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

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: 0.90 Vega: 1.52 Theta: -4.56 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
19 Dec	5153.50	547.7 ₹ 82,155	19.1 2865.00	49.83	186 27,900	-123 -18,450	166 24,900
18 Dec	5115.50	532 ₹ 79,800	137 20550.00	-	206 30,900	-66 -9,900	293 43,950
17 Dec	4980.50	394.95 ₹ 59,242.5	-1.25 -187.50	21.66	29 4,350	-2 -300	360 54,000
16 Dec	4974.00	390.3 ₹ 58,545	-21.5 -3225.00	26.68	126 18,900	52 7,800	362 54,300
15 Dec	4965.50	406.5 ₹ 60,975	88.75 13312.50	37.10	145 21,750	-3 -450	310 46,500
12 Dec	4860.50	320.2 ₹ 48,030	25.15 3772.50	31.96	130 19,500	-16 -2,400	316 47,400
11 Dec	4819.00	298.55 ₹ 44,782.5	4.35 652.50	33.63	1,436 2,15,400	135 20,250	334 50,100
10 Dec	4805.50	299.8 ₹ 44,970	-146.45 -21967.50	35.30	346 51,900	114 17,100	199 29,850

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 0.90

Historical price for 4600 CE is as follows

On 19 Dec INDIGO was trading at 5153.50. The strike last trading price was 547.7, which was 19.1 higher than the previous day. The implied volatity was 49.83, the open interest changed by -123 which decreased total open position to 166

On 18 Dec INDIGO was trading at 5115.50. The strike last trading price was 532, which was 137 higher than the previous day. The implied volatity was -, the open interest changed by -66 which decreased total open position to 293

On 17 Dec INDIGO was trading at 4980.50. The strike last trading price was 394.95, which was -1.25 lower than the previous day. The implied volatity was 21.66, the open interest changed by -2 which decreased total open position to 360

On 16 Dec INDIGO was trading at 4974.00. The strike last trading price was 390.3, which was -21.5 lower than the previous day. The implied volatity was 26.68, the open interest changed by 52 which increased total open position to 362

On 15 Dec INDIGO was trading at 4965.50. The strike last trading price was 406.5, which was 88.75 higher than the previous day. The implied volatity was 37.10, the open interest changed by -3 which decreased total open position to 310

On 12 Dec INDIGO was trading at 4860.50. The strike last trading price was 320.2, which was 25.15 higher than the previous day. The implied volatity was 31.96, the open interest changed by -16 which decreased total open position to 316

On 11 Dec INDIGO was trading at 4819.00. The strike last trading price was 298.55, which was 4.35 higher than the previous day. The implied volatity was 33.63, the open interest changed by 135 which increased total open position to 334

On 10 Dec INDIGO was trading at 4805.50. The strike last trading price was 299.8, which was -146.45 lower than the previous day. The implied volatity was 35.30, the open interest changed by 114 which increased total open position to 199

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: -0.03 Vega: 0.65 Theta: -0.97 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
19 Dec	5153.50	4 ₹ 600	-1.2 -180.00	34.53	1,462 2,19,300	11 1,650	2,296 3,44,400
18 Dec	5115.50	4.85 ₹ 727.5	-8.3 -1245.00	34.91	3,517 5,27,550	-188 -28,200	2,306 3,45,900
17 Dec	4980.50	13.6 ₹ 2,040	-2.75 -412.50	33.45	957 1,43,550	-59 -8,850	2,496 3,74,400
16 Dec	4974.00	16.05 ₹ 2,407.5	-1.9 -285.00	33.15	1,449 2,17,350	-62 -9,300	2,551 3,82,650
15 Dec	4965.50	18.3 ₹ 2,745	-17.6 -2640.00	33.04	3,433 5,14,950	-157 -23,550	2,601 3,90,150
12 Dec	4860.50	35.8 ₹ 5,370	-17.35 -2602.50	31.61	6,437 9,65,550	-333 -49,950	2,768 4,15,200
11 Dec	4819.00	51.95 ₹ 7,792.5	-15.15 -2272.50	33.27	13,855 20,78,250	477 71,550	3,097 4,64,550
10 Dec	4805.50	66.9 ₹ 10,035	7.15 1072.50	36.06	12,416 18,62,400	213 31,950	2,620 3,93,000
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 -0.03

Historical price for 4600 PE is as follows

On 19 Dec INDIGO was trading at 5153.50. The strike last trading price was 4, which was -1.2 lower than the previous day. The implied volatity was 34.53, the open interest changed by 11 which increased total open position to 2296

On 18 Dec INDIGO was trading at 5115.50. The strike last trading price was 4.85, which was -8.3 lower than the previous day. The implied volatity was 34.91, the open interest changed by -188 which decreased total open position to 2306

On 17 Dec INDIGO was trading at 4980.50. The strike last trading price was 13.6, which was -2.75 lower than the previous day. The implied volatity was 33.45, the open interest changed by -59 which decreased total open position to 2496

On 16 Dec INDIGO was trading at 4974.00. The strike last trading price was 16.05, which was -1.9 lower than the previous day. The implied volatity was 33.15, the open interest changed by -62 which decreased total open position to 2551

On 15 Dec INDIGO was trading at 4965.50. The strike last trading price was 18.3, which was -17.6 lower than the previous day. The implied volatity was 33.04, the open interest changed by -157 which decreased total open position to 2601

On 12 Dec INDIGO was trading at 4860.50. The strike last trading price was 35.8, which was -17.35 lower than the previous day. The implied volatity was 31.61, the open interest changed by -333 which decreased total open position to 2768

On 11 Dec INDIGO was trading at 4819.00. The strike last trading price was 51.95, which was -15.15 lower than the previous day. The implied volatity was 33.27, the open interest changed by 477 which increased total open position to 3097

On 10 Dec INDIGO was trading at 4805.50. The strike last trading price was 66.9, which was 7.15 higher than the previous day. The implied volatity was 36.06, the open interest changed by 213 which increased total open position to 2620

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

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