Historical option data for INDIGO
08 Jun 2026 12:43 PM IST
| INDIGO 30-Jun-2026 (22d) 4450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.43
Vega: 0.04
Theta: -2.72
Gamma: 0.0014
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 4377.00 | 86.2 | -57.55 (-40.03%) | 25.9 | 3,078 | 1,311 | 2,023 | |||||||||
| 5 Jun | 4481.30 | 135.95 | -31.2 (-18.67%) | 26.11 | 1,095 | 70 | 715 | |||||||||
| 4 Jun | 4508.80 | 168.65 | -5.8 (-3.32%) | 24.98 | 577 | -19 | 646 | |||||||||
| 3 Jun | 4512.10 | 196 | 40.6 (26.13%) | 27.3 | 1,985 | 108 | 665 | |||||||||
| 2 Jun | 4466.10 | 155.15 | 0 (0.00%) | 26.85 | 1,445 | 185 | 557 | |||||||||
| 1 Jun | 4453.30 | 154.75 | -21.8 (-12.35%) | 28.07 | 959 | 9 | 354 | |||||||||
| 29 May | 4405.00 | 181 | -78.6 (-30.28%) | 35.26 | 1,265 | 173 | 346 | |||||||||
| 27 May | 4570.00 | 257.65 | 47.5 (22.60%) | 33.16 | 497 | 31 | 174 | |||||||||
| 26 May | 4480.80 | 210 | -6.5 (-3.00%) | 33.01 | 508 | -23 | 143 | |||||||||
| 25 May | 4501.90 | 211.7 | 12.9 (6.49%) | 31.4 | 255 | 10 | 167 | |||||||||
| 22 May | 4438.60 | 202.55 | 11.3 (5.91%) | 34.23 | 274 | 136 | 156 | |||||||||
| 21 May | 4403.00 | 188.75 | 57.35 (43.65%) | 34.56 | 33 | 17 | 18 | |||||||||
| 20 May | 4264.60 | 131.4 | -179.35 (-57.72%) | 33.71 | 2 | 1 | 1 | |||||||||
| 19 May | 4230.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 4275.70 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 4314.90 | 0 | -310.75 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 4280.50 | 0 | -310.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 4255.80 | 0 | -310.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 4201.70 | 0 | -310.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 4299.40 | 0 | -310.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 4522.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 4506.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 4520.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 4238.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 4262.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 4295.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 4345.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 4450 expiring on 30JUN2026
Delta for 4450 CE is 0.43
Historical price for 4450 CE is as follows
On 8 Jun INDIGO was trading at 4377.00. The strike last trading price was 86.2, which was -57.55 lower than the previous day. The implied volatity was 25.9, the open interest changed by 1311 which increased total open position to 2023
On 5 Jun INDIGO was trading at 4481.30. The strike last trading price was 135.95, which was -31.2 lower than the previous day. The implied volatity was 26.11, the open interest changed by 70 which increased total open position to 715
On 4 Jun INDIGO was trading at 4508.80. The strike last trading price was 168.65, which was -5.8 lower than the previous day. The implied volatity was 24.98, the open interest changed by -19 which decreased total open position to 646
On 3 Jun INDIGO was trading at 4512.10. The strike last trading price was 196, which was 40.6 higher than the previous day. The implied volatity was 27.3, the open interest changed by 108 which increased total open position to 665
On 2 Jun INDIGO was trading at 4466.10. The strike last trading price was 155.15, which was 0 lower than the previous day. The implied volatity was 26.85, the open interest changed by 185 which increased total open position to 557
On 1 Jun INDIGO was trading at 4453.30. The strike last trading price was 154.75, which was -21.8 lower than the previous day. The implied volatity was 28.07, the open interest changed by 9 which increased total open position to 354
On 29 May INDIGO was trading at 4405.00. The strike last trading price was 181, which was -78.6 lower than the previous day. The implied volatity was 35.26, the open interest changed by 173 which increased total open position to 346
On 27 May INDIGO was trading at 4570.00. The strike last trading price was 257.65, which was 47.5 higher than the previous day. The implied volatity was 33.16, the open interest changed by 31 which increased total open position to 174
On 26 May INDIGO was trading at 4480.80. The strike last trading price was 210, which was -6.5 lower than the previous day. The implied volatity was 33.01, the open interest changed by -23 which decreased total open position to 143
On 25 May INDIGO was trading at 4501.90. The strike last trading price was 211.7, which was 12.9 higher than the previous day. The implied volatity was 31.4, the open interest changed by 10 which increased total open position to 167
On 22 May INDIGO was trading at 4438.60. The strike last trading price was 202.55, which was 11.3 higher than the previous day. The implied volatity was 34.23, the open interest changed by 136 which increased total open position to 156
On 21 May INDIGO was trading at 4403.00. The strike last trading price was 188.75, which was 57.35 higher than the previous day. The implied volatity was 34.56, the open interest changed by 17 which increased total open position to 18
On 20 May INDIGO was trading at 4264.60. The strike last trading price was 131.4, which was -179.35 lower than the previous day. The implied volatity was 33.71, the open interest changed by 1 which increased total open position to 1
On 19 May INDIGO was trading at 4230.30. 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 18 May INDIGO was trading at 4275.70. 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 May INDIGO was trading at 4314.90. The strike last trading price was 0, which was -310.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May INDIGO was trading at 4280.50. The strike last trading price was 0, which was -310.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May INDIGO was trading at 4255.80. The strike last trading price was 0, which was -310.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May INDIGO was trading at 4201.70. The strike last trading price was 0, which was -310.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May INDIGO was trading at 4299.40. The strike last trading price was 0, which was -310.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May INDIGO was trading at 4522.70. 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 7 May INDIGO was trading at 4506.90. 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 6 May INDIGO was trading at 4520.20. 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 5 May INDIGO was trading at 4238.40. 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 4 May INDIGO was trading at 4262.40. 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 30 Apr INDIGO was trading at 4295.30. 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 29 Apr INDIGO was trading at 4345.20. 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
| INDIGO 30-Jun-2026 (22d) 4450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 0.04
Theta: -2.01
Gamma: 0.00142
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 4377.00 | 142.3 | 48.6 (51.87%) | 25.43 | 1,360 | 225 | 979 |
| 5 Jun | 4481.30 | 97.65 | 10.55 (12.11%) | 24.96 | 1,906 | 22 | 751 |
| 4 Jun | 4508.80 | 85 | -10.25 (-10.76%) | 25.84 | 1,356 | -74 | 732 |
| 3 Jun | 4512.10 | 82.45 | -18.1 (-18.00%) | 27.2 | 2,024 | 23 | 805 |
| 2 Jun | 4466.10 | 99.25 | -19.5 (-16.42%) | 24.1 | 1,899 | -94 | 781 |
| 1 Jun | 4453.30 | 115.1 | -60.15 (-34.32%) | 25.74 | 3,422 | 361 | 875 |
| 29 May | 4405.00 | 160.8 | 40.9 (34.11%) | 30.28 | 2,031 | 157 | 515 |
| 27 May | 4570.00 | 123 | -26.25 (-17.59%) | 33.22 | 939 | 74 | 359 |
| 26 May | 4480.80 | 147.25 | 5.15 (3.62%) | 31.2 | 755 | 121 | 287 |
| 25 May | 4501.90 | 147.25 | -38.25 (-20.62%) | 31.89 | 291 | 47 | 167 |
| 22 May | 4438.60 | 180.45 | -33.7 (-15.74%) | 31.84 | 338 | 68 | 121 |
| 21 May | 4403.00 | 214.15 | -60.7 (-22.08%) | 34.69 | 85 | 36 | 51 |
| 20 May | 4264.60 | 274.85 | 0 (0.00%) | - | 0 | 0 | 15 |
| 19 May | 4230.30 | 274.85 | 0 (0.00%) | 32.57 | 0 | 0 | 15 |
| 18 May | 4275.70 | 274.85 | 4.85 (1.80%) | 32.57 | 14 | 1 | 2 |
| 15 May | 4314.90 | 270 | 0 (0.00%) | - | 0 | 0 | 1 |
| 14 May | 4280.50 | 270 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 13 May | 4255.80 | 270 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 12 May | 4201.70 | 270 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 11 May | 4299.40 | 270 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 8 May | 4522.70 | 270 | 0 (0.00%) | - | 0 | 0 | 1 |
| 7 May | 4506.90 | 270 | 0 (0.00%) | - | 0 | 0 | 1 |
| 6 May | 4520.20 | 270 | 0 (0.00%) | - | 0 | 0 | 1 |
| 5 May | 4238.40 | 270 | 0 (0.00%) | 24.85 | 0 | 0 | 1 |
| 4 May | 4262.40 | 270 | -4.05 (-1.48%) | 24.85 | 1 | 0 | 0 |
| 30 Apr | 4295.30 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 4345.20 | 0 | 0 | - | 0 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 4450 expiring on 30JUN2026
Delta for 4450 PE is -0.57
Historical price for 4450 PE is as follows
On 8 Jun INDIGO was trading at 4377.00. The strike last trading price was 142.3, which was 48.6 higher than the previous day. The implied volatity was 25.43, the open interest changed by 225 which increased total open position to 979
On 5 Jun INDIGO was trading at 4481.30. The strike last trading price was 97.65, which was 10.55 higher than the previous day. The implied volatity was 24.96, the open interest changed by 22 which increased total open position to 751
On 4 Jun INDIGO was trading at 4508.80. The strike last trading price was 85, which was -10.25 lower than the previous day. The implied volatity was 25.84, the open interest changed by -74 which decreased total open position to 732
On 3 Jun INDIGO was trading at 4512.10. The strike last trading price was 82.45, which was -18.1 lower than the previous day. The implied volatity was 27.2, the open interest changed by 23 which increased total open position to 805
On 2 Jun INDIGO was trading at 4466.10. The strike last trading price was 99.25, which was -19.5 lower than the previous day. The implied volatity was 24.1, the open interest changed by -94 which decreased total open position to 781
On 1 Jun INDIGO was trading at 4453.30. The strike last trading price was 115.1, which was -60.15 lower than the previous day. The implied volatity was 25.74, the open interest changed by 361 which increased total open position to 875
On 29 May INDIGO was trading at 4405.00. The strike last trading price was 160.8, which was 40.9 higher than the previous day. The implied volatity was 30.28, the open interest changed by 157 which increased total open position to 515
On 27 May INDIGO was trading at 4570.00. The strike last trading price was 123, which was -26.25 lower than the previous day. The implied volatity was 33.22, the open interest changed by 74 which increased total open position to 359
On 26 May INDIGO was trading at 4480.80. The strike last trading price was 147.25, which was 5.15 higher than the previous day. The implied volatity was 31.2, the open interest changed by 121 which increased total open position to 287
On 25 May INDIGO was trading at 4501.90. The strike last trading price was 147.25, which was -38.25 lower than the previous day. The implied volatity was 31.89, the open interest changed by 47 which increased total open position to 167
On 22 May INDIGO was trading at 4438.60. The strike last trading price was 180.45, which was -33.7 lower than the previous day. The implied volatity was 31.84, the open interest changed by 68 which increased total open position to 121
On 21 May INDIGO was trading at 4403.00. The strike last trading price was 214.15, which was -60.7 lower than the previous day. The implied volatity was 34.69, the open interest changed by 36 which increased total open position to 51
On 20 May INDIGO was trading at 4264.60. The strike last trading price was 274.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 19 May INDIGO was trading at 4230.30. The strike last trading price was 274.85, which was 0 lower than the previous day. The implied volatity was 32.57, the open interest changed by 0 which decreased total open position to 15
On 18 May INDIGO was trading at 4275.70. The strike last trading price was 274.85, which was 4.85 higher than the previous day. The implied volatity was 32.57, the open interest changed by 1 which increased total open position to 2
On 15 May INDIGO was trading at 4314.90. The strike last trading price was 270, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 May INDIGO was trading at 4280.50. The strike last trading price was 270, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May INDIGO was trading at 4255.80. The strike last trading price was 270, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May INDIGO was trading at 4201.70. The strike last trading price was 270, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May INDIGO was trading at 4299.40. The strike last trading price was 270, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May INDIGO was trading at 4522.70. The strike last trading price was 270, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 May INDIGO was trading at 4506.90. The strike last trading price was 270, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 May INDIGO was trading at 4520.20. The strike last trading price was 270, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 May INDIGO was trading at 4238.40. The strike last trading price was 270, which was 0 lower than the previous day. The implied volatity was 24.85, the open interest changed by 0 which decreased total open position to 1
On 4 May INDIGO was trading at 4262.40. The strike last trading price was 270, which was -4.05 lower than the previous day. The implied volatity was 24.85, the open interest changed by 0 which decreased total open position to 0
On 30 Apr INDIGO was trading at 4295.30. 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 29 Apr INDIGO was trading at 4345.20. 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
