INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
06 Mar 2026 04:11 PM IST
| INDIGO 30-MAR-2026 4550 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 4.32
Theta: -3.17
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 6 Mar | 4404.10 | 88.45 | -30.65 | 30.35 | 1,978 | -159 | 955 | |||||||||
| 5 Mar | 4512.80 | 117 | 10.05 | 27.34 | 3,952 | 295 | 1,115 | |||||||||
| 4 Mar | 4392.90 | 102 | -67.9 | 33.6 | 2,110 | 435 | 822 | |||||||||
| 2 Mar | 4520.40 | 169.2 | -310.8 | 31.83 | 1,651 | 366 | 370 | |||||||||
| 27 Feb | 4827.20 | 480 | 248.3 | - | 0 | 0 | 4 | |||||||||
| 26 Feb | 4933.50 | 480 | 248.3 | - | 0 | 0 | 4 | |||||||||
| 25 Feb | 4947.40 | 480 | 248.3 | - | 0 | 0 | 4 | |||||||||
| 24 Feb | 4850.30 | 480 | 248.3 | - | 0 | 0 | 4 | |||||||||
| 23 Feb | 4862.20 | 480 | 248.3 | - | 0 | 0 | 4 | |||||||||
| 20 Feb | 4854.60 | 480 | 248.3 | - | 0 | 0 | 4 | |||||||||
| 19 Feb | 4815.10 | 480 | 248.3 | - | 0 | 0 | 4 | |||||||||
| 18 Feb | 4980.40 | 480 | 248.3 | - | 0 | 0 | 4 | |||||||||
| 17 Feb | 4977.00 | 480 | 248.3 | - | 0 | 0 | 4 | |||||||||
| 16 Feb | 4940.80 | 480 | 248.3 | - | 0 | 0 | 4 | |||||||||
| 13 Feb | 4929.20 | 480 | 248.3 | - | 0 | 0 | 4 | |||||||||
| 12 Feb | 4982.80 | 480 | 248.3 | - | 0 | 0 | 4 | |||||||||
| 11 Feb | 5013.80 | 480 | 248.3 | - | 0 | 0 | 4 | |||||||||
| 10 Feb | 4960.40 | 480 | 248.3 | - | 0 | 0 | 4 | |||||||||
| 9 Feb | 4964.10 | 480 | 248.3 | - | 0 | 0 | 4 | |||||||||
| 6 Feb | 4909.40 | 480 | 248.3 | - | 0 | 0 | 4 | |||||||||
| 5 Feb | 4932.20 | 480 | 248.3 | - | 0 | 0 | 4 | |||||||||
| 4 Feb | 4960.70 | 480 | 248.3 | - | 0 | 0 | 4 | |||||||||
| 3 Feb | 4946.20 | 480 | 248.3 | 19.86 | 1 | 0 | 4 | |||||||||
| 2 Feb | 4687.00 | 231.7 | -18.3 | - | 0 | 0 | 4 | |||||||||
| 1 Feb | 4589.50 | 231.7 | -18.3 | 23.81 | 1 | 0 | 5 | |||||||||
| 30 Jan | 4596.50 | 250 | -161.5 | 24.56 | 5 | 4 | 4 | |||||||||
| 29 Jan | 4621.00 | 411.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 4749.00 | 411.5 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 4550 expiring on 30MAR2026
Delta for 4550 CE is 0.38
Historical price for 4550 CE is as follows
On 6 Mar INDIGO was trading at 4404.10. The strike last trading price was 88.45, which was -30.65 lower than the previous day. The implied volatity was 30.35, the open interest changed by -159 which decreased total open position to 955
On 5 Mar INDIGO was trading at 4512.80. The strike last trading price was 117, which was 10.05 higher than the previous day. The implied volatity was 27.34, the open interest changed by 295 which increased total open position to 1115
On 4 Mar INDIGO was trading at 4392.90. The strike last trading price was 102, which was -67.9 lower than the previous day. The implied volatity was 33.6, the open interest changed by 435 which increased total open position to 822
On 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 169.2, which was -310.8 lower than the previous day. The implied volatity was 31.83, the open interest changed by 366 which increased total open position to 370
On 27 Feb INDIGO was trading at 4827.20. The strike last trading price was 480, which was 248.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 26 Feb INDIGO was trading at 4933.50. The strike last trading price was 480, which was 248.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 25 Feb INDIGO was trading at 4947.40. The strike last trading price was 480, which was 248.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 24 Feb INDIGO was trading at 4850.30. The strike last trading price was 480, which was 248.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 23 Feb INDIGO was trading at 4862.20. The strike last trading price was 480, which was 248.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 Feb INDIGO was trading at 4854.60. The strike last trading price was 480, which was 248.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 Feb INDIGO was trading at 4815.10. The strike last trading price was 480, which was 248.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 Feb INDIGO was trading at 4980.40. The strike last trading price was 480, which was 248.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Feb INDIGO was trading at 4977.00. The strike last trading price was 480, which was 248.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Feb INDIGO was trading at 4940.80. The strike last trading price was 480, which was 248.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 13 Feb INDIGO was trading at 4929.20. The strike last trading price was 480, which was 248.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 12 Feb INDIGO was trading at 4982.80. The strike last trading price was 480, which was 248.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Feb INDIGO was trading at 5013.80. The strike last trading price was 480, which was 248.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Feb INDIGO was trading at 4960.40. The strike last trading price was 480, which was 248.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Feb INDIGO was trading at 4964.10. The strike last trading price was 480, which was 248.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 6 Feb INDIGO was trading at 4909.40. The strike last trading price was 480, which was 248.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Feb INDIGO was trading at 4932.20. The strike last trading price was 480, which was 248.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 4 Feb INDIGO was trading at 4960.70. The strike last trading price was 480, which was 248.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 3 Feb INDIGO was trading at 4946.20. The strike last trading price was 480, which was 248.3 higher than the previous day. The implied volatity was 19.86, the open interest changed by 0 which decreased total open position to 4
On 2 Feb INDIGO was trading at 4687.00. The strike last trading price was 231.7, which was -18.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 1 Feb INDIGO was trading at 4589.50. The strike last trading price was 231.7, which was -18.3 lower than the previous day. The implied volatity was 23.81, the open interest changed by 0 which decreased total open position to 5
On 30 Jan INDIGO was trading at 4596.50. The strike last trading price was 250, which was -161.5 lower than the previous day. The implied volatity was 24.56, the open interest changed by 4 which increased total open position to 4
On 29 Jan INDIGO was trading at 4621.00. The strike last trading price was 411.5, 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 Jan INDIGO was trading at 4749.00. The strike last trading price was 411.5, 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 0
| INDIGO 30MAR2026 4550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.58
Vega: 4.42
Theta: -2.8
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Mar | 4404.10 | 237 | 81.2 | 38.65 | 817 | -90 | 666 |
| 5 Mar | 4512.80 | 159.8 | -82.25 | 31.36 | 1,189 | 519 | 752 |
| 4 Mar | 4392.90 | 254.6 | 76.4 | 37.45 | 665 | -122 | 235 |
| 2 Mar | 4520.40 | 182 | 132.4 | 38.36 | 5,520 | 348 | 414 |
| 27 Feb | 4827.20 | 50.1 | 18.5 | 29.85 | 583 | 18 | 69 |
| 26 Feb | 4933.50 | 30.05 | 1.9 | 28.82 | 173 | -3 | 52 |
| 25 Feb | 4947.40 | 28.45 | -8.8 | 28.32 | 147 | 24 | 55 |
| 24 Feb | 4850.30 | 37.95 | -5.75 | 26.99 | 41 | -3 | 32 |
| 23 Feb | 4862.20 | 43.7 | -14.45 | - | 0 | 0 | 35 |
| 20 Feb | 4854.60 | 43.7 | -14.45 | 26.8 | 23 | 18 | 34 |
| 19 Feb | 4815.10 | 59.4 | 23.75 | 28.55 | 24 | 11 | 13 |
| 18 Feb | 4980.40 | 35.65 | -14.5 | - | 0 | 0 | 2 |
| 17 Feb | 4977.00 | 35.65 | -14.5 | - | 0 | 0 | 2 |
| 16 Feb | 4940.80 | 35.65 | -14.5 | - | 0 | 0 | 2 |
| 13 Feb | 4929.20 | 35.65 | -14.5 | - | 0 | 0 | 2 |
| 12 Feb | 4982.80 | 35.65 | -14.5 | - | 0 | 0 | 2 |
| 11 Feb | 5013.80 | 35.65 | -14.5 | 28.43 | 1 | 0 | 2 |
| 10 Feb | 4960.40 | 50.15 | -118.65 | 30.17 | 1 | 0 | 1 |
| 9 Feb | 4964.10 | 168.8 | 23.9 | - | 0 | 0 | 1 |
| 6 Feb | 4909.40 | 168.8 | 23.9 | - | 0 | 0 | 1 |
| 5 Feb | 4932.20 | 168.8 | 23.9 | - | 0 | 0 | 1 |
| 4 Feb | 4960.70 | 168.8 | 23.9 | - | 0 | 0 | 1 |
| 3 Feb | 4946.20 | 168.8 | 23.9 | - | 0 | 0 | 1 |
| 2 Feb | 4687.00 | 168.8 | 23.9 | - | 0 | 0 | 1 |
| 1 Feb | 4589.50 | 168.8 | 23.9 | - | 0 | 0 | 1 |
| 30 Jan | 4596.50 | 168.8 | 23.9 | 31.2 | 2 | 1 | 1 |
| 29 Jan | 4621.00 | 144.9 | 0 | 2.11 | 0 | 0 | 0 |
| 28 Jan | 4749.00 | 144.9 | 0 | 3.59 | 0 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 4550 expiring on 30MAR2026
Delta for 4550 PE is -0.58
Historical price for 4550 PE is as follows
On 6 Mar INDIGO was trading at 4404.10. The strike last trading price was 237, which was 81.2 higher than the previous day. The implied volatity was 38.65, the open interest changed by -90 which decreased total open position to 666
On 5 Mar INDIGO was trading at 4512.80. The strike last trading price was 159.8, which was -82.25 lower than the previous day. The implied volatity was 31.36, the open interest changed by 519 which increased total open position to 752
On 4 Mar INDIGO was trading at 4392.90. The strike last trading price was 254.6, which was 76.4 higher than the previous day. The implied volatity was 37.45, the open interest changed by -122 which decreased total open position to 235
On 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 182, which was 132.4 higher than the previous day. The implied volatity was 38.36, the open interest changed by 348 which increased total open position to 414
On 27 Feb INDIGO was trading at 4827.20. The strike last trading price was 50.1, which was 18.5 higher than the previous day. The implied volatity was 29.85, the open interest changed by 18 which increased total open position to 69
On 26 Feb INDIGO was trading at 4933.50. The strike last trading price was 30.05, which was 1.9 higher than the previous day. The implied volatity was 28.82, the open interest changed by -3 which decreased total open position to 52
On 25 Feb INDIGO was trading at 4947.40. The strike last trading price was 28.45, which was -8.8 lower than the previous day. The implied volatity was 28.32, the open interest changed by 24 which increased total open position to 55
On 24 Feb INDIGO was trading at 4850.30. The strike last trading price was 37.95, which was -5.75 lower than the previous day. The implied volatity was 26.99, the open interest changed by -3 which decreased total open position to 32
On 23 Feb INDIGO was trading at 4862.20. The strike last trading price was 43.7, which was -14.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 20 Feb INDIGO was trading at 4854.60. The strike last trading price was 43.7, which was -14.45 lower than the previous day. The implied volatity was 26.8, the open interest changed by 18 which increased total open position to 34
On 19 Feb INDIGO was trading at 4815.10. The strike last trading price was 59.4, which was 23.75 higher than the previous day. The implied volatity was 28.55, the open interest changed by 11 which increased total open position to 13
On 18 Feb INDIGO was trading at 4980.40. The strike last trading price was 35.65, which was -14.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Feb INDIGO was trading at 4977.00. The strike last trading price was 35.65, which was -14.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Feb INDIGO was trading at 4940.80. The strike last trading price was 35.65, which was -14.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Feb INDIGO was trading at 4929.20. The strike last trading price was 35.65, which was -14.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Feb INDIGO was trading at 4982.80. The strike last trading price was 35.65, which was -14.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Feb INDIGO was trading at 5013.80. The strike last trading price was 35.65, which was -14.5 lower than the previous day. The implied volatity was 28.43, the open interest changed by 0 which decreased total open position to 2
On 10 Feb INDIGO was trading at 4960.40. The strike last trading price was 50.15, which was -118.65 lower than the previous day. The implied volatity was 30.17, the open interest changed by 0 which decreased total open position to 1
On 9 Feb INDIGO was trading at 4964.10. The strike last trading price was 168.8, which was 23.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Feb INDIGO was trading at 4909.40. The strike last trading price was 168.8, which was 23.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Feb INDIGO was trading at 4932.20. The strike last trading price was 168.8, which was 23.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Feb INDIGO was trading at 4960.70. The strike last trading price was 168.8, which was 23.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Feb INDIGO was trading at 4946.20. The strike last trading price was 168.8, which was 23.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Feb INDIGO was trading at 4687.00. The strike last trading price was 168.8, which was 23.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Feb INDIGO was trading at 4589.50. The strike last trading price was 168.8, which was 23.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Jan INDIGO was trading at 4596.50. The strike last trading price was 168.8, which was 23.9 higher than the previous day. The implied volatity was 31.2, the open interest changed by 1 which increased total open position to 1
On 29 Jan INDIGO was trading at 4621.00. The strike last trading price was 144.9, which was 0 lower than the previous day. The implied volatity was 2.11, the open interest changed by 0 which decreased total open position to 0
On 28 Jan INDIGO was trading at 4749.00. The strike last trading price was 144.9, which was 0 lower than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0
