[--[65.84.65.76]--]

INDIGO

Interglobe Aviation Ltd
4520.4 -306.80 (-6.36%)
L: 4500 H: 4664.9

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Historical option data for INDIGO

02 Mar 2026 04:11 PM IST
INDIGO 30-MAR-2026 4800 CE
Delta: 0.3
Vega: 4.36
Theta: -2.78
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
2 Mar 4520.40 71 -92.3 31.14 4,904 656 1,588
27 Feb 4827.20 161.45 -80.35 22.03 1,482 103 927
26 Feb 4933.50 240.65 -4.75 23.28 242 30 824
25 Feb 4947.40 245 64.4 22.29 380 44 794
24 Feb 4850.30 183.6 -0.6 21.38 417 30 750
23 Feb 4862.20 180.5 -12.65 20.83 708 316 719
20 Feb 4854.60 191 16.15 21.91 551 195 402
19 Feb 4815.10 172.1 -105 21.7 300 134 205
18 Feb 4980.40 277.2 -21.8 21.32 31 27 71
17 Feb 4977.00 299 27.95 25.63 21 -1 37
16 Feb 4940.80 271.05 7.25 22.44 15 -3 38
13 Feb 4929.20 264 -94.75 22.55 11 5 42
12 Feb 4982.80 358.75 57.3 - 0 0 37
11 Feb 5013.80 358.75 57.3 28.18 33 0 50
10 Feb 4960.40 301.45 4.9 23.91 4 0 50
9 Feb 4964.10 296.55 30.45 23.55 4 1 50
6 Feb 4909.40 266.15 -30 23.21 8 0 49
5 Feb 4932.20 298.5 53.45 - 0 0 49
4 Feb 4960.70 298.5 53.45 21.6 10 0 49
3 Feb 4946.20 245.05 93.4 13.15 29 -14 50
2 Feb 4687.00 151.65 34.95 23.04 46 25 64
1 Feb 4589.50 118 -15.15 24.14 50 -32 39
30 Jan 4596.50 133.15 -10.55 24.91 19 -2 71
29 Jan 4621.00 144.9 -57.05 25.33 83 59 72
28 Jan 4749.00 204.8 -12.45 24.07 13 2 13
27 Jan 4769.00 217.25 18.85 24.96 2 1 11
23 Jan 4704.50 198.4 -288.85 24.75 13 10 10
22 Jan 4909.00 487.25 0 - 0 0 0
21 Jan 4857.50 487.25 0 - 0 0 0
20 Jan 4790.00 487.25 0 - 0 0 0
19 Jan 4941.50 487.25 0 - 0 0 0
16 Jan 4740.00 487.25 0 - 0 0 0
14 Jan 4733.00 487.25 0 - 0 0 0
13 Jan 4759.50 487.25 0 - 0 0 0
12 Jan 4850.00 487.25 0 - 0 0 0
9 Jan 4844.00 487.25 0 - 0 0 0
8 Jan 4906.50 487.25 0 - 0 0 0
7 Jan 4951.00 487.25 0 - 0 0 0
6 Jan 5002.50 487.25 0 - 0 0 0
5 Jan 5102.50 487.25 0 - 0 0 0
2 Jan 5106.00 487.25 0 - 0 0 0
1 Jan 5110.50 487.25 0 - 0 0 0
31 Dec 5059.50 487.25 - - 0 0 0


For Interglobe Aviation Ltd - strike price 4800 expiring on 30MAR2026

Delta for 4800 CE is 0.3

Historical price for 4800 CE is as follows

On 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 71, which was -92.3 lower than the previous day. The implied volatity was 31.14, the open interest changed by 656 which increased total open position to 1588


On 27 Feb INDIGO was trading at 4827.20. The strike last trading price was 161.45, which was -80.35 lower than the previous day. The implied volatity was 22.03, the open interest changed by 103 which increased total open position to 927


On 26 Feb INDIGO was trading at 4933.50. The strike last trading price was 240.65, which was -4.75 lower than the previous day. The implied volatity was 23.28, the open interest changed by 30 which increased total open position to 824


On 25 Feb INDIGO was trading at 4947.40. The strike last trading price was 245, which was 64.4 higher than the previous day. The implied volatity was 22.29, the open interest changed by 44 which increased total open position to 794


On 24 Feb INDIGO was trading at 4850.30. The strike last trading price was 183.6, which was -0.6 lower than the previous day. The implied volatity was 21.38, the open interest changed by 30 which increased total open position to 750


On 23 Feb INDIGO was trading at 4862.20. The strike last trading price was 180.5, which was -12.65 lower than the previous day. The implied volatity was 20.83, the open interest changed by 316 which increased total open position to 719


On 20 Feb INDIGO was trading at 4854.60. The strike last trading price was 191, which was 16.15 higher than the previous day. The implied volatity was 21.91, the open interest changed by 195 which increased total open position to 402


On 19 Feb INDIGO was trading at 4815.10. The strike last trading price was 172.1, which was -105 lower than the previous day. The implied volatity was 21.7, the open interest changed by 134 which increased total open position to 205


On 18 Feb INDIGO was trading at 4980.40. The strike last trading price was 277.2, which was -21.8 lower than the previous day. The implied volatity was 21.32, the open interest changed by 27 which increased total open position to 71


On 17 Feb INDIGO was trading at 4977.00. The strike last trading price was 299, which was 27.95 higher than the previous day. The implied volatity was 25.63, the open interest changed by -1 which decreased total open position to 37


On 16 Feb INDIGO was trading at 4940.80. The strike last trading price was 271.05, which was 7.25 higher than the previous day. The implied volatity was 22.44, the open interest changed by -3 which decreased total open position to 38


On 13 Feb INDIGO was trading at 4929.20. The strike last trading price was 264, which was -94.75 lower than the previous day. The implied volatity was 22.55, the open interest changed by 5 which increased total open position to 42


On 12 Feb INDIGO was trading at 4982.80. The strike last trading price was 358.75, which was 57.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37


On 11 Feb INDIGO was trading at 5013.80. The strike last trading price was 358.75, which was 57.3 higher than the previous day. The implied volatity was 28.18, the open interest changed by 0 which decreased total open position to 50


On 10 Feb INDIGO was trading at 4960.40. The strike last trading price was 301.45, which was 4.9 higher than the previous day. The implied volatity was 23.91, the open interest changed by 0 which decreased total open position to 50


On 9 Feb INDIGO was trading at 4964.10. The strike last trading price was 296.55, which was 30.45 higher than the previous day. The implied volatity was 23.55, the open interest changed by 1 which increased total open position to 50


On 6 Feb INDIGO was trading at 4909.40. The strike last trading price was 266.15, which was -30 lower than the previous day. The implied volatity was 23.21, the open interest changed by 0 which decreased total open position to 49


On 5 Feb INDIGO was trading at 4932.20. The strike last trading price was 298.5, which was 53.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49


On 4 Feb INDIGO was trading at 4960.70. The strike last trading price was 298.5, which was 53.45 higher than the previous day. The implied volatity was 21.6, the open interest changed by 0 which decreased total open position to 49


On 3 Feb INDIGO was trading at 4946.20. The strike last trading price was 245.05, which was 93.4 higher than the previous day. The implied volatity was 13.15, the open interest changed by -14 which decreased total open position to 50


On 2 Feb INDIGO was trading at 4687.00. The strike last trading price was 151.65, which was 34.95 higher than the previous day. The implied volatity was 23.04, the open interest changed by 25 which increased total open position to 64


On 1 Feb INDIGO was trading at 4589.50. The strike last trading price was 118, which was -15.15 lower than the previous day. The implied volatity was 24.14, the open interest changed by -32 which decreased total open position to 39


On 30 Jan INDIGO was trading at 4596.50. The strike last trading price was 133.15, which was -10.55 lower than the previous day. The implied volatity was 24.91, the open interest changed by -2 which decreased total open position to 71


On 29 Jan INDIGO was trading at 4621.00. The strike last trading price was 144.9, which was -57.05 lower than the previous day. The implied volatity was 25.33, the open interest changed by 59 which increased total open position to 72


On 28 Jan INDIGO was trading at 4749.00. The strike last trading price was 204.8, which was -12.45 lower than the previous day. The implied volatity was 24.07, the open interest changed by 2 which increased total open position to 13


On 27 Jan INDIGO was trading at 4769.00. The strike last trading price was 217.25, which was 18.85 higher than the previous day. The implied volatity was 24.96, the open interest changed by 1 which increased total open position to 11


On 23 Jan INDIGO was trading at 4704.50. The strike last trading price was 198.4, which was -288.85 lower than the previous day. The implied volatity was 24.75, the open interest changed by 10 which increased total open position to 10


On 22 Jan INDIGO was trading at 4909.00. The strike last trading price was 487.25, 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 21 Jan INDIGO was trading at 4857.50. The strike last trading price was 487.25, 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 Jan INDIGO was trading at 4790.00. The strike last trading price was 487.25, 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 Jan INDIGO was trading at 4941.50. The strike last trading price was 487.25, 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 16 Jan INDIGO was trading at 4740.00. The strike last trading price was 487.25, 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 14 Jan INDIGO was trading at 4733.00. The strike last trading price was 487.25, 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 13 Jan INDIGO was trading at 4759.50. The strike last trading price was 487.25, 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 12 Jan INDIGO was trading at 4850.00. The strike last trading price was 487.25, 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 Jan INDIGO was trading at 4844.00. The strike last trading price was 487.25, 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 Jan INDIGO was trading at 4906.50. The strike last trading price was 487.25, 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 7 Jan INDIGO was trading at 4951.00. The strike last trading price was 487.25, 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 6 Jan INDIGO was trading at 5002.50. The strike last trading price was 487.25, 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 5 Jan INDIGO was trading at 5102.50. The strike last trading price was 487.25, 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 Jan INDIGO was trading at 5106.00. The strike last trading price was 487.25, 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 Jan INDIGO was trading at 5110.50. The strike last trading price was 487.25, 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 31 Dec INDIGO was trading at 5059.50. The strike last trading price was 487.25, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


INDIGO 30MAR2026 4800 PE
Delta: -0.67
Vega: 4.54
Theta: -2.03
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
2 Mar 4520.40 324.25 200.3 36.42 1,665 -185 755
27 Feb 4827.20 123 43.45 27.97 4,392 92 941
26 Feb 4933.50 75.6 5.25 25.83 2,430 99 849
25 Feb 4947.40 70 -24 24.95 1,908 30 749
24 Feb 4850.30 93 -6.35 23.69 958 -30 721
23 Feb 4862.20 101.6 -12.95 24.69 540 63 752
20 Feb 4854.60 115.95 -19.85 26.05 1,309 139 685
19 Feb 4815.10 140.35 72.3 27.63 5,791 415 534
18 Feb 4980.40 69 -8 24.35 55 18 115
17 Feb 4977.00 77 -8.3 25.28 54 -11 98
16 Feb 4940.80 83 -12.2 25.22 70 18 109
13 Feb 4929.20 95.45 8.45 25.57 61 27 94
12 Feb 4982.80 87 10 26.59 14 2 66
11 Feb 5013.80 77 -7 25.84 25 -4 57
10 Feb 4960.40 84 -7.95 24.87 5 2 60
9 Feb 4964.10 91.95 -32.05 25.38 5 0 58
6 Feb 4909.40 124 27.25 - 0 0 58
5 Feb 4932.20 124 27.25 28.43 17 5 58
4 Feb 4960.70 101 3.85 26.06 9 3 53
3 Feb 4946.20 97.05 -196.55 24.94 38 17 48
2 Feb 4687.00 293.6 32.4 - 0 0 31
1 Feb 4589.50 293.6 32.4 - 0 0 31
30 Jan 4596.50 293.6 32.4 30.74 5 0 31
29 Jan 4621.00 261.2 88.7 27.37 13 -6 31
28 Jan 4749.00 172.5 -54.25 24.62 13 7 37
27 Jan 4769.00 226.75 56.4 - 0 0 30
23 Jan 4704.50 226.75 56.4 28.43 12 8 30
22 Jan 4909.00 170.35 -10.05 - 0 0 22
21 Jan 4857.50 170.35 -10.05 28.67 7 6 21
20 Jan 4790.00 180.5 40.5 26.75 11 1 6
19 Jan 4941.50 140 20 28.13 6 2 3
16 Jan 4740.00 120 -78.2 - 0 0 1
14 Jan 4733.00 120 -78.2 - 0 0 1
13 Jan 4759.50 120 -78.2 - 0 0 0
12 Jan 4850.00 120 -78.2 - 0 0 1
9 Jan 4844.00 120 -78.2 - 0 0 1
8 Jan 4906.50 120 -78.2 - 0 0 1
7 Jan 4951.00 120 -78.2 - 0 0 1
6 Jan 5002.50 120 -78.2 26.66 1 0 0
5 Jan 5102.50 198.2 0 - 0 0 0
2 Jan 5106.00 198.2 0 - 0 0 0
1 Jan 5110.50 198.2 0 4.29 0 0 0
31 Dec 5059.50 198.2 - - 0 0 0


For Interglobe Aviation Ltd - strike price 4800 expiring on 30MAR2026

Delta for 4800 PE is -0.67

Historical price for 4800 PE is as follows

On 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 324.25, which was 200.3 higher than the previous day. The implied volatity was 36.42, the open interest changed by -185 which decreased total open position to 755


On 27 Feb INDIGO was trading at 4827.20. The strike last trading price was 123, which was 43.45 higher than the previous day. The implied volatity was 27.97, the open interest changed by 92 which increased total open position to 941


On 26 Feb INDIGO was trading at 4933.50. The strike last trading price was 75.6, which was 5.25 higher than the previous day. The implied volatity was 25.83, the open interest changed by 99 which increased total open position to 849


On 25 Feb INDIGO was trading at 4947.40. The strike last trading price was 70, which was -24 lower than the previous day. The implied volatity was 24.95, the open interest changed by 30 which increased total open position to 749


On 24 Feb INDIGO was trading at 4850.30. The strike last trading price was 93, which was -6.35 lower than the previous day. The implied volatity was 23.69, the open interest changed by -30 which decreased total open position to 721


On 23 Feb INDIGO was trading at 4862.20. The strike last trading price was 101.6, which was -12.95 lower than the previous day. The implied volatity was 24.69, the open interest changed by 63 which increased total open position to 752


On 20 Feb INDIGO was trading at 4854.60. The strike last trading price was 115.95, which was -19.85 lower than the previous day. The implied volatity was 26.05, the open interest changed by 139 which increased total open position to 685


On 19 Feb INDIGO was trading at 4815.10. The strike last trading price was 140.35, which was 72.3 higher than the previous day. The implied volatity was 27.63, the open interest changed by 415 which increased total open position to 534


On 18 Feb INDIGO was trading at 4980.40. The strike last trading price was 69, which was -8 lower than the previous day. The implied volatity was 24.35, the open interest changed by 18 which increased total open position to 115


On 17 Feb INDIGO was trading at 4977.00. The strike last trading price was 77, which was -8.3 lower than the previous day. The implied volatity was 25.28, the open interest changed by -11 which decreased total open position to 98


On 16 Feb INDIGO was trading at 4940.80. The strike last trading price was 83, which was -12.2 lower than the previous day. The implied volatity was 25.22, the open interest changed by 18 which increased total open position to 109


On 13 Feb INDIGO was trading at 4929.20. The strike last trading price was 95.45, which was 8.45 higher than the previous day. The implied volatity was 25.57, the open interest changed by 27 which increased total open position to 94


On 12 Feb INDIGO was trading at 4982.80. The strike last trading price was 87, which was 10 higher than the previous day. The implied volatity was 26.59, the open interest changed by 2 which increased total open position to 66


On 11 Feb INDIGO was trading at 5013.80. The strike last trading price was 77, which was -7 lower than the previous day. The implied volatity was 25.84, the open interest changed by -4 which decreased total open position to 57


On 10 Feb INDIGO was trading at 4960.40. The strike last trading price was 84, which was -7.95 lower than the previous day. The implied volatity was 24.87, the open interest changed by 2 which increased total open position to 60


On 9 Feb INDIGO was trading at 4964.10. The strike last trading price was 91.95, which was -32.05 lower than the previous day. The implied volatity was 25.38, the open interest changed by 0 which decreased total open position to 58


On 6 Feb INDIGO was trading at 4909.40. The strike last trading price was 124, which was 27.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58


On 5 Feb INDIGO was trading at 4932.20. The strike last trading price was 124, which was 27.25 higher than the previous day. The implied volatity was 28.43, the open interest changed by 5 which increased total open position to 58


On 4 Feb INDIGO was trading at 4960.70. The strike last trading price was 101, which was 3.85 higher than the previous day. The implied volatity was 26.06, the open interest changed by 3 which increased total open position to 53


On 3 Feb INDIGO was trading at 4946.20. The strike last trading price was 97.05, which was -196.55 lower than the previous day. The implied volatity was 24.94, the open interest changed by 17 which increased total open position to 48


On 2 Feb INDIGO was trading at 4687.00. The strike last trading price was 293.6, which was 32.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31


On 1 Feb INDIGO was trading at 4589.50. The strike last trading price was 293.6, which was 32.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31


On 30 Jan INDIGO was trading at 4596.50. The strike last trading price was 293.6, which was 32.4 higher than the previous day. The implied volatity was 30.74, the open interest changed by 0 which decreased total open position to 31


On 29 Jan INDIGO was trading at 4621.00. The strike last trading price was 261.2, which was 88.7 higher than the previous day. The implied volatity was 27.37, the open interest changed by -6 which decreased total open position to 31


On 28 Jan INDIGO was trading at 4749.00. The strike last trading price was 172.5, which was -54.25 lower than the previous day. The implied volatity was 24.62, the open interest changed by 7 which increased total open position to 37


On 27 Jan INDIGO was trading at 4769.00. The strike last trading price was 226.75, which was 56.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30


On 23 Jan INDIGO was trading at 4704.50. The strike last trading price was 226.75, which was 56.4 higher than the previous day. The implied volatity was 28.43, the open interest changed by 8 which increased total open position to 30


On 22 Jan INDIGO was trading at 4909.00. The strike last trading price was 170.35, which was -10.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22


On 21 Jan INDIGO was trading at 4857.50. The strike last trading price was 170.35, which was -10.05 lower than the previous day. The implied volatity was 28.67, the open interest changed by 6 which increased total open position to 21


On 20 Jan INDIGO was trading at 4790.00. The strike last trading price was 180.5, which was 40.5 higher than the previous day. The implied volatity was 26.75, the open interest changed by 1 which increased total open position to 6


On 19 Jan INDIGO was trading at 4941.50. The strike last trading price was 140, which was 20 higher than the previous day. The implied volatity was 28.13, the open interest changed by 2 which increased total open position to 3


On 16 Jan INDIGO was trading at 4740.00. The strike last trading price was 120, which was -78.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 14 Jan INDIGO was trading at 4733.00. The strike last trading price was 120, which was -78.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 13 Jan INDIGO was trading at 4759.50. The strike last trading price was 120, which was -78.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jan INDIGO was trading at 4850.00. The strike last trading price was 120, which was -78.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 9 Jan INDIGO was trading at 4844.00. The strike last trading price was 120, which was -78.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 8 Jan INDIGO was trading at 4906.50. The strike last trading price was 120, which was -78.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 7 Jan INDIGO was trading at 4951.00. The strike last trading price was 120, which was -78.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 6 Jan INDIGO was trading at 5002.50. The strike last trading price was 120, which was -78.2 lower than the previous day. The implied volatity was 26.66, the open interest changed by 0 which decreased total open position to 0


On 5 Jan INDIGO was trading at 5102.50. The strike last trading price was 198.2, 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 Jan INDIGO was trading at 5106.00. The strike last trading price was 198.2, 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 Jan INDIGO was trading at 5110.50. The strike last trading price was 198.2, which was 0 lower than the previous day. The implied volatity was 4.29, the open interest changed by 0 which decreased total open position to 0


On 31 Dec INDIGO was trading at 5059.50. The strike last trading price was 198.2, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0