INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
20 Dec 2024 04:11 PM IST
| INDIGO 26DEC2024 4550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 1.40
Theta: -3.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4395.60 | 13 | -8.35 | 26.76 | 2,394 | -127 | 714 | |||
| 19 Dec | 4434.05 | 21.35 | 1.45 | 24.93 | 647 | 107 | 841 | |||
| 18 Dec | 4390.35 | 19.9 | -0.55 | 26.06 | 459 | 46 | 734 | |||
| 17 Dec | 4386.80 | 20.45 | -5.55 | 27.05 | 467 | 0 | 686 | |||
| 16 Dec | 4406.75 | 26 | -8.55 | 25.42 | 445 | 69 | 683 | |||
| 13 Dec | 4432.90 | 34.55 | -13.95 | 22.33 | 504 | -4 | 616 | |||
| 12 Dec | 4464.35 | 48.5 | -7.45 | 22.84 | 726 | -10 | 619 | |||
| 11 Dec | 4465.55 | 55.95 | -4.80 | 22.11 | 484 | 17 | 628 | |||
| 10 Dec | 4477.00 | 60.75 | -11.10 | 22.91 | 1,174 | 211 | 611 | |||
| 9 Dec | 4489.45 | 71.85 | -17.95 | 23.42 | 1,083 | 129 | 401 | |||
| 6 Dec | 4469.20 | 89.8 | 49.30 | 23.61 | 1,065 | 45 | 271 | |||
| 5 Dec | 4368.55 | 40.5 | -5.05 | 23.43 | 657 | 9 | 228 | |||
| 4 Dec | 4370.85 | 45.55 | -6.45 | 23.39 | 530 | 31 | 222 | |||
| 3 Dec | 4405.50 | 52 | -11.50 | 21.89 | 309 | -7 | 192 | |||
| 2 Dec | 4409.25 | 63.5 | 3.50 | 24.48 | 585 | 25 | 203 | |||
| 29 Nov | 4378.90 | 60 | 3.25 | 23.97 | 368 | 49 | 178 | |||
| 28 Nov | 4352.65 | 56.75 | 21.25 | 24.55 | 393 | 128 | 129 | |||
| 27 Nov | 4267.90 | 35.5 | 9.00 | 24.63 | 4 | 1 | 2 | |||
| 26 Nov | 4229.60 | 26.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 4244.50 | 26.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 4142.65 | 26.5 | -56.25 | 26.31 | 1 | 0 | 0 | |||
| 21 Nov | 4069.80 | 82.75 | 0.00 | 7.93 | 0 | 0 | 0 | |||
| 20 Nov | 4045.90 | 82.75 | 0.00 | 7.41 | 0 | 0 | 0 | |||
| 19 Nov | 4045.90 | 82.75 | 0.00 | 7.41 | 0 | 0 | 0 | |||
| 18 Nov | 3976.30 | 82.75 | 0.00 | 8.84 | 0 | 0 | 0 | |||
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| 7 Nov | 3995.75 | 82.75 | 0.00 | 7.84 | 0 | 0 | 0 | |||
| 6 Nov | 4061.95 | 82.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 3963.10 | 82.75 | 8.07 | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 4550 expiring on 26DEC2024
Delta for 4550 CE is 0.17
Historical price for 4550 CE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 13, which was -8.35 lower than the previous day. The implied volatity was 26.76, the open interest changed by -127 which decreased total open position to 714
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 21.35, which was 1.45 higher than the previous day. The implied volatity was 24.93, the open interest changed by 107 which increased total open position to 841
On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 19.9, which was -0.55 lower than the previous day. The implied volatity was 26.06, the open interest changed by 46 which increased total open position to 734
On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 20.45, which was -5.55 lower than the previous day. The implied volatity was 27.05, the open interest changed by 0 which decreased total open position to 686
On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 26, which was -8.55 lower than the previous day. The implied volatity was 25.42, the open interest changed by 69 which increased total open position to 683
On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 34.55, which was -13.95 lower than the previous day. The implied volatity was 22.33, the open interest changed by -4 which decreased total open position to 616
On 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 48.5, which was -7.45 lower than the previous day. The implied volatity was 22.84, the open interest changed by -10 which decreased total open position to 619
On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 55.95, which was -4.80 lower than the previous day. The implied volatity was 22.11, the open interest changed by 17 which increased total open position to 628
On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 60.75, which was -11.10 lower than the previous day. The implied volatity was 22.91, the open interest changed by 211 which increased total open position to 611
On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 71.85, which was -17.95 lower than the previous day. The implied volatity was 23.42, the open interest changed by 129 which increased total open position to 401
On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 89.8, which was 49.30 higher than the previous day. The implied volatity was 23.61, the open interest changed by 45 which increased total open position to 271
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 40.5, which was -5.05 lower than the previous day. The implied volatity was 23.43, the open interest changed by 9 which increased total open position to 228
On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 45.55, which was -6.45 lower than the previous day. The implied volatity was 23.39, the open interest changed by 31 which increased total open position to 222
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 52, which was -11.50 lower than the previous day. The implied volatity was 21.89, the open interest changed by -7 which decreased total open position to 192
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 63.5, which was 3.50 higher than the previous day. The implied volatity was 24.48, the open interest changed by 25 which increased total open position to 203
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 60, which was 3.25 higher than the previous day. The implied volatity was 23.97, the open interest changed by 49 which increased total open position to 178
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 56.75, which was 21.25 higher than the previous day. The implied volatity was 24.55, the open interest changed by 128 which increased total open position to 129
On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 35.5, which was 9.00 higher than the previous day. The implied volatity was 24.63, the open interest changed by 1 which increased total open position to 2
On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 26.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 26.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 26.5, which was -56.25 lower than the previous day. The implied volatity was 26.31, the open interest changed by 0 which decreased total open position to 0
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 82.75, which was 0.00 lower than the previous day. The implied volatity was 7.93, 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 82.75, which was 0.00 lower than the previous day. The implied volatity was 7.41, 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 82.75, which was 0.00 lower than the previous day. The implied volatity was 7.41, 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 82.75, which was 0.00 lower than the previous day. The implied volatity was 8.84, 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 82.75, which was 0.00 lower than the previous day. The implied volatity was 7.84, 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 82.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 82.75, which was lower than the previous day. The implied volatity was 8.07, the open interest changed by 0 which decreased total open position to 0
| INDIGO 26DEC2024 4550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.79
Vega: 1.64
Theta: -3.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4395.60 | 173.6 | 32.45 | 32.54 | 98 | -5 | 124 |
| 19 Dec | 4434.05 | 141.15 | -12.15 | 29.05 | 24 | -11 | 131 |
| 18 Dec | 4390.35 | 153.3 | 0.00 | 0.00 | 0 | -5 | 0 |
| 17 Dec | 4386.80 | 153.3 | 1.85 | - | 19 | -4 | 143 |
| 16 Dec | 4406.75 | 151.45 | 19.20 | 20.85 | 18 | -1 | 150 |
| 13 Dec | 4432.90 | 132.25 | 11.60 | 20.19 | 17 | 0 | 149 |
| 12 Dec | 4464.35 | 120.65 | 2.70 | 22.20 | 34 | 0 | 149 |
| 11 Dec | 4465.55 | 117.95 | -4.70 | 24.06 | 133 | 37 | 149 |
| 10 Dec | 4477.00 | 122.65 | -5.05 | 24.35 | 69 | 16 | 112 |
| 9 Dec | 4489.45 | 127.7 | 13.70 | 27.30 | 81 | 17 | 95 |
| 6 Dec | 4469.20 | 114 | -85.90 | 24.58 | 23 | 11 | 79 |
| 5 Dec | 4368.55 | 199.9 | 0.20 | 24.42 | 4 | 2 | 67 |
| 4 Dec | 4370.85 | 199.7 | 10.45 | 25.94 | 13 | 5 | 64 |
| 3 Dec | 4405.50 | 189.25 | 0.00 | 28.08 | 41 | 18 | 59 |
| 2 Dec | 4409.25 | 189.25 | -17.30 | 27.01 | 53 | 14 | 40 |
| 29 Nov | 4378.90 | 206.55 | -323.15 | 26.28 | 39 | 24 | 24 |
| 28 Nov | 4352.65 | 529.7 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 4267.90 | 529.7 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 4229.60 | 529.7 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 4244.50 | 529.7 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 4142.65 | 529.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 4069.80 | 529.7 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 4045.90 | 529.7 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 4045.90 | 529.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 3976.30 | 529.7 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 3995.75 | 529.7 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 4061.95 | 529.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 3963.10 | 529.7 | - | 0 | 0 | 0 | |
For Interglobe Aviation Ltd - strike price 4550 expiring on 26DEC2024
Delta for 4550 PE is -0.79
Historical price for 4550 PE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 173.6, which was 32.45 higher than the previous day. The implied volatity was 32.54, the open interest changed by -5 which decreased total open position to 124
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 141.15, which was -12.15 lower than the previous day. The implied volatity was 29.05, the open interest changed by -11 which decreased total open position to 131
On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 153.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 153.3, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 143
On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 151.45, which was 19.20 higher than the previous day. The implied volatity was 20.85, the open interest changed by -1 which decreased total open position to 150
On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 132.25, which was 11.60 higher than the previous day. The implied volatity was 20.19, the open interest changed by 0 which decreased total open position to 149
On 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 120.65, which was 2.70 higher than the previous day. The implied volatity was 22.20, the open interest changed by 0 which decreased total open position to 149
On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 117.95, which was -4.70 lower than the previous day. The implied volatity was 24.06, the open interest changed by 37 which increased total open position to 149
On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 122.65, which was -5.05 lower than the previous day. The implied volatity was 24.35, the open interest changed by 16 which increased total open position to 112
On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 127.7, which was 13.70 higher than the previous day. The implied volatity was 27.30, the open interest changed by 17 which increased total open position to 95
On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 114, which was -85.90 lower than the previous day. The implied volatity was 24.58, the open interest changed by 11 which increased total open position to 79
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 199.9, which was 0.20 higher than the previous day. The implied volatity was 24.42, the open interest changed by 2 which increased total open position to 67
On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 199.7, which was 10.45 higher than the previous day. The implied volatity was 25.94, the open interest changed by 5 which increased total open position to 64
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 189.25, which was 0.00 lower than the previous day. The implied volatity was 28.08, the open interest changed by 18 which increased total open position to 59
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 189.25, which was -17.30 lower than the previous day. The implied volatity was 27.01, the open interest changed by 14 which increased total open position to 40
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 206.55, which was -323.15 lower than the previous day. The implied volatity was 26.28, the open interest changed by 24 which increased total open position to 24
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 529.7, 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 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 529.7, 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 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 529.7, 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 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 529.7, 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 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 529.7, 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 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 529.7, 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 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 529.7, 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 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 529.7, 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 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 529.7, 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 529.7, 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 529.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 529.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
