INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
20 Dec 2024 04:11 PM IST
| INDIGO 26DEC2024 4850 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4395.60 | 1.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 4434.05 | 1.4 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 18 Dec | 4390.35 | 1.4 | -1.45 | 31.25 | 1 | 0 | 3 | |||
| 17 Dec | 4386.80 | 2.85 | 0.00 | 0.00 | 0 | 2 | 0 | |||
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| 16 Dec | 4406.75 | 2.85 | -2.65 | 30.55 | 2 | 0 | 1 | |||
| 13 Dec | 4432.90 | 5.5 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 12 Dec | 4464.35 | 5.5 | -1.75 | 25.73 | 1 | 0 | 2 | |||
| 11 Dec | 4465.55 | 7.25 | -3.95 | 25.30 | 1 | 0 | 1 | |||
| 10 Dec | 4477.00 | 11.2 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 9 Dec | 4489.45 | 11.2 | -25.80 | 25.60 | 1 | 0 | 0 | |||
| 6 Dec | 4469.20 | 37 | 0.00 | 7.28 | 0 | 0 | 0 | |||
| 5 Dec | 4368.55 | 37 | 0.00 | 9.88 | 0 | 0 | 0 | |||
| 4 Dec | 4370.85 | 37 | 0.00 | 9.60 | 0 | 0 | 0 | |||
| 3 Dec | 4405.50 | 37 | 0.00 | 8.66 | 0 | 0 | 0 | |||
| 2 Dec | 4409.25 | 37 | 0.00 | 8.51 | 0 | 0 | 0 | |||
| 29 Nov | 4378.90 | 37 | 37.00 | 8.71 | 0 | 0 | 0 | |||
| 28 Nov | 4352.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 4267.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 4229.60 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 4850 expiring on 26DEC2024
Delta for 4850 CE is 0.00
Historical price for 4850 CE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 1.4, which was -1.45 lower than the previous day. The implied volatity was 31.25, the open interest changed by 0 which decreased total open position to 3
On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 2.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 2.85, which was -2.65 lower than the previous day. The implied volatity was 30.55, the open interest changed by 0 which decreased total open position to 1
On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 5.5, which was -1.75 lower than the previous day. The implied volatity was 25.73, the open interest changed by 0 which decreased total open position to 2
On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 7.25, which was -3.95 lower than the previous day. The implied volatity was 25.30, the open interest changed by 0 which decreased total open position to 1
On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 11.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 11.2, which was -25.80 lower than the previous day. The implied volatity was 25.60, the open interest changed by 0 which decreased total open position to 0
On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 37, which was 0.00 lower than the previous day. The implied volatity was 7.28, the open interest changed by 0 which decreased total open position to 0
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 37, which was 0.00 lower than the previous day. The implied volatity was 9.88, the open interest changed by 0 which decreased total open position to 0
On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 37, which was 0.00 lower than the previous day. The implied volatity was 9.60, the open interest changed by 0 which decreased total open position to 0
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 37, which was 0.00 lower than the previous day. The implied volatity was 8.66, the open interest changed by 0 which decreased total open position to 0
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 37, which was 0.00 lower than the previous day. The implied volatity was 8.51, the open interest changed by 0 which decreased total open position to 0
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 37, which was 37.00 higher than the previous day. The implied volatity was 8.71, the open interest changed by 0 which decreased total open position to 0
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| INDIGO 26DEC2024 4850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 1.10
Theta: -4.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4395.60 | 470.3 | -310.30 | 61.75 | 3 | 0 | 0 |
| 19 Dec | 4434.05 | 780.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 4390.35 | 780.6 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 4386.80 | 780.6 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 4406.75 | 780.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 4432.90 | 780.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 4464.35 | 780.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 4465.55 | 780.6 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 4477.00 | 780.6 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 4489.45 | 780.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 4469.20 | 780.6 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 4368.55 | 780.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 4370.85 | 780.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 4405.50 | 780.6 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 4409.25 | 780.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 4378.90 | 780.6 | 780.60 | - | 0 | 0 | 0 |
| 28 Nov | 4352.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 4267.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 4229.60 | 0 | 0.00 | 0 | 0 | 0 | |
For Interglobe Aviation Ltd - strike price 4850 expiring on 26DEC2024
Delta for 4850 PE is -0.88
Historical price for 4850 PE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 470.3, which was -310.30 lower than the previous day. The implied volatity was 61.75, the open interest changed by 0 which decreased total open position to 0
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 780.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 780.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 780.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 780.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 780.6, which was 0.00 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 4464.35. The strike last trading price was 780.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 780.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 780.6, which was 0.00 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 4489.45. The strike last trading price was 780.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 780.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 780.6, which was 0.00 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 4370.85. The strike last trading price was 780.6, which was 0.00 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 4405.50. The strike last trading price was 780.6, which was 0.00 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 4409.25. The strike last trading price was 780.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 780.6, which was 780.60 higher 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 4352.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
