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 4850 CE
Delta: 0.66 Vega: 4.38 Theta: -4.81 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI

9 Dec	4967.50	274 ₹ 41,100	3.15 472.50	38.15	5,906 8,85,900	439 65,850	618 92,700
8 Dec	4923.50	263.3 ₹ 39,495	-771.4 -115710.00	45.62	1,269 1,90,350	175 26,250	175 26,250
5 Dec	5370.50	1034.7 ₹ 1,55,205	0 0.00	-	0 0	0 0	0 0
4 Dec	5436.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Dec	5595.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
2 Dec	5697.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
1 Dec	5794.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
28 Nov	5901.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Nov	5919.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
26 Nov	5913.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
20 Nov	5785.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
19 Nov	5758.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Interglobe Aviation Ltd - strike price 4850 expiring on 30DEC2025

Delta for 4850 CE is 0.66

Historical price for 4850 CE is as follows

On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 274, which was 3.15 higher than the previous day. The implied volatity was 38.15, the open interest changed by 439 which increased total open position to 618

On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 263.3, which was -771.4 lower than the previous day. The implied volatity was 45.62, the open interest changed by 175 which increased total open position to 175

On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 1034.7, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 4850 PE
Delta: -0.34 Vega: 4.39 Theta: -3.59 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	4967.50	112.45 ₹ 16,867.5	-64.45 -9667.50	39.13	17,085 25,62,750	445 66,750	1,350 2,02,500
8 Dec	4923.50	182 ₹ 27,300	161.8 24270.00	46.76	20,777 31,16,550	745 1,11,750	908 1,36,200
5 Dec	5370.50	19.95 ₹ 2,992.5	-4.85 -727.50	32.11	935 1,40,250	164 24,600	164 24,600
4 Dec	5436.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Dec	5595.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
2 Dec	5697.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
1 Dec	5794.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
28 Nov	5901.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Nov	5919.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
26 Nov	5913.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
20 Nov	5785.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
19 Nov	5758.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Interglobe Aviation Ltd - strike price 4850 expiring on 30DEC2025

Delta for 4850 PE is -0.34

Historical price for 4850 PE is as follows

On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 112.45, which was -64.45 lower than the previous day. The implied volatity was 39.13, the open interest changed by 445 which increased total open position to 1350

On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 182, which was 161.8 higher than the previous day. The implied volatity was 46.76, the open interest changed by 745 which increased total open position to 908

On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 19.95, which was -4.85 lower than the previous day. The implied volatity was 32.11, the open interest changed by 164 which increased total open position to 164

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