | 0.00 | 3.61 | 0 | 0 | 0 | |||
| 22 Nov | 4142.65 | 105.6 | 0.00 | 5.18 | 0 | 0 | 0 | |||
| 21 Nov | 4069.80 | 105.6 | 0.00 | 6.47 | 0 | 0 | 0 | |||
| 20 Nov | 4045.90 | 105.6 | 0.00 | 6.07 | 0 | 0 | 0 | |||
| 19 Nov | 4045.90 | 105.6 | 0.00 | 6.07 | 0 | 0 | 0 | |||
| 18 Nov | 3976.30 | 105.6 | 0.00 | 7.60 | 0 | 0 | 0 | |||
| 7 Nov | 3995.75 | 105.6 | 0.00 | 6.47 | 0 | 0 | 0 | |||
| 6 Nov | 4061.95 | 105.6 | 0.00 | 6.61 | 0 | 0 | 0 | |||
| 4 Nov | 3963.10 | 105.6 | 6.80 | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 4450 expiring on 26DEC2024
Delta for 4450 CE is 0.35
Historical price for 4450 CE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 30.75, which was -21.75 lower than the previous day. The implied volatity was 23.33, the open interest changed by -183 which decreased total open position to 450
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 52.5, which was 6.55 higher than the previous day. The implied volatity was 23.76, the open interest changed by 116 which increased total open position to 640
On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 45.95, which was -0.80 lower than the previous day. The implied volatity was 24.84, the open interest changed by 41 which increased total open position to 523
On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 46.75, which was -11.70 lower than the previous day. The implied volatity was 26.81, the open interest changed by 63 which increased total open position to 481
On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 58.45, which was -14.55 lower than the previous day. The implied volatity was 25.66, the open interest changed by 61 which increased total open position to 417
On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 73, which was -20.75 lower than the previous day. The implied volatity was 22.50, the open interest changed by 67 which increased total open position to 354
On 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 93.75, which was -8.30 lower than the previous day. The implied volatity was 23.15, the open interest changed by 33 which increased total open position to 286
On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 102.05, which was -7.85 lower than the previous day. The implied volatity was 21.60, the open interest changed by 8 which increased total open position to 253
On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 109.9, which was -12.60 lower than the previous day. The implied volatity was 23.33, the open interest changed by -17 which decreased total open position to 245
On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 122.5, which was -19.60 lower than the previous day. The implied volatity was 23.51, the open interest changed by -47 which decreased total open position to 263
On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 142.1, which was 70.55 higher than the previous day. The implied volatity was 23.35, the open interest changed by -23 which decreased total open position to 326
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 71.55, which was -8.15 lower than the previous day. The implied volatity was 23.11, the open interest changed by -7 which decreased total open position to 350
On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 79.7, which was -9.90 lower than the previous day. The implied volatity was 23.36, the open interest changed by 31 which increased total open position to 357
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 89.6, which was -12.45 lower than the previous day. The implied volatity was 21.63, the open interest changed by 112 which increased total open position to 325
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 102.05, which was 6.05 higher than the previous day. The implied volatity was 24.31, the open interest changed by 87 which increased total open position to 215
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 96, which was 11.60 higher than the previous day. The implied volatity was 23.81, the open interest changed by 27 which increased total open position to 124
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 84.4, which was 28.80 higher than the previous day. The implied volatity was 23.17, the open interest changed by 93 which increased total open position to 94
On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 55.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 55.6, which was -50.00 lower than the previous day. The implied volatity was 26.01, the open interest changed by 0 which decreased total open position to 0
On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 105.6, which was 0.00 lower than the previous day. The implied volatity was 3.61, the open interest changed by 0 which decreased total open position to 0
On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 105.6, which was 0.00 lower than the previous day. The implied volatity was 5.18, the open interest changed by 0 which decreased total open position to 0
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 105.6, which was 0.00 lower than the previous day. The implied volatity was 6.47, the open interest changed by 0 which decreased total open position to 0
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 105.6, which was 0.00 lower than the previous day. The implied volatity was 6.07, 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 105.6, which was 0.00 lower than the previous day. The implied volatity was 6.07, 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 105.6, which was 0.00 lower than the previous day. The implied volatity was 7.60, 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 105.6, which was 0.00 lower than the previous day. The implied volatity was 6.47, 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 105.6, which was 0.00 lower than the previous day. The implied volatity was 6.61, 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 105.6, which was lower than the previous day. The implied volatity was 6.80, the open interest changed by 0 which decreased total open position to 0
| INDIGO 26DEC2024 4450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.63
Vega: 2.12
Theta: -3.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4395.60 | 87.4 | 24.00 | 25.57 | 1,172 | -90 | 153 |
| 19 Dec | 4434.05 | 63.4 | -30.70 | 23.38 | 358 | -10 | 244 |
| 18 Dec | 4390.35 | 94.1 | -9.60 | 27.24 | 508 | -21 | 253 |
| 17 Dec | 4386.80 | 103.7 | 20.25 | 24.48 | 604 | 3 | 274 |
| 16 Dec | 4406.75 | 83.45 | 16.25 | 21.96 | 304 | 41 | 267 |
| 13 Dec | 4432.90 | 67.2 | 0.75 | 19.51 | 501 | 3 | 226 |
| 12 Dec | 4464.35 | 66.45 | 0.50 | 22.60 | 864 | -82 | 218 |
| 11 Dec | 4465.55 | 65.95 | -3.65 | 23.98 | 350 | 0 | 303 |
| 10 Dec | 4477.00 | 69.6 | -7.55 | 24.05 | 419 | 46 | 304 |
| 9 Dec | 4489.45 | 77.15 | 6.55 | 27.04 | 620 | 60 | 259 |
| 6 Dec | 4469.20 | 70.6 | -63.65 | 25.32 | 915 | 47 | 198 |
| 5 Dec | 4368.55 | 134.25 | 4.60 | 24.62 | 313 | -23 | 154 |
| 4 Dec | 4370.85 | 129.65 | 4.45 | 24.49 | 525 | -48 | 178 |
| 3 Dec | 4405.50 | 125.2 | -2.60 | 26.90 | 335 | 13 | 225 |
| 2 Dec | 4409.25 | 127.8 | -13.90 | 26.54 | 621 | 123 | 212 |
| 29 Nov | 4378.90 | 141.7 | -19.65 | 25.61 | 182 | 84 | 87 |
| 28 Nov | 4352.65 | 161.35 | -292.35 | 26.54 | 16 | 2 | 2 |
| 27 Nov | 4267.90 | 453.7 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 4229.60 | 453.7 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 4244.50 | 453.7 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 4142.65 | 453.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 4069.80 | 453.7 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 4045.90 | 453.7 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 4045.90 | 453.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 3976.30 | 453.7 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 3995.75 | 453.7 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 4061.95 | 453.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 3963.10 | 453.7 | - | 0 | 0 | 0 | |
For Interglobe Aviation Ltd - strike price 4450 expiring on 26DEC2024
Delta for 4450 PE is -0.63
Historical price for 4450 PE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 87.4, which was 24.00 higher than the previous day. The implied volatity was 25.57, the open interest changed by -90 which decreased total open position to 153
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 63.4, which was -30.70 lower than the previous day. The implied volatity was 23.38, the open interest changed by -10 which decreased total open position to 244
On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 94.1, which was -9.60 lower than the previous day. The implied volatity was 27.24, the open interest changed by -21 which decreased total open position to 253
On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 103.7, which was 20.25 higher than the previous day. The implied volatity was 24.48, the open interest changed by 3 which increased total open position to 274
On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 83.45, which was 16.25 higher than the previous day. The implied volatity was 21.96, the open interest changed by 41 which increased total open position to 267
On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 67.2, which was 0.75 higher than the previous day. The implied volatity was 19.51, the open interest changed by 3 which increased total open position to 226
On 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 66.45, which was 0.50 higher than the previous day. The implied volatity was 22.60, the open interest changed by -82 which decreased total open position to 218
On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 65.95, which was -3.65 lower than the previous day. The implied volatity was 23.98, the open interest changed by 0 which decreased total open position to 303
On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 69.6, which was -7.55 lower than the previous day. The implied volatity was 24.05, the open interest changed by 46 which increased total open position to 304
On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 77.15, which was 6.55 higher than the previous day. The implied volatity was 27.04, the open interest changed by 60 which increased total open position to 259
On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 70.6, which was -63.65 lower than the previous day. The implied volatity was 25.32, the open interest changed by 47 which increased total open position to 198
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 134.25, which was 4.60 higher than the previous day. The implied volatity was 24.62, the open interest changed by -23 which decreased total open position to 154
On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 129.65, which was 4.45 higher than the previous day. The implied volatity was 24.49, the open interest changed by -48 which decreased total open position to 178
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 125.2, which was -2.60 lower than the previous day. The implied volatity was 26.90, the open interest changed by 13 which increased total open position to 225
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 127.8, which was -13.90 lower than the previous day. The implied volatity was 26.54, the open interest changed by 123 which increased total open position to 212
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 141.7, which was -19.65 lower than the previous day. The implied volatity was 25.61, the open interest changed by 84 which increased total open position to 87
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 161.35, which was -292.35 lower than the previous day. The implied volatity was 26.54, the open interest changed by 2 which increased total open position to 2
On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 453.7, 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 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 453.7, 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 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 453.7, 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 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 453.7, 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 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 453.7, 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 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 453.7, 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 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 453.7, 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 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 453.7, 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 453.7, 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 453.7, 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 453.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
