INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
20 Dec 2024 04:11 PM IST
| INDIGO 26DEC2024 4750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.37
Theta: -1.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4395.60 | 1.95 | -0.80 | 31.36 | 45 | -4 | 161 | |||
| 19 Dec | 4434.05 | 2.75 | -0.75 | 27.79 | 286 | -37 | 168 | |||
| 18 Dec | 4390.35 | 3.5 | 0.00 | 29.43 | 126 | -4 | 205 | |||
| 17 Dec | 4386.80 | 3.5 | -1.00 | 29.19 | 224 | 14 | 212 | |||
| 16 Dec | 4406.75 | 4.5 | -1.85 | 27.23 | 372 | -3 | 198 | |||
| 13 Dec | 4432.90 | 6.35 | -3.85 | 23.76 | 628 | -51 | 209 | |||
| 12 Dec | 4464.35 | 10.2 | -2.25 | 23.78 | 933 | 27 | 263 | |||
| 11 Dec | 4465.55 | 12.45 | -2.35 | 23.02 | 380 | -7 | 235 | |||
| 10 Dec | 4477.00 | 14.8 | -4.85 | 23.59 | 334 | -5 | 243 | |||
| 9 Dec | 4489.45 | 19.65 | -8.75 | 24.00 | 574 | 90 | 248 | |||
| 6 Dec | 4469.20 | 28.4 | 17.30 | 23.88 | 56 | -2 | 158 | |||
| 5 Dec | 4368.55 | 11.1 | -2.85 | 24.32 | 224 | 17 | 165 | |||
| 4 Dec | 4370.85 | 13.95 | -0.80 | 24.63 | 390 | 10 | 149 | |||
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| 3 Dec | 4405.50 | 14.75 | -5.75 | 22.69 | 207 | 39 | 105 | |||
| 2 Dec | 4409.25 | 20.5 | -0.75 | 24.76 | 106 | 27 | 66 | |||
| 29 Nov | 4378.90 | 21.25 | -0.40 | 24.77 | 209 | 40 | 41 | |||
| 28 Nov | 4352.65 | 21.65 | -27.20 | 25.72 | 1 | 0 | 0 | |||
| 27 Nov | 4267.90 | 48.85 | 0.00 | 8.63 | 0 | 0 | 0 | |||
| 26 Nov | 4229.60 | 48.85 | 48.85 | 9.21 | 0 | 0 | 0 | |||
| 25 Nov | 4244.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 4142.65 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 4750 expiring on 26DEC2024
Delta for 4750 CE is 0.03
Historical price for 4750 CE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 1.95, which was -0.80 lower than the previous day. The implied volatity was 31.36, the open interest changed by -4 which decreased total open position to 161
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 2.75, which was -0.75 lower than the previous day. The implied volatity was 27.79, the open interest changed by -37 which decreased total open position to 168
On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 3.5, which was 0.00 lower than the previous day. The implied volatity was 29.43, the open interest changed by -4 which decreased total open position to 205
On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 3.5, which was -1.00 lower than the previous day. The implied volatity was 29.19, the open interest changed by 14 which increased total open position to 212
On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 4.5, which was -1.85 lower than the previous day. The implied volatity was 27.23, the open interest changed by -3 which decreased total open position to 198
On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 6.35, which was -3.85 lower than the previous day. The implied volatity was 23.76, the open interest changed by -51 which decreased total open position to 209
On 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 10.2, which was -2.25 lower than the previous day. The implied volatity was 23.78, the open interest changed by 27 which increased total open position to 263
On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 12.45, which was -2.35 lower than the previous day. The implied volatity was 23.02, the open interest changed by -7 which decreased total open position to 235
On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 14.8, which was -4.85 lower than the previous day. The implied volatity was 23.59, the open interest changed by -5 which decreased total open position to 243
On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 19.65, which was -8.75 lower than the previous day. The implied volatity was 24.00, the open interest changed by 90 which increased total open position to 248
On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 28.4, which was 17.30 higher than the previous day. The implied volatity was 23.88, the open interest changed by -2 which decreased total open position to 158
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 11.1, which was -2.85 lower than the previous day. The implied volatity was 24.32, the open interest changed by 17 which increased total open position to 165
On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 13.95, which was -0.80 lower than the previous day. The implied volatity was 24.63, the open interest changed by 10 which increased total open position to 149
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 14.75, which was -5.75 lower than the previous day. The implied volatity was 22.69, the open interest changed by 39 which increased total open position to 105
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 20.5, which was -0.75 lower than the previous day. The implied volatity was 24.76, the open interest changed by 27 which increased total open position to 66
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 21.25, which was -0.40 lower than the previous day. The implied volatity was 24.77, the open interest changed by 40 which increased total open position to 41
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 21.65, which was -27.20 lower than the previous day. The implied volatity was 25.72, 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 48.85, which was 0.00 lower than the previous day. The implied volatity was 8.63, 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 48.85, which was 48.85 higher than the previous day. The implied volatity was 9.21, 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 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 22 Nov INDIGO was trading at 4142.65. 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 4750 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 | 323.25 | 0.00 | 0.00 | 0 | 4 | 0 |
| 19 Dec | 4434.05 | 323.25 | 53.35 | 38.71 | 5 | 4 | 16 |
| 18 Dec | 4390.35 | 269.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 4386.80 | 269.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 4406.75 | 269.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 4432.90 | 269.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 4464.35 | 269.9 | 0.00 | 0.00 | 0 | 1 | 0 |
| 11 Dec | 4465.55 | 269.9 | 9.85 | 24.64 | 1 | 0 | 11 |
| 10 Dec | 4477.00 | 260.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 4489.45 | 260.05 | -71.95 | 24.14 | 9 | 0 | 11 |
| 6 Dec | 4469.20 | 332 | -13.90 | 47.38 | 29 | 0 | 0 |
| 5 Dec | 4368.55 | 345.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 4370.85 | 345.9 | -347.70 | 16.88 | 4 | 2 | 2 |
| 3 Dec | 4405.50 | 693.6 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 4409.25 | 693.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 4378.90 | 693.6 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 4352.65 | 693.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 4267.90 | 693.6 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 4229.60 | 693.6 | 693.60 | - | 0 | 0 | 0 |
| 25 Nov | 4244.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 4142.65 | 0 | 0.00 | 0 | 0 | 0 | |
For Interglobe Aviation Ltd - strike price 4750 expiring on 26DEC2024
Delta for 4750 PE is 0.00
Historical price for 4750 PE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 323.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 323.25, which was 53.35 higher than the previous day. The implied volatity was 38.71, the open interest changed by 4 which increased total open position to 16
On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 269.9, 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 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 269.9, 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 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 269.9, 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 Dec INDIGO was trading at 4432.90. The strike last trading price was 269.9, 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 Dec INDIGO was trading at 4464.35. The strike last trading price was 269.9, 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 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 269.9, which was 9.85 higher than the previous day. The implied volatity was 24.64, the open interest changed by 0 which decreased total open position to 11
On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 260.05, 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 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 260.05, which was -71.95 lower than the previous day. The implied volatity was 24.14, the open interest changed by 0 which decreased total open position to 11
On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 332, which was -13.90 lower than the previous day. The implied volatity was 47.38, the open interest changed by 0 which decreased total open position to 0
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 345.9, 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 Dec INDIGO was trading at 4370.85. The strike last trading price was 345.9, which was -347.70 lower than the previous day. The implied volatity was 16.88, the open interest changed by 2 which increased total open position to 2
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 693.6, 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 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 693.6, 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 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 693.6, 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 693.6, 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 693.6, 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 693.6, which was 693.60 higher 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 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 22 Nov INDIGO was trading at 4142.65. 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
