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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 4700 CE
Delta: 0.01
Vega: 0.20
Theta: -0.68
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 4069.80 1.25 0.00 46.12 27 -12.5 149.5
20 Nov 4045.90 1.25 0.00 42.28 66.5 -6 164
19 Nov 4045.90 1.25 -0.35 42.28 66.5 -4 164
18 Nov 3976.30 1.6 -0.50 45.46 34.5 -8 169
14 Nov 3891.20 2.1 0.20 44.32 17 2.5 177
13 Nov 3848.80 1.9 -0.05 43.30 27.5 -5 174.5
12 Nov 3912.90 1.95 -1.05 39.83 65 9 187
11 Nov 4011.60 3 -0.80 36.13 86 -0.5 178.5
8 Nov 4002.95 3.8 -0.20 35.09 26 -2.5 178.5
7 Nov 3995.75 4 -1.75 34.26 40.5 -5.5 181
6 Nov 4061.95 5.75 0.75 32.01 84 2.5 186.5
5 Nov 3940.85 5 -0.20 36.87 48.5 -1 184
4 Nov 3963.10 5.2 -4.15 35.67 186.5 2.5 185.5
1 Nov 4069.55 9.35 1.35 32.00 8 1.5 182.5
31 Oct 4052.50 8 -2.05 - 81 18 182
30 Oct 4057.70 10.05 -0.85 - 117 47 163
29 Oct 4026.75 10.9 -5.35 - 186 -3 117
28 Oct 4015.45 16.25 -46.75 - 492 23 120
25 Oct 4366.10 63 -57.00 - 106 20 97
24 Oct 4519.85 120 12.75 - 44 19 72
23 Oct 4520.00 107.25 2.25 - 11 2 53
22 Oct 4524.40 105 -36.65 - 20 -1 50
21 Oct 4591.00 141.65 -30.85 - 31 9 52
18 Oct 4663.05 172.5 9.50 - 29 16 42
17 Oct 4624.00 163 -29.05 - 21 12 25
16 Oct 4699.85 192.05 -28.05 - 3 -1 12
15 Oct 4756.45 220.1 51.60 - 12 6 12
14 Oct 4678.95 168.5 -29.50 - 2 0 5
11 Oct 4693.45 198 -30.00 - 3 1 4
10 Oct 4665.15 228 0.00 - 0 1 0
9 Oct 4708.30 228 80.00 - 1 0 2
8 Oct 4602.95 148 -35.00 - 1 0 1
7 Oct 4485.20 183 0.00 - 0 1 0
4 Oct 4609.35 183 -226.80 - 1 0 0
3 Oct 4716.85 409.8 0.00 - 0 0 0
30 Sept 4787.45 409.8 409.80 - 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 4700 expiring on 28NOV2024

Delta for 4700 CE is 0.01

Historical price for 4700 CE is as follows

On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 46.12, the open interest changed by -25 which decreased total open position to 299


On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 42.28, the open interest changed by -12 which decreased total open position to 328


On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 1.25, which was -0.35 lower than the previous day. The implied volatity was 42.28, the open interest changed by -8 which decreased total open position to 328


On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 1.6, which was -0.50 lower than the previous day. The implied volatity was 45.46, the open interest changed by -16 which decreased total open position to 338


On 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 2.1, which was 0.20 higher than the previous day. The implied volatity was 44.32, the open interest changed by 5 which increased total open position to 354


On 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 1.9, which was -0.05 lower than the previous day. The implied volatity was 43.30, the open interest changed by -10 which decreased total open position to 349


On 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 1.95, which was -1.05 lower than the previous day. The implied volatity was 39.83, the open interest changed by 18 which increased total open position to 374


On 11 Nov INDIGO was trading at 4011.60. The strike last trading price was 3, which was -0.80 lower than the previous day. The implied volatity was 36.13, the open interest changed by -1 which decreased total open position to 357


On 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 3.8, which was -0.20 lower than the previous day. The implied volatity was 35.09, the open interest changed by -5 which decreased total open position to 357


On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 4, which was -1.75 lower than the previous day. The implied volatity was 34.26, the open interest changed by -11 which decreased total open position to 362


On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 5.75, which was 0.75 higher than the previous day. The implied volatity was 32.01, the open interest changed by 5 which increased total open position to 373


On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 5, which was -0.20 lower than the previous day. The implied volatity was 36.87, the open interest changed by -2 which decreased total open position to 368


On 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 5.2, which was -4.15 lower than the previous day. The implied volatity was 35.67, the open interest changed by 5 which increased total open position to 371


On 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 9.35, which was 1.35 higher than the previous day. The implied volatity was 32.00, the open interest changed by 3 which increased total open position to 365


On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 8, which was -2.05 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 10.05, which was -0.85 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 10.9, which was -5.35 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 16.25, which was -46.75 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 63, which was -57.00 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 120, which was 12.75 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 107.25, which was 2.25 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 105, which was -36.65 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 141.65, which was -30.85 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 172.5, which was 9.50 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 163, which was -29.05 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 192.05, which was -28.05 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 220.1, which was 51.60 higher 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 168.5, which was -29.50 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 198, which was -30.00 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 228, 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 228, which was 80.00 higher 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 148, which was -35.00 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 183, 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 183, which was -226.80 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 409.8, 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 409.8, which was 409.80 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 4700 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 4069.80 630 0.00 0.00 0 -3 0
20 Nov 4045.90 630 0.00 - 3 -3 86.5
19 Nov 4045.90 630 -32.00 - 3 -2 86.5
18 Nov 3976.30 662 0.00 0.00 0 0 0
14 Nov 3891.20 662 0.00 0.00 0 0 0
13 Nov 3848.80 662 0.00 0.00 0 0 0
12 Nov 3912.90 662 0.00 0.00 0 0 0
11 Nov 4011.60 662 0.00 0.00 0 0 0
8 Nov 4002.95 662 0.00 0.00 0 0 0
7 Nov 3995.75 662 0.00 0.00 0 -1.5 0
6 Nov 4061.95 662 10.00 61.80 1.5 -1 89
5 Nov 3940.85 652 0.00 0.00 0 0 0
4 Nov 3963.10 652 0.00 0.00 0 0 0
1 Nov 4069.55 652 0.00 0.00 0 3 0
31 Oct 4052.50 652 32.00 - 5 4 91
30 Oct 4057.70 620 -47.10 - 65 53 86
29 Oct 4026.75 667.1 1.90 - 15 0 34
28 Oct 4015.45 665.2 290.85 - 23 9 35
25 Oct 4366.10 374.35 109.35 - 8 7 26
24 Oct 4519.85 265 48.00 - 2 1 18
23 Oct 4520.00 217 0.00 - 0 0 0
22 Oct 4524.40 217 0.00 - 0 2 0
21 Oct 4591.00 217 38.00 - 6 1 16
18 Oct 4663.05 179 0.00 - 1 0 15
17 Oct 4624.00 179 34.00 - 9 4 14
16 Oct 4699.85 145 -137.10 - 8 4 8
15 Oct 4756.45 282.1 0.00 - 0 0 0
14 Oct 4678.95 282.1 0.00 - 0 0 0
11 Oct 4693.45 282.1 0.00 - 0 0 0
10 Oct 4665.15 282.1 0.00 - 0 0 0
9 Oct 4708.30 282.1 0.00 - 0 0 0
8 Oct 4602.95 282.1 0.00 - 0 0 0
7 Oct 4485.20 282.1 62.10 - 4 0 4
4 Oct 4609.35 220 35.00 - 2 1 5
3 Oct 4716.85 185 85.50 - 6 2 3
30 Sept 4787.45 99.5 -165.90 - 1 0 0
24 Sept 4827.10 265.4 0.00 - 0 0 0
19 Sept 4873.55 265.4 0.00 - 0 0 0
13 Sept 4942.35 265.4 0.00 - 0 0 0
12 Sept 4994.65 265.4 0.00 - 0 0 0
10 Sept 4831.85 265.4 0.00 - 0 0 0
5 Sept 4828.55 265.4 0.00 - 0 0 0
4 Sept 4815.00 265.4 0.00 - 0 0 0
3 Sept 4813.40 265.4 - 0 0 0


For Interglobe Aviation Ltd - strike price 4700 expiring on 28NOV2024

Delta for 4700 PE is 0.00

Historical price for 4700 PE is as follows

On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 630, 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 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 630, 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 173


On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 630, which was -32.00 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 173


On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 662, 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 14 Nov INDIGO was trading at 3891.20. The strike last trading price was 662, 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 13 Nov INDIGO was trading at 3848.80. The strike last trading price was 662, 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 12 Nov INDIGO was trading at 3912.90. The strike last trading price was 662, 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 662, 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 8 Nov INDIGO was trading at 4002.95. The strike last trading price was 662, 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 662, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 6 Nov INDIGO was trading at 4061.95. The strike last trading price was 662, which was 10.00 higher than the previous day. The implied volatity was 61.80, the open interest changed by -2 which decreased total open position to 178


On 5 Nov INDIGO was trading at 3940.85. The strike last trading price was 652, 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 4 Nov INDIGO was trading at 3963.10. The strike last trading price was 652, 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 1 Nov INDIGO was trading at 4069.55. The strike last trading price was 652, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 31 Oct INDIGO was trading at 4052.50. The strike last trading price was 652, which was 32.00 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 620, which was -47.10 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 667.1, which was 1.90 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 665.2, which was 290.85 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 374.35, which was 109.35 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 265, which was 48.00 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 217, 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 217, 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 21 Oct INDIGO was trading at 4591.00. The strike last trading price was 217, which was 38.00 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 179, 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 17 Oct INDIGO was trading at 4624.00. The strike last trading price was 179, which was 34.00 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 145, which was -137.10 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 282.1, 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 282.1, 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 282.1, 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 282.1, 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 282.1, 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 282.1, 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 282.1, which was 62.10 higher 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 220, which was 35.00 higher 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 185, which was 85.50 higher 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 99.5, which was -165.90 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 265.4, 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 265.4, 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 265.4, 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 265.4, 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 265.4, 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 265.4, 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 265.4, 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 265.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to