INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
22 Apr 2026 03:35 PM IST
| INDIGO 28-Apr-2026 (6d) 4550 CE | ||||||||||||||||
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Delta: 0.84
Vega: 0.01
Theta: -2.61
Gamma: 0.00189
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Apr | 4640.90 | 135.1 | -44.900000000000006 | 20.76 | 683 | 27 | 636 | |||||||||
| 21 Apr | 4693.10 | 180.3 | 3.25 | 35.52 | 388 | -73 | 607 | |||||||||
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| 20 Apr | 4678.20 | 177.5 | 4.300000000000011 | 36.96 | 486 | 0 | 679 | |||||||||
| 17 Apr | 4638.40 | 170.65 | 8 | 36.96 | 467 | -14 | 682 | |||||||||
| 16 Apr | 4608.70 | 165.5 | -14.699999999999989 | 37.61 | 260 | -3 | 697 | |||||||||
| 15 Apr | 4638.00 | 175.85 | 87.55 | 37.96 | 1,117 | -93 | 701 | |||||||||
| 13 Apr | 4427.20 | 94.05 | -57.85000000000001 | 38.32 | 1,278 | -21 | 797 | |||||||||
| 10 Apr | 4554.20 | 156.25 | 36.150000000000006 | 34.38 | 2,458 | -4 | 828 | |||||||||
| 9 Apr | 4449.10 | 120.5 | -87.4 | 38.25 | 2,916 | 581 | 834 | |||||||||
| 8 Apr | 4615.50 | 208.55 | 127.95 | 37.56 | 935 | -16 | 259 | |||||||||
| 7 Apr | 4268.80 | 81.3 | -16.1 | 43.03 | 527 | 54 | 274 | |||||||||
| 6 Apr | 4312.50 | 92.5 | 38.3 | 42.3 | 1,240 | 38 | 219 | |||||||||
| 2 Apr | 4193.50 | 48.85 | -16.75 | 36.5 | 538 | -10 | 165 | |||||||||
| 1 Apr | 4180.80 | 66.7 | 37.9 | 39.94 | 1,815 | 95 | 175 | |||||||||
| 30 Mar | 3943.50 | 29.1 | -34.6 | 40.64 | 168 | 49 | 84 | |||||||||
| 27 Mar | 4099.50 | 64.65 | -22 | 40.96 | 50 | 14 | 33 | |||||||||
| 25 Mar | 4294.70 | 86.8 | 20 | 33.15 | 29 | 3 | 18 | |||||||||
| 24 Mar | 4150.80 | 66.5 | -0.8 | 36.1 | 29 | 13 | 14 | |||||||||
| 23 Mar | 3945.30 | 67.3 | -33.7 | - | 0 | 0 | 1 | |||||||||
| 20 Mar | 4149.10 | 67.3 | -33.7 | 34.78 | 1 | 0 | 1 | |||||||||
| 19 Mar | 4154.30 | 101 | 14.8 | - | 1 | 0 | 1 | |||||||||
| 18 Mar | 4360.60 | 101 | 14.8 | 27.76 | 1 | 0 | 1 | |||||||||
| 17 Mar | 4287.90 | 86.2 | -386.6 | - | 0 | 0 | 1 | |||||||||
| 16 Mar | 4222.10 | 86.2 | -386.6 | - | 0 | 1 | 0 | |||||||||
| 13 Mar | 4158.20 | 86.2 | -386.6 | 34.6 | 1 | 0 | 0 | |||||||||
| 12 Mar | 4251.70 | 472.8 | 0 | 3.71 | 0 | 0 | 0 | |||||||||
| 11 Mar | 4350.70 | 472.8 | 0 | 2.32 | 0 | 0 | 0 | |||||||||
| 10 Mar | 4380.40 | 472.8 | 0 | 1.73 | 0 | 0 | 0 | |||||||||
| 9 Mar | 4236.70 | 472.8 | 0 | 3.82 | 0 | 0 | 0 | |||||||||
| 6 Mar | 4404.10 | 472.8 | 0 | 1.17 | 0 | 0 | 0 | |||||||||
| 5 Mar | 4512.80 | 472.8 | 0 | 0.15 | 0 | 0 | 0 | |||||||||
| 4 Mar | 4392.90 | 472.8 | 0 | 1.48 | 0 | 0 | 0 | |||||||||
| 2 Mar | 4520.40 | 472.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 4827.20 | 472.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 4550 expiring on 28APR2026
Delta for 4550 CE is 0.84
Historical price for 4550 CE is as follows
On 22 Apr INDIGO was trading at 4640.90. The strike last trading price was 135.1, which was -44.900000000000006 lower than the previous day. The implied volatity was 20.76, the open interest changed by 27 which increased total open position to 636
On 21 Apr INDIGO was trading at 4693.10. The strike last trading price was 180.3, which was 3.25 higher than the previous day. The implied volatity was 35.52, the open interest changed by -73 which decreased total open position to 607
On 20 Apr INDIGO was trading at 4678.20. The strike last trading price was 177.5, which was 4.300000000000011 higher than the previous day. The implied volatity was 36.96, the open interest changed by 0 which decreased total open position to 679
On 17 Apr INDIGO was trading at 4638.40. The strike last trading price was 170.65, which was 8 higher than the previous day. The implied volatity was 36.96, the open interest changed by -14 which decreased total open position to 682
On 16 Apr INDIGO was trading at 4608.70. The strike last trading price was 165.5, which was -14.699999999999989 lower than the previous day. The implied volatity was 37.61, the open interest changed by -3 which decreased total open position to 697
On 15 Apr INDIGO was trading at 4638.00. The strike last trading price was 175.85, which was 87.55 higher than the previous day. The implied volatity was 37.96, the open interest changed by -93 which decreased total open position to 701
On 13 Apr INDIGO was trading at 4427.20. The strike last trading price was 94.05, which was -57.85000000000001 lower than the previous day. The implied volatity was 38.32, the open interest changed by -21 which decreased total open position to 797
On 10 Apr INDIGO was trading at 4554.20. The strike last trading price was 156.25, which was 36.150000000000006 higher than the previous day. The implied volatity was 34.38, the open interest changed by -4 which decreased total open position to 828
On 9 Apr INDIGO was trading at 4449.10. The strike last trading price was 120.5, which was -87.4 lower than the previous day. The implied volatity was 38.25, the open interest changed by 581 which increased total open position to 834
On 8 Apr INDIGO was trading at 4615.50. The strike last trading price was 208.55, which was 127.95 higher than the previous day. The implied volatity was 37.56, the open interest changed by -16 which decreased total open position to 259
On 7 Apr INDIGO was trading at 4268.80. The strike last trading price was 81.3, which was -16.1 lower than the previous day. The implied volatity was 43.03, the open interest changed by 54 which increased total open position to 274
On 6 Apr INDIGO was trading at 4312.50. The strike last trading price was 92.5, which was 38.3 higher than the previous day. The implied volatity was 42.3, the open interest changed by 38 which increased total open position to 219
On 2 Apr INDIGO was trading at 4193.50. The strike last trading price was 48.85, which was -16.75 lower than the previous day. The implied volatity was 36.5, the open interest changed by -10 which decreased total open position to 165
On 1 Apr INDIGO was trading at 4180.80. The strike last trading price was 66.7, which was 37.9 higher than the previous day. The implied volatity was 39.94, the open interest changed by 95 which increased total open position to 175
On 30 Mar INDIGO was trading at 3943.50. The strike last trading price was 29.1, which was -34.6 lower than the previous day. The implied volatity was 40.64, the open interest changed by 49 which increased total open position to 84
On 27 Mar INDIGO was trading at 4099.50. The strike last trading price was 64.65, which was -22 lower than the previous day. The implied volatity was 40.96, the open interest changed by 14 which increased total open position to 33
On 25 Mar INDIGO was trading at 4294.70. The strike last trading price was 86.8, which was 20 higher than the previous day. The implied volatity was 33.15, the open interest changed by 3 which increased total open position to 18
On 24 Mar INDIGO was trading at 4150.80. The strike last trading price was 66.5, which was -0.8 lower than the previous day. The implied volatity was 36.1, the open interest changed by 13 which increased total open position to 14
On 23 Mar INDIGO was trading at 3945.30. The strike last trading price was 67.3, which was -33.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Mar INDIGO was trading at 4149.10. The strike last trading price was 67.3, which was -33.7 lower than the previous day. The implied volatity was 34.78, the open interest changed by 0 which decreased total open position to 1
On 19 Mar INDIGO was trading at 4154.30. The strike last trading price was 101, which was 14.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Mar INDIGO was trading at 4360.60. The strike last trading price was 101, which was 14.8 higher than the previous day. The implied volatity was 27.76, the open interest changed by 0 which decreased total open position to 1
On 17 Mar INDIGO was trading at 4287.90. The strike last trading price was 86.2, which was -386.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Mar INDIGO was trading at 4222.10. The strike last trading price was 86.2, which was -386.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 13 Mar INDIGO was trading at 4158.20. The strike last trading price was 86.2, which was -386.6 lower than the previous day. The implied volatity was 34.6, the open interest changed by 0 which decreased total open position to 0
On 12 Mar INDIGO was trading at 4251.70. The strike last trading price was 472.8, which was 0 lower than the previous day. The implied volatity was 3.71, the open interest changed by 0 which decreased total open position to 0
On 11 Mar INDIGO was trading at 4350.70. The strike last trading price was 472.8, which was 0 lower than the previous day. The implied volatity was 2.32, the open interest changed by 0 which decreased total open position to 0
On 10 Mar INDIGO was trading at 4380.40. The strike last trading price was 472.8, which was 0 lower than the previous day. The implied volatity was 1.73, the open interest changed by 0 which decreased total open position to 0
On 9 Mar INDIGO was trading at 4236.70. The strike last trading price was 472.8, which was 0 lower than the previous day. The implied volatity was 3.82, the open interest changed by 0 which decreased total open position to 0
On 6 Mar INDIGO was trading at 4404.10. The strike last trading price was 472.8, which was 0 lower than the previous day. The implied volatity was 1.17, the open interest changed by 0 which decreased total open position to 0
On 5 Mar INDIGO was trading at 4512.80. The strike last trading price was 472.8, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
On 4 Mar INDIGO was trading at 4392.90. The strike last trading price was 472.8, which was 0 lower than the previous day. The implied volatity was 1.48, the open interest changed by 0 which decreased total open position to 0
On 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 472.8, 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 27 Feb INDIGO was trading at 4827.20. The strike last trading price was 472.8, 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 28-Apr-2026 (6d) 4550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.28
Vega: 0.02
Theta: -5.45
Gamma: 0.0015
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Apr | 4640.90 | 39.2 | -6.149999999999999 | 36.23 | 2,141 | 11 | 830 |
| 21 Apr | 4693.10 | 44.15 | -19.949999999999996 | 37.99 | 1,390 | -209 | 819 |
| 20 Apr | 4678.20 | 68.05 | -7.950000000000003 | 43.83 | 1,215 | 76 | 1,031 |
| 17 Apr | 4638.40 | 76.15 | -14.299999999999997 | 35.79 | 1,109 | 91 | 969 |
| 16 Apr | 4608.70 | 87.75 | -9.099999999999994 | 36.15 | 1,118 | 35 | 878 |
| 15 Apr | 4638.00 | 102.5 | -107.4 | 39.66 | 2,305 | 171 | 844 |
| 13 Apr | 4427.20 | 204.4 | 64.6 | 39.7 | 809 | -114 | 673 |
| 10 Apr | 4554.20 | 134.1 | -68.20000000000002 | 36.73 | 1,385 | 305 | 793 |
| 9 Apr | 4449.10 | 208.1 | 72.6 | 40.78 | 2,451 | 196 | 488 |
| 8 Apr | 4615.50 | 131.9 | -232.95 | 40.49 | 1,680 | 216 | 308 |
| 7 Apr | 4268.80 | 359.45 | -63.5 | 49.38 | 92 | 70 | 92 |
| 6 Apr | 4312.50 | 418.6 | 7.75 | - | 0 | 0 | 22 |
| 2 Apr | 4193.50 | 418.6 | 7.75 | 42.87 | 5 | 3 | 21 |
| 1 Apr | 4180.80 | 408.05 | -6.95 | 42.06 | 12 | 7 | 13 |
| 30 Mar | 3943.50 | 415 | 117 | - | 0 | 0 | 6 |
| 27 Mar | 4099.50 | 415 | 117 | 20.63 | 1 | 0 | 6 |
| 25 Mar | 4294.70 | 298 | 148 | - | 0 | 0 | 6 |
| 24 Mar | 4150.80 | 298 | 148 | - | 0 | 0 | 6 |
| 23 Mar | 3945.30 | 298 | 148 | - | 0 | 0 | 6 |
| 20 Mar | 4149.10 | 298 | 148 | - | 0 | 0 | 6 |
| 19 Mar | 4154.30 | 298 | 148 | - | 0 | 0 | 6 |
| 18 Mar | 4360.60 | 298 | 148 | 37.53 | 1 | 0 | 5 |
| 17 Mar | 4287.90 | 150 | 83.2 | - | 0 | 0 | 5 |
| 16 Mar | 4222.10 | 150 | 83.2 | - | 0 | 0 | 0 |
| 13 Mar | 4158.20 | 150 | 83.2 | - | 0 | 0 | 0 |
| 12 Mar | 4251.70 | 150 | 83.2 | - | 0 | 0 | 0 |
| 11 Mar | 4350.70 | 150 | 83.2 | - | 0 | 0 | 5 |
| 10 Mar | 4380.40 | 150 | 83.2 | - | 0 | 0 | 5 |
| 9 Mar | 4236.70 | 150 | 83.2 | - | 0 | 0 | 5 |
| 6 Mar | 4404.10 | 150 | 83.2 | - | 0 | 0 | 5 |
| 5 Mar | 4512.80 | 150 | 83.2 | - | 0 | 0 | 0 |
| 4 Mar | 4392.90 | 150 | 83.2 | - | 0 | 0 | 5 |
| 2 Mar | 4520.40 | 150 | 83.2 | 24.83 | 1 | 0 | 4 |
| 27 Feb | 4827.20 | 66.8 | -53.7 | 25.83 | 4 | 2 | 2 |
For Interglobe Aviation Ltd - strike price 4550 expiring on 28APR2026
Delta for 4550 PE is -0.28
Historical price for 4550 PE is as follows
On 22 Apr INDIGO was trading at 4640.90. The strike last trading price was 39.2, which was -6.149999999999999 lower than the previous day. The implied volatity was 36.23, the open interest changed by 11 which increased total open position to 830
On 21 Apr INDIGO was trading at 4693.10. The strike last trading price was 44.15, which was -19.949999999999996 lower than the previous day. The implied volatity was 37.99, the open interest changed by -209 which decreased total open position to 819
On 20 Apr INDIGO was trading at 4678.20. The strike last trading price was 68.05, which was -7.950000000000003 lower than the previous day. The implied volatity was 43.83, the open interest changed by 76 which increased total open position to 1031
On 17 Apr INDIGO was trading at 4638.40. The strike last trading price was 76.15, which was -14.299999999999997 lower than the previous day. The implied volatity was 35.79, the open interest changed by 91 which increased total open position to 969
On 16 Apr INDIGO was trading at 4608.70. The strike last trading price was 87.75, which was -9.099999999999994 lower than the previous day. The implied volatity was 36.15, the open interest changed by 35 which increased total open position to 878
On 15 Apr INDIGO was trading at 4638.00. The strike last trading price was 102.5, which was -107.4 lower than the previous day. The implied volatity was 39.66, the open interest changed by 171 which increased total open position to 844
On 13 Apr INDIGO was trading at 4427.20. The strike last trading price was 204.4, which was 64.6 higher than the previous day. The implied volatity was 39.7, the open interest changed by -114 which decreased total open position to 673
On 10 Apr INDIGO was trading at 4554.20. The strike last trading price was 134.1, which was -68.20000000000002 lower than the previous day. The implied volatity was 36.73, the open interest changed by 305 which increased total open position to 793
On 9 Apr INDIGO was trading at 4449.10. The strike last trading price was 208.1, which was 72.6 higher than the previous day. The implied volatity was 40.78, the open interest changed by 196 which increased total open position to 488
On 8 Apr INDIGO was trading at 4615.50. The strike last trading price was 131.9, which was -232.95 lower than the previous day. The implied volatity was 40.49, the open interest changed by 216 which increased total open position to 308
On 7 Apr INDIGO was trading at 4268.80. The strike last trading price was 359.45, which was -63.5 lower than the previous day. The implied volatity was 49.38, the open interest changed by 70 which increased total open position to 92
On 6 Apr INDIGO was trading at 4312.50. The strike last trading price was 418.6, which was 7.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 2 Apr INDIGO was trading at 4193.50. The strike last trading price was 418.6, which was 7.75 higher than the previous day. The implied volatity was 42.87, the open interest changed by 3 which increased total open position to 21
On 1 Apr INDIGO was trading at 4180.80. The strike last trading price was 408.05, which was -6.95 lower than the previous day. The implied volatity was 42.06, the open interest changed by 7 which increased total open position to 13
On 30 Mar INDIGO was trading at 3943.50. The strike last trading price was 415, which was 117 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 27 Mar INDIGO was trading at 4099.50. The strike last trading price was 415, which was 117 higher than the previous day. The implied volatity was 20.63, the open interest changed by 0 which decreased total open position to 6
On 25 Mar INDIGO was trading at 4294.70. The strike last trading price was 298, which was 148 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 24 Mar INDIGO was trading at 4150.80. The strike last trading price was 298, which was 148 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 23 Mar INDIGO was trading at 3945.30. The strike last trading price was 298, which was 148 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 20 Mar INDIGO was trading at 4149.10. The strike last trading price was 298, which was 148 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 19 Mar INDIGO was trading at 4154.30. The strike last trading price was 298, which was 148 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 18 Mar INDIGO was trading at 4360.60. The strike last trading price was 298, which was 148 higher than the previous day. The implied volatity was 37.53, the open interest changed by 0 which decreased total open position to 5
On 17 Mar INDIGO was trading at 4287.90. The strike last trading price was 150, which was 83.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 16 Mar INDIGO was trading at 4222.10. The strike last trading price was 150, which was 83.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar INDIGO was trading at 4158.20. The strike last trading price was 150, which was 83.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar INDIGO was trading at 4251.70. The strike last trading price was 150, which was 83.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar INDIGO was trading at 4350.70. The strike last trading price was 150, which was 83.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Mar INDIGO was trading at 4380.40. The strike last trading price was 150, which was 83.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 9 Mar INDIGO was trading at 4236.70. The strike last trading price was 150, which was 83.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 6 Mar INDIGO was trading at 4404.10. The strike last trading price was 150, which was 83.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 5 Mar INDIGO was trading at 4512.80. The strike last trading price was 150, which was 83.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar INDIGO was trading at 4392.90. The strike last trading price was 150, which was 83.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 150, which was 83.2 higher than the previous day. The implied volatity was 24.83, the open interest changed by 0 which decreased total open position to 4
On 27 Feb INDIGO was trading at 4827.20. The strike last trading price was 66.8, which was -53.7 lower than the previous day. The implied volatity was 25.83, the open interest changed by 2 which increased total open position to 2
