INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
07 May 2026 11:56 AM IST
| INDIGO 26-May-2026 (19d) 4450 CE | ||||||||||||||||
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Delta: 0.55
Vega: 0.04
Theta: -3.83
Gamma: 0.00113
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 4465.00 | 153.25 | -48.75 (-24.13%) | 34 | 721 | 3 | 1,731 | |||||||||
| 6 May | 4520.20 | 211.25 | 131.65 (165.39%) | 38.34 | 2,776 | -67 | 1,728 | |||||||||
| 5 May | 4238.40 | 84.75 | -9.5 (-10.08%) | 38.44 | 772 | 7 | 1,795 | |||||||||
| 4 May | 4262.40 | 89.25 | -49.30000000000001 (-35.58%) | 39.55 | 2,380 | 1,157 | 1,789 | |||||||||
| 30 Apr | 4295.30 | 143 | -6.800000000000011 (-4.54%) | 43.18 | 816 | 11 | 643 | |||||||||
| 29 Apr | 4345.20 | 150.25 | -48.19999999999999 (-24.29%) | 40.26 | 1,676 | 449 | 630 | |||||||||
| 28 Apr | 4442.40 | 203 | -47.650000000000006 (-19.01%) | 37.54 | 902 | 181 | 182 | |||||||||
| 27 Apr | 4561.20 | 250.65 | 168.7 (205.86%) | 34.45 | 1 | 0 | 0 | |||||||||
| 24 Apr | 4523.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 4556.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 4640.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 4693.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 4678.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 4638.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 4608.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 4638.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 4427.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 4554.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 4449.10 | 81.95 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 4615.50 | 81.95 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 4268.80 | 81.95 | 0 (0.00%) | 2.04 | 0 | 0 | 0 | |||||||||
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| 6 Apr | 4312.50 | 81.95 | 0 (0.00%) | 1.49 | 0 | 0 | 0 | |||||||||
| 2 Apr | 4193.50 | 81.95 | 0 (0.00%) | 3.41 | 0 | 0 | 0 | |||||||||
| 1 Apr | 4180.80 | 81.95 | 0 (0.00%) | 3.25 | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 4450 expiring on 26MAY2026
Delta for 4450 CE is 0.55
Historical price for 4450 CE is as follows
On 7 May INDIGO was trading at 4465.00. The strike last trading price was 153.25, which was -48.75 lower than the previous day. The implied volatity was 34, the open interest changed by 3 which increased total open position to 1731
On 6 May INDIGO was trading at 4520.20. The strike last trading price was 211.25, which was 131.65 higher than the previous day. The implied volatity was 38.34, the open interest changed by -67 which decreased total open position to 1728
On 5 May INDIGO was trading at 4238.40. The strike last trading price was 84.75, which was -9.5 lower than the previous day. The implied volatity was 38.44, the open interest changed by 7 which increased total open position to 1795
On 4 May INDIGO was trading at 4262.40. The strike last trading price was 89.25, which was -49.30000000000001 lower than the previous day. The implied volatity was 39.55, the open interest changed by 1157 which increased total open position to 1789
On 30 Apr INDIGO was trading at 4295.30. The strike last trading price was 143, which was -6.800000000000011 lower than the previous day. The implied volatity was 43.18, the open interest changed by 11 which increased total open position to 643
On 29 Apr INDIGO was trading at 4345.20. The strike last trading price was 150.25, which was -48.19999999999999 lower than the previous day. The implied volatity was 40.26, the open interest changed by 449 which increased total open position to 630
On 28 Apr INDIGO was trading at 4442.40. The strike last trading price was 203, which was -47.650000000000006 lower than the previous day. The implied volatity was 37.54, the open interest changed by 181 which increased total open position to 182
On 27 Apr INDIGO was trading at 4561.20. The strike last trading price was 250.65, which was 168.7 higher than the previous day. The implied volatity was 34.45, the open interest changed by 0 which decreased total open position to 0
On 24 Apr INDIGO was trading at 4523.10. The strike last trading price was 0, 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 Apr INDIGO was trading at 4556.00. The strike last trading price was 0, 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 22 Apr INDIGO was trading at 4640.90. The strike last trading price was 0, 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 21 Apr INDIGO was trading at 4693.10. The strike last trading price was 0, 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 Apr INDIGO was trading at 4678.20. The strike last trading price was 0, 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 17 Apr INDIGO was trading at 4638.40. The strike last trading price was 0, 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 Apr INDIGO was trading at 4608.70. The strike last trading price was 0, 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 15 Apr INDIGO was trading at 4638.00. The strike last trading price was 0, 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 Apr INDIGO was trading at 4427.20. The strike last trading price was 0, 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 10 Apr INDIGO was trading at 4554.20. The strike last trading price was 0, 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 9 Apr INDIGO was trading at 4449.10. The strike last trading price was 81.95, 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 Apr INDIGO was trading at 4615.50. The strike last trading price was 81.95, 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 7 Apr INDIGO was trading at 4268.80. The strike last trading price was 81.95, which was 0 lower than the previous day. The implied volatity was 2.04, the open interest changed by 0 which decreased total open position to 0
On 6 Apr INDIGO was trading at 4312.50. The strike last trading price was 81.95, which was 0 lower than the previous day. The implied volatity was 1.49, the open interest changed by 0 which decreased total open position to 0
On 2 Apr INDIGO was trading at 4193.50. The strike last trading price was 81.95, which was 0 lower than the previous day. The implied volatity was 3.41, the open interest changed by 0 which decreased total open position to 0
On 1 Apr INDIGO was trading at 4180.80. The strike last trading price was 81.95, which was 0 lower than the previous day. The implied volatity was 3.25, the open interest changed by 0 which decreased total open position to 0
| INDIGO 26-May-2026 (19d) 4450 PE | |||||||
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Delta: -0.45
Vega: 0.04
Theta: -3.14
Gamma: 0.00114
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 4465.00 | 125.35 | 17.799999999999997 (16.55%) | 33.74 | 904 | -21 | 648 |
| 6 May | 4520.20 | 107.3 | -151.5 (-58.54%) | 35.16 | 1,459 | 161 | 661 |
| 5 May | 4238.40 | 258.55 | 6.300000000000011 (2.50%) | 34.08 | 93 | -6 | 500 |
| 4 May | 4262.40 | 267.35 | 1.900000000000034 (0.72%) | 36.46 | 305 | -28 | 506 |
| 30 Apr | 4295.30 | 267.05 | 37.85000000000002 (16.51%) | 40.95 | 195 | -41 | 493 |
| 29 Apr | 4345.20 | 231.85 | 56.150000000000006 (31.96%) | 38.09 | 1,461 | 218 | 533 |
| 28 Apr | 4442.40 | 170.55 | 36.60000000000002 (27.32%) | 37.85 | 1,144 | 246 | 312 |
| 27 Apr | 4561.20 | 134 | -31.650000000000006 (-19.11%) | 38.14 | 90 | 25 | 66 |
| 24 Apr | 4523.10 | 165.65 | 9.950000000000017 (6.39%) | 39.25 | 59 | 13 | 41 |
| 23 Apr | 4556.00 | 157.35 | 53.099999999999994 (50.94%) | 39.95 | 21 | 13 | 28 |
| 22 Apr | 4640.90 | 104.25 | -434.95000000000005 (-80.67%) | 35.6 | 15 | 10 | 10 |
| 21 Apr | 4693.10 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 4678.20 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 4638.40 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 4608.70 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 4638.00 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 4427.20 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 4554.20 | 0 | 0 (0.00%) | 1.5 | 0 | 0 | 0 |
| 9 Apr | 4449.10 | 539.2 | 0 (0.00%) | 0.94 | 0 | 0 | 0 |
| 8 Apr | 4615.50 | 539.2 | 0 (0.00%) | 3.58 | 0 | 0 | 0 |
| 7 Apr | 4268.80 | 539.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 4312.50 | 539.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 4193.50 | 539.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 4180.80 | 539.2 | 0 (0.00%) | - | 0 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 4450 expiring on 26MAY2026
Delta for 4450 PE is -0.45
Historical price for 4450 PE is as follows
On 7 May INDIGO was trading at 4465.00. The strike last trading price was 125.35, which was 17.799999999999997 higher than the previous day. The implied volatity was 33.74, the open interest changed by -21 which decreased total open position to 648
On 6 May INDIGO was trading at 4520.20. The strike last trading price was 107.3, which was -151.5 lower than the previous day. The implied volatity was 35.16, the open interest changed by 161 which increased total open position to 661
On 5 May INDIGO was trading at 4238.40. The strike last trading price was 258.55, which was 6.300000000000011 higher than the previous day. The implied volatity was 34.08, the open interest changed by -6 which decreased total open position to 500
On 4 May INDIGO was trading at 4262.40. The strike last trading price was 267.35, which was 1.900000000000034 higher than the previous day. The implied volatity was 36.46, the open interest changed by -28 which decreased total open position to 506
On 30 Apr INDIGO was trading at 4295.30. The strike last trading price was 267.05, which was 37.85000000000002 higher than the previous day. The implied volatity was 40.95, the open interest changed by -41 which decreased total open position to 493
On 29 Apr INDIGO was trading at 4345.20. The strike last trading price was 231.85, which was 56.150000000000006 higher than the previous day. The implied volatity was 38.09, the open interest changed by 218 which increased total open position to 533
On 28 Apr INDIGO was trading at 4442.40. The strike last trading price was 170.55, which was 36.60000000000002 higher than the previous day. The implied volatity was 37.85, the open interest changed by 246 which increased total open position to 312
On 27 Apr INDIGO was trading at 4561.20. The strike last trading price was 134, which was -31.650000000000006 lower than the previous day. The implied volatity was 38.14, the open interest changed by 25 which increased total open position to 66
On 24 Apr INDIGO was trading at 4523.10. The strike last trading price was 165.65, which was 9.950000000000017 higher than the previous day. The implied volatity was 39.25, the open interest changed by 13 which increased total open position to 41
On 23 Apr INDIGO was trading at 4556.00. The strike last trading price was 157.35, which was 53.099999999999994 higher than the previous day. The implied volatity was 39.95, the open interest changed by 13 which increased total open position to 28
On 22 Apr INDIGO was trading at 4640.90. The strike last trading price was 104.25, which was -434.95000000000005 lower than the previous day. The implied volatity was 35.6, the open interest changed by 10 which increased total open position to 10
On 21 Apr INDIGO was trading at 4693.10. The strike last trading price was 0, 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 Apr INDIGO was trading at 4678.20. The strike last trading price was 0, 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 17 Apr INDIGO was trading at 4638.40. The strike last trading price was 0, 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 Apr INDIGO was trading at 4608.70. The strike last trading price was 0, 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 15 Apr INDIGO was trading at 4638.00. The strike last trading price was 0, 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 Apr INDIGO was trading at 4427.20. The strike last trading price was 0, 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 10 Apr INDIGO was trading at 4554.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.5, the open interest changed by 0 which decreased total open position to 0
On 9 Apr INDIGO was trading at 4449.10. The strike last trading price was 539.2, which was 0 lower than the previous day. The implied volatity was 0.94, the open interest changed by 0 which decreased total open position to 0
On 8 Apr INDIGO was trading at 4615.50. The strike last trading price was 539.2, which was 0 lower than the previous day. The implied volatity was 3.58, the open interest changed by 0 which decreased total open position to 0
On 7 Apr INDIGO was trading at 4268.80. The strike last trading price was 539.2, 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 Apr INDIGO was trading at 4312.50. The strike last trading price was 539.2, 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 2 Apr INDIGO was trading at 4193.50. The strike last trading price was 539.2, 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 1 Apr INDIGO was trading at 4180.80. The strike last trading price was 539.2, 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
