[--[65.84.65.76]--]

INDIGO

Interglobe Aviation Ltd
4967.5 +44.00 (0.89%)
L: 4817 H: 5017

Back to Option Chain


Historical option data for INDIGO

09 Dec 2025 04:11 PM IST
INDIGO 30-DEC-2025 4550 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 4967.50 437.2 -123.9 - 51 44 46
8 Dec 4923.50 561.1 -753.3 72.46 2 0 0
5 Dec 5370.50 0 0 - 0 0 0


For Interglobe Aviation Ltd - strike price 4550 expiring on 30DEC2025

Delta for 4550 CE is -

Historical price for 4550 CE is as follows

On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 437.2, which was -123.9 lower than the previous day. The implied volatity was -, the open interest changed by 44 which increased total open position to 46


On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 561.1, which was -753.3 lower than the previous day. The implied volatity was 72.46, the open interest changed by 0 which decreased total open position to 0


On 5 Dec INDIGO was trading at 5370.50. 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


INDIGO 30DEC2025 4550 PE
Delta: -0.17
Vega: 2.98
Theta: -2.90
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 4967.50 49 -48.9 44.33 4,989 140 271
8 Dec 4923.50 102.35 94.7 53.96 698 130 130
5 Dec 5370.50 0 0 - 0 0 0


For Interglobe Aviation Ltd - strike price 4550 expiring on 30DEC2025

Delta for 4550 PE is -0.17

Historical price for 4550 PE is as follows

On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 49, which was -48.9 lower than the previous day. The implied volatity was 44.33, the open interest changed by 140 which increased total open position to 271


On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 102.35, which was 94.7 higher than the previous day. The implied volatity was 53.96, the open interest changed by 130 which increased total open position to 130


On 5 Dec INDIGO was trading at 5370.50. 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