Historical option data for INDIGO
26 May 2026 04:10 PM IST
| INDIGO 30-Jun-2026 (34d) 4500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.52
Vega: 0.06
Theta: -2.83
Gamma: 0.00088
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 4480.80 | 183 | -6.25 (-3.30%) | 32.66 | 2,749 | 275 | 1,162 | |||||||||
| 25 May | 4501.90 | 187.8 | 13 (7.44%) | 31.19 | 3,154 | 255 | 880 | |||||||||
| 22 May | 4438.60 | 177.55 | 9.1 (5.40%) | 33.39 | 1,372 | 337 | 621 | |||||||||
| 21 May | 4403.00 | 166.85 | 54.9 (49.04%) | 34.37 | 833 | -16 | 288 | |||||||||
| 20 May | 4264.60 | 111.1 | 11.9 (12.00%) | 33.1 | 378 | 21 | 304 | |||||||||
| 19 May | 4230.30 | 99.95 | -14.55 (-12.71%) | 33.6 | 274 | 82 | 283 | |||||||||
| 18 May | 4275.70 | 112.5 | -17.6 (-13.53%) | 32.55 | 139 | 58 | 203 | |||||||||
| 15 May | 4314.90 | 132.25 | 0.9 (0.69%) | 32.03 | 95 | 3 | 144 | |||||||||
| 14 May | 4280.50 | 135 | 12.5 (10.20%) | 34.39 | 65 | 23 | 141 | |||||||||
| 13 May | 4255.80 | 122.5 | 9.4 (8.31%) | 0 | 91 | 46 | 118 | |||||||||
| 12 May | 4201.70 | 112.05 | -45.15 (-28.72%) | 0 | 53 | 7 | 73 | |||||||||
| 11 May | 4299.40 | 155.85 | -104.95 (-40.24%) | 0 | 52 | 27 | 65 | |||||||||
| 8 May | 4522.70 | 260.8 | 5.8 (2.27%) | 32.76 | 13 | 1 | 37 | |||||||||
| 7 May | 4506.90 | 255 | -15.25 (-5.64%) | 33.57 | 76 | 25 | 36 | |||||||||
| 6 May | 4520.20 | 256 | 113.4 (79.52%) | 33.9 | 11 | 3 | 11 | |||||||||
| 5 May | 4238.40 | 142.6 | -62.4 (-30.44%) | 33.91 | 9 | 7 | 8 | |||||||||
| 4 May | 4262.40 | 205 | 73.3 (55.66%) | 44.1 | 1 | 0 | 0 | |||||||||
| 30 Apr | 4295.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 4345.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 4442.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 4561.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 4523.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 4556.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 4640.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 4693.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 4678.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 4638.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 4608.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 4638.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 4427.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 4554.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 4449.10 | 131.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 4615.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 4268.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 4312.50 | 0 | 0 (0.00%) | 0.9 | 0 | 0 | 0 | |||||||||
| 2 Apr | 4193.50 | 0 | 0 (0.00%) | 2.4 | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 4500 expiring on 30JUN2026
Delta for 4500 CE is 0.52
Historical price for 4500 CE is as follows
On 26 May INDIGO was trading at 4480.80. The strike last trading price was 183, which was -6.25 lower than the previous day. The implied volatity was 32.66, the open interest changed by 275 which increased total open position to 1162
On 25 May INDIGO was trading at 4501.90. The strike last trading price was 187.8, which was 13 higher than the previous day. The implied volatity was 31.19, the open interest changed by 255 which increased total open position to 880
On 22 May INDIGO was trading at 4438.60. The strike last trading price was 177.55, which was 9.1 higher than the previous day. The implied volatity was 33.39, the open interest changed by 337 which increased total open position to 621
On 21 May INDIGO was trading at 4403.00. The strike last trading price was 166.85, which was 54.9 higher than the previous day. The implied volatity was 34.37, the open interest changed by -16 which decreased total open position to 288
On 20 May INDIGO was trading at 4264.60. The strike last trading price was 111.1, which was 11.9 higher than the previous day. The implied volatity was 33.1, the open interest changed by 21 which increased total open position to 304
On 19 May INDIGO was trading at 4230.30. The strike last trading price was 99.95, which was -14.55 lower than the previous day. The implied volatity was 33.6, the open interest changed by 82 which increased total open position to 283
On 18 May INDIGO was trading at 4275.70. The strike last trading price was 112.5, which was -17.6 lower than the previous day. The implied volatity was 32.55, the open interest changed by 58 which increased total open position to 203
On 15 May INDIGO was trading at 4314.90. The strike last trading price was 132.25, which was 0.9 higher than the previous day. The implied volatity was 32.03, the open interest changed by 3 which increased total open position to 144
On 14 May INDIGO was trading at 4280.50. The strike last trading price was 135, which was 12.5 higher than the previous day. The implied volatity was 34.39, the open interest changed by 23 which increased total open position to 141
On 13 May INDIGO was trading at 4255.80. The strike last trading price was 122.5, which was 9.4 higher than the previous day. The implied volatity was 0, the open interest changed by 46 which increased total open position to 118
On 12 May INDIGO was trading at 4201.70. The strike last trading price was 112.05, which was -45.15 lower than the previous day. The implied volatity was 0, the open interest changed by 7 which increased total open position to 73
On 11 May INDIGO was trading at 4299.40. The strike last trading price was 155.85, which was -104.95 lower than the previous day. The implied volatity was 0, the open interest changed by 27 which increased total open position to 65
On 8 May INDIGO was trading at 4522.70. The strike last trading price was 260.8, which was 5.8 higher than the previous day. The implied volatity was 32.76, the open interest changed by 1 which increased total open position to 37
On 7 May INDIGO was trading at 4506.90. The strike last trading price was 255, which was -15.25 lower than the previous day. The implied volatity was 33.57, the open interest changed by 25 which increased total open position to 36
On 6 May INDIGO was trading at 4520.20. The strike last trading price was 256, which was 113.4 higher than the previous day. The implied volatity was 33.9, the open interest changed by 3 which increased total open position to 11
On 5 May INDIGO was trading at 4238.40. The strike last trading price was 142.6, which was -62.4 lower than the previous day. The implied volatity was 33.91, the open interest changed by 7 which increased total open position to 8
On 4 May INDIGO was trading at 4262.40. The strike last trading price was 205, which was 73.3 higher than the previous day. The implied volatity was 44.1, 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
On 28 Apr INDIGO was trading at 4442.40. 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 27 Apr INDIGO was trading at 4561.20. 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 24 Apr INDIGO was trading at 4523.10. 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 23 Apr INDIGO was trading at 4556.00. 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 22 Apr INDIGO was trading at 4640.90. 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 21 Apr INDIGO was trading at 4693.10. 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 20 Apr INDIGO was trading at 4678.20. 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 17 Apr INDIGO was trading at 4638.40. 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 16 Apr INDIGO was trading at 4608.70. 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 Apr INDIGO was trading at 4638.00. 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 13 Apr INDIGO was trading at 4427.20. 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 10 Apr INDIGO was trading at 4554.20. 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 9 Apr INDIGO was trading at 4449.10. The strike last trading price was 131.7, 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 8 Apr INDIGO was trading at 4615.50. 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 Apr INDIGO was trading at 4268.80. 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 Apr INDIGO was trading at 4312.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.9, the open interest changed by 0 which decreased total open position to 0
On 2 Apr INDIGO was trading at 4193.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.4, the open interest changed by 0 which decreased total open position to 0
| INDIGO 30-Jun-2026 (34d) 4500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.06
Theta: -2.04
Gamma: 0.00092
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 4480.80 | 169.45 | 0.45 (0.27%) | 31.1 | 2,571 | 388 | 1,329 |
| 25 May | 4501.90 | 172.3 | -36.3 (-17.40%) | 32.51 | 2,207 | 501 | 939 |
| 22 May | 4438.60 | 202.95 | -28.35 (-12.26%) | 31.57 | 562 | 275 | 438 |
| 21 May | 4403.00 | 231.3 | -82.3 (-26.24%) | 34.8 | 126 | 40 | 163 |
| 20 May | 4264.60 | 315.15 | -15.35 (-4.64%) | 33.08 | 7 | 3 | 122 |
| 19 May | 4230.30 | 330.5 | 24.25 (7.92%) | 31.06 | 40 | 5 | 117 |
| 18 May | 4275.70 | 310 | 22.8 (7.94%) | 32.37 | 23 | 17 | 112 |
| 15 May | 4314.90 | 287.2 | -17.8 (-5.84%) | 32.5 | 17 | 12 | 95 |
| 14 May | 4280.50 | 305 | -66.05 (-17.80%) | 33.43 | 8 | 4 | 83 |
| 13 May | 4255.80 | 371.05 | 0 (0.00%) | 0 | 0 | 0 | 79 |
| 12 May | 4201.70 | 371.05 | 71.9 (24.03%) | 0 | 120 | 1 | 59 |
| 11 May | 4299.40 | 299.15 | 99.75 (50.03%) | 0 | 73 | 0 | 62 |
| 8 May | 4522.70 | 198.5 | -2.5 (-1.24%) | 33.43 | 50 | 24 | 62 |
| 7 May | 4506.90 | 201 | -3.2 (-1.57%) | 32.68 | 31 | 13 | 39 |
| 6 May | 4520.20 | 205 | -78.5 (-27.69%) | 33.44 | 46 | 22 | 25 |
| 5 May | 4238.40 | 283.5 | 283.5 (-5.50%) | 31.31 | 0 | 0 | 3 |
| 4 May | 4262.40 | 283.5 | -16.5 (-5.50%) | 31.31 | 3 | -1 | 5 |
| 30 Apr | 4295.30 | 300 | -44.8 (-12.99%) | 32.62 | 0 | 0 | 6 |
| 29 Apr | 4345.20 | 300 | -307.55 (-50.62%) | 32.62 | 7 | 4 | 4 |
| 28 Apr | 4442.40 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 4561.20 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 4523.10 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 4556.00 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 4640.90 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 4693.10 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 4678.20 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 4638.40 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 4608.70 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 4638.00 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 4427.20 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 4554.20 | 0 | 0 (0.00%) | 1.13 | 0 | 0 | 0 |
| 9 Apr | 4449.10 | 607.55 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 4615.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 4268.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 4312.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 4193.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 4500 expiring on 30JUN2026
Delta for 4500 PE is -0.47
Historical price for 4500 PE is as follows
On 26 May INDIGO was trading at 4480.80. The strike last trading price was 169.45, which was 0.45 higher than the previous day. The implied volatity was 31.1, the open interest changed by 388 which increased total open position to 1329
On 25 May INDIGO was trading at 4501.90. The strike last trading price was 172.3, which was -36.3 lower than the previous day. The implied volatity was 32.51, the open interest changed by 501 which increased total open position to 939
On 22 May INDIGO was trading at 4438.60. The strike last trading price was 202.95, which was -28.35 lower than the previous day. The implied volatity was 31.57, the open interest changed by 275 which increased total open position to 438
On 21 May INDIGO was trading at 4403.00. The strike last trading price was 231.3, which was -82.3 lower than the previous day. The implied volatity was 34.8, the open interest changed by 40 which increased total open position to 163
On 20 May INDIGO was trading at 4264.60. The strike last trading price was 315.15, which was -15.35 lower than the previous day. The implied volatity was 33.08, the open interest changed by 3 which increased total open position to 122
On 19 May INDIGO was trading at 4230.30. The strike last trading price was 330.5, which was 24.25 higher than the previous day. The implied volatity was 31.06, the open interest changed by 5 which increased total open position to 117
On 18 May INDIGO was trading at 4275.70. The strike last trading price was 310, which was 22.8 higher than the previous day. The implied volatity was 32.37, the open interest changed by 17 which increased total open position to 112
On 15 May INDIGO was trading at 4314.90. The strike last trading price was 287.2, which was -17.8 lower than the previous day. The implied volatity was 32.5, the open interest changed by 12 which increased total open position to 95
On 14 May INDIGO was trading at 4280.50. The strike last trading price was 305, which was -66.05 lower than the previous day. The implied volatity was 33.43, the open interest changed by 4 which increased total open position to 83
On 13 May INDIGO was trading at 4255.80. The strike last trading price was 371.05, 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 79
On 12 May INDIGO was trading at 4201.70. The strike last trading price was 371.05, which was 71.9 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 59
On 11 May INDIGO was trading at 4299.40. The strike last trading price was 299.15, which was 99.75 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 62
On 8 May INDIGO was trading at 4522.70. The strike last trading price was 198.5, which was -2.5 lower than the previous day. The implied volatity was 33.43, the open interest changed by 24 which increased total open position to 62
On 7 May INDIGO was trading at 4506.90. The strike last trading price was 201, which was -3.2 lower than the previous day. The implied volatity was 32.68, the open interest changed by 13 which increased total open position to 39
On 6 May INDIGO was trading at 4520.20. The strike last trading price was 205, which was -78.5 lower than the previous day. The implied volatity was 33.44, the open interest changed by 22 which increased total open position to 25
On 5 May INDIGO was trading at 4238.40. The strike last trading price was 283.5, which was 283.5 higher than the previous day. The implied volatity was 31.31, the open interest changed by 0 which decreased total open position to 3
On 4 May INDIGO was trading at 4262.40. The strike last trading price was 283.5, which was -16.5 lower than the previous day. The implied volatity was 31.31, the open interest changed by -1 which decreased total open position to 5
On 30 Apr INDIGO was trading at 4295.30. The strike last trading price was 300, which was -44.8 lower than the previous day. The implied volatity was 32.62, the open interest changed by 0 which decreased total open position to 6
On 29 Apr INDIGO was trading at 4345.20. The strike last trading price was 300, which was -307.55 lower than the previous day. The implied volatity was 32.62, the open interest changed by 4 which increased total open position to 4
On 28 Apr INDIGO was trading at 4442.40. 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 27 Apr INDIGO was trading at 4561.20. 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 24 Apr INDIGO was trading at 4523.10. 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 23 Apr INDIGO was trading at 4556.00. 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 22 Apr INDIGO was trading at 4640.90. 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 21 Apr INDIGO was trading at 4693.10. 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 20 Apr INDIGO was trading at 4678.20. 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 17 Apr INDIGO was trading at 4638.40. 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 16 Apr INDIGO was trading at 4608.70. 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 Apr INDIGO was trading at 4638.00. 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 13 Apr INDIGO was trading at 4427.20. 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 10 Apr INDIGO was trading at 4554.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0
On 9 Apr INDIGO was trading at 4449.10. The strike last trading price was 607.55, 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 8 Apr INDIGO was trading at 4615.50. 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 Apr INDIGO was trading at 4268.80. 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 Apr INDIGO was trading at 4312.50. 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 2 Apr INDIGO was trading at 4193.50. 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
