[--[65.84.65.76]--]

INDIGO

Interglobe Aviation Ltd
5153.5 +38.00 (0.74%)
L: 5103.5 H: 5166.5

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Historical option data for INDIGO

19 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
19 Dec 5153.50 578.45 131.65 - 0 0 45
18 Dec 5115.50 578.45 131.65 - 70 -61 47
17 Dec 4980.50 446.8 106.45 - 0 0 108
16 Dec 4974.00 446.8 106.45 - 0 0 108
15 Dec 4965.50 446.8 106.45 36.12 6 -1 109
12 Dec 4860.50 340.35 -2.6 - 0 0 110
11 Dec 4819.00 340.35 -2.6 34.90 35 10 110
10 Dec 4805.50 338.8 -98.4 35.56 116 54 100
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 19 Dec INDIGO was trading at 5153.50. The strike last trading price was 578.45, which was 131.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45


On 18 Dec INDIGO was trading at 5115.50. The strike last trading price was 578.45, which was 131.65 higher than the previous day. The implied volatity was -, the open interest changed by -61 which decreased total open position to 47


On 17 Dec INDIGO was trading at 4980.50. The strike last trading price was 446.8, which was 106.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 108


On 16 Dec INDIGO was trading at 4974.00. The strike last trading price was 446.8, which was 106.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 108


On 15 Dec INDIGO was trading at 4965.50. The strike last trading price was 446.8, which was 106.45 higher than the previous day. The implied volatity was 36.12, the open interest changed by -1 which decreased total open position to 109


On 12 Dec INDIGO was trading at 4860.50. The strike last trading price was 340.35, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 110


On 11 Dec INDIGO was trading at 4819.00. The strike last trading price was 340.35, which was -2.6 lower than the previous day. The implied volatity was 34.90, the open interest changed by 10 which increased total open position to 110


On 10 Dec INDIGO was trading at 4805.50. The strike last trading price was 338.8, which was -98.4 lower than the previous day. The implied volatity was 35.56, the open interest changed by 54 which increased total open position to 100


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: -0.02
Vega: 0.46
Theta: -0.70
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 5153.50 2.55 -1.85 34.70 100 0 281
18 Dec 5115.50 4.15 -6.95 36.68 735 -72 288
17 Dec 4980.50 11.45 -2.05 35.19 276 -25 362
16 Dec 4974.00 13.4 -1.45 34.73 306 -24 386
15 Dec 4965.50 14.9 -14.85 34.24 575 -11 408
12 Dec 4860.50 29.65 -14.4 32.80 1,200 28 419
11 Dec 4819.00 43.2 -13.6 34.24 3,266 -79 390
10 Dec 4805.50 57.6 5.25 37.24 3,933 194 466
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 -0.02

Historical price for 4550 PE is as follows

On 19 Dec INDIGO was trading at 5153.50. The strike last trading price was 2.55, which was -1.85 lower than the previous day. The implied volatity was 34.70, the open interest changed by 0 which decreased total open position to 281


On 18 Dec INDIGO was trading at 5115.50. The strike last trading price was 4.15, which was -6.95 lower than the previous day. The implied volatity was 36.68, the open interest changed by -72 which decreased total open position to 288


On 17 Dec INDIGO was trading at 4980.50. The strike last trading price was 11.45, which was -2.05 lower than the previous day. The implied volatity was 35.19, the open interest changed by -25 which decreased total open position to 362


On 16 Dec INDIGO was trading at 4974.00. The strike last trading price was 13.4, which was -1.45 lower than the previous day. The implied volatity was 34.73, the open interest changed by -24 which decreased total open position to 386


On 15 Dec INDIGO was trading at 4965.50. The strike last trading price was 14.9, which was -14.85 lower than the previous day. The implied volatity was 34.24, the open interest changed by -11 which decreased total open position to 408


On 12 Dec INDIGO was trading at 4860.50. The strike last trading price was 29.65, which was -14.4 lower than the previous day. The implied volatity was 32.80, the open interest changed by 28 which increased total open position to 419


On 11 Dec INDIGO was trading at 4819.00. The strike last trading price was 43.2, which was -13.6 lower than the previous day. The implied volatity was 34.24, the open interest changed by -79 which decreased total open position to 390


On 10 Dec INDIGO was trading at 4805.50. The strike last trading price was 57.6, which was 5.25 higher than the previous day. The implied volatity was 37.24, the open interest changed by 194 which increased total open position to 466


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