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[--[65.84.65.76]--]
INDIGO
Interglobe Aviation Ltd

4395.6 -38.45 (-0.87%)

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Historical option data for INDIGO

20 Dec 2024 04:11 PM IST
INDIGO 26DEC2024 4600 CE
Delta: 0.10
Vega: 0.96
Theta: -2.25
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 4395.60 6.7 -5.95 26.57 2,858 -94 1,230
19 Dec 4434.05 12.65 0.55 25.33 1,959 -316 1,340
18 Dec 4390.35 12.1 0.10 26.30 1,710 184 1,665
17 Dec 4386.80 12 -3.80 26.63 1,038 -33 1,489
16 Dec 4406.75 15.8 -6.70 25.10 1,009 27 1,522
13 Dec 4432.90 22.5 -10.10 22.35 1,365 98 1,506
12 Dec 4464.35 32.6 -5.50 22.58 1,252 -42 1,415
11 Dec 4465.55 38.1 -5.85 21.80 734 114 1,466
10 Dec 4477.00 43.95 -9.50 23.01 1,216 315 1,354
9 Dec 4489.45 53.45 -13.65 23.52 2,463 15 1,038
6 Dec 4469.20 67.1 37.30 23.14 2,575 146 1,049
5 Dec 4368.55 29.8 -4.20 23.62 1,079 -4 903
4 Dec 4370.85 34 -4.60 23.59 1,109 56 907
3 Dec 4405.50 38.6 -9.70 22.04 1,407 45 855
2 Dec 4409.25 48.3 1.65 24.38 1,393 -10 814
29 Nov 4378.90 46.65 5.15 24.09 1,176 188 805
28 Nov 4352.65 41.5 14.75 23.93 2,121 483 617
27 Nov 4267.90 26.75 2.75 24.63 181 60 133
26 Nov 4229.60 24 -4.90 25.41 114 25 72
25 Nov 4244.50 28.9 8.90 25.85 51 39 45
22 Nov 4142.65 20 -18.65 26.18 1 0 6
21 Nov 4069.80 38.65 0.00 0.00 0 0 0
20 Nov 4045.90 38.65 0.00 0.00 0 0 0
19 Nov 4045.90 38.65 0.00 0.00 0 0 0
18 Nov 3976.30 38.65 0.00 0.00 0 0 6
7 Nov 3995.75 38.65 0.00 0.00 0 1 0
6 Nov 4061.95 38.65 -12.40 29.31 1 0 5
4 Nov 3963.10 51.05 0.00 37.21 1 0 4
28 Oct 4015.45 51.05 -248.95 - 20 6 6
25 Oct 4366.10 300 0.00 - 0 0 0
23 Oct 4520.00 300 0.00 - 0 0 0
22 Oct 4524.40 300 0.00 - 0 0 0
21 Oct 4591.00 300 0.00 - 0 0 0
16 Oct 4699.85 300 0.00 - 0 0 6
14 Oct 4678.95 300 0.00 - 0 0 0
11 Oct 4693.45 300 0.00 - 0 0 0
10 Oct 4665.15 300 0.00 - 0 0 6
8 Oct 4602.95 300 300.00 - 4 0 2
4 Oct 4609.35 0 0.00 - 0 0 0
3 Oct 4716.85 0 0.00 - 0 0 0
1 Oct 4905.25 0 0.00 - 0 0 0
30 Sept 4787.45 0 - 0 0 0


For Interglobe Aviation Ltd - strike price 4600 expiring on 26DEC2024

Delta for 4600 CE is 0.10

Historical price for 4600 CE is as follows

On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 6.7, which was -5.95 lower than the previous day. The implied volatity was 26.57, the open interest changed by -94 which decreased total open position to 1230


On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 12.65, which was 0.55 higher than the previous day. The implied volatity was 25.33, the open interest changed by -316 which decreased total open position to 1340


On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 12.1, which was 0.10 higher than the previous day. The implied volatity was 26.30, the open interest changed by 184 which increased total open position to 1665


On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 12, which was -3.80 lower than the previous day. The implied volatity was 26.63, the open interest changed by -33 which decreased total open position to 1489


On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 15.8, which was -6.70 lower than the previous day. The implied volatity was 25.10, the open interest changed by 27 which increased total open position to 1522


On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 22.5, which was -10.10 lower than the previous day. The implied volatity was 22.35, the open interest changed by 98 which increased total open position to 1506


On 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 32.6, which was -5.50 lower than the previous day. The implied volatity was 22.58, the open interest changed by -42 which decreased total open position to 1415


On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 38.1, which was -5.85 lower than the previous day. The implied volatity was 21.80, the open interest changed by 114 which increased total open position to 1466


On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 43.95, which was -9.50 lower than the previous day. The implied volatity was 23.01, the open interest changed by 315 which increased total open position to 1354


On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 53.45, which was -13.65 lower than the previous day. The implied volatity was 23.52, the open interest changed by 15 which increased total open position to 1038


On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 67.1, which was 37.30 higher than the previous day. The implied volatity was 23.14, the open interest changed by 146 which increased total open position to 1049


On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 29.8, which was -4.20 lower than the previous day. The implied volatity was 23.62, the open interest changed by -4 which decreased total open position to 903


On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 34, which was -4.60 lower than the previous day. The implied volatity was 23.59, the open interest changed by 56 which increased total open position to 907


On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 38.6, which was -9.70 lower than the previous day. The implied volatity was 22.04, the open interest changed by 45 which increased total open position to 855


On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 48.3, which was 1.65 higher than the previous day. The implied volatity was 24.38, the open interest changed by -10 which decreased total open position to 814


On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 46.65, which was 5.15 higher than the previous day. The implied volatity was 24.09, the open interest changed by 188 which increased total open position to 805


On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 41.5, which was 14.75 higher than the previous day. The implied volatity was 23.93, the open interest changed by 483 which increased total open position to 617


On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 26.75, which was 2.75 higher than the previous day. The implied volatity was 24.63, the open interest changed by 60 which increased total open position to 133


On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 24, which was -4.90 lower than the previous day. The implied volatity was 25.41, the open interest changed by 25 which increased total open position to 72


On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 28.9, which was 8.90 higher than the previous day. The implied volatity was 25.85, the open interest changed by 39 which increased total open position to 45


On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 20, which was -18.65 lower than the previous day. The implied volatity was 26.18, the open interest changed by 0 which decreased total open position to 6


On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 38.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 38.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 38.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 38.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 6


On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 38.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 38.65, which was -12.40 lower than the previous day. The implied volatity was 29.31, the open interest changed by 0 which decreased total open position to 5


On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 51.05, which was 0.00 lower than the previous day. The implied volatity was 37.21, the open interest changed by 0 which decreased total open position to 4


On 28 Oct INDIGO was trading at 4015.45. The strike last trading price was 51.05, which was -248.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct INDIGO was trading at 4366.10. The strike last trading price was 300, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct INDIGO was trading at 4520.00. The strike last trading price was 300, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct INDIGO was trading at 4524.40. The strike last trading price was 300, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct INDIGO was trading at 4591.00. The strike last trading price was 300, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct INDIGO was trading at 4699.85. The strike last trading price was 300, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct INDIGO was trading at 4678.95. The strike last trading price was 300, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct INDIGO was trading at 4693.45. The strike last trading price was 300, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct INDIGO was trading at 4665.15. The strike last trading price was 300, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct INDIGO was trading at 4602.95. The strike last trading price was 300, which was 300.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct INDIGO was trading at 4609.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct INDIGO was trading at 4716.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct INDIGO was trading at 4905.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept INDIGO was trading at 4787.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


INDIGO 26DEC2024 4600 PE
Delta: -0.81
Vega: 1.52
Theta: -3.82
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 4395.60 223.5 51.50 38.47 442 -176 201
19 Dec 4434.05 172 -36.05 23.80 40 -6 377
18 Dec 4390.35 208.05 -6.00 29.04 63 -22 383
17 Dec 4386.80 214.05 23.90 16.30 20 2 410
16 Dec 4406.75 190.15 19.55 17.90 26 -15 408
13 Dec 4432.90 170.6 17.55 19.99 10 1 423
12 Dec 4464.35 153.05 -0.55 21.33 30 -3 422
11 Dec 4465.55 153.6 -0.60 25.05 82 37 427
10 Dec 4477.00 154.2 -2.65 24.15 49 -3 390
9 Dec 4489.45 156.85 10.75 26.98 285 34 394
6 Dec 4469.20 146.1 -93.15 25.38 145 77 360
5 Dec 4368.55 239.25 14.35 24.85 21 1 284
4 Dec 4370.85 224.9 6.80 22.56 15 2 282
3 Dec 4405.50 218.1 -4.35 26.83 64 38 283
2 Dec 4409.25 222.45 -17.00 26.79 76 12 244
29 Nov 4378.90 239.45 -25.60 25.76 56 8 232
28 Nov 4352.65 265.05 -58.95 27.40 61 9 224
27 Nov 4267.90 324 -51.00 24.19 205 197 214
26 Nov 4229.60 375 -3.00 29.80 16 14 16
25 Nov 4244.50 378 201.40 33.21 2 1 1
22 Nov 4142.65 176.6 0.00 - 0 0 0
21 Nov 4069.80 176.6 0.00 - 0 0 0
20 Nov 4045.90 176.6 0.00 - 0 0 0
19 Nov 4045.90 176.6 0.00 - 0 0 0
18 Nov 3976.30 176.6 0.00 - 0 0 0
7 Nov 3995.75 176.6 0.00 - 0 0 0
6 Nov 4061.95 176.6 0.00 - 0 0 0
4 Nov 3963.10 176.6 0.00 - 0 0 0
28 Oct 4015.45 176.6 0.00 - 0 0 0
25 Oct 4366.10 176.6 0.00 - 0 0 0
23 Oct 4520.00 176.6 0.00 - 0 0 0
22 Oct 4524.40 176.6 0.00 - 0 0 0
21 Oct 4591.00 176.6 0.00 - 0 0 0
16 Oct 4699.85 176.6 0.00 - 0 0 0
14 Oct 4678.95 176.6 0.00 - 0 0 0
11 Oct 4693.45 176.6 176.60 - 0 0 0
10 Oct 4665.15 0 0.00 - 0 0 0
8 Oct 4602.95 0 0.00 - 0 0 0
4 Oct 4609.35 0 0.00 - 0 0 0
3 Oct 4716.85 0 0.00 - 0 0 0
1 Oct 4905.25 0 0.00 - 0 0 0
30 Sept 4787.45 0 - 0 0 0


For Interglobe Aviation Ltd - strike price 4600 expiring on 26DEC2024

Delta for 4600 PE is -0.81

Historical price for 4600 PE is as follows

On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 223.5, which was 51.50 higher than the previous day. The implied volatity was 38.47, the open interest changed by -176 which decreased total open position to 201


On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 172, which was -36.05 lower than the previous day. The implied volatity was 23.80, the open interest changed by -6 which decreased total open position to 377


On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 208.05, which was -6.00 lower than the previous day. The implied volatity was 29.04, the open interest changed by -22 which decreased total open position to 383


On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 214.05, which was 23.90 higher than the previous day. The implied volatity was 16.30, the open interest changed by 2 which increased total open position to 410


On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 190.15, which was 19.55 higher than the previous day. The implied volatity was 17.90, the open interest changed by -15 which decreased total open position to 408


On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 170.6, which was 17.55 higher than the previous day. The implied volatity was 19.99, the open interest changed by 1 which increased total open position to 423


On 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 153.05, which was -0.55 lower than the previous day. The implied volatity was 21.33, the open interest changed by -3 which decreased total open position to 422


On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 153.6, which was -0.60 lower than the previous day. The implied volatity was 25.05, the open interest changed by 37 which increased total open position to 427


On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 154.2, which was -2.65 lower than the previous day. The implied volatity was 24.15, the open interest changed by -3 which decreased total open position to 390


On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 156.85, which was 10.75 higher than the previous day. The implied volatity was 26.98, the open interest changed by 34 which increased total open position to 394


On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 146.1, which was -93.15 lower than the previous day. The implied volatity was 25.38, the open interest changed by 77 which increased total open position to 360


On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 239.25, which was 14.35 higher than the previous day. The implied volatity was 24.85, the open interest changed by 1 which increased total open position to 284


On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 224.9, which was 6.80 higher than the previous day. The implied volatity was 22.56, the open interest changed by 2 which increased total open position to 282


On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 218.1, which was -4.35 lower than the previous day. The implied volatity was 26.83, the open interest changed by 38 which increased total open position to 283


On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 222.45, which was -17.00 lower than the previous day. The implied volatity was 26.79, the open interest changed by 12 which increased total open position to 244


On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 239.45, which was -25.60 lower than the previous day. The implied volatity was 25.76, the open interest changed by 8 which increased total open position to 232


On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 265.05, which was -58.95 lower than the previous day. The implied volatity was 27.40, the open interest changed by 9 which increased total open position to 224


On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 324, which was -51.00 lower than the previous day. The implied volatity was 24.19, the open interest changed by 197 which increased total open position to 214


On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 375, which was -3.00 lower than the previous day. The implied volatity was 29.80, the open interest changed by 14 which increased total open position to 16


On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 378, which was 201.40 higher than the previous day. The implied volatity was 33.21, the open interest changed by 1 which increased total open position to 1


On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 176.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 176.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 176.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 176.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 176.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 176.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 176.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 176.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Oct INDIGO was trading at 4015.45. The strike last trading price was 176.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct INDIGO was trading at 4366.10. The strike last trading price was 176.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct INDIGO was trading at 4520.00. The strike last trading price was 176.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct INDIGO was trading at 4524.40. The strike last trading price was 176.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct INDIGO was trading at 4591.00. The strike last trading price was 176.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct INDIGO was trading at 4699.85. The strike last trading price was 176.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct INDIGO was trading at 4678.95. The strike last trading price was 176.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct INDIGO was trading at 4693.45. The strike last trading price was 176.6, which was 176.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct INDIGO was trading at 4665.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct INDIGO was trading at 4602.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct INDIGO was trading at 4609.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct INDIGO was trading at 4716.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct INDIGO was trading at 4905.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept INDIGO was trading at 4787.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to