INDIGO

Interglobe Aviation Ltd

4967.5 +44.00 (0.89%)

L: 4817 H: 5017

Back to Option Chain

Historical option data for INDIGO
09 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

INDIGO 30-DEC-2025 4600 CE
Delta: 0.81 Vega: 3.23 Theta: -4.32 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	4967.50	470.9 ₹ 70,635	7.5 1125.00	43.46	156 23,400	69 10,350	84 12,600
8 Dec	4923.50	463.4 ₹ 69,510	-641.65 -96247.50	56.52	36 5,400	16 2,400	16 2,400

5 Dec	5370.50	1105.05 ₹ 1,65,757.5	0 0.00	-	0 0	0 0	0 0

For Interglobe Aviation Ltd - strike price 4600 expiring on 30DEC2025

Delta for 4600 CE is 0.81

Historical price for 4600 CE is as follows

On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 470.9, which was 7.5 higher than the previous day. The implied volatity was 43.46, the open interest changed by 69 which increased total open position to 84

On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 463.4, which was -641.65 lower than the previous day. The implied volatity was 56.52, the open interest changed by 16 which increased total open position to 16

On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 1105.05, 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 4600 PE
Delta: -0.19 Vega: 3.22 Theta: -3.04 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	4967.50	55.7 ₹ 8,355	-53.3 -7995.00	43.21	16,840 25,26,000	103 15,450	2,429 3,64,350
8 Dec	4923.50	112.9 ₹ 16,935	103.2 15480.00	52.80	36,863 55,29,450	1,745 2,61,750	2,329 3,49,350
5 Dec	5370.50	9.6 ₹ 1,440	-31.3 -4695.00	37.04	2,649 3,97,350	582 87,300	582 87,300

For Interglobe Aviation Ltd - strike price 4600 expiring on 30DEC2025

Delta for 4600 PE is -0.19

Historical price for 4600 PE is as follows

On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 55.7, which was -53.3 lower than the previous day. The implied volatity was 43.21, the open interest changed by 103 which increased total open position to 2429

On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 112.9, which was 103.2 higher than the previous day. The implied volatity was 52.80, the open interest changed by 1745 which increased total open position to 2329

On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 9.6, which was -31.3 lower than the previous day. The implied volatity was 37.04, the open interest changed by 582 which increased total open position to 582

Related Pages for INDIGO

INDIGO

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

CYIENT

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD