INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
09 Dec 2025 04:11 PM IST
| INDIGO 30-DEC-2025 4550 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.17
Vega: 2.98
Theta: -2.90
Gamma: 0.00
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| 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































































































































































































































