INDIGO

Interglobe Aviation Ltd

4967.5 +44.00 (0.89%)

L: 4817 H: 5017

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Historical option data for INDIGO
09 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

INDIGO 30-DEC-2025 4700 CE
Delta: 0.76 Vega: 3.68 Theta: -4.47 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI

9 Dec	4967.50	383.75 ₹ 57,562.5	4.05 607.50	40.31	1,050 1,57,500	243 36,450	274 41,100
8 Dec	4923.50	365 ₹ 54,750	-654.55 -98182.50	48.64	64 9,600	31 4,650	31 4,650
5 Dec	5370.50	1019.55 ₹ 1,52,932.5	0 0.00	-	0 0	0 0	0 0
4 Dec	5436.50	1019.55 ₹ 1,52,932.5	0 0.00	-	0 0	0 0	0 0

For Interglobe Aviation Ltd - strike price 4700 expiring on 30DEC2025

Delta for 4700 CE is 0.76

Historical price for 4700 CE is as follows

On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 383.75, which was 4.05 higher than the previous day. The implied volatity was 40.31, the open interest changed by 243 which increased total open position to 274

On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 365, which was -654.55 lower than the previous day. The implied volatity was 48.64, the open interest changed by 31 which increased total open position to 31

On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 1019.55, 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 Dec INDIGO was trading at 5436.50. The strike last trading price was 1019.55, 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 4700 PE
Delta: -0.24 Vega: 3.71 Theta: -3.30 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	4967.50	72.9 ₹ 10,935	-58.95 -8842.50	41.21	19,330 28,99,500	185 27,750	2,247 3,37,050
8 Dec	4923.50	137.1 ₹ 20,565	124.55 18682.50	50.46	37,603 56,40,450	1,060 1,59,000	2,056 3,08,400
5 Dec	5370.50	13.65 ₹ 2,047.5	7.55 1132.50	35.58	6,127 9,19,050	703 1,05,450	1,007 1,51,050
4 Dec	5436.50	5.8 ₹ 870	-48.1 -7215.00	32.26	1,052 1,57,800	298 44,700	298 44,700

For Interglobe Aviation Ltd - strike price 4700 expiring on 30DEC2025

Delta for 4700 PE is -0.24

Historical price for 4700 PE is as follows

On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 72.9, which was -58.95 lower than the previous day. The implied volatity was 41.21, the open interest changed by 185 which increased total open position to 2247

On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 137.1, which was 124.55 higher than the previous day. The implied volatity was 50.46, the open interest changed by 1060 which increased total open position to 2056

On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 13.65, which was 7.55 higher than the previous day. The implied volatity was 35.58, the open interest changed by 703 which increased total open position to 1007

On 4 Dec INDIGO was trading at 5436.50. The strike last trading price was 5.8, which was -48.1 lower than the previous day. The implied volatity was 32.26, the open interest changed by 298 which increased total open position to 298

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