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 4750 CE
Delta: 0.73 Vega: 3.93 Theta: -4.62 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	4967.50	346.25 ₹ 51,937.5	-14.35 -2152.50	39.63	680 1,02,000	274 41,100	288 43,200

8 Dec	4923.50	360.6 ₹ 54,090	-765.45 -114817.50	54.53	29 4,350	14 2,100	14 2,100
5 Dec	5370.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
4 Dec	5436.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Interglobe Aviation Ltd - strike price 4750 expiring on 30DEC2025

Delta for 4750 CE is 0.73

Historical price for 4750 CE is as follows

On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 346.25, which was -14.35 lower than the previous day. The implied volatity was 39.63, the open interest changed by 274 which increased total open position to 288

On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 360.6, which was -765.45 lower than the previous day. The implied volatity was 54.53, the open interest changed by 14 which increased total open position to 14

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

On 4 Dec INDIGO was trading at 5436.50. 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 4750 PE
Delta: -0.27 Vega: 3.95 Theta: -3.38 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	4967.50	82.8 ₹ 12,420	-62.05 -9307.50	40.09	8,616 12,92,400	74 11,100	757 1,13,550
8 Dec	4923.50	149.85 ₹ 22,477.5	132.6 19890.00	49.03	11,862 17,79,300	678 1,01,700	678 1,01,700
5 Dec	5370.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
4 Dec	5436.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Interglobe Aviation Ltd - strike price 4750 expiring on 30DEC2025

Delta for 4750 PE is -0.27

Historical price for 4750 PE is as follows

On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 82.8, which was -62.05 lower than the previous day. The implied volatity was 40.09, the open interest changed by 74 which increased total open position to 757

On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 149.85, which was 132.6 higher than the previous day. The implied volatity was 49.03, the open interest changed by 678 which increased total open position to 678

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