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[--[65.84.65.76]--]
INDIGO
Interglobe Aviation Ltd

4395.6 -38.45 (-0.87%)

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Historical option data for INDIGO

20 Dec 2024 04:11 PM IST
INDIGO 26DEC2024 4500 CE
Delta: 0.25
Vega: 1.78
Theta: -4.09
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 4395.60 20.85 -13.65 25.64 7,694 -54 3,022
19 Dec 4434.05 34.5 3.60 24.52 3,451 -451 3,074
18 Dec 4390.35 30.9 -1.40 25.56 2,761 -216 3,524
17 Dec 4386.80 32.3 -7.75 27.28 3,203 -53 3,741
16 Dec 4406.75 40.05 -11.95 25.61 2,485 520 3,797
13 Dec 4432.90 52 -17.20 22.64 2,971 53 3,278
12 Dec 4464.35 69.2 -7.70 23.14 4,075 -51 3,223
11 Dec 4465.55 76.9 -7.05 21.96 1,878 38 3,272
10 Dec 4477.00 83.95 -11.85 23.36 3,176 -42 3,239
9 Dec 4489.45 95.8 -17.20 23.67 10,833 1,997 3,280
6 Dec 4469.20 113 58.20 23.25 6,548 -517 1,327
5 Dec 4368.55 54.8 -5.50 23.40 1,518 75 1,839
4 Dec 4370.85 60.3 -8.70 23.24 2,913 337 1,765
3 Dec 4405.50 69 -12.00 21.79 3,460 62 1,432
2 Dec 4409.25 81 5.00 24.37 2,389 -57 1,388
29 Nov 4378.90 76 7.00 23.80 2,976 93 1,455
28 Nov 4352.65 69 24.85 23.81 6,032 450 1,358
27 Nov 4267.90 44.15 5.35 24.05 736 223 902
26 Nov 4229.60 38.8 -6.30 24.74 616 135 677
25 Nov 4244.50 45.1 19.30 25.09 899 545 545
22 Nov 4142.65 25.8 -566.05 23.78 130 83 83
21 Nov 4069.80 591.85 0.00 7.51 0 0 0
20 Nov 4045.90 591.85 0.00 6.64 0 0 0
19 Nov 4045.90 591.85 0.00 6.64 0 0 0
18 Nov 3976.30 591.85 0.00 8.59 0 0 0
7 Nov 3995.75 591.85 0.00 7.15 0 0 0
6 Nov 4061.95 591.85 0.00 6.65 0 0 0
4 Nov 3963.10 591.85 0.00 7.64 0 0 0
28 Oct 4015.45 591.85 591.85 - 0 0 0
25 Oct 4366.10 0 0.00 - 0 0 0
23 Oct 4520.00 0 0.00 - 0 0 0
22 Oct 4524.40 0 0.00 - 0 0 0
21 Oct 4591.00 0 0.00 - 0 0 0
14 Oct 4678.95 0 0.00 - 0 0 0
11 Oct 4693.45 0 0.00 - 0 0 0
8 Oct 4602.95 0 0.00 - 0 0 0
4 Oct 4609.35 0 0.00 - 0 0 0
3 Oct 4716.85 0 0.00 - 0 0 0
1 Oct 4905.25 0 0.00 - 0 0 0
30 Sept 4787.45 0 - 0 0 0


For Interglobe Aviation Ltd - strike price 4500 expiring on 26DEC2024

Delta for 4500 CE is 0.25

Historical price for 4500 CE is as follows

On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 20.85, which was -13.65 lower than the previous day. The implied volatity was 25.64, the open interest changed by -54 which decreased total open position to 3022


On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 34.5, which was 3.60 higher than the previous day. The implied volatity was 24.52, the open interest changed by -451 which decreased total open position to 3074


On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 30.9, which was -1.40 lower than the previous day. The implied volatity was 25.56, the open interest changed by -216 which decreased total open position to 3524


On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 32.3, which was -7.75 lower than the previous day. The implied volatity was 27.28, the open interest changed by -53 which decreased total open position to 3741


On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 40.05, which was -11.95 lower than the previous day. The implied volatity was 25.61, the open interest changed by 520 which increased total open position to 3797


On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 52, which was -17.20 lower than the previous day. The implied volatity was 22.64, the open interest changed by 53 which increased total open position to 3278


On 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 69.2, which was -7.70 lower than the previous day. The implied volatity was 23.14, the open interest changed by -51 which decreased total open position to 3223


On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 76.9, which was -7.05 lower than the previous day. The implied volatity was 21.96, the open interest changed by 38 which increased total open position to 3272


On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 83.95, which was -11.85 lower than the previous day. The implied volatity was 23.36, the open interest changed by -42 which decreased total open position to 3239


On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 95.8, which was -17.20 lower than the previous day. The implied volatity was 23.67, the open interest changed by 1997 which increased total open position to 3280


On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 113, which was 58.20 higher than the previous day. The implied volatity was 23.25, the open interest changed by -517 which decreased total open position to 1327


On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 54.8, which was -5.50 lower than the previous day. The implied volatity was 23.40, the open interest changed by 75 which increased total open position to 1839


On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 60.3, which was -8.70 lower than the previous day. The implied volatity was 23.24, the open interest changed by 337 which increased total open position to 1765


On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 69, which was -12.00 lower than the previous day. The implied volatity was 21.79, the open interest changed by 62 which increased total open position to 1432


On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 81, which was 5.00 higher than the previous day. The implied volatity was 24.37, the open interest changed by -57 which decreased total open position to 1388


On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 76, which was 7.00 higher than the previous day. The implied volatity was 23.80, the open interest changed by 93 which increased total open position to 1455


On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 69, which was 24.85 higher than the previous day. The implied volatity was 23.81, the open interest changed by 450 which increased total open position to 1358


On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 44.15, which was 5.35 higher than the previous day. The implied volatity was 24.05, the open interest changed by 223 which increased total open position to 902


On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 38.8, which was -6.30 lower than the previous day. The implied volatity was 24.74, the open interest changed by 135 which increased total open position to 677


On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 45.1, which was 19.30 higher than the previous day. The implied volatity was 25.09, the open interest changed by 545 which increased total open position to 545


On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 25.8, which was -566.05 lower than the previous day. The implied volatity was 23.78, the open interest changed by 83 which increased total open position to 83


On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 591.85, which was 0.00 lower than the previous day. The implied volatity was 7.51, 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 591.85, which was 0.00 lower than the previous day. The implied volatity was 6.64, 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 591.85, which was 0.00 lower than the previous day. The implied volatity was 6.64, 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 591.85, which was 0.00 lower than the previous day. The implied volatity was 8.59, 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 591.85, which was 0.00 lower than the previous day. The implied volatity was 7.15, 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 591.85, which was 0.00 lower than the previous day. The implied volatity was 6.65, 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 591.85, which was 0.00 lower than the previous day. The implied volatity was 7.64, the open interest changed by 0 which decreased total open position to 0


On 28 Oct INDIGO was trading at 4015.45. The strike last trading price was 591.85, which was 591.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct INDIGO was trading at 4366.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct INDIGO was trading at 4520.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct INDIGO was trading at 4524.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct INDIGO was trading at 4591.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct INDIGO was trading at 4678.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct INDIGO was trading at 4693.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct INDIGO was trading at 4602.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct INDIGO was trading at 4609.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct INDIGO was trading at 4716.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct INDIGO was trading at 4905.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept INDIGO was trading at 4787.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


INDIGO 26DEC2024 4500 PE
Delta: -0.74
Vega: 1.84
Theta: -3.28
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 4395.60 126.1 29.60 27.46 1,273 -194 738
19 Dec 4434.05 96.5 -33.95 24.64 403 -129 932
18 Dec 4390.35 130.45 -8.80 28.87 276 -66 1,063
17 Dec 4386.80 139.25 24.20 24.68 316 -32 1,131
16 Dec 4406.75 115.05 18.65 21.60 372 16 1,162
13 Dec 4432.90 96.4 4.55 19.64 623 -129 1,147
12 Dec 4464.35 91.85 2.70 22.63 836 -48 1,274
11 Dec 4465.55 89.15 -5.30 23.87 766 101 1,326
10 Dec 4477.00 94.45 -6.55 24.33 839 150 1,221
9 Dec 4489.45 101 14.30 27.29 1,906 317 1,085
6 Dec 4469.20 86.7 -80.40 24.04 983 83 799
5 Dec 4368.55 167.1 7.70 24.97 58 1 716
4 Dec 4370.85 159.4 5.80 24.28 474 21 715
3 Dec 4405.50 153.6 -2.35 27.00 500 68 695
2 Dec 4409.25 155.95 -16.05 26.54 406 44 627
29 Nov 4378.90 172 -25.20 25.79 228 11 583
28 Nov 4352.65 197.2 -49.80 27.66 634 310 573
27 Nov 4267.90 247 -41.00 24.93 43 29 263
26 Nov 4229.60 288 19.75 27.66 23 9 233
25 Nov 4244.50 268.25 -92.75 24.89 106 218 223
22 Nov 4142.65 361 -38.00 30.02 117 112 117
21 Nov 4069.80 399 0.00 0.00 0 5 0
20 Nov 4045.90 399 0.00 - 5 5 4
19 Nov 4045.90 399 255.85 - 5 4 4
18 Nov 3976.30 143.15 0.00 - 0 0 0
7 Nov 3995.75 143.15 0.00 - 0 0 0
6 Nov 4061.95 143.15 0.00 - 0 0 0
4 Nov 3963.10 143.15 0.00 - 0 0 0
28 Oct 4015.45 143.15 0.00 - 0 0 0
25 Oct 4366.10 143.15 0.00 - 0 0 0
23 Oct 4520.00 143.15 0.00 - 0 0 0
22 Oct 4524.40 143.15 0.00 - 0 0 0
21 Oct 4591.00 143.15 0.00 - 0 0 0
14 Oct 4678.95 143.15 0.00 - 0 0 0
11 Oct 4693.45 143.15 0.00 - 0 0 0
8 Oct 4602.95 143.15 0.00 - 0 0 0
4 Oct 4609.35 143.15 0.00 - 0 0 0
3 Oct 4716.85 143.15 143.15 - 0 0 0
1 Oct 4905.25 0 0.00 - 0 0 0
30 Sept 4787.45 0 - 0 0 0


For Interglobe Aviation Ltd - strike price 4500 expiring on 26DEC2024

Delta for 4500 PE is -0.74

Historical price for 4500 PE is as follows

On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 126.1, which was 29.60 higher than the previous day. The implied volatity was 27.46, the open interest changed by -194 which decreased total open position to 738


On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 96.5, which was -33.95 lower than the previous day. The implied volatity was 24.64, the open interest changed by -129 which decreased total open position to 932


On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 130.45, which was -8.80 lower than the previous day. The implied volatity was 28.87, the open interest changed by -66 which decreased total open position to 1063


On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 139.25, which was 24.20 higher than the previous day. The implied volatity was 24.68, the open interest changed by -32 which decreased total open position to 1131


On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 115.05, which was 18.65 higher than the previous day. The implied volatity was 21.60, the open interest changed by 16 which increased total open position to 1162


On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 96.4, which was 4.55 higher than the previous day. The implied volatity was 19.64, the open interest changed by -129 which decreased total open position to 1147


On 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 91.85, which was 2.70 higher than the previous day. The implied volatity was 22.63, the open interest changed by -48 which decreased total open position to 1274


On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 89.15, which was -5.30 lower than the previous day. The implied volatity was 23.87, the open interest changed by 101 which increased total open position to 1326


On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 94.45, which was -6.55 lower than the previous day. The implied volatity was 24.33, the open interest changed by 150 which increased total open position to 1221


On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 101, which was 14.30 higher than the previous day. The implied volatity was 27.29, the open interest changed by 317 which increased total open position to 1085


On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 86.7, which was -80.40 lower than the previous day. The implied volatity was 24.04, the open interest changed by 83 which increased total open position to 799


On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 167.1, which was 7.70 higher than the previous day. The implied volatity was 24.97, the open interest changed by 1 which increased total open position to 716


On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 159.4, which was 5.80 higher than the previous day. The implied volatity was 24.28, the open interest changed by 21 which increased total open position to 715


On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 153.6, which was -2.35 lower than the previous day. The implied volatity was 27.00, the open interest changed by 68 which increased total open position to 695


On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 155.95, which was -16.05 lower than the previous day. The implied volatity was 26.54, the open interest changed by 44 which increased total open position to 627


On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 172, which was -25.20 lower than the previous day. The implied volatity was 25.79, the open interest changed by 11 which increased total open position to 583


On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 197.2, which was -49.80 lower than the previous day. The implied volatity was 27.66, the open interest changed by 310 which increased total open position to 573


On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 247, which was -41.00 lower than the previous day. The implied volatity was 24.93, the open interest changed by 29 which increased total open position to 263


On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 288, which was 19.75 higher than the previous day. The implied volatity was 27.66, the open interest changed by 9 which increased total open position to 233


On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 268.25, which was -92.75 lower than the previous day. The implied volatity was 24.89, the open interest changed by 218 which increased total open position to 223


On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 361, which was -38.00 lower than the previous day. The implied volatity was 30.02, the open interest changed by 112 which increased total open position to 117


On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 399, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 399, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 4


On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 399, which was 255.85 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4


On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 143.15, 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 143.15, 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 143.15, 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 143.15, 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 28 Oct INDIGO was trading at 4015.45. The strike last trading price was 143.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct INDIGO was trading at 4366.10. The strike last trading price was 143.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct INDIGO was trading at 4520.00. The strike last trading price was 143.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct INDIGO was trading at 4524.40. The strike last trading price was 143.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct INDIGO was trading at 4591.00. The strike last trading price was 143.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct INDIGO was trading at 4678.95. The strike last trading price was 143.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct INDIGO was trading at 4693.45. The strike last trading price was 143.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct INDIGO was trading at 4602.95. The strike last trading price was 143.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct INDIGO was trading at 4609.35. The strike last trading price was 143.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct INDIGO was trading at 4716.85. The strike last trading price was 143.15, which was 143.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct INDIGO was trading at 4905.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept INDIGO was trading at 4787.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to