INDIGO

Interglobe Aviation Ltd

5153.5 +38.00 (0.74%)

L: 5103.5 H: 5166.5

Back to Option Chain

Historical option data for INDIGO
19 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 4800 CE
Delta: 0.83 Vega: 2.26 Theta: -5.36 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
19 Dec	5153.50	362.75 ₹ 54,412.5	23.7 3555.00	41.83	242 36,300	-90 -13,500	754 1,13,100
18 Dec	5115.50	344.75 ₹ 51,712.5	126 18900.00	22.14	1,200 1,80,000	-70 -10,500	967 1,45,050
17 Dec	4980.50	216.1 ₹ 32,415	-7.6 -1140.00	23.90	531 79,650	-162 -24,300	1,037 1,55,550
16 Dec	4974.00	217.25 ₹ 32,587.5	-16.05 -2407.50	25.98	1,683 2,52,450	-119 -17,850	1,200 1,80,000
15 Dec	4965.50	230.95 ₹ 34,642.5	62.75 9412.50	30.35	5,377 8,06,550	-972 -1,45,800	1,324 1,98,600
12 Dec	4860.50	166 ₹ 24,900	9.95 1492.50	27.71	8,522 12,78,300	-901 -1,35,150	2,298 3,44,700

11 Dec	4819.00	157.8 ₹ 23,670	-6.15 -922.50	30.53	22,050 33,07,500	442 66,300	3,200 4,80,000
10 Dec	4805.50	163 ₹ 24,450	-124.2 -18630.00	31.97	8,155 12,23,250	1,117 1,67,550	2,758 4,13,700
9 Dec	4967.50	308.3 ₹ 46,245	-3.3 -495.00	38.65	6,806 10,20,900	1,454 2,18,100	1,649 2,47,350
8 Dec	4923.50	296 ₹ 44,400	-640.9 -96135.00	46.69	1,470 2,20,500	193 28,950	193 28,950
5 Dec	5370.50	936.9 ₹ 1,40,535	0 0.00	-	0 0	0 0	0 0
4 Dec	5436.50	936.9 ₹ 1,40,535	0 0.00	-	0 0	0 0	0 0
3 Dec	5595.50	936.9 ₹ 1,40,535	0 0.00	-	0 0	0 0	0 0
2 Dec	5697.50	936.9 ₹ 1,40,535	0 0.00	-	0 0	0 0	0 0
1 Dec	5794.00	936.9 ₹ 1,40,535	0 0.00	-	0 0	0 0	0 0
28 Nov	5901.50	936.9 ₹ 1,40,535	0 0.00	-	0 0	0 0	0 0
27 Nov	5919.00	936.9 ₹ 1,40,535	0 0.00	-	0 0	0 0	0 0
26 Nov	5913.00	936.9 ₹ 1,40,535	0 0.00	-	0 0	0 0	0 0
20 Nov	5785.50	936.9 ₹ 1,40,535	0 0.00	-	0 0	0 0	0 0
19 Nov	5758.50	936.9 ₹ 1,40,535	0 0.00	-	0 0	0 0	0 0

For Interglobe Aviation Ltd - strike price 4800 expiring on 30DEC2025

Delta for 4800 CE is 0.83

Historical price for 4800 CE is as follows

On 19 Dec INDIGO was trading at 5153.50. The strike last trading price was 362.75, which was 23.7 higher than the previous day. The implied volatity was 41.83, the open interest changed by -90 which decreased total open position to 754

On 18 Dec INDIGO was trading at 5115.50. The strike last trading price was 344.75, which was 126 higher than the previous day. The implied volatity was 22.14, the open interest changed by -70 which decreased total open position to 967

On 17 Dec INDIGO was trading at 4980.50. The strike last trading price was 216.1, which was -7.6 lower than the previous day. The implied volatity was 23.90, the open interest changed by -162 which decreased total open position to 1037

On 16 Dec INDIGO was trading at 4974.00. The strike last trading price was 217.25, which was -16.05 lower than the previous day. The implied volatity was 25.98, the open interest changed by -119 which decreased total open position to 1200

On 15 Dec INDIGO was trading at 4965.50. The strike last trading price was 230.95, which was 62.75 higher than the previous day. The implied volatity was 30.35, the open interest changed by -972 which decreased total open position to 1324

On 12 Dec INDIGO was trading at 4860.50. The strike last trading price was 166, which was 9.95 higher than the previous day. The implied volatity was 27.71, the open interest changed by -901 which decreased total open position to 2298

On 11 Dec INDIGO was trading at 4819.00. The strike last trading price was 157.8, which was -6.15 lower than the previous day. The implied volatity was 30.53, the open interest changed by 442 which increased total open position to 3200

On 10 Dec INDIGO was trading at 4805.50. The strike last trading price was 163, which was -124.2 lower than the previous day. The implied volatity was 31.97, the open interest changed by 1117 which increased total open position to 2758

On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 308.3, which was -3.3 lower than the previous day. The implied volatity was 38.65, the open interest changed by 1454 which increased total open position to 1649

On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 296, which was -640.9 lower than the previous day. The implied volatity was 46.69, the open interest changed by 193 which increased total open position to 193

On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 936.9, 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 936.9, 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 3 Dec INDIGO was trading at 5595.50. The strike last trading price was 936.9, 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 2 Dec INDIGO was trading at 5697.50. The strike last trading price was 936.9, 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 1 Dec INDIGO was trading at 5794.00. The strike last trading price was 936.9, 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 28 Nov INDIGO was trading at 5901.50. The strike last trading price was 936.9, 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 27 Nov INDIGO was trading at 5919.00. The strike last trading price was 936.9, 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 26 Nov INDIGO was trading at 5913.00. The strike last trading price was 936.9, 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 20 Nov INDIGO was trading at 5785.50. The strike last trading price was 936.9, 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 19 Nov INDIGO was trading at 5758.50. The strike last trading price was 936.9, 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 4800 PE
Delta: -0.07 Vega: 1.19 Theta: -1.32 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
19 Dec	5153.50	7.3 ₹ 1,095	-3.95 -592.50	26.20	3,897 5,84,550	-807 -1,21,050	3,135 4,70,250
18 Dec	5115.50	10.5 ₹ 1,575	-23.8 -3570.00	28.23	9,110 13,66,500	553 82,950	4,064 6,09,600
17 Dec	4980.50	34.9 ₹ 5,235	-6.85 -1027.50	28.37	3,500 5,25,000	-594 -89,100	3,550 5,32,500
16 Dec	4974.00	41.4 ₹ 6,210	-3 -450.00	28.85	4,787 7,18,050	-282 -42,300	4,143 6,21,450
15 Dec	4965.50	43.95 ₹ 6,592.5	-39.85 -5977.50	28.32	11,854 17,78,100	212 31,800	4,436 6,65,400
12 Dec	4860.50	83.35 ₹ 12,502.5	-28.45 -4267.50	28.44	14,951 22,42,650	-567 -85,050	4,227 6,34,050
11 Dec	4819.00	109.7 ₹ 16,455	-22.1 -3315.00	30.14	27,257 40,88,550	421 63,150	4,796 7,19,400
10 Dec	4805.50	129.3 ₹ 19,395	26.05 3907.50	32.99	32,184 48,27,600	63 9,450	4,416 6,62,400
9 Dec	4967.50	97 ₹ 14,550	-63.9 -9585.00	39.67	31,653 47,47,950	1,243 1,86,450	4,336 6,50,400
8 Dec	4923.50	165 ₹ 24,750	147.25 22087.50	47.86	58,138 87,20,700	2,043 3,06,450	3,094 4,64,100
5 Dec	5370.50	18.7 ₹ 2,805	8.8 1320.00	33.82	6,690 10,03,500	672 1,00,800	1,049 1,57,350
4 Dec	5436.50	9.75 ₹ 1,462.5	6.3 945.00	31.67	1,903 2,85,450	320 48,000	376 56,400
3 Dec	5595.50	3.45 ₹ 517.5	1.45 217.50	29.55	37 5,550	7 1,050	40 6,000
2 Dec	5697.50	2 ₹ 300	0 0.00	29.30	18 2,700	7 1,050	33 4,950
1 Dec	5794.00	2 ₹ 300	0.4 60.00	30.80	11 1,650	0 0	26 3,900
28 Nov	5901.50	1.6 ₹ 240	-1.3 -195.00	31.15	7 1,050	2 300	28 4,200
27 Nov	5919.00	2.9 ₹ 435	-1.55 -232.50	33.67	20 3,000	15 2,250	26 3,900
26 Nov	5913.00	4.45 ₹ 667.5	0.4 60.00	34.98	1 150	0 0	10 1,500
20 Nov	5785.50	4.05 ₹ 607.5	-2.05 -307.50	29.79	2 300	1 150	10 1,500
19 Nov	5758.50	6.1 ₹ 915	-63.65 -9547.50	30.76	9 1,350	6 900	6 900

For Interglobe Aviation Ltd - strike price 4800 expiring on 30DEC2025

Delta for 4800 PE is -0.07

Historical price for 4800 PE is as follows

On 19 Dec INDIGO was trading at 5153.50. The strike last trading price was 7.3, which was -3.95 lower than the previous day. The implied volatity was 26.20, the open interest changed by -807 which decreased total open position to 3135

On 18 Dec INDIGO was trading at 5115.50. The strike last trading price was 10.5, which was -23.8 lower than the previous day. The implied volatity was 28.23, the open interest changed by 553 which increased total open position to 4064

On 17 Dec INDIGO was trading at 4980.50. The strike last trading price was 34.9, which was -6.85 lower than the previous day. The implied volatity was 28.37, the open interest changed by -594 which decreased total open position to 3550

On 16 Dec INDIGO was trading at 4974.00. The strike last trading price was 41.4, which was -3 lower than the previous day. The implied volatity was 28.85, the open interest changed by -282 which decreased total open position to 4143

On 15 Dec INDIGO was trading at 4965.50. The strike last trading price was 43.95, which was -39.85 lower than the previous day. The implied volatity was 28.32, the open interest changed by 212 which increased total open position to 4436

On 12 Dec INDIGO was trading at 4860.50. The strike last trading price was 83.35, which was -28.45 lower than the previous day. The implied volatity was 28.44, the open interest changed by -567 which decreased total open position to 4227

On 11 Dec INDIGO was trading at 4819.00. The strike last trading price was 109.7, which was -22.1 lower than the previous day. The implied volatity was 30.14, the open interest changed by 421 which increased total open position to 4796

On 10 Dec INDIGO was trading at 4805.50. The strike last trading price was 129.3, which was 26.05 higher than the previous day. The implied volatity was 32.99, the open interest changed by 63 which increased total open position to 4416

On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 97, which was -63.9 lower than the previous day. The implied volatity was 39.67, the open interest changed by 1243 which increased total open position to 4336

On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 165, which was 147.25 higher than the previous day. The implied volatity was 47.86, the open interest changed by 2043 which increased total open position to 3094

On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 18.7, which was 8.8 higher than the previous day. The implied volatity was 33.82, the open interest changed by 672 which increased total open position to 1049

On 4 Dec INDIGO was trading at 5436.50. The strike last trading price was 9.75, which was 6.3 higher than the previous day. The implied volatity was 31.67, the open interest changed by 320 which increased total open position to 376

On 3 Dec INDIGO was trading at 5595.50. The strike last trading price was 3.45, which was 1.45 higher than the previous day. The implied volatity was 29.55, the open interest changed by 7 which increased total open position to 40

On 2 Dec INDIGO was trading at 5697.50. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 29.30, the open interest changed by 7 which increased total open position to 33

On 1 Dec INDIGO was trading at 5794.00. The strike last trading price was 2, which was 0.4 higher than the previous day. The implied volatity was 30.80, the open interest changed by 0 which decreased total open position to 26

On 28 Nov INDIGO was trading at 5901.50. The strike last trading price was 1.6, which was -1.3 lower than the previous day. The implied volatity was 31.15, the open interest changed by 2 which increased total open position to 28

On 27 Nov INDIGO was trading at 5919.00. The strike last trading price was 2.9, which was -1.55 lower than the previous day. The implied volatity was 33.67, the open interest changed by 15 which increased total open position to 26

On 26 Nov INDIGO was trading at 5913.00. The strike last trading price was 4.45, which was 0.4 higher than the previous day. The implied volatity was 34.98, the open interest changed by 0 which decreased total open position to 10

On 20 Nov INDIGO was trading at 5785.50. The strike last trading price was 4.05, which was -2.05 lower than the previous day. The implied volatity was 29.79, the open interest changed by 1 which increased total open position to 10

On 19 Nov INDIGO was trading at 5758.50. The strike last trading price was 6.1, which was -63.65 lower than the previous day. The implied volatity was 30.76, the open interest changed by 6 which increased total open position to 6

Related Pages for INDIGO

INDIGO

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

CYIENT

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD