INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
03 Dec 2024 04:11 PM IST
| INDIGO 26DEC2024 4450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 4.41
Theta: -2.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.49
Historical price for 4450 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.50
Vega: 4.42
Theta: -1.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.50
Historical price for 4450 PE is as follows
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
