INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
20 Dec 2024 04:11 PM IST
| INDIGO 26DEC2024 4700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.53
Theta: -1.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4395.60 | 3.1 | -1.20 | 30.21 | 1,330 | 114 | 848 | |||
| 19 Dec | 4434.05 | 4.3 | -0.15 | 26.57 | 494 | -26 | 743 | |||
| 18 Dec | 4390.35 | 4.45 | -0.45 | 27.38 | 346 | -50 | 771 | |||
| 17 Dec | 4386.80 | 4.9 | -1.45 | 27.90 | 722 | -82 | 823 | |||
| 16 Dec | 4406.75 | 6.35 | -3.40 | 26.04 | 685 | -4 | 909 | |||
| 13 Dec | 4432.90 | 9.75 | -5.30 | 23.25 | 1,274 | -94 | 925 | |||
| 12 Dec | 4464.35 | 15.05 | -3.10 | 23.28 | 1,246 | -21 | 1,028 | |||
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| 11 Dec | 4465.55 | 18.15 | -4.15 | 22.53 | 750 | 53 | 1,035 | |||
| 10 Dec | 4477.00 | 22.3 | -5.70 | 23.62 | 741 | -23 | 981 | |||
| 9 Dec | 4489.45 | 28 | -8.60 | 23.85 | 1,262 | 27 | 1,013 | |||
| 6 Dec | 4469.20 | 36.6 | 20.90 | 23.12 | 2,045 | 303 | 1,007 | |||
| 5 Dec | 4368.55 | 15.7 | -2.55 | 24.13 | 996 | -61 | 709 | |||
| 4 Dec | 4370.85 | 18.25 | -1.85 | 24.01 | 703 | -2 | 771 | |||
| 3 Dec | 4405.50 | 20.1 | -6.60 | 22.29 | 1,201 | 131 | 769 | |||
| 2 Dec | 4409.25 | 26.7 | -1.15 | 24.32 | 916 | 103 | 640 | |||
| 29 Nov | 4378.90 | 27.85 | 2.95 | 24.54 | 1,297 | 153 | 555 | |||
| 28 Nov | 4352.65 | 24.9 | 8.40 | 24.48 | 995 | 160 | 400 | |||
| 27 Nov | 4267.90 | 16.5 | 0.80 | 25.49 | 132 | 40 | 240 | |||
| 26 Nov | 4229.60 | 15.7 | -3.20 | 26.57 | 276 | 93 | 194 | |||
| 25 Nov | 4244.50 | 18.9 | 10.60 | 26.83 | 95 | 82 | 100 | |||
| 22 Nov | 4142.65 | 8.3 | -2.90 | 24.40 | 54 | 32 | 50 | |||
| 21 Nov | 4069.80 | 11.2 | 2.50 | 28.53 | 10 | 4 | 17 | |||
| 20 Nov | 4045.90 | 8.7 | 0.00 | 27.59 | 13 | 11 | 8 | |||
| 19 Nov | 4045.90 | 8.7 | 5.70 | 27.59 | 13 | 6 | 8 | |||
| 18 Nov | 3976.30 | 3 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 7 Nov | 3995.75 | 3 | 3.00 | 20.57 | 2 | 1 | 1 | |||
| 25 Oct | 4366.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 4520.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 4524.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 4591.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 4678.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 4693.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 4609.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 4716.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 4905.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 4787.45 | 0 | - | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 4700 expiring on 26DEC2024
Delta for 4700 CE is 0.04
Historical price for 4700 CE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 3.1, which was -1.20 lower than the previous day. The implied volatity was 30.21, the open interest changed by 114 which increased total open position to 848
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 4.3, which was -0.15 lower than the previous day. The implied volatity was 26.57, the open interest changed by -26 which decreased total open position to 743
On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 4.45, which was -0.45 lower than the previous day. The implied volatity was 27.38, the open interest changed by -50 which decreased total open position to 771
On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 4.9, which was -1.45 lower than the previous day. The implied volatity was 27.90, the open interest changed by -82 which decreased total open position to 823
On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 6.35, which was -3.40 lower than the previous day. The implied volatity was 26.04, the open interest changed by -4 which decreased total open position to 909
On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 9.75, which was -5.30 lower than the previous day. The implied volatity was 23.25, the open interest changed by -94 which decreased total open position to 925
On 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 15.05, which was -3.10 lower than the previous day. The implied volatity was 23.28, the open interest changed by -21 which decreased total open position to 1028
On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 18.15, which was -4.15 lower than the previous day. The implied volatity was 22.53, the open interest changed by 53 which increased total open position to 1035
On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 22.3, which was -5.70 lower than the previous day. The implied volatity was 23.62, the open interest changed by -23 which decreased total open position to 981
On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 28, which was -8.60 lower than the previous day. The implied volatity was 23.85, the open interest changed by 27 which increased total open position to 1013
On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 36.6, which was 20.90 higher than the previous day. The implied volatity was 23.12, the open interest changed by 303 which increased total open position to 1007
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 15.7, which was -2.55 lower than the previous day. The implied volatity was 24.13, the open interest changed by -61 which decreased total open position to 709
On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 18.25, which was -1.85 lower than the previous day. The implied volatity was 24.01, the open interest changed by -2 which decreased total open position to 771
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 20.1, which was -6.60 lower than the previous day. The implied volatity was 22.29, the open interest changed by 131 which increased total open position to 769
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 26.7, which was -1.15 lower than the previous day. The implied volatity was 24.32, the open interest changed by 103 which increased total open position to 640
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 27.85, which was 2.95 higher than the previous day. The implied volatity was 24.54, the open interest changed by 153 which increased total open position to 555
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 24.9, which was 8.40 higher than the previous day. The implied volatity was 24.48, the open interest changed by 160 which increased total open position to 400
On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 16.5, which was 0.80 higher than the previous day. The implied volatity was 25.49, the open interest changed by 40 which increased total open position to 240
On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 15.7, which was -3.20 lower than the previous day. The implied volatity was 26.57, the open interest changed by 93 which increased total open position to 194
On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 18.9, which was 10.60 higher than the previous day. The implied volatity was 26.83, the open interest changed by 82 which increased total open position to 100
On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 8.3, which was -2.90 lower than the previous day. The implied volatity was 24.40, the open interest changed by 32 which increased total open position to 50
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 11.2, which was 2.50 higher than the previous day. The implied volatity was 28.53, the open interest changed by 4 which increased total open position to 17
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 8.7, which was 0.00 lower than the previous day. The implied volatity was 27.59, the open interest changed by 11 which increased total open position to 8
On 19 Nov INDIGO was trading at 4045.90. The strike last trading price was 8.7, which was 5.70 higher than the previous day. The implied volatity was 27.59, the open interest changed by 6 which increased total open position to 8
On 18 Nov INDIGO was trading at 3976.30. The strike last trading price was 3, 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 2
On 7 Nov INDIGO was trading at 3995.75. The strike last trading price was 3, which was 3.00 higher than the previous day. The implied volatity was 20.57, the open interest changed by 1 which increased total open position to 1
On 25 Oct INDIGO was trading at 4366.10. 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 23 Oct INDIGO was trading at 4520.00. 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 22 Oct INDIGO was trading at 4524.40. 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 21 Oct INDIGO was trading at 4591.00. 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 14 Oct INDIGO was trading at 4678.95. 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 11 Oct INDIGO was trading at 4693.45. 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 Oct INDIGO was trading at 4609.35. 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 3 Oct INDIGO was trading at 4716.85. 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 1 Oct INDIGO was trading at 4905.25. 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 30 Sept INDIGO was trading at 4787.45. 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 26DEC2024 4700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 1.09
Theta: -2.69
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4395.60 | 314.55 | 42.85 | 42.21 | 184 | -43 | 161 |
| 19 Dec | 4434.05 | 271.7 | -28.10 | 32.93 | 14 | -2 | 204 |
| 18 Dec | 4390.35 | 299.8 | 7.15 | 31.60 | 31 | -30 | 207 |
| 17 Dec | 4386.80 | 292.65 | 13.30 | - | 10 | 4 | 236 |
| 16 Dec | 4406.75 | 279.35 | 44.05 | - | 129 | -58 | 232 |
| 13 Dec | 4432.90 | 235.3 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Dec | 4464.35 | 235.3 | 10.65 | 21.50 | 8 | 1 | 290 |
| 11 Dec | 4465.55 | 224.65 | -7.00 | 23.38 | 21 | 15 | 289 |
| 10 Dec | 4477.00 | 231.65 | 1.25 | 24.92 | 36 | 5 | 274 |
| 9 Dec | 4489.45 | 230.4 | 21.00 | 27.90 | 38 | 16 | 269 |
| 6 Dec | 4469.20 | 209.4 | -117.20 | 24.14 | 143 | 58 | 213 |
| 5 Dec | 4368.55 | 326.6 | 30.75 | 26.64 | 11 | -1 | 155 |
| 4 Dec | 4370.85 | 295.85 | -6.85 | 14.53 | 8 | -1 | 156 |
| 3 Dec | 4405.50 | 302.7 | -0.25 | 29.44 | 2 | 0 | 157 |
| 2 Dec | 4409.25 | 302.95 | -11.10 | 28.15 | 20 | 1 | 159 |
| 29 Nov | 4378.90 | 314.05 | -45.95 | 24.81 | 73 | 1 | 162 |
| 28 Nov | 4352.65 | 360 | -51.00 | 32.18 | 28 | 22 | 159 |
| 27 Nov | 4267.90 | 411 | -43.00 | 23.99 | 19 | 13 | 133 |
| 26 Nov | 4229.60 | 454 | -8.00 | 27.38 | 9 | -3 | 126 |
| 25 Nov | 4244.50 | 462 | -34.00 | 34.03 | 84 | 113 | 127 |
| 22 Nov | 4142.65 | 496 | -91.00 | - | 31 | 30 | 44 |
| 21 Nov | 4069.80 | 587 | -46.15 | 14.09 | 4 | 3 | 13 |
| 20 Nov | 4045.90 | 633.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 4045.90 | 633.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 3976.30 | 633.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 3995.75 | 633.15 | 418.45 | - | 9 | 7 | 8 |
| 25 Oct | 4366.10 | 214.7 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 4520.00 | 214.7 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 4524.40 | 214.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 4591.00 | 214.7 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 4678.95 | 214.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 4693.45 | 214.7 | 214.70 | - | 0 | 0 | 0 |
| 4 Oct | 4609.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 4716.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 4905.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 4787.45 | 0 | - | 0 | 0 | 0 | |
For Interglobe Aviation Ltd - strike price 4700 expiring on 26DEC2024
Delta for 4700 PE is -0.88
Historical price for 4700 PE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 314.55, which was 42.85 higher than the previous day. The implied volatity was 42.21, the open interest changed by -43 which decreased total open position to 161
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 271.7, which was -28.10 lower than the previous day. The implied volatity was 32.93, the open interest changed by -2 which decreased total open position to 204
On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 299.8, which was 7.15 higher than the previous day. The implied volatity was 31.60, the open interest changed by -30 which decreased total open position to 207
On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 292.65, which was 13.30 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 236
On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 279.35, which was 44.05 higher than the previous day. The implied volatity was -, the open interest changed by -58 which decreased total open position to 232
On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 235.3, 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 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 235.3, which was 10.65 higher than the previous day. The implied volatity was 21.50, the open interest changed by 1 which increased total open position to 290
On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 224.65, which was -7.00 lower than the previous day. The implied volatity was 23.38, the open interest changed by 15 which increased total open position to 289
On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 231.65, which was 1.25 higher than the previous day. The implied volatity was 24.92, the open interest changed by 5 which increased total open position to 274
On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 230.4, which was 21.00 higher than the previous day. The implied volatity was 27.90, the open interest changed by 16 which increased total open position to 269
On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 209.4, which was -117.20 lower than the previous day. The implied volatity was 24.14, the open interest changed by 58 which increased total open position to 213
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 326.6, which was 30.75 higher than the previous day. The implied volatity was 26.64, the open interest changed by -1 which decreased total open position to 155
On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 295.85, which was -6.85 lower than the previous day. The implied volatity was 14.53, the open interest changed by -1 which decreased total open position to 156
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 302.7, which was -0.25 lower than the previous day. The implied volatity was 29.44, the open interest changed by 0 which decreased total open position to 157
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 302.95, which was -11.10 lower than the previous day. The implied volatity was 28.15, the open interest changed by 1 which increased total open position to 159
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 314.05, which was -45.95 lower than the previous day. The implied volatity was 24.81, the open interest changed by 1 which increased total open position to 162
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 360, which was -51.00 lower than the previous day. The implied volatity was 32.18, the open interest changed by 22 which increased total open position to 159
On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 411, which was -43.00 lower than the previous day. The implied volatity was 23.99, the open interest changed by 13 which increased total open position to 133
On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 454, which was -8.00 lower than the previous day. The implied volatity was 27.38, the open interest changed by -3 which decreased total open position to 126
On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 462, which was -34.00 lower than the previous day. The implied volatity was 34.03, the open interest changed by 113 which increased total open position to 127
On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 496, which was -91.00 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 44
On 21 Nov INDIGO was trading at 4069.80. The strike last trading price was 587, which was -46.15 lower than the previous day. The implied volatity was 14.09, the open interest changed by 3 which increased total open position to 13
On 20 Nov INDIGO was trading at 4045.90. The strike last trading price was 633.15, 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 633.15, 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 633.15, 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 633.15, which was 418.45 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 8
On 25 Oct INDIGO was trading at 4366.10. The strike last trading price was 214.7, 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 23 Oct INDIGO was trading at 4520.00. The strike last trading price was 214.7, 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 214.7, 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 214.7, 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 214.7, 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 214.7, which was 214.70 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 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 Oct INDIGO was trading at 4716.85. 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 1 Oct INDIGO was trading at 4905.25. 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 30 Sept INDIGO was trading at 4787.45. 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
