Historical option data for INDIGO
18 Jun 2026 04:10 PM IST
| INDIGO 30-Jun-2026 (11d) 4650 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0.01
Theta: -0.23
Gamma: 0.00041
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 5011.80 | 366.55 | 128.8 (54.17%) | 24.74 | 154 | -30 | 4,591 | |||||||||
| 17 Jun | 4878.40 | 240.1 | 24.5 (11.36%) | 12.07 | 127 | -1 | 4,622 | |||||||||
| 16 Jun | 4840.00 | 217.8 | -28.75 (-11.66%) | 19.83 | 130 | -20 | 4,624 | |||||||||
| 15 Jun | 4880.40 | 251.6 | 122.4 (94.74%) | 14.19 | 582 | -91 | 4,645 | |||||||||
| 12 Jun | 4709.70 | 125.7 | 81.95 (187.31%) | 20.99 | 22,720 | 396 | 4,739 | |||||||||
| 11 Jun | 4502.40 | 44.2 | -14.6 (-24.83%) | 23.28 | 3,621 | 2,041 | 4,344 | |||||||||
| 10 Jun | 4524.90 | 56.9 | -4.85 (-7.85%) | 23.87 | 1,205 | 1 | 2,303 | |||||||||
| 9 Jun | 4537.60 | 61.9 | 34.75 (127.99%) | 23.76 | 3,367 | 1,081 | 2,302 | |||||||||
| 8 Jun | 4359.70 | 29.9 | -26.55 (-47.03%) | 26.46 | 1,081 | -4 | 1,223 | |||||||||
| 5 Jun | 4481.30 | 52.5 | -18.6 (-26.16%) | 24.99 | 622 | -12 | 1,225 | |||||||||
| 4 Jun | 4508.80 | 73.35 | -12.3 (-14.36%) | 24.69 | 541 | -15 | 1,239 | |||||||||
| 3 Jun | 4512.10 | 90 | 27.25 (43.43%) | 26.06 | 1,585 | -78 | 1,255 | |||||||||
| 2 Jun | 4466.10 | 62.75 | -2.65 (-4.05%) | 24.89 | 899 | -70 | 1,333 | |||||||||
| 1 Jun | 4453.30 | 62.85 | -27.15 (-30.17%) | 25.6 | 4,933 | 266 | 1,406 | |||||||||
| 29 May | 4405.00 | 90.3 | -53.8 (-37.34%) | 32.42 | 1,163 | 49 | 1,140 | |||||||||
| 27 May | 4570.00 | 145.9 | 30.6 (26.54%) | 31.33 | 2,042 | 873 | 1,092 | |||||||||
| 26 May | 4480.80 | 112 | -10.55 (-8.61%) | 31.49 | 430 | 61 | 220 | |||||||||
| 25 May | 4501.90 | 119.5 | 5 (4.37%) | 30.99 | 237 | 98 | 159 | |||||||||
| 22 May | 4438.60 | 114.5 | 0.75 (0.66%) | 32.28 | 26 | 19 | 61 | |||||||||
| 21 May | 4403.00 | 113.5 | 44.75 (65.09%) | 34.35 | 17 | 1 | 41 | |||||||||
| 20 May | 4264.60 | 68.75 | 0 (0.00%) | 32.64 | 0 | 0 | 40 | |||||||||
| 19 May | 4230.30 | 68.75 | -4.8 (-6.53%) | 32.64 | 19 | 13 | 40 | |||||||||
| 18 May | 4275.70 | 74.05 | -9.95 (-11.85%) | 32.66 | 29 | 24 | 26 | |||||||||
| 15 May | 4314.90 | 84 | -140.8 (-62.63%) | 31.53 | 2 | 1 | 1 | |||||||||
| 14 May | 4280.50 | 0 | -224.8 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 4255.80 | 0 | -224.8 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 4201.70 | 0 | -224.8 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 4299.40 | 0 | -224.8 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 4522.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 4506.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 4520.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 4238.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 4262.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 4295.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 4345.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 4650 expiring on 30JUN2026
Delta for 4650 CE is 0.96
Historical price for 4650 CE is as follows
On 18 Jun INDIGO was trading at 5011.80. The strike last trading price was 366.55, which was 128.8 higher than the previous day. The implied volatity was 24.74, the open interest changed by -30 which decreased total open position to 4591
On 17 Jun INDIGO was trading at 4878.40. The strike last trading price was 240.1, which was 24.5 higher than the previous day. The implied volatity was 12.07, the open interest changed by -1 which decreased total open position to 4622
On 16 Jun INDIGO was trading at 4840.00. The strike last trading price was 217.8, which was -28.75 lower than the previous day. The implied volatity was 19.83, the open interest changed by -20 which decreased total open position to 4624
On 15 Jun INDIGO was trading at 4880.40. The strike last trading price was 251.6, which was 122.4 higher than the previous day. The implied volatity was 14.19, the open interest changed by -91 which decreased total open position to 4645
On 12 Jun INDIGO was trading at 4709.70. The strike last trading price was 125.7, which was 81.95 higher than the previous day. The implied volatity was 20.99, the open interest changed by 396 which increased total open position to 4739
On 11 Jun INDIGO was trading at 4502.40. The strike last trading price was 44.2, which was -14.6 lower than the previous day. The implied volatity was 23.28, the open interest changed by 2041 which increased total open position to 4344
On 10 Jun INDIGO was trading at 4524.90. The strike last trading price was 56.9, which was -4.85 lower than the previous day. The implied volatity was 23.87, the open interest changed by 1 which increased total open position to 2303
On 9 Jun INDIGO was trading at 4537.60. The strike last trading price was 61.9, which was 34.75 higher than the previous day. The implied volatity was 23.76, the open interest changed by 1081 which increased total open position to 2302
On 8 Jun INDIGO was trading at 4359.70. The strike last trading price was 29.9, which was -26.55 lower than the previous day. The implied volatity was 26.46, the open interest changed by -4 which decreased total open position to 1223
On 5 Jun INDIGO was trading at 4481.30. The strike last trading price was 52.5, which was -18.6 lower than the previous day. The implied volatity was 24.99, the open interest changed by -12 which decreased total open position to 1225
On 4 Jun INDIGO was trading at 4508.80. The strike last trading price was 73.35, which was -12.3 lower than the previous day. The implied volatity was 24.69, the open interest changed by -15 which decreased total open position to 1239
On 3 Jun INDIGO was trading at 4512.10. The strike last trading price was 90, which was 27.25 higher than the previous day. The implied volatity was 26.06, the open interest changed by -78 which decreased total open position to 1255
On 2 Jun INDIGO was trading at 4466.10. The strike last trading price was 62.75, which was -2.65 lower than the previous day. The implied volatity was 24.89, the open interest changed by -70 which decreased total open position to 1333
On 1 Jun INDIGO was trading at 4453.30. The strike last trading price was 62.85, which was -27.15 lower than the previous day. The implied volatity was 25.6, the open interest changed by 266 which increased total open position to 1406
On 29 May INDIGO was trading at 4405.00. The strike last trading price was 90.3, which was -53.8 lower than the previous day. The implied volatity was 32.42, the open interest changed by 49 which increased total open position to 1140
On 27 May INDIGO was trading at 4570.00. The strike last trading price was 145.9, which was 30.6 higher than the previous day. The implied volatity was 31.33, the open interest changed by 873 which increased total open position to 1092
On 26 May INDIGO was trading at 4480.80. The strike last trading price was 112, which was -10.55 lower than the previous day. The implied volatity was 31.49, the open interest changed by 61 which increased total open position to 220
On 25 May INDIGO was trading at 4501.90. The strike last trading price was 119.5, which was 5 higher than the previous day. The implied volatity was 30.99, the open interest changed by 98 which increased total open position to 159
On 22 May INDIGO was trading at 4438.60. The strike last trading price was 114.5, which was 0.75 higher than the previous day. The implied volatity was 32.28, the open interest changed by 19 which increased total open position to 61
On 21 May INDIGO was trading at 4403.00. The strike last trading price was 113.5, which was 44.75 higher than the previous day. The implied volatity was 34.35, the open interest changed by 1 which increased total open position to 41
On 20 May INDIGO was trading at 4264.60. The strike last trading price was 68.75, which was 0 lower than the previous day. The implied volatity was 32.64, the open interest changed by 0 which decreased total open position to 40
On 19 May INDIGO was trading at 4230.30. The strike last trading price was 68.75, which was -4.8 lower than the previous day. The implied volatity was 32.64, the open interest changed by 13 which increased total open position to 40
On 18 May INDIGO was trading at 4275.70. The strike last trading price was 74.05, which was -9.95 lower than the previous day. The implied volatity was 32.66, the open interest changed by 24 which increased total open position to 26
On 15 May INDIGO was trading at 4314.90. The strike last trading price was 84, which was -140.8 lower than the previous day. The implied volatity was 31.53, the open interest changed by 1 which increased total open position to 1
On 14 May INDIGO was trading at 4280.50. The strike last trading price was 0, which was -224.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May INDIGO was trading at 4255.80. The strike last trading price was 0, which was -224.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May INDIGO was trading at 4201.70. The strike last trading price was 0, which was -224.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May INDIGO was trading at 4299.40. The strike last trading price was 0, which was -224.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May INDIGO was trading at 4522.70. The strike last trading price was 0, 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 May INDIGO was trading at 4506.90. The strike last trading price was 0, 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 May INDIGO was trading at 4520.20. The strike last trading price was 0, 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 May INDIGO was trading at 4238.40. The strike last trading price was 0, 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 4 May INDIGO was trading at 4262.40. The strike last trading price was 0, 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 30 Apr INDIGO was trading at 4295.30. The strike last trading price was 0, 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 29 Apr INDIGO was trading at 4345.20. The strike last trading price was 0, 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 30-Jun-2026 (11d) 4650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.01
Theta: -0.25
Gamma: 0.00041
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 5011.80 | 4.3 | -6.2 (-59.05%) | 24.85 | 1,316 | -191 | 2,342 |
| 17 Jun | 4878.40 | 10.75 | -4.3 (-28.57%) | 21.99 | 799 | -36 | 2,532 |
| 16 Jun | 4840.00 | 14.5 | -1.9 (-11.59%) | 20.66 | 1,901 | 106 | 2,568 |
| 15 Jun | 4880.40 | 15.65 | -47.05 (-75.04%) | 23.04 | 8,327 | 377 | 2,468 |
| 12 Jun | 4709.70 | 61 | -119.8 (-66.26%) | 21.77 | 13,502 | 2,077 | 2,257 |
| 11 Jun | 4502.40 | 177.05 | 10.4 (6.24%) | 23.83 | 207 | 3 | 180 |
| 10 Jun | 4524.90 | 165.75 | 11.7 (7.59%) | 23.23 | 207 | 15 | 176 |
| 9 Jun | 4537.60 | 153.6 | -150.2 (-49.44%) | 20.3 | 107 | 32 | 160 |
| 8 Jun | 4359.70 | 298.05 | 93.6 (45.78%) | 23.36 | 18 | -4 | 128 |
| 5 Jun | 4481.30 | 210.65 | 25 (13.47%) | 23.28 | 110 | 9 | 136 |
| 4 Jun | 4508.80 | 182.6 | -6.85 (-3.62%) | 24.23 | 50 | 6 | 129 |
| 3 Jun | 4512.10 | 168.9 | -36.1 (-17.61%) | 23.83 | 58 | 9 | 123 |
| 2 Jun | 4466.10 | 205 | -20.75 (-9.19%) | 21.68 | 56 | -24 | 115 |
| 1 Jun | 4453.30 | 225.5 | -60.5 (-21.15%) | 23.23 | 910 | 56 | 138 |
| 29 May | 4405.00 | 286.1 | 78.35 (37.71%) | 30.4 | 130 | -5 | 83 |
| 27 May | 4570.00 | 206.5 | -43.05 (-17.25%) | 31.01 | 210 | 46 | 91 |
| 26 May | 4480.80 | 248.45 | 0.7 (0.28%) | 29.26 | 59 | -2 | 45 |
| 25 May | 4501.90 | 247.75 | -138.35 (-35.83%) | 30.94 | 59 | 45 | 45 |
| 22 May | 4438.60 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 4403.00 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 4264.60 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 4230.30 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 4275.70 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 4314.90 | 0 | -386.1 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 4280.50 | 0 | -386.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 4255.80 | 0 | -386.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 4201.70 | 0 | -386.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 4299.40 | 0 | -386.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 4522.70 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 4506.90 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 4520.20 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 4238.40 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 4262.40 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 4295.30 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 4345.20 | 0 | 0 | - | 0 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 4650 expiring on 30JUN2026
Delta for 4650 PE is -0.04
Historical price for 4650 PE is as follows
On 18 Jun INDIGO was trading at 5011.80. The strike last trading price was 4.3, which was -6.2 lower than the previous day. The implied volatity was 24.85, the open interest changed by -191 which decreased total open position to 2342
On 17 Jun INDIGO was trading at 4878.40. The strike last trading price was 10.75, which was -4.3 lower than the previous day. The implied volatity was 21.99, the open interest changed by -36 which decreased total open position to 2532
On 16 Jun INDIGO was trading at 4840.00. The strike last trading price was 14.5, which was -1.9 lower than the previous day. The implied volatity was 20.66, the open interest changed by 106 which increased total open position to 2568
On 15 Jun INDIGO was trading at 4880.40. The strike last trading price was 15.65, which was -47.05 lower than the previous day. The implied volatity was 23.04, the open interest changed by 377 which increased total open position to 2468
On 12 Jun INDIGO was trading at 4709.70. The strike last trading price was 61, which was -119.8 lower than the previous day. The implied volatity was 21.77, the open interest changed by 2077 which increased total open position to 2257
On 11 Jun INDIGO was trading at 4502.40. The strike last trading price was 177.05, which was 10.4 higher than the previous day. The implied volatity was 23.83, the open interest changed by 3 which increased total open position to 180
On 10 Jun INDIGO was trading at 4524.90. The strike last trading price was 165.75, which was 11.7 higher than the previous day. The implied volatity was 23.23, the open interest changed by 15 which increased total open position to 176
On 9 Jun INDIGO was trading at 4537.60. The strike last trading price was 153.6, which was -150.2 lower than the previous day. The implied volatity was 20.3, the open interest changed by 32 which increased total open position to 160
On 8 Jun INDIGO was trading at 4359.70. The strike last trading price was 298.05, which was 93.6 higher than the previous day. The implied volatity was 23.36, the open interest changed by -4 which decreased total open position to 128
On 5 Jun INDIGO was trading at 4481.30. The strike last trading price was 210.65, which was 25 higher than the previous day. The implied volatity was 23.28, the open interest changed by 9 which increased total open position to 136
On 4 Jun INDIGO was trading at 4508.80. The strike last trading price was 182.6, which was -6.85 lower than the previous day. The implied volatity was 24.23, the open interest changed by 6 which increased total open position to 129
On 3 Jun INDIGO was trading at 4512.10. The strike last trading price was 168.9, which was -36.1 lower than the previous day. The implied volatity was 23.83, the open interest changed by 9 which increased total open position to 123
On 2 Jun INDIGO was trading at 4466.10. The strike last trading price was 205, which was -20.75 lower than the previous day. The implied volatity was 21.68, the open interest changed by -24 which decreased total open position to 115
On 1 Jun INDIGO was trading at 4453.30. The strike last trading price was 225.5, which was -60.5 lower than the previous day. The implied volatity was 23.23, the open interest changed by 56 which increased total open position to 138
On 29 May INDIGO was trading at 4405.00. The strike last trading price was 286.1, which was 78.35 higher than the previous day. The implied volatity was 30.4, the open interest changed by -5 which decreased total open position to 83
On 27 May INDIGO was trading at 4570.00. The strike last trading price was 206.5, which was -43.05 lower than the previous day. The implied volatity was 31.01, the open interest changed by 46 which increased total open position to 91
On 26 May INDIGO was trading at 4480.80. The strike last trading price was 248.45, which was 0.7 higher than the previous day. The implied volatity was 29.26, the open interest changed by -2 which decreased total open position to 45
On 25 May INDIGO was trading at 4501.90. The strike last trading price was 247.75, which was -138.35 lower than the previous day. The implied volatity was 30.94, the open interest changed by 45 which increased total open position to 45
On 22 May INDIGO was trading at 4438.60. The strike last trading price was 0, 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 May INDIGO was trading at 4403.00. The strike last trading price was 0, 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 May INDIGO was trading at 4264.60. The strike last trading price was 0, 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 May INDIGO was trading at 4230.30. The strike last trading price was 0, 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 18 May INDIGO was trading at 4275.70. The strike last trading price was 0, 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 15 May INDIGO was trading at 4314.90. The strike last trading price was 0, which was -386.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May INDIGO was trading at 4280.50. The strike last trading price was 0, which was -386.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May INDIGO was trading at 4255.80. The strike last trading price was 0, which was -386.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May INDIGO was trading at 4201.70. The strike last trading price was 0, which was -386.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May INDIGO was trading at 4299.40. The strike last trading price was 0, which was -386.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May INDIGO was trading at 4522.70. The strike last trading price was 0, 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 May INDIGO was trading at 4506.90. The strike last trading price was 0, 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 May INDIGO was trading at 4520.20. The strike last trading price was 0, 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 May INDIGO was trading at 4238.40. The strike last trading price was 0, 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 4 May INDIGO was trading at 4262.40. The strike last trading price was 0, 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 30 Apr INDIGO was trading at 4295.30. The strike last trading price was 0, 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 29 Apr INDIGO was trading at 4345.20. The strike last trading price was 0, 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
