INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
03 Dec 2024 04:11 PM IST
| INDIGO 26DEC2024 4800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.09
Vega: 1.82
Theta: -1.02
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 4405.50 | 10.6 | -4.35 | 23.00 | 1,370 | 386 | 830 | |||
| 2 Dec | 4409.25 | 14.95 | -1.05 | 24.85 | 656 | 94 | 448 | |||
| 29 Nov | 4378.90 | 16 | 1.35 | 24.95 | 851 | 95 | 347 | |||
|
|
||||||||||
| 28 Nov | 4352.65 | 14.65 | 3.10 | 25.06 | 568 | 154 | 245 | |||
| 27 Nov | 4267.90 | 11.55 | 1.90 | 27.15 | 34 | 10 | 90 | |||
| 26 Nov | 4229.60 | 9.65 | 0.40 | 27.26 | 131 | 48 | 80 | |||
| 25 Nov | 4244.50 | 9.25 | 4.50 | 25.98 | 59 | 33 | 33 | |||
| 22 Nov | 4142.65 | 4.75 | 4.75 | 24.93 | 13 | 8 | 8 | |||
| 25 Oct | 4366.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 4520.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 4524.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 4591.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 4678.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 4693.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 4609.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 4716.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 4905.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 4787.45 | 0 | - | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 4800 expiring on 26DEC2024
Delta for 4800 CE is 0.09
Historical price for 4800 CE is as follows
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 10.6, which was -4.35 lower than the previous day. The implied volatity was 23.00, the open interest changed by 386 which increased total open position to 830
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 14.95, which was -1.05 lower than the previous day. The implied volatity was 24.85, the open interest changed by 94 which increased total open position to 448
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 16, which was 1.35 higher than the previous day. The implied volatity was 24.95, the open interest changed by 95 which increased total open position to 347
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 14.65, which was 3.10 higher than the previous day. The implied volatity was 25.06, the open interest changed by 154 which increased total open position to 245
On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 11.55, which was 1.90 higher than the previous day. The implied volatity was 27.15, the open interest changed by 10 which increased total open position to 90
On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 9.65, which was 0.40 higher than the previous day. The implied volatity was 27.26, the open interest changed by 48 which increased total open position to 80
On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 9.25, which was 4.50 higher than the previous day. The implied volatity was 25.98, the open interest changed by 33 which increased total open position to 33
On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 4.75, which was 4.75 higher than the previous day. The implied volatity was 24.93, the open interest changed by 8 which increased total open position to 8
On 25 Oct INDIGO was trading at 4366.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct INDIGO was trading at 4520.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct INDIGO was trading at 4524.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct INDIGO was trading at 4591.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct INDIGO was trading at 4678.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct INDIGO was trading at 4693.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct INDIGO was trading at 4609.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct INDIGO was trading at 4716.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct INDIGO was trading at 4905.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept INDIGO was trading at 4787.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDIGO 26DEC2024 4800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 2.71
Theta: -0.68
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 4405.50 | 388 | -0.55 | 30.50 | 10 | 3 | 177 |
| 2 Dec | 4409.25 | 388.55 | -20.45 | 29.06 | 24 | 13 | 174 |
| 29 Nov | 4378.90 | 409 | -33.95 | 28.28 | 123 | 65 | 154 |
| 28 Nov | 4352.65 | 442.95 | -60.05 | 32.57 | 24 | 17 | 89 |
| 27 Nov | 4267.90 | 503 | -44.95 | 23.53 | 22 | 20 | 70 |
| 26 Nov | 4229.60 | 547.95 | 2.95 | 28.82 | 10 | 8 | 48 |
| 25 Nov | 4244.50 | 545 | -65.00 | 32.88 | 29 | 38 | 39 |
| 22 Nov | 4142.65 | 610 | 610.00 | - | 10 | 4 | 5 |
| 25 Oct | 4366.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 4520.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 4524.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 4591.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 4678.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 4693.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 4609.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 4716.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 4905.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 4787.45 | 0 | - | 0 | 0 | 0 | |
For Interglobe Aviation Ltd - strike price 4800 expiring on 26DEC2024
Delta for 4800 PE is -0.84
Historical price for 4800 PE is as follows
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 388, which was -0.55 lower than the previous day. The implied volatity was 30.50, the open interest changed by 3 which increased total open position to 177
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 388.55, which was -20.45 lower than the previous day. The implied volatity was 29.06, the open interest changed by 13 which increased total open position to 174
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 409, which was -33.95 lower than the previous day. The implied volatity was 28.28, the open interest changed by 65 which increased total open position to 154
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 442.95, which was -60.05 lower than the previous day. The implied volatity was 32.57, the open interest changed by 17 which increased total open position to 89
On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 503, which was -44.95 lower than the previous day. The implied volatity was 23.53, the open interest changed by 20 which increased total open position to 70
On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 547.95, which was 2.95 higher than the previous day. The implied volatity was 28.82, the open interest changed by 8 which increased total open position to 48
On 25 Nov INDIGO was trading at 4244.50. The strike last trading price was 545, which was -65.00 lower than the previous day. The implied volatity was 32.88, the open interest changed by 38 which increased total open position to 39
On 22 Nov INDIGO was trading at 4142.65. The strike last trading price was 610, which was 610.00 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 5
On 25 Oct INDIGO was trading at 4366.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct INDIGO was trading at 4520.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct INDIGO was trading at 4524.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct INDIGO was trading at 4591.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct INDIGO was trading at 4678.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct INDIGO was trading at 4693.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct INDIGO was trading at 4609.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct INDIGO was trading at 4716.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct INDIGO was trading at 4905.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept INDIGO was trading at 4787.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
