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 4800 CE
Delta: 0.70 Vega: 4.16 Theta: -4.70 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI

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 0.70

Historical price for 4800 CE is as follows

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: -0.30 Vega: 4.19 Theta: -3.51 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
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 -0.30

Historical price for 4800 PE is as follows

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

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