INDIGO

Interglobe Aviation Ltd

4967.5 +44.00 (0.89%)

L: 4817 H: 5017

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Historical option data for INDIGO
09 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

INDIGO 30-DEC-2025 4500 CE
Delta: 0.86 Vega: 2.72 Theta: -3.94 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	4967.50	556.85 ₹ 83,527.5	29.2 4380.00	45.11	480 72,000	5 750	129 19,350
8 Dec	4923.50	521 ₹ 78,150	-418.55 -62782.50	53.36	303 45,450	126 18,900	127 19,050

5 Dec	5370.50	939.55 ₹ 1,40,932.5	-253.55 -38032.50	58.10	3 450	1 150	1 150

For Interglobe Aviation Ltd - strike price 4500 expiring on 30DEC2025

Delta for 4500 CE is 0.86

Historical price for 4500 CE is as follows

On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 556.85, which was 29.2 higher than the previous day. The implied volatity was 45.11, the open interest changed by 5 which increased total open position to 129

On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 521, which was -418.55 lower than the previous day. The implied volatity was 53.36, the open interest changed by 126 which increased total open position to 127

On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 939.55, which was -253.55 lower than the previous day. The implied volatity was 58.10, the open interest changed by 1 which increased total open position to 1

INDIGO 30DEC2025 4500 PE
Delta: -0.15 Vega: 2.74 Theta: -2.75 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	4967.50	42.95 ₹ 6,442.5	-46.95 -7042.50	45.40	47,593 71,38,950	-1,440 -2,16,000	6,321 9,48,150
8 Dec	4923.50	94 ₹ 14,100	86.95 13042.50	55.46	1,16,669 1,75,00,350	6,710 10,06,500	7,764 11,64,600
5 Dec	5370.50	7.15 ₹ 1,072.5	-23.3 -3495.00	38.92	3,843 5,76,450	1,052 1,57,800	1,052 1,57,800

For Interglobe Aviation Ltd - strike price 4500 expiring on 30DEC2025

Delta for 4500 PE is -0.15

Historical price for 4500 PE is as follows

On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 42.95, which was -46.95 lower than the previous day. The implied volatity was 45.40, the open interest changed by -1440 which decreased total open position to 6321

On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 94, which was 86.95 higher than the previous day. The implied volatity was 55.46, the open interest changed by 6710 which increased total open position to 7764

On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 7.15, which was -23.3 lower than the previous day. The implied volatity was 38.92, the open interest changed by 1052 which increased total open position to 1052

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