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

4069.8 23.90 (0.59%)

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Historical option data for INDIGO

21 Nov 2024 04:11 PM IST
INDIGO 28NOV2024 4500 CE
Delta: 0.03
Vega: 0.35
Theta: -0.93
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 4069.80 2.05 -0.55 36.49 414 -7.5 912.5
20 Nov 4045.90 2.6 0.00 35.29 505 12 920.5
19 Nov 4045.90 2.6 0.30 35.29 505 12.5 920.5
18 Nov 3976.30 2.3 -0.10 37.10 394 -109.5 908.5
14 Nov 3891.20 2.4 -0.90 36.17 360.5 -77 1,022
13 Nov 3848.80 3.3 0.10 37.97 194 -21.5 1,103
12 Nov 3912.90 3.2 -2.80 34.12 658.5 -33.5 1,142
11 Nov 4011.60 6 -0.90 31.33 403 -9.5 1,182
8 Nov 4002.95 6.9 -0.90 30.50 535.5 17 1,190.5
7 Nov 3995.75 7.8 -3.75 29.98 460 172.5 1,179
6 Nov 4061.95 11.55 2.05 27.74 819.5 -12 1,015
5 Nov 3940.85 9.5 -1.40 33.18 490 73.5 1,025.5
4 Nov 3963.10 10.9 -7.35 32.72 970.5 198.5 954
1 Nov 4069.55 18.25 -0.95 28.46 105 -15.5 756.5
31 Oct 4052.50 19.2 -2.30 - 511 72 773
30 Oct 4057.70 21.5 -0.20 - 895 -13 701
29 Oct 4026.75 21.7 -8.65 - 643 122 713
28 Oct 4015.45 30.35 -89.65 - 2,750 446 592
25 Oct 4366.10 120 -79.90 - 258 89 146
24 Oct 4519.85 199.9 -2.10 - 26 8 57
23 Oct 4520.00 202 -18.00 - 52 32 48
22 Oct 4524.40 220 -10.90 - 1 0 17
21 Oct 4591.00 230.9 -129.10 - 22 0 20
18 Oct 4663.05 360 0.00 - 0 0 0
17 Oct 4624.00 360 0.00 - 0 0 0
16 Oct 4699.85 360 0.00 - 0 18 0
15 Oct 4756.45 360 -10.00 - 21 18 20
14 Oct 4678.95 370 0.00 - 0 0 0
11 Oct 4693.45 370 0.00 - 0 0 2
10 Oct 4665.15 370 0.00 - 0 0 0
9 Oct 4708.30 370 113.00 - 1 0 2
8 Oct 4602.95 257 19.00 - 1 0 1
7 Oct 4485.20 238 -285.95 - 1 0 0
4 Oct 4609.35 523.95 0.00 - 0 0 0
3 Oct 4716.85 523.95 0.00 - 0 0 0
30 Sept 4787.45 523.95 523.95 - 0 0 0
24 Sept 4827.10 0 0.00 - 0 0 0
19 Sept 4873.55 0 0.00 - 0 0 0
13 Sept 4942.35 0 0.00 - 0 0 0
12 Sept 4994.65 0 0.00 - 0 0 0
10 Sept 4831.85 0 0.00 - 0 0 0
5 Sept 4828.55 0 0.00 - 0 0 0
4 Sept 4815.00 0 0.00 - 0 0 0
3 Sept 4813.40 0 - 0 0 0


For Interglobe Aviation Ltd - strike price 4500 expiring on 28NOV2024

Delta for 4500 CE is 0.03

Historical price for 4500 CE is as follows

On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 2.05, which was -0.55 lower than the previous day. The implied volatity was 36.49, the open interest changed by -15 which decreased total open position to 1825


On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 2.6, which was 0.00 lower than the previous day. The implied volatity was 35.29, the open interest changed by 24 which increased total open position to 1841


On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 2.6, which was 0.30 higher than the previous day. The implied volatity was 35.29, the open interest changed by 25 which increased total open position to 1841


On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 2.3, which was -0.10 lower than the previous day. The implied volatity was 37.10, the open interest changed by -219 which decreased total open position to 1817


On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 2.4, which was -0.90 lower than the previous day. The implied volatity was 36.17, the open interest changed by -154 which decreased total open position to 2044


On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 3.3, which was 0.10 higher than the previous day. The implied volatity was 37.97, the open interest changed by -43 which decreased total open position to 2206


On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 3.2, which was -2.80 lower than the previous day. The implied volatity was 34.12, the open interest changed by -67 which decreased total open position to 2284


On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 6, which was -0.90 lower than the previous day. The implied volatity was 31.33, the open interest changed by -19 which decreased total open position to 2364


On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 6.9, which was -0.90 lower than the previous day. The implied volatity was 30.50, the open interest changed by 34 which increased total open position to 2381


On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 7.8, which was -3.75 lower than the previous day. The implied volatity was 29.98, the open interest changed by 345 which increased total open position to 2358


On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 11.55, which was 2.05 higher than the previous day. The implied volatity was 27.74, the open interest changed by -24 which decreased total open position to 2030


On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 9.5, which was -1.40 lower than the previous day. The implied volatity was 33.18, the open interest changed by 147 which increased total open position to 2051


On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 10.9, which was -7.35 lower than the previous day. The implied volatity was 32.72, the open interest changed by 397 which increased total open position to 1908


On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 18.25, which was -0.95 lower than the previous day. The implied volatity was 28.46, the open interest changed by -31 which decreased total open position to 1513


On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 19.2, which was -2.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct INDIGO was trading at 4057.70. The strike last trading price was 21.5, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct INDIGO was trading at 4026.75. The strike last trading price was 21.7, which was -8.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct INDIGO was trading at 4015.45. The strike last trading price was 30.35, which was -89.65 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 120, which was -79.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct INDIGO was trading at 4519.85. The strike last trading price was 199.9, which was -2.10 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 202, which was -18.00 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 220, which was -10.90 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 230.9, which was -129.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct INDIGO was trading at 4663.05. The strike last trading price was 360, 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 17 Oct INDIGO was trading at 4624.00. The strike last trading price was 360, 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 16 Oct INDIGO was trading at 4699.85. The strike last trading price was 360, 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 15 Oct INDIGO was trading at 4756.45. The strike last trading price was 360, which was -10.00 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 370, 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 370, 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 10 Oct INDIGO was trading at 4665.15. The strike last trading price was 370, 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 9 Oct INDIGO was trading at 4708.30. The strike last trading price was 370, which was 113.00 higher 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 257, which was 19.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct INDIGO was trading at 4485.20. The strike last trading price was 238, which was -285.95 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 523.95, 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 523.95, 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 523.95, which was 523.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept INDIGO was trading at 4827.10. 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 19 Sept INDIGO was trading at 4873.55. 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 13 Sept INDIGO was trading at 4942.35. 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 12 Sept INDIGO was trading at 4994.65. 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 10 Sept INDIGO was trading at 4831.85. 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 5 Sept INDIGO was trading at 4828.55. 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 Sept INDIGO was trading at 4815.00. 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 3 Sept INDIGO was trading at 4813.40. 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 28NOV2024 4500 PE
Delta: -0.93
Vega: 0.77
Theta: -1.46
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 4069.80 431.45 -28.55 47.65 2.5 0 174.5
20 Nov 4045.90 460 0.00 47.26 22 -14.5 175.5
19 Nov 4045.90 460 -100.00 47.26 22 -13.5 175.5
18 Nov 3976.30 560 -47.00 75.07 0.5 0 189.5
14 Nov 3891.20 607 -8.00 47.25 11.5 -9.5 190.5
13 Nov 3848.80 615 45.00 - 1 -0.5 200.5
12 Nov 3912.90 570 110.00 - 4.5 -1 203
11 Nov 4011.60 460 -38.00 - 0.5 0 204.5
8 Nov 4002.95 498 0.00 0.00 0 -2 0
7 Nov 3995.75 498 47.00 39.76 5.5 0 206.5
6 Nov 4061.95 451 -72.80 45.55 1.5 -1 206.5
5 Nov 3940.85 523.8 0.00 0.00 0 -7.5 0
4 Nov 3963.10 523.8 75.75 25.30 12 -6 209
1 Nov 4069.55 448.05 15.80 40.29 0.5 0 215
31 Oct 4052.50 432.25 -0.75 - 39 33 214
30 Oct 4057.70 433 -27.00 - 67 24 180
29 Oct 4026.75 460 -22.00 - 66 4 126
28 Oct 4015.45 482 247.50 - 70 -14 121
25 Oct 4366.10 234.5 91.50 - 139 33 135
24 Oct 4519.85 143 2.60 - 41 17 102
23 Oct 4520.00 140.4 -11.60 - 42 14 84
22 Oct 4524.40 152 44.10 - 44 18 68
21 Oct 4591.00 107.9 29.90 - 13 5 49
18 Oct 4663.05 78 -16.00 - 18 8 41
17 Oct 4624.00 94 24.65 - 9 5 32
16 Oct 4699.85 69.35 9.30 - 10 2 27
15 Oct 4756.45 60.05 -33.90 - 23 10 24
14 Oct 4678.95 93.95 2.25 - 5 2 14
11 Oct 4693.45 91.7 7.05 - 3 2 12
10 Oct 4665.15 84.65 8.05 - 2 1 11
9 Oct 4708.30 76.6 -66.55 - 6 2 10
8 Oct 4602.95 143.15 -13.80 - 4 3 7
7 Oct 4485.20 156.95 34.95 - 5 2 3
4 Oct 4609.35 122 -61.15 - 1 0 0
3 Oct 4716.85 183.15 0.00 - 0 0 0
30 Sept 4787.45 183.15 0.00 - 0 0 0
24 Sept 4827.10 183.15 0.00 - 0 0 0
19 Sept 4873.55 183.15 183.15 - 0 0 0
13 Sept 4942.35 0 0.00 - 0 0 0
12 Sept 4994.65 0 0.00 - 0 0 0
10 Sept 4831.85 0 0.00 - 0 0 0
5 Sept 4828.55 0 0.00 - 0 0 0
4 Sept 4815.00 0 0.00 - 0 0 0
3 Sept 4813.40 0 - 0 0 0


For Interglobe Aviation Ltd - strike price 4500 expiring on 28NOV2024

Delta for 4500 PE is -0.93

Historical price for 4500 PE is as follows

On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 431.45, which was -28.55 lower than the previous day. The implied volatity was 47.65, the open interest changed by 0 which decreased total open position to 349


On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 460, which was 0.00 lower than the previous day. The implied volatity was 47.26, the open interest changed by -29 which decreased total open position to 351


On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 460, which was -100.00 lower than the previous day. The implied volatity was 47.26, the open interest changed by -27 which decreased total open position to 351


On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 560, which was -47.00 lower than the previous day. The implied volatity was 75.07, the open interest changed by 0 which decreased total open position to 379


On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 607, which was -8.00 lower than the previous day. The implied volatity was 47.25, the open interest changed by -19 which decreased total open position to 381


On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 615, which was 45.00 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 401


On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 570, which was 110.00 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 406


On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 460, which was -38.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 409


On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 498, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0


On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 498, which was 47.00 higher than the previous day. The implied volatity was 39.76, the open interest changed by 0 which decreased total open position to 413


On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 451, which was -72.80 lower than the previous day. The implied volatity was 45.55, the open interest changed by -2 which decreased total open position to 413


On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 523.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -15 which decreased total open position to 0


On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 523.8, which was 75.75 higher than the previous day. The implied volatity was 25.30, the open interest changed by -12 which decreased total open position to 418


On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 448.05, which was 15.80 higher than the previous day. The implied volatity was 40.29, the open interest changed by 0 which decreased total open position to 430


On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 432.25, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct INDIGO was trading at 4057.70. The strike last trading price was 433, which was -27.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct INDIGO was trading at 4026.75. The strike last trading price was 460, which was -22.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct INDIGO was trading at 4015.45. The strike last trading price was 482, which was 247.50 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 234.5, which was 91.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct INDIGO was trading at 4519.85. The strike last trading price was 143, which was 2.60 higher 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 140.4, which was -11.60 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 152, which was 44.10 higher 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 107.9, which was 29.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct INDIGO was trading at 4663.05. The strike last trading price was 78, which was -16.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct INDIGO was trading at 4624.00. The strike last trading price was 94, which was 24.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct INDIGO was trading at 4699.85. The strike last trading price was 69.35, which was 9.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct INDIGO was trading at 4756.45. The strike last trading price was 60.05, which was -33.90 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 93.95, which was 2.25 higher 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 91.7, which was 7.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct INDIGO was trading at 4665.15. The strike last trading price was 84.65, which was 8.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct INDIGO was trading at 4708.30. The strike last trading price was 76.6, which was -66.55 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 -13.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct INDIGO was trading at 4485.20. The strike last trading price was 156.95, which was 34.95 higher 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 122, which was -61.15 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 183.15, 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 30 Sept INDIGO was trading at 4787.45. The strike last trading price was 183.15, 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 24 Sept INDIGO was trading at 4827.10. The strike last trading price was 183.15, 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 19 Sept INDIGO was trading at 4873.55. The strike last trading price was 183.15, which was 183.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 13 Sept INDIGO was trading at 4942.35. 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 12 Sept INDIGO was trading at 4994.65. 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 10 Sept INDIGO was trading at 4831.85. 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 5 Sept INDIGO was trading at 4828.55. 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 Sept INDIGO was trading at 4815.00. 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 3 Sept INDIGO was trading at 4813.40. 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