INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
24 Apr 2026 04:10 PM IST
| INDIGO 28-Apr-2026 (4d) 4450 CE | ||||||||||||||||
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Delta: 0.65
Vega: 0.02
Theta: -8.59
Gamma: 0.00191
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 4523.10 | 115.8 | -26.500000000000014 | 39.5 | 798 | -167 | 400 | |||||||||
| 23 Apr | 4556.00 | 144.5 | -59.25 | 36.12 | 39 | 3 | 566 | |||||||||
| 22 Apr | 4640.90 | 191.9 | -70.85 | 21.31 | 51 | 14 | 565 | |||||||||
| 21 Apr | 4693.10 | 262.75 | 6.100000000000023 | 35.86 | 10 | 2 | 552 | |||||||||
| 20 Apr | 4678.20 | 251.3 | 4.400000000000006 | 37.26 | 50 | 1 | 550 | |||||||||
| 17 Apr | 4638.40 | 243.85 | 2.5999999999999943 | 38.26 | 32 | 5 | 551 | |||||||||
| 16 Apr | 4608.70 | 237.9 | -11.400000000000006 | 40.64 | 168 | -17 | 547 | |||||||||
| 15 Apr | 4638.00 | 244.75 | 106.9 | 39.56 | 930 | -281 | 582 | |||||||||
| 13 Apr | 4427.20 | 142.35 | -71.20000000000002 | 40.03 | 3,073 | 604 | 861 | |||||||||
| 10 Apr | 4554.20 | 222 | 53.349999999999994 | 37.58 | 1,143 | -194 | 262 | |||||||||
| 9 Apr | 4449.10 | 172 | -101.25 | 39.81 | 613 | 193 | 456 | |||||||||
| 8 Apr | 4615.50 | 275 | 162.45 | 38.85 | 245 | -65 | 263 | |||||||||
| 7 Apr | 4268.80 | 114 | -21.25 | 43.59 | 857 | 53 | 328 | |||||||||
| 6 Apr | 4312.50 | 130.5 | 50 | 43.48 | 1,821 | 68 | 275 | |||||||||
| 2 Apr | 4193.50 | 74.25 | -18.35 | 37.3 | 666 | 81 | 205 | |||||||||
| 1 Apr | 4180.80 | 94.1 | 52.8 | 40.43 | 2,613 | 21 | 123 | |||||||||
| 30 Mar | 3943.50 | 42.65 | -43.4 | 40.84 | 235 | 40 | 101 | |||||||||
| 27 Mar | 4099.50 | 88 | -32.75 | 41.18 | 198 | 12 | 59 | |||||||||
| 25 Mar | 4294.70 | 120.2 | 29.35 | 33.34 | 29 | 12 | 48 | |||||||||
| 24 Mar | 4150.80 | 89.65 | 33.65 | 35.43 | 53 | -9 | 36 | |||||||||
| 23 Mar | 3945.30 | 56 | -35.65 | 40.14 | 11 | 2 | 45 | |||||||||
| 20 Mar | 4149.10 | 91.9 | -3.6 | 34.81 | 19 | 10 | 43 | |||||||||
| 19 Mar | 4154.30 | 95.5 | -59.85 | 33.18 | 35 | 20 | 32 | |||||||||
| 18 Mar | 4360.60 | 155.35 | 55.35 | 29.76 | 12 | 10 | 11 | |||||||||
| 17 Mar | 4287.90 | 100 | -443.15 | - | 0 | 0 | 1 | |||||||||
| 16 Mar | 4222.10 | 100 | -443.15 | - | 0 | 1 | 0 | |||||||||
| 13 Mar | 4158.20 | 100 | -443.15 | 32.12 | 2 | 1 | 1 | |||||||||
| 12 Mar | 4251.70 | 543.15 | 0 | 2.13 | 0 | 0 | 0 | |||||||||
| 11 Mar | 4350.70 | 543.15 | 0 | 0.76 | 0 | 0 | 0 | |||||||||
| 10 Mar | 4380.40 | 543.15 | 0 | 0.14 | 0 | 0 | 0 | |||||||||
| 9 Mar | 4236.70 | 543.15 | 0 | 2.29 | 0 | 0 | 0 | |||||||||
| 6 Mar | 4404.10 | 543.15 | 0 | 0.02 | 0 | 0 | 0 | |||||||||
| 5 Mar | 4512.80 | 543.15 | 0 | 0.26 | 0 | 0 | 0 | |||||||||
| 4 Mar | 4392.90 | 543.15 | 0 | 0.09 | 0 | 0 | 0 | |||||||||
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| 2 Mar | 4520.40 | 543.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 4450 expiring on 28APR2026
Delta for 4450 CE is 0.65
Historical price for 4450 CE is as follows
On 24 Apr INDIGO was trading at 4523.10. The strike last trading price was 115.8, which was -26.500000000000014 lower than the previous day. The implied volatity was 39.5, the open interest changed by -167 which decreased total open position to 400
On 23 Apr INDIGO was trading at 4556.00. The strike last trading price was 144.5, which was -59.25 lower than the previous day. The implied volatity was 36.12, the open interest changed by 3 which increased total open position to 566
On 22 Apr INDIGO was trading at 4640.90. The strike last trading price was 191.9, which was -70.85 lower than the previous day. The implied volatity was 21.31, the open interest changed by 14 which increased total open position to 565
On 21 Apr INDIGO was trading at 4693.10. The strike last trading price was 262.75, which was 6.100000000000023 higher than the previous day. The implied volatity was 35.86, the open interest changed by 2 which increased total open position to 552
On 20 Apr INDIGO was trading at 4678.20. The strike last trading price was 251.3, which was 4.400000000000006 higher than the previous day. The implied volatity was 37.26, the open interest changed by 1 which increased total open position to 550
On 17 Apr INDIGO was trading at 4638.40. The strike last trading price was 243.85, which was 2.5999999999999943 higher than the previous day. The implied volatity was 38.26, the open interest changed by 5 which increased total open position to 551
On 16 Apr INDIGO was trading at 4608.70. The strike last trading price was 237.9, which was -11.400000000000006 lower than the previous day. The implied volatity was 40.64, the open interest changed by -17 which decreased total open position to 547
On 15 Apr INDIGO was trading at 4638.00. The strike last trading price was 244.75, which was 106.9 higher than the previous day. The implied volatity was 39.56, the open interest changed by -281 which decreased total open position to 582
On 13 Apr INDIGO was trading at 4427.20. The strike last trading price was 142.35, which was -71.20000000000002 lower than the previous day. The implied volatity was 40.03, the open interest changed by 604 which increased total open position to 861
On 10 Apr INDIGO was trading at 4554.20. The strike last trading price was 222, which was 53.349999999999994 higher than the previous day. The implied volatity was 37.58, the open interest changed by -194 which decreased total open position to 262
On 9 Apr INDIGO was trading at 4449.10. The strike last trading price was 172, which was -101.25 lower than the previous day. The implied volatity was 39.81, the open interest changed by 193 which increased total open position to 456
On 8 Apr INDIGO was trading at 4615.50. The strike last trading price was 275, which was 162.45 higher than the previous day. The implied volatity was 38.85, the open interest changed by -65 which decreased total open position to 263
On 7 Apr INDIGO was trading at 4268.80. The strike last trading price was 114, which was -21.25 lower than the previous day. The implied volatity was 43.59, the open interest changed by 53 which increased total open position to 328
On 6 Apr INDIGO was trading at 4312.50. The strike last trading price was 130.5, which was 50 higher than the previous day. The implied volatity was 43.48, the open interest changed by 68 which increased total open position to 275
On 2 Apr INDIGO was trading at 4193.50. The strike last trading price was 74.25, which was -18.35 lower than the previous day. The implied volatity was 37.3, the open interest changed by 81 which increased total open position to 205
On 1 Apr INDIGO was trading at 4180.80. The strike last trading price was 94.1, which was 52.8 higher than the previous day. The implied volatity was 40.43, the open interest changed by 21 which increased total open position to 123
On 30 Mar INDIGO was trading at 3943.50. The strike last trading price was 42.65, which was -43.4 lower than the previous day. The implied volatity was 40.84, the open interest changed by 40 which increased total open position to 101
On 27 Mar INDIGO was trading at 4099.50. The strike last trading price was 88, which was -32.75 lower than the previous day. The implied volatity was 41.18, the open interest changed by 12 which increased total open position to 59
On 25 Mar INDIGO was trading at 4294.70. The strike last trading price was 120.2, which was 29.35 higher than the previous day. The implied volatity was 33.34, the open interest changed by 12 which increased total open position to 48
On 24 Mar INDIGO was trading at 4150.80. The strike last trading price was 89.65, which was 33.65 higher than the previous day. The implied volatity was 35.43, the open interest changed by -9 which decreased total open position to 36
On 23 Mar INDIGO was trading at 3945.30. The strike last trading price was 56, which was -35.65 lower than the previous day. The implied volatity was 40.14, the open interest changed by 2 which increased total open position to 45
On 20 Mar INDIGO was trading at 4149.10. The strike last trading price was 91.9, which was -3.6 lower than the previous day. The implied volatity was 34.81, the open interest changed by 10 which increased total open position to 43
On 19 Mar INDIGO was trading at 4154.30. The strike last trading price was 95.5, which was -59.85 lower than the previous day. The implied volatity was 33.18, the open interest changed by 20 which increased total open position to 32
On 18 Mar INDIGO was trading at 4360.60. The strike last trading price was 155.35, which was 55.35 higher than the previous day. The implied volatity was 29.76, the open interest changed by 10 which increased total open position to 11
On 17 Mar INDIGO was trading at 4287.90. The strike last trading price was 100, which was -443.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Mar INDIGO was trading at 4222.10. The strike last trading price was 100, which was -443.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 13 Mar INDIGO was trading at 4158.20. The strike last trading price was 100, which was -443.15 lower than the previous day. The implied volatity was 32.12, the open interest changed by 1 which increased total open position to 1
On 12 Mar INDIGO was trading at 4251.70. The strike last trading price was 543.15, which was 0 lower than the previous day. The implied volatity was 2.13, the open interest changed by 0 which decreased total open position to 0
On 11 Mar INDIGO was trading at 4350.70. The strike last trading price was 543.15, which was 0 lower than the previous day. The implied volatity was 0.76, the open interest changed by 0 which decreased total open position to 0
On 10 Mar INDIGO was trading at 4380.40. The strike last trading price was 543.15, which was 0 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
On 9 Mar INDIGO was trading at 4236.70. The strike last trading price was 543.15, which was 0 lower than the previous day. The implied volatity was 2.29, the open interest changed by 0 which decreased total open position to 0
On 6 Mar INDIGO was trading at 4404.10. The strike last trading price was 543.15, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
On 5 Mar INDIGO was trading at 4512.80. The strike last trading price was 543.15, which was 0 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0
On 4 Mar INDIGO was trading at 4392.90. The strike last trading price was 543.15, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
On 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 543.15, 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 28-Apr-2026 (4d) 4450 PE | |||||||
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Delta: -0.29
Vega: 0.02
Theta: -4.61
Gamma: 0.00268
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 4523.10 | 23.6 | -7.049999999999997 | 25.95 | 2,285 | -125 | 577 |
| 23 Apr | 4556.00 | 28.9 | 6.049999999999997 | 34.13 | 1,498 | 122 | 696 |
| 22 Apr | 4640.90 | 22.2 | -4.199999999999999 | 38.07 | 1,469 | 101 | 573 |
| 21 Apr | 4693.10 | 26.3 | -15.900000000000002 | 41.05 | 1,107 | -57 | 466 |
| 20 Apr | 4678.20 | 42.6 | -8.049999999999997 | 45.51 | 1,266 | 75 | 522 |
| 17 Apr | 4638.40 | 53.4 | -8.700000000000003 | 39.39 | 855 | 16 | 442 |
| 16 Apr | 4608.70 | 59.6 | -9.249999999999993 | 38.42 | 856 | -22 | 427 |
| 15 Apr | 4638.00 | 73.55 | -86.14999999999999 | 42.25 | 1,612 | -251 | 455 |
| 13 Apr | 4427.20 | 155.7 | 53.599999999999994 | 42.13 | 2,203 | 308 | 700 |
| 10 Apr | 4554.20 | 97.65 | -55.099999999999994 | 38.41 | 1,269 | 40 | 398 |
| 9 Apr | 4449.10 | 154.95 | 55.45 | 41.04 | 1,913 | 156 | 361 |
| 8 Apr | 4615.50 | 95.9 | -195.8 | 41.27 | 1,057 | 15 | 210 |
| 7 Apr | 4268.80 | 289.5 | 35.4 | 48.68 | 111 | 47 | 195 |
| 6 Apr | 4312.50 | 259.3 | -94.5 | 44.83 | 288 | 91 | 148 |
| 2 Apr | 4193.50 | 353.8 | 22.9 | 45.14 | 25 | 18 | 56 |
| 1 Apr | 4180.80 | 332.45 | -142.55 | 41.44 | 152 | 13 | 40 |
| 30 Mar | 3943.50 | 475 | 383 | 27.04 | 31 | 26 | 26 |
| 27 Mar | 4099.50 | 92 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 4294.70 | 92 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 4150.80 | 92 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 3945.30 | 92 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 4149.10 | 92 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 4154.30 | 92 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 4360.60 | 92 | 0 | 0.31 | 0 | 0 | 0 |
| 17 Mar | 4287.90 | 92 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 4222.10 | 92 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 4158.20 | 92 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 4251.70 | 92 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 4350.70 | 92 | 0 | 0.1 | 0 | 0 | 0 |
| 10 Mar | 4380.40 | 92 | 0 | 0.06 | 0 | 0 | 0 |
| 9 Mar | 4236.70 | 92 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 4404.10 | 92 | 0 | 0.42 | 0 | 0 | 0 |
| 5 Mar | 4512.80 | 92 | 0 | 1.72 | 0 | 0 | 0 |
| 4 Mar | 4392.90 | 92 | 0 | 0.05 | 0 | 0 | 0 |
| 2 Mar | 4520.40 | 92 | 0 | 2.31 | 0 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 4450 expiring on 28APR2026
Delta for 4450 PE is -0.29
Historical price for 4450 PE is as follows
On 24 Apr INDIGO was trading at 4523.10. The strike last trading price was 23.6, which was -7.049999999999997 lower than the previous day. The implied volatity was 25.95, the open interest changed by -125 which decreased total open position to 577
On 23 Apr INDIGO was trading at 4556.00. The strike last trading price was 28.9, which was 6.049999999999997 higher than the previous day. The implied volatity was 34.13, the open interest changed by 122 which increased total open position to 696
On 22 Apr INDIGO was trading at 4640.90. The strike last trading price was 22.2, which was -4.199999999999999 lower than the previous day. The implied volatity was 38.07, the open interest changed by 101 which increased total open position to 573
On 21 Apr INDIGO was trading at 4693.10. The strike last trading price was 26.3, which was -15.900000000000002 lower than the previous day. The implied volatity was 41.05, the open interest changed by -57 which decreased total open position to 466
On 20 Apr INDIGO was trading at 4678.20. The strike last trading price was 42.6, which was -8.049999999999997 lower than the previous day. The implied volatity was 45.51, the open interest changed by 75 which increased total open position to 522
On 17 Apr INDIGO was trading at 4638.40. The strike last trading price was 53.4, which was -8.700000000000003 lower than the previous day. The implied volatity was 39.39, the open interest changed by 16 which increased total open position to 442
On 16 Apr INDIGO was trading at 4608.70. The strike last trading price was 59.6, which was -9.249999999999993 lower than the previous day. The implied volatity was 38.42, the open interest changed by -22 which decreased total open position to 427
On 15 Apr INDIGO was trading at 4638.00. The strike last trading price was 73.55, which was -86.14999999999999 lower than the previous day. The implied volatity was 42.25, the open interest changed by -251 which decreased total open position to 455
On 13 Apr INDIGO was trading at 4427.20. The strike last trading price was 155.7, which was 53.599999999999994 higher than the previous day. The implied volatity was 42.13, the open interest changed by 308 which increased total open position to 700
On 10 Apr INDIGO was trading at 4554.20. The strike last trading price was 97.65, which was -55.099999999999994 lower than the previous day. The implied volatity was 38.41, the open interest changed by 40 which increased total open position to 398
On 9 Apr INDIGO was trading at 4449.10. The strike last trading price was 154.95, which was 55.45 higher than the previous day. The implied volatity was 41.04, the open interest changed by 156 which increased total open position to 361
On 8 Apr INDIGO was trading at 4615.50. The strike last trading price was 95.9, which was -195.8 lower than the previous day. The implied volatity was 41.27, the open interest changed by 15 which increased total open position to 210
On 7 Apr INDIGO was trading at 4268.80. The strike last trading price was 289.5, which was 35.4 higher than the previous day. The implied volatity was 48.68, the open interest changed by 47 which increased total open position to 195
On 6 Apr INDIGO was trading at 4312.50. The strike last trading price was 259.3, which was -94.5 lower than the previous day. The implied volatity was 44.83, the open interest changed by 91 which increased total open position to 148
On 2 Apr INDIGO was trading at 4193.50. The strike last trading price was 353.8, which was 22.9 higher than the previous day. The implied volatity was 45.14, the open interest changed by 18 which increased total open position to 56
On 1 Apr INDIGO was trading at 4180.80. The strike last trading price was 332.45, which was -142.55 lower than the previous day. The implied volatity was 41.44, the open interest changed by 13 which increased total open position to 40
On 30 Mar INDIGO was trading at 3943.50. The strike last trading price was 475, which was 383 higher than the previous day. The implied volatity was 27.04, the open interest changed by 26 which increased total open position to 26
On 27 Mar INDIGO was trading at 4099.50. The strike last trading price was 92, 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 25 Mar INDIGO was trading at 4294.70. The strike last trading price was 92, 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 24 Mar INDIGO was trading at 4150.80. The strike last trading price was 92, 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 23 Mar INDIGO was trading at 3945.30. The strike last trading price was 92, 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 20 Mar INDIGO was trading at 4149.10. The strike last trading price was 92, 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 19 Mar INDIGO was trading at 4154.30. The strike last trading price was 92, 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 18 Mar INDIGO was trading at 4360.60. The strike last trading price was 92, which was 0 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0
On 17 Mar INDIGO was trading at 4287.90. The strike last trading price was 92, 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 16 Mar INDIGO was trading at 4222.10. The strike last trading price was 92, 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 13 Mar INDIGO was trading at 4158.20. The strike last trading price was 92, 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 12 Mar INDIGO was trading at 4251.70. The strike last trading price was 92, 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 11 Mar INDIGO was trading at 4350.70. The strike last trading price was 92, which was 0 lower than the previous day. The implied volatity was 0.1, the open interest changed by 0 which decreased total open position to 0
On 10 Mar INDIGO was trading at 4380.40. The strike last trading price was 92, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0
On 9 Mar INDIGO was trading at 4236.70. The strike last trading price was 92, 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 6 Mar INDIGO was trading at 4404.10. The strike last trading price was 92, which was 0 lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0
On 5 Mar INDIGO was trading at 4512.80. The strike last trading price was 92, which was 0 lower than the previous day. The implied volatity was 1.72, the open interest changed by 0 which decreased total open position to 0
On 4 Mar INDIGO was trading at 4392.90. The strike last trading price was 92, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
On 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 92, which was 0 lower than the previous day. The implied volatity was 2.31, the open interest changed by 0 which decreased total open position to 0
