INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
20 Dec 2024 04:11 PM IST
| INDIGO 26DEC2024 4650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.70
Theta: -1.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4395.60 | 4.25 | -3.10 | 28.06 | 1,510 | 46 | 431 | |||
| 19 Dec | 4434.05 | 7.35 | 0.20 | 25.85 | 591 | 38 | 386 | |||
| 18 Dec | 4390.35 | 7.15 | 0.00 | 26.60 | 600 | -14 | 349 | |||
| 17 Dec | 4386.80 | 7.15 | -2.85 | 26.76 | 721 | 47 | 356 | |||
| 16 Dec | 4406.75 | 10 | -4.50 | 25.49 | 537 | 50 | 313 | |||
| 13 Dec | 4432.90 | 14.5 | -8.35 | 22.58 | 458 | 5 | 265 | |||
| 12 Dec | 4464.35 | 22.85 | -2.80 | 23.13 | 502 | -9 | 270 | |||
| 11 Dec | 4465.55 | 25.65 | -4.40 | 21.84 | 278 | 4 | 273 | |||
| 10 Dec | 4477.00 | 30.05 | -8.20 | 22.80 | 409 | 41 | 268 | |||
| 9 Dec | 4489.45 | 38.25 | -11.90 | 23.43 | 549 | -17 | 227 | |||
| 6 Dec | 4469.20 | 50.15 | 28.85 | 23.14 | 954 | 120 | 252 | |||
| 5 Dec | 4368.55 | 21.3 | -4.75 | 23.70 | 517 | -30 | 140 | |||
| 4 Dec | 4370.85 | 26.05 | -2.65 | 24.14 | 441 | -31 | 170 | |||
| 3 Dec | 4405.50 | 28.7 | -7.25 | 22.36 | 525 | 98 | 200 | |||
| 2 Dec | 4409.25 | 35.95 | -0.15 | 24.27 | 409 | 72 | 102 | |||
| 29 Nov | 4378.90 | 36.1 | 3.60 | 24.29 | 135 | 24 | 29 | |||
| 28 Nov | 4352.65 | 32.5 | -31.35 | 24.28 | 17 | 6 | 6 | |||
| 27 Nov | 4267.90 | 63.85 | 0.00 | 6.96 | 0 | 0 | 0 | |||
| 26 Nov | 4229.60 | 63.85 | 0.00 | 7.59 | 0 | 0 | 0 | |||
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| 25 Nov | 4244.50 | 63.85 | 63.85 | 7.18 | 0 | 0 | 0 | |||
| 22 Nov | 4142.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 4069.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 4045.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 4045.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 3976.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 3995.75 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 4650 expiring on 26DEC2024
Delta for 4650 CE is 0.06
Historical price for 4650 CE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 4.25, which was -3.10 lower than the previous day. The implied volatity was 28.06, the open interest changed by 46 which increased total open position to 431
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 7.35, which was 0.20 higher than the previous day. The implied volatity was 25.85, the open interest changed by 38 which increased total open position to 386
On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 7.15, which was 0.00 lower than the previous day. The implied volatity was 26.60, the open interest changed by -14 which decreased total open position to 349
On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 7.15, which was -2.85 lower than the previous day. The implied volatity was 26.76, the open interest changed by 47 which increased total open position to 356
On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 10, which was -4.50 lower than the previous day. The implied volatity was 25.49, the open interest changed by 50 which increased total open position to 313
On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 14.5, which was -8.35 lower than the previous day. The implied volatity was 22.58, the open interest changed by 5 which increased total open position to 265
On 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 22.85, which was -2.80 lower than the previous day. The implied volatity was 23.13, the open interest changed by -9 which decreased total open position to 270
On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 25.65, which was -4.40 lower than the previous day. The implied volatity was 21.84, the open interest changed by 4 which increased total open position to 273
On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 30.05, which was -8.20 lower than the previous day. The implied volatity was 22.80, the open interest changed by 41 which increased total open position to 268
On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 38.25, which was -11.90 lower than the previous day. The implied volatity was 23.43, the open interest changed by -17 which decreased total open position to 227
On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 50.15, which was 28.85 higher than the previous day. The implied volatity was 23.14, the open interest changed by 120 which increased total open position to 252
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 21.3, which was -4.75 lower than the previous day. The implied volatity was 23.70, the open interest changed by -30 which decreased total open position to 140
On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 26.05, which was -2.65 lower than the previous day. The implied volatity was 24.14, the open interest changed by -31 which decreased total open position to 170
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 28.7, which was -7.25 lower than the previous day. The implied volatity was 22.36, the open interest changed by 98 which increased total open position to 200
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 35.95, which was -0.15 lower than the previous day. The implied volatity was 24.27, the open interest changed by 72 which increased total open position to 102
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 36.1, which was 3.60 higher than the previous day. The implied volatity was 24.29, the open interest changed by 24 which increased total open position to 29
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 32.5, which was -31.35 lower than the previous day. The implied volatity was 24.28, the open interest changed by 6 which increased total open position to 6
On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 63.85, which was 0.00 lower than the previous day. The implied volatity was 6.96, the open interest changed by 0 which decreased total open position to 0
On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 63.85, which was 0.00 lower than the previous day. The implied volatity was 7.59, the open interest changed by 0 which decreased total open position to 0
On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 63.85, which was 63.85 higher than the previous day. The implied volatity was 7.18, the open interest changed by 0 which decreased total open position to 0
On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 0, 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 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| INDIGO 26DEC2024 4650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4395.60 | 230 | 0.00 | 0.00 | 0 | 1 | 0 |
| 19 Dec | 4434.05 | 230 | -46.55 | 34.29 | 8 | 2 | 17 |
| 18 Dec | 4390.35 | 276.55 | 43.60 | 44.45 | 2 | 0 | 17 |
| 17 Dec | 4386.80 | 232.95 | -5.35 | - | 9 | 6 | 19 |
| 16 Dec | 4406.75 | 238.3 | 20.05 | 19.47 | 1 | 0 | 13 |
| 13 Dec | 4432.90 | 218.25 | -5.15 | 22.72 | 2 | 0 | 12 |
| 12 Dec | 4464.35 | 223.4 | 39.40 | 32.79 | 2 | 0 | 13 |
| 11 Dec | 4465.55 | 184 | -7.20 | 23.14 | 2 | 0 | 13 |
| 10 Dec | 4477.00 | 191.2 | 7.30 | 24.46 | 7 | -4 | 13 |
| 9 Dec | 4489.45 | 183.9 | -2.95 | 24.98 | 11 | 4 | 16 |
| 6 Dec | 4469.20 | 186.85 | -112.25 | 27.57 | 7 | 1 | 10 |
| 5 Dec | 4368.55 | 299.1 | 1.30 | 31.32 | 1 | 0 | 8 |
| 4 Dec | 4370.85 | 297.8 | 46.80 | 32.73 | 4 | -1 | 8 |
| 3 Dec | 4405.50 | 251 | 0.00 | 0.00 | 0 | 9 | 0 |
| 2 Dec | 4409.25 | 251 | -358.70 | 24.46 | 9 | 0 | 0 |
| 29 Nov | 4378.90 | 609.7 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 4352.65 | 609.7 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 4267.90 | 609.7 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 4229.60 | 609.7 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 4244.50 | 609.7 | 609.70 | - | 0 | 0 | 0 |
| 22 Nov | 4142.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 4069.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 4045.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 4045.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 3976.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 3995.75 | 0 | 0.00 | 0 | 0 | 0 | |
For Interglobe Aviation Ltd - strike price 4650 expiring on 26DEC2024
Delta for 4650 PE is 0.00
Historical price for 4650 PE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 230, 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 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 230, which was -46.55 lower than the previous day. The implied volatity was 34.29, the open interest changed by 2 which increased total open position to 17
On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 276.55, which was 43.60 higher than the previous day. The implied volatity was 44.45, the open interest changed by 0 which decreased total open position to 17
On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 232.95, which was -5.35 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 19
On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 238.3, which was 20.05 higher than the previous day. The implied volatity was 19.47, the open interest changed by 0 which decreased total open position to 13
On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 218.25, which was -5.15 lower than the previous day. The implied volatity was 22.72, the open interest changed by 0 which decreased total open position to 12
On 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 223.4, which was 39.40 higher than the previous day. The implied volatity was 32.79, the open interest changed by 0 which decreased total open position to 13
On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 184, which was -7.20 lower than the previous day. The implied volatity was 23.14, the open interest changed by 0 which decreased total open position to 13
On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 191.2, which was 7.30 higher than the previous day. The implied volatity was 24.46, the open interest changed by -4 which decreased total open position to 13
On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 183.9, which was -2.95 lower than the previous day. The implied volatity was 24.98, the open interest changed by 4 which increased total open position to 16
On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 186.85, which was -112.25 lower than the previous day. The implied volatity was 27.57, the open interest changed by 1 which increased total open position to 10
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 299.1, which was 1.30 higher than the previous day. The implied volatity was 31.32, the open interest changed by 0 which decreased total open position to 8
On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 297.8, which was 46.80 higher than the previous day. The implied volatity was 32.73, the open interest changed by -1 which decreased total open position to 8
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 251, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 251, which was -358.70 lower than the previous day. The implied volatity was 24.46, the open interest changed by 0 which decreased total open position to 0
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 609.7, 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 Nov INDIGO was trading at 4352.65. The strike last trading price was 609.7, 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 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 609.7, 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 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 609.7, 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 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 609.7, which was 609.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 0, 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 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
