INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
29 Jan 2026 04:11 PM IST
| INDIGO 24-FEB-2026 4800 CE | ||||||||||||||||
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Delta: 0.36
Vega: 4.6
Theta: -2.91
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jan | 4621.00 | 80 | -48.9 | 28.06 | 4,141 | 689 | 2,911 | |||||||||
| 28 Jan | 4749.00 | 128.3 | -20.9 | 25.57 | 2,366 | 154 | 2,229 | |||||||||
| 27 Jan | 4769.00 | 148 | 26.3 | 27.57 | 2,646 | 413 | 2,079 | |||||||||
| 23 Jan | 4704.50 | 123 | -131.6 | 25.66 | 3,578 | 857 | 1,662 | |||||||||
| 22 Jan | 4909.00 | 252.95 | 22.8 | 26.09 | 807 | 560 | 805 | |||||||||
| 21 Jan | 4857.50 | 228 | 42.95 | 29.49 | 688 | -5 | 239 | |||||||||
| 20 Jan | 4790.00 | 190 | -74.5 | 28.63 | 186 | 89 | 255 | |||||||||
| 19 Jan | 4941.50 | 257.95 | 91.15 | 24.4 | 122 | 3 | 167 | |||||||||
| 16 Jan | 4740.00 | 166.8 | 0.25 | 28.14 | 56 | 14 | 164 | |||||||||
| 14 Jan | 4733.00 | 166 | -17 | 26.85 | 39 | 9 | 147 | |||||||||
| 13 Jan | 4759.50 | 183 | -42 | 27.82 | 46 | 13 | 139 | |||||||||
| 12 Jan | 4850.00 | 225 | -15 | 25.51 | 34 | 5 | 126 | |||||||||
| 9 Jan | 4844.00 | 240 | -196.2 | 27.2 | 1 | 0 | 121 | |||||||||
| 8 Jan | 4906.50 | 436.2 | 103.75 | - | 0 | 0 | 121 | |||||||||
| 7 Jan | 4951.00 | 436.2 | 103.75 | - | 0 | 0 | 121 | |||||||||
| 6 Jan | 5002.50 | 436.2 | 103.75 | - | 0 | 0 | 121 | |||||||||
| 5 Jan | 5102.50 | 436.2 | 103.75 | - | 0 | 0 | 121 | |||||||||
| 2 Jan | 5106.00 | 436.2 | 103.75 | - | 0 | 0 | 121 | |||||||||
| 1 Jan | 5110.50 | 436.2 | 103.75 | 25.69 | 124 | 121 | 122 | |||||||||
| 31 Dec | 5059.50 | 332.45 | -756.1 | - | 0 | 0 | 0 | |||||||||
| 30 Dec | 5018.00 | 332.45 | -756.1 | - | 0 | 0 | 1 | |||||||||
| 29 Dec | 5085.50 | 332.45 | -756.1 | - | 0 | 0 | 1 | |||||||||
| 26 Dec | 5074.00 | 332.45 | -756.1 | - | 0 | 0 | 1 | |||||||||
| 24 Dec | 5081.50 | 332.45 | -756.1 | - | 0 | 0 | 1 | |||||||||
| 23 Dec | 5157.00 | 332.45 | -756.1 | - | 0 | 0 | 0 | |||||||||
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| 22 Dec | 5145.50 | 332.45 | -756.1 | - | 0 | 0 | 1 | |||||||||
| 19 Dec | 5153.50 | 332.45 | -756.1 | - | 0 | 0 | 1 | |||||||||
| 18 Dec | 5115.50 | 332.45 | -756.1 | - | 0 | 0 | 1 | |||||||||
| 17 Dec | 4980.50 | 332.45 | -756.1 | - | 0 | 0 | 1 | |||||||||
| 16 Dec | 4974.00 | 332.45 | -756.1 | - | 0 | 0 | 1 | |||||||||
| 15 Dec | 4965.50 | 332.45 | -756.1 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 4860.50 | 332.45 | -756.1 | - | 0 | 0 | 1 | |||||||||
| 11 Dec | 4819.00 | 332.45 | -756.1 | 31.23 | 1 | 0 | 0 | |||||||||
| 10 Dec | 4805.50 | 1088.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 4967.50 | 1088.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 4923.50 | 1088.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 4800 expiring on 24FEB2026
Delta for 4800 CE is 0.36
Historical price for 4800 CE is as follows
On 29 Jan INDIGO was trading at 4621.00. The strike last trading price was 80, which was -48.9 lower than the previous day. The implied volatity was 28.06, the open interest changed by 689 which increased total open position to 2911
On 28 Jan INDIGO was trading at 4749.00. The strike last trading price was 128.3, which was -20.9 lower than the previous day. The implied volatity was 25.57, the open interest changed by 154 which increased total open position to 2229
On 27 Jan INDIGO was trading at 4769.00. The strike last trading price was 148, which was 26.3 higher than the previous day. The implied volatity was 27.57, the open interest changed by 413 which increased total open position to 2079
On 23 Jan INDIGO was trading at 4704.50. The strike last trading price was 123, which was -131.6 lower than the previous day. The implied volatity was 25.66, the open interest changed by 857 which increased total open position to 1662
On 22 Jan INDIGO was trading at 4909.00. The strike last trading price was 252.95, which was 22.8 higher than the previous day. The implied volatity was 26.09, the open interest changed by 560 which increased total open position to 805
On 21 Jan INDIGO was trading at 4857.50. The strike last trading price was 228, which was 42.95 higher than the previous day. The implied volatity was 29.49, the open interest changed by -5 which decreased total open position to 239
On 20 Jan INDIGO was trading at 4790.00. The strike last trading price was 190, which was -74.5 lower than the previous day. The implied volatity was 28.63, the open interest changed by 89 which increased total open position to 255
On 19 Jan INDIGO was trading at 4941.50. The strike last trading price was 257.95, which was 91.15 higher than the previous day. The implied volatity was 24.4, the open interest changed by 3 which increased total open position to 167
On 16 Jan INDIGO was trading at 4740.00. The strike last trading price was 166.8, which was 0.25 higher than the previous day. The implied volatity was 28.14, the open interest changed by 14 which increased total open position to 164
On 14 Jan INDIGO was trading at 4733.00. The strike last trading price was 166, which was -17 lower than the previous day. The implied volatity was 26.85, the open interest changed by 9 which increased total open position to 147
On 13 Jan INDIGO was trading at 4759.50. The strike last trading price was 183, which was -42 lower than the previous day. The implied volatity was 27.82, the open interest changed by 13 which increased total open position to 139
On 12 Jan INDIGO was trading at 4850.00. The strike last trading price was 225, which was -15 lower than the previous day. The implied volatity was 25.51, the open interest changed by 5 which increased total open position to 126
On 9 Jan INDIGO was trading at 4844.00. The strike last trading price was 240, which was -196.2 lower than the previous day. The implied volatity was 27.2, the open interest changed by 0 which decreased total open position to 121
On 8 Jan INDIGO was trading at 4906.50. The strike last trading price was 436.2, which was 103.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 121
On 7 Jan INDIGO was trading at 4951.00. The strike last trading price was 436.2, which was 103.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 121
On 6 Jan INDIGO was trading at 5002.50. The strike last trading price was 436.2, which was 103.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 121
On 5 Jan INDIGO was trading at 5102.50. The strike last trading price was 436.2, which was 103.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 121
On 2 Jan INDIGO was trading at 5106.00. The strike last trading price was 436.2, which was 103.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 121
On 1 Jan INDIGO was trading at 5110.50. The strike last trading price was 436.2, which was 103.75 higher than the previous day. The implied volatity was 25.69, the open interest changed by 121 which increased total open position to 122
On 31 Dec INDIGO was trading at 5059.50. The strike last trading price was 332.45, which was -756.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Dec INDIGO was trading at 5018.00. The strike last trading price was 332.45, which was -756.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Dec INDIGO was trading at 5085.50. The strike last trading price was 332.45, which was -756.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 Dec INDIGO was trading at 5074.00. The strike last trading price was 332.45, which was -756.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Dec INDIGO was trading at 5081.50. The strike last trading price was 332.45, which was -756.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Dec INDIGO was trading at 5157.00. The strike last trading price was 332.45, which was -756.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Dec INDIGO was trading at 5145.50. The strike last trading price was 332.45, which was -756.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Dec INDIGO was trading at 5153.50. The strike last trading price was 332.45, which was -756.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Dec INDIGO was trading at 5115.50. The strike last trading price was 332.45, which was -756.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Dec INDIGO was trading at 4980.50. The strike last trading price was 332.45, which was -756.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Dec INDIGO was trading at 4974.00. The strike last trading price was 332.45, which was -756.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Dec INDIGO was trading at 4965.50. The strike last trading price was 332.45, which was -756.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec INDIGO was trading at 4860.50. The strike last trading price was 332.45, which was -756.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Dec INDIGO was trading at 4819.00. The strike last trading price was 332.45, which was -756.1 lower than the previous day. The implied volatity was 31.23, the open interest changed by 0 which decreased total open position to 0
On 10 Dec INDIGO was trading at 4805.50. The strike last trading price was 1088.55, 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 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 1088.55, 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 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 1088.55, 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 24FEB2026 4800 PE | |||||||
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Delta: -0.63
Vega: 4.64
Theta: -1.83
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jan | 4621.00 | 234.9 | 87.75 | 30.27 | 660 | -34 | 1,273 |
| 28 Jan | 4749.00 | 145.6 | 2 | 27.45 | 1,520 | 166 | 1,310 |
| 27 Jan | 4769.00 | 140 | -59.15 | 26.67 | 1,166 | 257 | 1,151 |
| 23 Jan | 4704.50 | 195.8 | 83.6 | 31 | 4,731 | 309 | 900 |
| 22 Jan | 4909.00 | 107.35 | -31.8 | 31.09 | 667 | 195 | 601 |
| 21 Jan | 4857.50 | 139 | -17.3 | 31.69 | 754 | 133 | 405 |
| 20 Jan | 4790.00 | 152 | 48.1 | 29.11 | 242 | 34 | 271 |
| 19 Jan | 4941.50 | 106.5 | -77.15 | 30.34 | 258 | 98 | 231 |
| 16 Jan | 4740.00 | 180.5 | -9.5 | 28.01 | 26 | 15 | 134 |
| 14 Jan | 4733.00 | 190 | 13.45 | 29.31 | 31 | 10 | 117 |
| 13 Jan | 4759.50 | 180 | 52.05 | 28.67 | 37 | 5 | 105 |
| 12 Jan | 4850.00 | 127.95 | -12.05 | 26.71 | 8 | 1 | 101 |
| 9 Jan | 4844.00 | 140 | 20 | 27.52 | 8 | 6 | 99 |
| 8 Jan | 4906.50 | 120 | 10 | 27.8 | 25 | 10 | 94 |
| 7 Jan | 4951.00 | 110 | 42.2 | 28.81 | 35 | 20 | 85 |
| 6 Jan | 5002.50 | 67.8 | -2.95 | - | 0 | 0 | 65 |
| 5 Jan | 5102.50 | 67.8 | -2.95 | 27.52 | 8 | 4 | 66 |
| 2 Jan | 5106.00 | 70.75 | -3.25 | 27.71 | 11 | 0 | 61 |
| 1 Jan | 5110.50 | 74 | -12.4 | 28.09 | 46 | 10 | 61 |
| 31 Dec | 5059.50 | 87.15 | -21.85 | 28.16 | 13 | 0 | 52 |
| 30 Dec | 5018.00 | 109 | 17 | 29.18 | 4 | 2 | 51 |
| 29 Dec | 5085.50 | 92 | -0.5 | 29.52 | 1 | 0 | 49 |
| 26 Dec | 5074.00 | 92.5 | 2.15 | - | 0 | 0 | 49 |
| 24 Dec | 5081.50 | 92.5 | 2.15 | 28.36 | 24 | 11 | 42 |
| 23 Dec | 5157.00 | 90.35 | -9.55 | 30.56 | 1 | 0 | 30 |
| 22 Dec | 5145.50 | 99 | 0 | 31.43 | 6 | 1 | 29 |
| 19 Dec | 5153.50 | 99 | -66 | 29.78 | 4 | -1 | 28 |
| 18 Dec | 5115.50 | 165 | 5 | - | 0 | 0 | 29 |
| 17 Dec | 4980.50 | 165 | 5 | 33.17 | 5 | 1 | 29 |
| 16 Dec | 4974.00 | 160 | -4 | 31.9 | 2 | 0 | 27 |
| 15 Dec | 4965.50 | 164 | -46 | 31.99 | 6 | -1 | 30 |
| 12 Dec | 4860.50 | 210 | -30 | 32.87 | 7 | 4 | 28 |
| 11 Dec | 4819.00 | 240 | -21 | 34.38 | 1 | 0 | 23 |
| 10 Dec | 4805.50 | 261 | 64.1 | 36.23 | 6 | 0 | 22 |
| 9 Dec | 4967.50 | 199.9 | -57.5 | 36.54 | 22 | 10 | 26 |
| 8 Dec | 4923.50 | 262 | 220.8 | 40.35 | 30 | 15 | 15 |
For Interglobe Aviation Ltd - strike price 4800 expiring on 24FEB2026
Delta for 4800 PE is -0.63
Historical price for 4800 PE is as follows
On 29 Jan INDIGO was trading at 4621.00. The strike last trading price was 234.9, which was 87.75 higher than the previous day. The implied volatity was 30.27, the open interest changed by -34 which decreased total open position to 1273
On 28 Jan INDIGO was trading at 4749.00. The strike last trading price was 145.6, which was 2 higher than the previous day. The implied volatity was 27.45, the open interest changed by 166 which increased total open position to 1310
On 27 Jan INDIGO was trading at 4769.00. The strike last trading price was 140, which was -59.15 lower than the previous day. The implied volatity was 26.67, the open interest changed by 257 which increased total open position to 1151
On 23 Jan INDIGO was trading at 4704.50. The strike last trading price was 195.8, which was 83.6 higher than the previous day. The implied volatity was 31, the open interest changed by 309 which increased total open position to 900
On 22 Jan INDIGO was trading at 4909.00. The strike last trading price was 107.35, which was -31.8 lower than the previous day. The implied volatity was 31.09, the open interest changed by 195 which increased total open position to 601
On 21 Jan INDIGO was trading at 4857.50. The strike last trading price was 139, which was -17.3 lower than the previous day. The implied volatity was 31.69, the open interest changed by 133 which increased total open position to 405
On 20 Jan INDIGO was trading at 4790.00. The strike last trading price was 152, which was 48.1 higher than the previous day. The implied volatity was 29.11, the open interest changed by 34 which increased total open position to 271
On 19 Jan INDIGO was trading at 4941.50. The strike last trading price was 106.5, which was -77.15 lower than the previous day. The implied volatity was 30.34, the open interest changed by 98 which increased total open position to 231
On 16 Jan INDIGO was trading at 4740.00. The strike last trading price was 180.5, which was -9.5 lower than the previous day. The implied volatity was 28.01, the open interest changed by 15 which increased total open position to 134
On 14 Jan INDIGO was trading at 4733.00. The strike last trading price was 190, which was 13.45 higher than the previous day. The implied volatity was 29.31, the open interest changed by 10 which increased total open position to 117
On 13 Jan INDIGO was trading at 4759.50. The strike last trading price was 180, which was 52.05 higher than the previous day. The implied volatity was 28.67, the open interest changed by 5 which increased total open position to 105
On 12 Jan INDIGO was trading at 4850.00. The strike last trading price was 127.95, which was -12.05 lower than the previous day. The implied volatity was 26.71, the open interest changed by 1 which increased total open position to 101
On 9 Jan INDIGO was trading at 4844.00. The strike last trading price was 140, which was 20 higher than the previous day. The implied volatity was 27.52, the open interest changed by 6 which increased total open position to 99
On 8 Jan INDIGO was trading at 4906.50. The strike last trading price was 120, which was 10 higher than the previous day. The implied volatity was 27.8, the open interest changed by 10 which increased total open position to 94
On 7 Jan INDIGO was trading at 4951.00. The strike last trading price was 110, which was 42.2 higher than the previous day. The implied volatity was 28.81, the open interest changed by 20 which increased total open position to 85
On 6 Jan INDIGO was trading at 5002.50. The strike last trading price was 67.8, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 65
On 5 Jan INDIGO was trading at 5102.50. The strike last trading price was 67.8, which was -2.95 lower than the previous day. The implied volatity was 27.52, the open interest changed by 4 which increased total open position to 66
On 2 Jan INDIGO was trading at 5106.00. The strike last trading price was 70.75, which was -3.25 lower than the previous day. The implied volatity was 27.71, the open interest changed by 0 which decreased total open position to 61
On 1 Jan INDIGO was trading at 5110.50. The strike last trading price was 74, which was -12.4 lower than the previous day. The implied volatity was 28.09, the open interest changed by 10 which increased total open position to 61
On 31 Dec INDIGO was trading at 5059.50. The strike last trading price was 87.15, which was -21.85 lower than the previous day. The implied volatity was 28.16, the open interest changed by 0 which decreased total open position to 52
On 30 Dec INDIGO was trading at 5018.00. The strike last trading price was 109, which was 17 higher than the previous day. The implied volatity was 29.18, the open interest changed by 2 which increased total open position to 51
On 29 Dec INDIGO was trading at 5085.50. The strike last trading price was 92, which was -0.5 lower than the previous day. The implied volatity was 29.52, the open interest changed by 0 which decreased total open position to 49
On 26 Dec INDIGO was trading at 5074.00. The strike last trading price was 92.5, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49
On 24 Dec INDIGO was trading at 5081.50. The strike last trading price was 92.5, which was 2.15 higher than the previous day. The implied volatity was 28.36, the open interest changed by 11 which increased total open position to 42
On 23 Dec INDIGO was trading at 5157.00. The strike last trading price was 90.35, which was -9.55 lower than the previous day. The implied volatity was 30.56, the open interest changed by 0 which decreased total open position to 30
On 22 Dec INDIGO was trading at 5145.50. The strike last trading price was 99, which was 0 lower than the previous day. The implied volatity was 31.43, the open interest changed by 1 which increased total open position to 29
On 19 Dec INDIGO was trading at 5153.50. The strike last trading price was 99, which was -66 lower than the previous day. The implied volatity was 29.78, the open interest changed by -1 which decreased total open position to 28
On 18 Dec INDIGO was trading at 5115.50. The strike last trading price was 165, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 17 Dec INDIGO was trading at 4980.50. The strike last trading price was 165, which was 5 higher than the previous day. The implied volatity was 33.17, the open interest changed by 1 which increased total open position to 29
On 16 Dec INDIGO was trading at 4974.00. The strike last trading price was 160, which was -4 lower than the previous day. The implied volatity was 31.9, the open interest changed by 0 which decreased total open position to 27
On 15 Dec INDIGO was trading at 4965.50. The strike last trading price was 164, which was -46 lower than the previous day. The implied volatity was 31.99, the open interest changed by -1 which decreased total open position to 30
On 12 Dec INDIGO was trading at 4860.50. The strike last trading price was 210, which was -30 lower than the previous day. The implied volatity was 32.87, the open interest changed by 4 which increased total open position to 28
On 11 Dec INDIGO was trading at 4819.00. The strike last trading price was 240, which was -21 lower than the previous day. The implied volatity was 34.38, the open interest changed by 0 which decreased total open position to 23
On 10 Dec INDIGO was trading at 4805.50. The strike last trading price was 261, which was 64.1 higher than the previous day. The implied volatity was 36.23, the open interest changed by 0 which decreased total open position to 22
On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 199.9, which was -57.5 lower than the previous day. The implied volatity was 36.54, the open interest changed by 10 which increased total open position to 26
On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 262, which was 220.8 higher than the previous day. The implied volatity was 40.35, the open interest changed by 15 which increased total open position to 15






























































































































































































































