INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
19 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 | |||||||||
| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.02
Vega: 0.46
Theta: -0.70
Gamma: 0.00
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| 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































































































































































































































