[--[65.84.65.76]--]

INDIGO

Interglobe Aviation Ltd
4392.9 -127.50 (-2.82%)
L: 4293 H: 4431

Back to Option Chain


Historical option data for INDIGO

04 Mar 2026 04:11 PM IST
INDIGO 30-MAR-2026 4600 CE
Delta: 0.34
Vega: 4.26
Theta: -3.13
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
4 Mar 4392.90 83.3 -61.7 33.57 14,396 5,919 7,177
2 Mar 4520.40 145 -148.6 31.73 6,993 1,238 1,271
27 Feb 4827.20 296.85 -113.35 21.2 23 2 33
26 Feb 4933.50 410.2 74.2 - 0 0 31
25 Feb 4947.40 410.2 74.2 24.48 16 0 30
24 Feb 4850.30 336 35 - 0 0 30
23 Feb 4862.20 336 35 - 0 0 30
20 Feb 4854.60 336 35 23.06 1 0 29
19 Feb 4815.10 301 -138.75 20.59 10 8 27
18 Feb 4980.40 440 0 21.71 9 -1 19
17 Feb 4977.00 440 42 - 0 0 20
16 Feb 4940.80 440 42 - 0 0 20
13 Feb 4929.20 440 42 - 0 0 20
12 Feb 4982.80 440 42 - 0 0 20
11 Feb 5013.80 440 42 - 0 0 20
10 Feb 4960.40 440 42 - 0 0 20
9 Feb 4964.10 440 42 21.91 1 0 20
6 Feb 4909.40 398 -17 20.86 1 0 20
5 Feb 4932.20 415 3.5 - 0 0 20
4 Feb 4960.70 415 3.5 13.98 1 0 20
3 Feb 4946.20 411.5 191 15.45 1 0 20
2 Feb 4687.00 220.5 7.5 17.28 3 -2 21
1 Feb 4589.50 213 -12.4 25.15 4 3 22
30 Jan 4596.50 224.8 -17 24.96 23 6 19
29 Jan 4621.00 241.8 -374.9 25.73 21 12 12
28 Jan 4749.00 616.7 0 - 0 0 0
27 Jan 4769.00 616.7 0 - 0 0 0
23 Jan 4704.50 616.7 0 - 0 0 0
22 Jan 4909.00 616.7 0 - 0 0 0
21 Jan 4857.50 616.7 0 - 0 0 0
20 Jan 4790.00 616.7 0 - 0 0 0
19 Jan 4941.50 616.7 0 - 0 0 0
16 Jan 4740.00 616.7 0 - 0 0 0
14 Jan 4733.00 616.7 0 - 0 0 0
13 Jan 4759.50 616.7 0 - 0 0 0
12 Jan 4850.00 616.7 0 - 0 0 0
9 Jan 4844.00 616.7 0 - 0 0 0
8 Jan 4906.50 616.7 0 - 0 0 0
7 Jan 4951.00 616.7 0 - 0 0 0
6 Jan 5002.50 616.7 0 - 0 0 0
5 Jan 5102.50 616.7 0 - 0 0 0
2 Jan 5106.00 616.7 0 - 0 0 0
1 Jan 5110.50 616.7 0 - 0 0 0
31 Dec 5059.50 616.7 - - 0 0 0


For Interglobe Aviation Ltd - strike price 4600 expiring on 30MAR2026

Delta for 4600 CE is 0.34

Historical price for 4600 CE is as follows

On 4 Mar INDIGO was trading at 4392.90. The strike last trading price was 83.3, which was -61.7 lower than the previous day. The implied volatity was 33.57, the open interest changed by 5919 which increased total open position to 7177


On 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 145, which was -148.6 lower than the previous day. The implied volatity was 31.73, the open interest changed by 1238 which increased total open position to 1271


On 27 Feb INDIGO was trading at 4827.20. The strike last trading price was 296.85, which was -113.35 lower than the previous day. The implied volatity was 21.2, the open interest changed by 2 which increased total open position to 33


On 26 Feb INDIGO was trading at 4933.50. The strike last trading price was 410.2, which was 74.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31


On 25 Feb INDIGO was trading at 4947.40. The strike last trading price was 410.2, which was 74.2 higher than the previous day. The implied volatity was 24.48, the open interest changed by 0 which decreased total open position to 30


On 24 Feb INDIGO was trading at 4850.30. The strike last trading price was 336, which was 35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30


On 23 Feb INDIGO was trading at 4862.20. The strike last trading price was 336, which was 35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30


On 20 Feb INDIGO was trading at 4854.60. The strike last trading price was 336, which was 35 higher than the previous day. The implied volatity was 23.06, the open interest changed by 0 which decreased total open position to 29


On 19 Feb INDIGO was trading at 4815.10. The strike last trading price was 301, which was -138.75 lower than the previous day. The implied volatity was 20.59, the open interest changed by 8 which increased total open position to 27


On 18 Feb INDIGO was trading at 4980.40. The strike last trading price was 440, which was 0 lower than the previous day. The implied volatity was 21.71, the open interest changed by -1 which decreased total open position to 19


On 17 Feb INDIGO was trading at 4977.00. The strike last trading price was 440, which was 42 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 16 Feb INDIGO was trading at 4940.80. The strike last trading price was 440, which was 42 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 13 Feb INDIGO was trading at 4929.20. The strike last trading price was 440, which was 42 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 12 Feb INDIGO was trading at 4982.80. The strike last trading price was 440, which was 42 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 11 Feb INDIGO was trading at 5013.80. The strike last trading price was 440, which was 42 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 10 Feb INDIGO was trading at 4960.40. The strike last trading price was 440, which was 42 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 9 Feb INDIGO was trading at 4964.10. The strike last trading price was 440, which was 42 higher than the previous day. The implied volatity was 21.91, the open interest changed by 0 which decreased total open position to 20


On 6 Feb INDIGO was trading at 4909.40. The strike last trading price was 398, which was -17 lower than the previous day. The implied volatity was 20.86, the open interest changed by 0 which decreased total open position to 20


On 5 Feb INDIGO was trading at 4932.20. The strike last trading price was 415, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 4 Feb INDIGO was trading at 4960.70. The strike last trading price was 415, which was 3.5 higher than the previous day. The implied volatity was 13.98, the open interest changed by 0 which decreased total open position to 20


On 3 Feb INDIGO was trading at 4946.20. The strike last trading price was 411.5, which was 191 higher than the previous day. The implied volatity was 15.45, the open interest changed by 0 which decreased total open position to 20


On 2 Feb INDIGO was trading at 4687.00. The strike last trading price was 220.5, which was 7.5 higher than the previous day. The implied volatity was 17.28, the open interest changed by -2 which decreased total open position to 21


On 1 Feb INDIGO was trading at 4589.50. The strike last trading price was 213, which was -12.4 lower than the previous day. The implied volatity was 25.15, the open interest changed by 3 which increased total open position to 22


On 30 Jan INDIGO was trading at 4596.50. The strike last trading price was 224.8, which was -17 lower than the previous day. The implied volatity was 24.96, the open interest changed by 6 which increased total open position to 19


On 29 Jan INDIGO was trading at 4621.00. The strike last trading price was 241.8, which was -374.9 lower than the previous day. The implied volatity was 25.73, the open interest changed by 12 which increased total open position to 12


On 28 Jan INDIGO was trading at 4749.00. The strike last trading price was 616.7, 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 Jan INDIGO was trading at 4769.00. The strike last trading price was 616.7, 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 23 Jan INDIGO was trading at 4704.50. The strike last trading price was 616.7, 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 22 Jan INDIGO was trading at 4909.00. The strike last trading price was 616.7, 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 21 Jan INDIGO was trading at 4857.50. The strike last trading price was 616.7, 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 20 Jan INDIGO was trading at 4790.00. The strike last trading price was 616.7, 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 19 Jan INDIGO was trading at 4941.50. The strike last trading price was 616.7, 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 16 Jan INDIGO was trading at 4740.00. The strike last trading price was 616.7, 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 14 Jan INDIGO was trading at 4733.00. The strike last trading price was 616.7, 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 13 Jan INDIGO was trading at 4759.50. The strike last trading price was 616.7, 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 12 Jan INDIGO was trading at 4850.00. The strike last trading price was 616.7, 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 9 Jan INDIGO was trading at 4844.00. The strike last trading price was 616.7, 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 8 Jan INDIGO was trading at 4906.50. The strike last trading price was 616.7, 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 7 Jan INDIGO was trading at 4951.00. The strike last trading price was 616.7, 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 6 Jan INDIGO was trading at 5002.50. The strike last trading price was 616.7, 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 5 Jan INDIGO was trading at 5102.50. The strike last trading price was 616.7, 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 2 Jan INDIGO was trading at 5106.00. The strike last trading price was 616.7, 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 1 Jan INDIGO was trading at 5110.50. The strike last trading price was 616.7, 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 31 Dec INDIGO was trading at 5059.50. The strike last trading price was 616.7, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


INDIGO 30MAR2026 4600 PE
Delta: -0.64
Vega: 4.38
Theta: -2.3
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
4 Mar 4392.90 283 80.35 37.34 1,427 -265 1,162
2 Mar 4520.40 207.5 148.15 38.25 15,102 936 1,430
27 Feb 4827.20 59.8 21.75 29.24 1,352 -39 496
26 Feb 4933.50 36.5 3.2 28.26 1,753 31 536
25 Feb 4947.40 34.15 -10.5 27.63 387 0 506
24 Feb 4850.30 43.9 -4.95 25.91 363 136 505
23 Feb 4862.20 49.5 -7.7 26.73 120 -18 371
20 Feb 4854.60 57.4 -11.2 27.34 328 144 391
19 Feb 4815.10 71 38.35 28.23 365 81 248
18 Feb 4980.40 32.55 -9.45 26.11 131 70 167
17 Feb 4977.00 42 -4.3 28.39 64 -4 97
16 Feb 4940.80 46.3 -6.7 28.09 5 0 100
13 Feb 4929.20 53 5.3 27.93 16 9 100
12 Feb 4982.80 47.7 7.9 28.6 10 -9 90
11 Feb 5013.80 39.8 -6.75 27.45 28 -8 100
10 Feb 4960.40 46.55 6.5 27.24 29 -8 109
9 Feb 4964.10 40.05 -21.7 25.1 31 5 117
6 Feb 4909.40 61.75 0.35 27.02 4 0 112
5 Feb 4932.20 60.75 3.3 27.73 12 -6 112
4 Feb 4960.70 58.45 5.6 28.05 31 -12 115
3 Feb 4946.20 52.6 -60.7 26.42 56 4 128
2 Feb 4687.00 113.3 -66.7 25.31 27 11 123
1 Feb 4589.50 180 8 29.18 44 -1 112
30 Jan 4596.50 163.45 -5.65 27.38 377 10 113
29 Jan 4621.00 168.2 58.05 28.87 111 100 103
28 Jan 4749.00 110.15 -1 27.25 1 0 2
27 Jan 4769.00 111.15 -30 28.04 2 1 2
23 Jan 4704.50 141.15 29.5 28.92 1 0 1
22 Jan 4909.00 111.65 -18.9 - 0 0 1
21 Jan 4857.50 111.65 -18.9 - 0 0 1
20 Jan 4790.00 111.65 -18.9 - 0 0 1
19 Jan 4941.50 111.65 -18.9 - 0 0 1
16 Jan 4740.00 111.65 -18.9 - 0 0 1
14 Jan 4733.00 111.65 -18.9 - 0 0 1
13 Jan 4759.50 111.65 -18.9 25.81 1 0 0
12 Jan 4850.00 130.55 0 3.83 0 0 0
9 Jan 4844.00 130.55 0 - 0 0 0
8 Jan 4906.50 130.55 0 4.43 0 0 0
7 Jan 4951.00 130.55 0 - 0 0 0
6 Jan 5002.50 130.55 0 5.42 0 0 0
5 Jan 5102.50 130.55 0 - 0 0 0
2 Jan 5106.00 130.55 0 - 0 0 0
1 Jan 5110.50 130.55 0 6.25 0 0 0
31 Dec 5059.50 130.55 - - 0 0 0


For Interglobe Aviation Ltd - strike price 4600 expiring on 30MAR2026

Delta for 4600 PE is -0.64

Historical price for 4600 PE is as follows

On 4 Mar INDIGO was trading at 4392.90. The strike last trading price was 283, which was 80.35 higher than the previous day. The implied volatity was 37.34, the open interest changed by -265 which decreased total open position to 1162


On 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 207.5, which was 148.15 higher than the previous day. The implied volatity was 38.25, the open interest changed by 936 which increased total open position to 1430


On 27 Feb INDIGO was trading at 4827.20. The strike last trading price was 59.8, which was 21.75 higher than the previous day. The implied volatity was 29.24, the open interest changed by -39 which decreased total open position to 496


On 26 Feb INDIGO was trading at 4933.50. The strike last trading price was 36.5, which was 3.2 higher than the previous day. The implied volatity was 28.26, the open interest changed by 31 which increased total open position to 536


On 25 Feb INDIGO was trading at 4947.40. The strike last trading price was 34.15, which was -10.5 lower than the previous day. The implied volatity was 27.63, the open interest changed by 0 which decreased total open position to 506


On 24 Feb INDIGO was trading at 4850.30. The strike last trading price was 43.9, which was -4.95 lower than the previous day. The implied volatity was 25.91, the open interest changed by 136 which increased total open position to 505


On 23 Feb INDIGO was trading at 4862.20. The strike last trading price was 49.5, which was -7.7 lower than the previous day. The implied volatity was 26.73, the open interest changed by -18 which decreased total open position to 371


On 20 Feb INDIGO was trading at 4854.60. The strike last trading price was 57.4, which was -11.2 lower than the previous day. The implied volatity was 27.34, the open interest changed by 144 which increased total open position to 391


On 19 Feb INDIGO was trading at 4815.10. The strike last trading price was 71, which was 38.35 higher than the previous day. The implied volatity was 28.23, the open interest changed by 81 which increased total open position to 248


On 18 Feb INDIGO was trading at 4980.40. The strike last trading price was 32.55, which was -9.45 lower than the previous day. The implied volatity was 26.11, the open interest changed by 70 which increased total open position to 167


On 17 Feb INDIGO was trading at 4977.00. The strike last trading price was 42, which was -4.3 lower than the previous day. The implied volatity was 28.39, the open interest changed by -4 which decreased total open position to 97


On 16 Feb INDIGO was trading at 4940.80. The strike last trading price was 46.3, which was -6.7 lower than the previous day. The implied volatity was 28.09, the open interest changed by 0 which decreased total open position to 100


On 13 Feb INDIGO was trading at 4929.20. The strike last trading price was 53, which was 5.3 higher than the previous day. The implied volatity was 27.93, the open interest changed by 9 which increased total open position to 100


On 12 Feb INDIGO was trading at 4982.80. The strike last trading price was 47.7, which was 7.9 higher than the previous day. The implied volatity was 28.6, the open interest changed by -9 which decreased total open position to 90


On 11 Feb INDIGO was trading at 5013.80. The strike last trading price was 39.8, which was -6.75 lower than the previous day. The implied volatity was 27.45, the open interest changed by -8 which decreased total open position to 100


On 10 Feb INDIGO was trading at 4960.40. The strike last trading price was 46.55, which was 6.5 higher than the previous day. The implied volatity was 27.24, the open interest changed by -8 which decreased total open position to 109


On 9 Feb INDIGO was trading at 4964.10. The strike last trading price was 40.05, which was -21.7 lower than the previous day. The implied volatity was 25.1, the open interest changed by 5 which increased total open position to 117


On 6 Feb INDIGO was trading at 4909.40. The strike last trading price was 61.75, which was 0.35 higher than the previous day. The implied volatity was 27.02, the open interest changed by 0 which decreased total open position to 112


On 5 Feb INDIGO was trading at 4932.20. The strike last trading price was 60.75, which was 3.3 higher than the previous day. The implied volatity was 27.73, the open interest changed by -6 which decreased total open position to 112


On 4 Feb INDIGO was trading at 4960.70. The strike last trading price was 58.45, which was 5.6 higher than the previous day. The implied volatity was 28.05, the open interest changed by -12 which decreased total open position to 115


On 3 Feb INDIGO was trading at 4946.20. The strike last trading price was 52.6, which was -60.7 lower than the previous day. The implied volatity was 26.42, the open interest changed by 4 which increased total open position to 128


On 2 Feb INDIGO was trading at 4687.00. The strike last trading price was 113.3, which was -66.7 lower than the previous day. The implied volatity was 25.31, the open interest changed by 11 which increased total open position to 123


On 1 Feb INDIGO was trading at 4589.50. The strike last trading price was 180, which was 8 higher than the previous day. The implied volatity was 29.18, the open interest changed by -1 which decreased total open position to 112


On 30 Jan INDIGO was trading at 4596.50. The strike last trading price was 163.45, which was -5.65 lower than the previous day. The implied volatity was 27.38, the open interest changed by 10 which increased total open position to 113


On 29 Jan INDIGO was trading at 4621.00. The strike last trading price was 168.2, which was 58.05 higher than the previous day. The implied volatity was 28.87, the open interest changed by 100 which increased total open position to 103


On 28 Jan INDIGO was trading at 4749.00. The strike last trading price was 110.15, which was -1 lower than the previous day. The implied volatity was 27.25, the open interest changed by 0 which decreased total open position to 2


On 27 Jan INDIGO was trading at 4769.00. The strike last trading price was 111.15, which was -30 lower than the previous day. The implied volatity was 28.04, the open interest changed by 1 which increased total open position to 2


On 23 Jan INDIGO was trading at 4704.50. The strike last trading price was 141.15, which was 29.5 higher than the previous day. The implied volatity was 28.92, the open interest changed by 0 which decreased total open position to 1


On 22 Jan INDIGO was trading at 4909.00. The strike last trading price was 111.65, which was -18.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 21 Jan INDIGO was trading at 4857.50. The strike last trading price was 111.65, which was -18.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 20 Jan INDIGO was trading at 4790.00. The strike last trading price was 111.65, which was -18.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 19 Jan INDIGO was trading at 4941.50. The strike last trading price was 111.65, which was -18.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Jan INDIGO was trading at 4740.00. The strike last trading price was 111.65, which was -18.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 14 Jan INDIGO was trading at 4733.00. The strike last trading price was 111.65, which was -18.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 13 Jan INDIGO was trading at 4759.50. The strike last trading price was 111.65, which was -18.9 lower than the previous day. The implied volatity was 25.81, the open interest changed by 0 which decreased total open position to 0


On 12 Jan INDIGO was trading at 4850.00. The strike last trading price was 130.55, which was 0 lower than the previous day. The implied volatity was 3.83, the open interest changed by 0 which decreased total open position to 0


On 9 Jan INDIGO was trading at 4844.00. The strike last trading price was 130.55, 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 8 Jan INDIGO was trading at 4906.50. The strike last trading price was 130.55, which was 0 lower than the previous day. The implied volatity was 4.43, the open interest changed by 0 which decreased total open position to 0


On 7 Jan INDIGO was trading at 4951.00. The strike last trading price was 130.55, 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 6 Jan INDIGO was trading at 5002.50. The strike last trading price was 130.55, which was 0 lower than the previous day. The implied volatity was 5.42, the open interest changed by 0 which decreased total open position to 0


On 5 Jan INDIGO was trading at 5102.50. The strike last trading price was 130.55, 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 2 Jan INDIGO was trading at 5106.00. The strike last trading price was 130.55, 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 1 Jan INDIGO was trading at 5110.50. The strike last trading price was 130.55, which was 0 lower than the previous day. The implied volatity was 6.25, the open interest changed by 0 which decreased total open position to 0


On 31 Dec INDIGO was trading at 5059.50. The strike last trading price was 130.55, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0