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

4069.8 23.90 (0.59%)

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Historical option data for INDIGO

21 Nov 2024 04:11 PM IST
INDIGO 28NOV2024 4600 CE
Delta: 0.02
Vega: 0.23
Theta: -0.68
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 4069.80 1.3 -0.55 40.33 47.5 -30.5 220.5
20 Nov 4045.90 1.85 0.00 39.15 173 -26 251.5
19 Nov 4045.90 1.85 0.10 39.15 173 -25.5 251.5
18 Nov 3976.30 1.75 -0.40 40.91 50.5 -19.5 278.5
14 Nov 3891.20 2.15 -0.55 40.11 28.5 -7 300
13 Nov 3848.80 2.7 0.20 41.24 25 -6.5 310
12 Nov 3912.90 2.5 -1.55 37.12 182 43.5 317
11 Nov 4011.60 4.05 -0.65 33.60 55.5 3 274
8 Nov 4002.95 4.7 -0.85 32.30 99 -9 271.5
7 Nov 3995.75 5.55 -2.15 32.21 69.5 15.5 280.5
6 Nov 4061.95 7.7 0.70 29.65 104.5 25 265.5
5 Nov 3940.85 7 -0.40 35.24 98.5 -7.5 244.5
4 Nov 3963.10 7.4 -5.75 34.16 227.5 -23.5 252.5
1 Nov 4069.55 13.15 1.00 30.39 37 8.5 275.5
31 Oct 4052.50 12.15 -2.40 - 161 89 266
30 Oct 4057.70 14.55 -0.45 - 141 17 174
29 Oct 4026.75 15 -7.10 - 145 6 156
28 Oct 4015.45 22.1 -69.90 - 494 104 149
25 Oct 4366.10 92 -61.00 - 52 20 45
24 Oct 4519.85 153 15.80 - 11 8 24
23 Oct 4520.00 137.2 0.00 - 0 5 0
22 Oct 4524.40 137.2 -44.80 - 17 7 18
21 Oct 4591.00 182 -47.95 - 12 8 10
18 Oct 4663.05 229.95 7.45 - 2 1 2
17 Oct 4624.00 222.5 -242.05 - 1 0 0
16 Oct 4699.85 464.55 0.00 - 0 0 0
15 Oct 4756.45 464.55 0.00 - 0 0 0
14 Oct 4678.95 464.55 0.00 - 0 0 0
11 Oct 4693.45 464.55 0.00 - 0 0 0
10 Oct 4665.15 464.55 0.00 - 0 0 0
9 Oct 4708.30 464.55 0.00 - 0 0 0
8 Oct 4602.95 464.55 0.00 - 0 0 0
7 Oct 4485.20 464.55 0.00 - 0 0 0
4 Oct 4609.35 464.55 0.00 - 0 0 0
3 Oct 4716.85 464.55 0.00 - 0 0 0
30 Sept 4787.45 464.55 464.55 - 0 0 0
24 Sept 4827.10 0 0.00 - 0 0 0
19 Sept 4873.55 0 0.00 - 0 0 0
13 Sept 4942.35 0 0.00 - 0 0 0
12 Sept 4994.65 0 0.00 - 0 0 0
10 Sept 4831.85 0 0.00 - 0 0 0
5 Sept 4828.55 0 0.00 - 0 0 0
4 Sept 4815.00 0 0.00 - 0 0 0
3 Sept 4813.40 0 - 0 0 0


For Interglobe Aviation Ltd - strike price 4600 expiring on 28NOV2024

Delta for 4600 CE is 0.02

Historical price for 4600 CE is as follows

On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 1.3, which was -0.55 lower than the previous day. The implied volatity was 40.33, the open interest changed by -61 which decreased total open position to 441


On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 1.85, which was 0.00 lower than the previous day. The implied volatity was 39.15, the open interest changed by -52 which decreased total open position to 503


On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 1.85, which was 0.10 higher than the previous day. The implied volatity was 39.15, the open interest changed by -51 which decreased total open position to 503


On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 1.75, which was -0.40 lower than the previous day. The implied volatity was 40.91, the open interest changed by -39 which decreased total open position to 557


On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 2.15, which was -0.55 lower than the previous day. The implied volatity was 40.11, the open interest changed by -14 which decreased total open position to 600


On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 2.7, which was 0.20 higher than the previous day. The implied volatity was 41.24, the open interest changed by -13 which decreased total open position to 620


On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 2.5, which was -1.55 lower than the previous day. The implied volatity was 37.12, the open interest changed by 87 which increased total open position to 634


On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 4.05, which was -0.65 lower than the previous day. The implied volatity was 33.60, the open interest changed by 6 which increased total open position to 548


On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 4.7, which was -0.85 lower than the previous day. The implied volatity was 32.30, the open interest changed by -18 which decreased total open position to 543


On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 5.55, which was -2.15 lower than the previous day. The implied volatity was 32.21, the open interest changed by 31 which increased total open position to 561


On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 7.7, which was 0.70 higher than the previous day. The implied volatity was 29.65, the open interest changed by 50 which increased total open position to 531


On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 7, which was -0.40 lower than the previous day. The implied volatity was 35.24, the open interest changed by -15 which decreased total open position to 489


On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 7.4, which was -5.75 lower than the previous day. The implied volatity was 34.16, the open interest changed by -47 which decreased total open position to 505


On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 13.15, which was 1.00 higher than the previous day. The implied volatity was 30.39, the open interest changed by 17 which increased total open position to 551


On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 12.15, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct INDIGO was trading at 4057.70. The strike last trading price was 14.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct INDIGO was trading at 4026.75. The strike last trading price was 15, which was -7.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct INDIGO was trading at 4015.45. The strike last trading price was 22.1, which was -69.90 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 92, which was -61.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct INDIGO was trading at 4519.85. The strike last trading price was 153, which was 15.80 higher 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 137.2, 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 137.2, which was -44.80 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 182, which was -47.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct INDIGO was trading at 4663.05. The strike last trading price was 229.95, which was 7.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct INDIGO was trading at 4624.00. The strike last trading price was 222.5, which was -242.05 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 464.55, 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 15 Oct INDIGO was trading at 4756.45. The strike last trading price was 464.55, 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 464.55, 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 464.55, 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 464.55, 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 9 Oct INDIGO was trading at 4708.30. The strike last trading price was 464.55, 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 464.55, 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 7 Oct INDIGO was trading at 4485.20. The strike last trading price was 464.55, 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 464.55, 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 464.55, 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 464.55, which was 464.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept INDIGO was trading at 4827.10. 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 19 Sept INDIGO was trading at 4873.55. 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 13 Sept INDIGO was trading at 4942.35. 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 12 Sept INDIGO was trading at 4994.65. 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 10 Sept INDIGO was trading at 4831.85. 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 5 Sept INDIGO was trading at 4828.55. 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 Sept INDIGO was trading at 4815.00. 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 Sept INDIGO was trading at 4813.40. 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 28NOV2024 4600 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 4069.80 520 12.00 - 2 -1 133
20 Nov 4045.90 508 0.00 - 3 -3 135
19 Nov 4045.90 508 -191.25 - 3 -2 135
18 Nov 3976.30 699.25 0.00 0.00 0 -0.5 0
14 Nov 3891.20 699.25 -27.20 41.88 1.5 -0.5 137
13 Nov 3848.80 726.45 150.75 51.04 2 0 137.5
12 Nov 3912.90 575.7 0.00 0.00 0 0 0
11 Nov 4011.60 575.7 37.70 35.00 1 0 137.5
8 Nov 4002.95 538 -14.00 - 1 0 138.5
7 Nov 3995.75 552 0.00 0.00 0 -3 0
6 Nov 4061.95 552 -108.00 52.22 4 -2.5 139
5 Nov 3940.85 660 35.00 47.21 0.5 0 142
4 Nov 3963.10 625 95.00 31.47 1 0.5 141.5
1 Nov 4069.55 530 0.00 0.00 0 23 0
31 Oct 4052.50 530 13.00 - 36 22 140
30 Oct 4057.70 517 -88.00 - 14 2 118
29 Oct 4026.75 605 75.00 - 12 6 116
28 Oct 4015.45 530 240.00 - 33 38 111
25 Oct 4366.10 290 79.00 - 110 53 73
24 Oct 4519.85 211 5.15 - 8 2 20
23 Oct 4520.00 205.85 15.85 - 6 4 16
22 Oct 4524.40 190 31.00 - 10 0 13
21 Oct 4591.00 159 46.45 - 14 6 12
18 Oct 4663.05 112.55 -2.95 - 7 2 6
17 Oct 4624.00 115.5 22.35 - 1 0 3
16 Oct 4699.85 93.15 -0.40 - 2 0 1
15 Oct 4756.45 93.55 -31.65 - 1 0 1
14 Oct 4678.95 125.2 0.00 - 0 1 0
11 Oct 4693.45 125.2 -96.75 - 1 0 0
10 Oct 4665.15 221.95 0.00 - 0 0 0
9 Oct 4708.30 221.95 0.00 - 0 0 0
8 Oct 4602.95 221.95 0.00 - 0 0 0
7 Oct 4485.20 221.95 0.00 - 0 0 0
4 Oct 4609.35 221.95 0.00 - 0 0 0
3 Oct 4716.85 221.95 0.00 - 0 0 0
30 Sept 4787.45 221.95 0.00 - 0 0 0
24 Sept 4827.10 221.95 0.00 - 0 0 0
19 Sept 4873.55 221.95 0.00 - 0 0 0
13 Sept 4942.35 221.95 0.00 - 0 0 0
12 Sept 4994.65 221.95 0.00 - 0 0 0
10 Sept 4831.85 221.95 0.00 - 0 0 0
5 Sept 4828.55 221.95 0.00 - 0 0 0
4 Sept 4815.00 221.95 0.00 - 0 0 0
3 Sept 4813.40 221.95 - 0 0 0


For Interglobe Aviation Ltd - strike price 4600 expiring on 28NOV2024

Delta for 4600 PE is -

Historical price for 4600 PE is as follows

On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 520, which was 12.00 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 266


On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 508, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 270


On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 508, which was -191.25 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 270


On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 699.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 699.25, which was -27.20 lower than the previous day. The implied volatity was 41.88, the open interest changed by -1 which decreased total open position to 274


On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 726.45, which was 150.75 higher than the previous day. The implied volatity was 51.04, the open interest changed by 0 which decreased total open position to 275


On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 575.7, 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 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 575.7, which was 37.70 higher than the previous day. The implied volatity was 35.00, the open interest changed by 0 which decreased total open position to 275


On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 538, which was -14.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 277


On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 552, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0


On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 552, which was -108.00 lower than the previous day. The implied volatity was 52.22, the open interest changed by -5 which decreased total open position to 278


On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 660, which was 35.00 higher than the previous day. The implied volatity was 47.21, the open interest changed by 0 which decreased total open position to 284


On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 625, which was 95.00 higher than the previous day. The implied volatity was 31.47, the open interest changed by 1 which increased total open position to 283


On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 530, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 46 which increased total open position to 0


On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 530, which was 13.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct INDIGO was trading at 4057.70. The strike last trading price was 517, which was -88.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct INDIGO was trading at 4026.75. The strike last trading price was 605, which was 75.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct INDIGO was trading at 4015.45. The strike last trading price was 530, which was 240.00 higher 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 290, which was 79.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct INDIGO was trading at 4519.85. The strike last trading price was 211, which was 5.15 higher 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 205.85, which was 15.85 higher 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 190, which was 31.00 higher 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 159, which was 46.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct INDIGO was trading at 4663.05. The strike last trading price was 112.55, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct INDIGO was trading at 4624.00. The strike last trading price was 115.5, which was 22.35 higher 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 93.15, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct INDIGO was trading at 4756.45. The strike last trading price was 93.55, which was -31.65 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 125.2, 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 125.2, which was -96.75 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 221.95, 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 9 Oct INDIGO was trading at 4708.30. The strike last trading price was 221.95, 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 221.95, 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 7 Oct INDIGO was trading at 4485.20. The strike last trading price was 221.95, 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 221.95, 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 221.95, 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 221.95, 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 24 Sept INDIGO was trading at 4827.10. The strike last trading price was 221.95, 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 19 Sept INDIGO was trading at 4873.55. The strike last trading price was 221.95, 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 13 Sept INDIGO was trading at 4942.35. The strike last trading price was 221.95, 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 12 Sept INDIGO was trading at 4994.65. The strike last trading price was 221.95, 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 Sept INDIGO was trading at 4831.85. The strike last trading price was 221.95, 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 5 Sept INDIGO was trading at 4828.55. The strike last trading price was 221.95, 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 Sept INDIGO was trading at 4815.00. The strike last trading price was 221.95, 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 Sept INDIGO was trading at 4813.40. The strike last trading price was 221.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to