INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
09 Dec 2025 04:11 PM IST
| INDIGO 30-DEC-2025 4650 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 4967.50 | 1219.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 4923.50 | 1219.45 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 5 Dec | 5370.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 4650 expiring on 30DEC2025
Delta for 4650 CE is -
Historical price for 4650 CE is as follows
On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 1219.45, 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 Dec INDIGO was trading at 4923.50. The strike last trading price was 1219.45, 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 Dec INDIGO was trading at 5370.50. 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 30DEC2025 4650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 3.47
Theta: -3.18
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 4967.50 | 63.8 | -57.45 | 42.23 | 4,762 | 83 | 368 |
| 8 Dec | 4923.50 | 124.75 | 113.1 | 51.71 | 3,195 | 262 | 262 |
| 5 Dec | 5370.50 | 0 | 0 | - | 0 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 4650 expiring on 30DEC2025
Delta for 4650 PE is -0.21
Historical price for 4650 PE is as follows
On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 63.8, which was -57.45 lower than the previous day. The implied volatity was 42.23, the open interest changed by 83 which increased total open position to 368
On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 124.75, which was 113.1 higher than the previous day. The implied volatity was 51.71, the open interest changed by 262 which increased total open position to 262
On 5 Dec INDIGO was trading at 5370.50. 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































































































































































































































