[--[65.84.65.76]--]

INDIGO

Interglobe Aviation Ltd
4158.2 -93.50 (-2.20%)
L: 4130 H: 4234

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Historical option data for INDIGO

24 Feb 2026 04:11 PM IST
INDIGO 24-FEB-2026 4850 CE
Delta: 0.11
Vega: 0.04
Theta: -14.27
Gamma: 0.19
Date Close Ltp Change IV Volume OI Chg OI
24 Feb 4850.30 0.05 -23.5 4.77 2,405 -93 1,011
23 Feb 4862.20 18 -22.25 14.43 3,813 -150 1,105
20 Feb 4854.60 36.75 4.1 16.81 3,463 -2 1,261
19 Feb 4815.10 29.95 -109.5 18.52 3,401 935 1,252
18 Feb 4980.40 139.45 -21.2 19.76 51 -9 318
17 Feb 4977.00 159.4 16.65 30.13 79 -2 324
16 Feb 4940.80 148.6 12.5 28.53 127 0 326
13 Feb 4929.20 135.55 -40.7 23.93 154 -17 326
12 Feb 4982.80 174.7 -21.35 22.68 46 10 344
11 Feb 5013.80 196.95 23.2 22.3 56 -22 336
10 Feb 4960.40 173.55 3.35 23.97 109 -4 361
9 Feb 4964.10 167.45 29.4 23.81 170 -23 365
6 Feb 4909.40 131.2 -37.2 20.58 464 57 389
5 Feb 4932.20 167.15 -21.15 23.97 2,020 72 339
4 Feb 4960.70 184.4 13.55 23.03 193 26 268
3 Feb 4946.20 170 112.15 20.11 1,471 -101 244
2 Feb 4687.00 56.8 8.5 23.64 1,169 -54 340
1 Feb 4589.50 49 -11.35 28.29 617 -27 394
30 Jan 4596.50 61.25 -4.95 29.06 1,004 52 421
29 Jan 4621.00 65 -40.5 28.22 1,219 107 370
28 Jan 4749.00 105 -19.45 25.36 668 -2 263
27 Jan 4769.00 124 21.95 27.82 591 27 266
23 Jan 4704.50 103.8 -111.7 25.87 1,059 165 238
22 Jan 4909.00 222.9 15.95 26.36 130 -3 73
21 Jan 4857.50 199.5 31.5 29.3 192 57 63
20 Jan 4790.00 168 -208.7 29.07 6 1 1
19 Jan 4941.50 376.7 0 1.1 0 0 0
16 Jan 4740.00 376.7 0 1.1 0 0 0
14 Jan 4733.00 376.7 0 0.97 0 0 0
13 Jan 4759.50 376.7 0 0.73 0 0 0
12 Jan 4850.00 376.7 0 0.03 0 0 0
9 Jan 4844.00 376.7 0 - 0 0 0
8 Jan 4906.50 376.7 0 - 0 0 0
7 Jan 4951.00 376.7 0 - 0 0 0
6 Jan 5002.50 376.7 0 - 0 0 0
5 Jan 5102.50 376.7 0 - 0 0 0
2 Jan 5106.00 376.7 0 - 0 0 0
1 Jan 5110.50 376.7 0 - 0 0 0
31 Dec 5059.50 376.7 0 - 0 0 0


For Interglobe Aviation Ltd - strike price 4850 expiring on 24FEB2026

Delta for 4850 CE is 0.11

Historical price for 4850 CE is as follows

On 24 Feb INDIGO was trading at 4850.30. The strike last trading price was 0.05, which was -23.5 lower than the previous day. The implied volatity was 4.77, the open interest changed by -93 which decreased total open position to 1011


On 23 Feb INDIGO was trading at 4862.20. The strike last trading price was 18, which was -22.25 lower than the previous day. The implied volatity was 14.43, the open interest changed by -150 which decreased total open position to 1105


On 20 Feb INDIGO was trading at 4854.60. The strike last trading price was 36.75, which was 4.1 higher than the previous day. The implied volatity was 16.81, the open interest changed by -2 which decreased total open position to 1261


On 19 Feb INDIGO was trading at 4815.10. The strike last trading price was 29.95, which was -109.5 lower than the previous day. The implied volatity was 18.52, the open interest changed by 935 which increased total open position to 1252


On 18 Feb INDIGO was trading at 4980.40. The strike last trading price was 139.45, which was -21.2 lower than the previous day. The implied volatity was 19.76, the open interest changed by -9 which decreased total open position to 318


On 17 Feb INDIGO was trading at 4977.00. The strike last trading price was 159.4, which was 16.65 higher than the previous day. The implied volatity was 30.13, the open interest changed by -2 which decreased total open position to 324


On 16 Feb INDIGO was trading at 4940.80. The strike last trading price was 148.6, which was 12.5 higher than the previous day. The implied volatity was 28.53, the open interest changed by 0 which decreased total open position to 326


On 13 Feb INDIGO was trading at 4929.20. The strike last trading price was 135.55, which was -40.7 lower than the previous day. The implied volatity was 23.93, the open interest changed by -17 which decreased total open position to 326


On 12 Feb INDIGO was trading at 4982.80. The strike last trading price was 174.7, which was -21.35 lower than the previous day. The implied volatity was 22.68, the open interest changed by 10 which increased total open position to 344


On 11 Feb INDIGO was trading at 5013.80. The strike last trading price was 196.95, which was 23.2 higher than the previous day. The implied volatity was 22.3, the open interest changed by -22 which decreased total open position to 336


On 10 Feb INDIGO was trading at 4960.40. The strike last trading price was 173.55, which was 3.35 higher than the previous day. The implied volatity was 23.97, the open interest changed by -4 which decreased total open position to 361


On 9 Feb INDIGO was trading at 4964.10. The strike last trading price was 167.45, which was 29.4 higher than the previous day. The implied volatity was 23.81, the open interest changed by -23 which decreased total open position to 365


On 6 Feb INDIGO was trading at 4909.40. The strike last trading price was 131.2, which was -37.2 lower than the previous day. The implied volatity was 20.58, the open interest changed by 57 which increased total open position to 389


On 5 Feb INDIGO was trading at 4932.20. The strike last trading price was 167.15, which was -21.15 lower than the previous day. The implied volatity was 23.97, the open interest changed by 72 which increased total open position to 339


On 4 Feb INDIGO was trading at 4960.70. The strike last trading price was 184.4, which was 13.55 higher than the previous day. The implied volatity was 23.03, the open interest changed by 26 which increased total open position to 268


On 3 Feb INDIGO was trading at 4946.20. The strike last trading price was 170, which was 112.15 higher than the previous day. The implied volatity was 20.11, the open interest changed by -101 which decreased total open position to 244


On 2 Feb INDIGO was trading at 4687.00. The strike last trading price was 56.8, which was 8.5 higher than the previous day. The implied volatity was 23.64, the open interest changed by -54 which decreased total open position to 340


On 1 Feb INDIGO was trading at 4589.50. The strike last trading price was 49, which was -11.35 lower than the previous day. The implied volatity was 28.29, the open interest changed by -27 which decreased total open position to 394


On 30 Jan INDIGO was trading at 4596.50. The strike last trading price was 61.25, which was -4.95 lower than the previous day. The implied volatity was 29.06, the open interest changed by 52 which increased total open position to 421


On 29 Jan INDIGO was trading at 4621.00. The strike last trading price was 65, which was -40.5 lower than the previous day. The implied volatity was 28.22, the open interest changed by 107 which increased total open position to 370


On 28 Jan INDIGO was trading at 4749.00. The strike last trading price was 105, which was -19.45 lower than the previous day. The implied volatity was 25.36, the open interest changed by -2 which decreased total open position to 263


On 27 Jan INDIGO was trading at 4769.00. The strike last trading price was 124, which was 21.95 higher than the previous day. The implied volatity was 27.82, the open interest changed by 27 which increased total open position to 266


On 23 Jan INDIGO was trading at 4704.50. The strike last trading price was 103.8, which was -111.7 lower than the previous day. The implied volatity was 25.87, the open interest changed by 165 which increased total open position to 238


On 22 Jan INDIGO was trading at 4909.00. The strike last trading price was 222.9, which was 15.95 higher than the previous day. The implied volatity was 26.36, the open interest changed by -3 which decreased total open position to 73


On 21 Jan INDIGO was trading at 4857.50. The strike last trading price was 199.5, which was 31.5 higher than the previous day. The implied volatity was 29.3, the open interest changed by 57 which increased total open position to 63


On 20 Jan INDIGO was trading at 4790.00. The strike last trading price was 168, which was -208.7 lower than the previous day. The implied volatity was 29.07, the open interest changed by 1 which increased total open position to 1


On 19 Jan INDIGO was trading at 4941.50. The strike last trading price was 376.7, which was 0 lower than the previous day. The implied volatity was 1.1, 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 376.7, which was 0 lower than the previous day. The implied volatity was 1.1, 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 376.7, which was 0 lower than the previous day. The implied volatity was 0.97, 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 376.7, which was 0 lower than the previous day. The implied volatity was 0.73, 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 376.7, which was 0 lower than the previous day. The implied volatity was 0.03, 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 376.7, 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 8 Jan INDIGO was trading at 4906.50. The strike last trading price was 376.7, 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 7 Jan INDIGO was trading at 4951.00. The strike last trading price was 376.7, 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 6 Jan INDIGO was trading at 5002.50. The strike last trading price was 376.7, 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 5 Jan INDIGO was trading at 5102.50. The strike last trading price was 376.7, 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 2 Jan INDIGO was trading at 5106.00. The strike last trading price was 376.7, 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 1 Jan INDIGO was trading at 5110.50. The strike last trading price was 376.7, 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 31 Dec INDIGO was trading at 5059.50. The strike last trading price was 376.7, 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


INDIGO 24FEB2026 4850 PE
Delta: -0.06
Vega: 0.01
Theta: -178.12
Gamma: 0.05
Date Close Ltp Change IV Volume OI Chg OI
24 Feb 4850.30 0.05 -20 32.48 965 -182 177
23 Feb 4862.20 22 -21.75 24.71 2,268 -177 351
20 Feb 4854.60 45 -31.8 23.52 2,410 137 525
19 Feb 4815.10 80 65.75 29.28 11,346 -298 403
18 Feb 4980.40 14.95 -8.35 23.22 325 28 699
17 Feb 4977.00 24 -9 25.66 413 -46 671
16 Feb 4940.80 32.55 -15.75 25.93 304 27 718
13 Feb 4929.20 49.35 7.85 26.04 418 -24 691
12 Feb 4982.80 42 4.5 27.79 470 14 718
11 Feb 5013.80 38.85 -7.95 27.9 953 -71 704
10 Feb 4960.40 46 -5.3 25.81 646 -32 776
9 Feb 4964.10 51.1 -24.9 25.42 766 29 808
6 Feb 4909.40 77.1 -1.45 25.67 1,659 -12 780
5 Feb 4932.20 78.95 9.25 28.06 5,422 514 795
4 Feb 4960.70 68.75 0.25 27.14 984 11 282
3 Feb 4946.20 68.6 -128.35 25.95 1,867 132 272
2 Feb 4687.00 197.4 -100.2 25.96 114 -2 145
1 Feb 4589.50 297.6 19.4 33.48 17 0 146
30 Jan 4596.50 275 5.55 29.51 21 1 148
29 Jan 4621.00 269.9 96.7 30.47 26 -6 147
28 Jan 4749.00 171.25 6.25 27.12 244 26 153
27 Jan 4769.00 164.65 -65.1 26.24 131 6 128
23 Jan 4704.50 225.5 93.35 31.18 869 31 124
22 Jan 4909.00 132.9 -24.55 32.19 128 22 88
21 Jan 4857.50 158.65 -16.8 31.2 107 -28 63
20 Jan 4790.00 175.85 56.9 28.93 4 -1 91
19 Jan 4941.50 118.85 -32.05 29.21 76 67 92
16 Jan 4740.00 150.9 66.9 - 0 0 25
14 Jan 4733.00 150.9 66.9 - 0 0 25
13 Jan 4759.50 150.9 66.9 - 0 0 0
12 Jan 4850.00 150.9 66.9 26.85 26 21 22
9 Jan 4844.00 84 -79.9 - 0 0 1
8 Jan 4906.50 84 -79.9 - 0 0 1
7 Jan 4951.00 84 -79.9 - 0 0 1
6 Jan 5002.50 84 -79.9 - 0 0 1
5 Jan 5102.50 84 -79.9 - 0 0 1
2 Jan 5106.00 84 -79.9 - 0 0 1
1 Jan 5110.50 84 -79.9 27.4 1 0 0
31 Dec 5059.50 163.9 0 3.64 0 0 0


For Interglobe Aviation Ltd - strike price 4850 expiring on 24FEB2026

Delta for 4850 PE is -0.06

Historical price for 4850 PE is as follows

On 24 Feb INDIGO was trading at 4850.30. The strike last trading price was 0.05, which was -20 lower than the previous day. The implied volatity was 32.48, the open interest changed by -182 which decreased total open position to 177


On 23 Feb INDIGO was trading at 4862.20. The strike last trading price was 22, which was -21.75 lower than the previous day. The implied volatity was 24.71, the open interest changed by -177 which decreased total open position to 351


On 20 Feb INDIGO was trading at 4854.60. The strike last trading price was 45, which was -31.8 lower than the previous day. The implied volatity was 23.52, the open interest changed by 137 which increased total open position to 525


On 19 Feb INDIGO was trading at 4815.10. The strike last trading price was 80, which was 65.75 higher than the previous day. The implied volatity was 29.28, the open interest changed by -298 which decreased total open position to 403


On 18 Feb INDIGO was trading at 4980.40. The strike last trading price was 14.95, which was -8.35 lower than the previous day. The implied volatity was 23.22, the open interest changed by 28 which increased total open position to 699


On 17 Feb INDIGO was trading at 4977.00. The strike last trading price was 24, which was -9 lower than the previous day. The implied volatity was 25.66, the open interest changed by -46 which decreased total open position to 671


On 16 Feb INDIGO was trading at 4940.80. The strike last trading price was 32.55, which was -15.75 lower than the previous day. The implied volatity was 25.93, the open interest changed by 27 which increased total open position to 718


On 13 Feb INDIGO was trading at 4929.20. The strike last trading price was 49.35, which was 7.85 higher than the previous day. The implied volatity was 26.04, the open interest changed by -24 which decreased total open position to 691


On 12 Feb INDIGO was trading at 4982.80. The strike last trading price was 42, which was 4.5 higher than the previous day. The implied volatity was 27.79, the open interest changed by 14 which increased total open position to 718


On 11 Feb INDIGO was trading at 5013.80. The strike last trading price was 38.85, which was -7.95 lower than the previous day. The implied volatity was 27.9, the open interest changed by -71 which decreased total open position to 704


On 10 Feb INDIGO was trading at 4960.40. The strike last trading price was 46, which was -5.3 lower than the previous day. The implied volatity was 25.81, the open interest changed by -32 which decreased total open position to 776


On 9 Feb INDIGO was trading at 4964.10. The strike last trading price was 51.1, which was -24.9 lower than the previous day. The implied volatity was 25.42, the open interest changed by 29 which increased total open position to 808


On 6 Feb INDIGO was trading at 4909.40. The strike last trading price was 77.1, which was -1.45 lower than the previous day. The implied volatity was 25.67, the open interest changed by -12 which decreased total open position to 780


On 5 Feb INDIGO was trading at 4932.20. The strike last trading price was 78.95, which was 9.25 higher than the previous day. The implied volatity was 28.06, the open interest changed by 514 which increased total open position to 795


On 4 Feb INDIGO was trading at 4960.70. The strike last trading price was 68.75, which was 0.25 higher than the previous day. The implied volatity was 27.14, the open interest changed by 11 which increased total open position to 282


On 3 Feb INDIGO was trading at 4946.20. The strike last trading price was 68.6, which was -128.35 lower than the previous day. The implied volatity was 25.95, the open interest changed by 132 which increased total open position to 272


On 2 Feb INDIGO was trading at 4687.00. The strike last trading price was 197.4, which was -100.2 lower than the previous day. The implied volatity was 25.96, the open interest changed by -2 which decreased total open position to 145


On 1 Feb INDIGO was trading at 4589.50. The strike last trading price was 297.6, which was 19.4 higher than the previous day. The implied volatity was 33.48, the open interest changed by 0 which decreased total open position to 146


On 30 Jan INDIGO was trading at 4596.50. The strike last trading price was 275, which was 5.55 higher than the previous day. The implied volatity was 29.51, the open interest changed by 1 which increased total open position to 148


On 29 Jan INDIGO was trading at 4621.00. The strike last trading price was 269.9, which was 96.7 higher than the previous day. The implied volatity was 30.47, the open interest changed by -6 which decreased total open position to 147


On 28 Jan INDIGO was trading at 4749.00. The strike last trading price was 171.25, which was 6.25 higher than the previous day. The implied volatity was 27.12, the open interest changed by 26 which increased total open position to 153


On 27 Jan INDIGO was trading at 4769.00. The strike last trading price was 164.65, which was -65.1 lower than the previous day. The implied volatity was 26.24, the open interest changed by 6 which increased total open position to 128


On 23 Jan INDIGO was trading at 4704.50. The strike last trading price was 225.5, which was 93.35 higher than the previous day. The implied volatity was 31.18, the open interest changed by 31 which increased total open position to 124


On 22 Jan INDIGO was trading at 4909.00. The strike last trading price was 132.9, which was -24.55 lower than the previous day. The implied volatity was 32.19, the open interest changed by 22 which increased total open position to 88


On 21 Jan INDIGO was trading at 4857.50. The strike last trading price was 158.65, which was -16.8 lower than the previous day. The implied volatity was 31.2, the open interest changed by -28 which decreased total open position to 63


On 20 Jan INDIGO was trading at 4790.00. The strike last trading price was 175.85, which was 56.9 higher than the previous day. The implied volatity was 28.93, the open interest changed by -1 which decreased total open position to 91


On 19 Jan INDIGO was trading at 4941.50. The strike last trading price was 118.85, which was -32.05 lower than the previous day. The implied volatity was 29.21, the open interest changed by 67 which increased total open position to 92


On 16 Jan INDIGO was trading at 4740.00. The strike last trading price was 150.9, which was 66.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25


On 14 Jan INDIGO was trading at 4733.00. The strike last trading price was 150.9, which was 66.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25


On 13 Jan INDIGO was trading at 4759.50. The strike last trading price was 150.9, which was 66.9 higher 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 150.9, which was 66.9 higher than the previous day. The implied volatity was 26.85, the open interest changed by 21 which increased total open position to 22


On 9 Jan INDIGO was trading at 4844.00. The strike last trading price was 84, which was -79.9 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 84, which was -79.9 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 84, which was -79.9 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 84, which was -79.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 5 Jan INDIGO was trading at 5102.50. The strike last trading price was 84, which was -79.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 2 Jan INDIGO was trading at 5106.00. The strike last trading price was 84, which was -79.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 1 Jan INDIGO was trading at 5110.50. The strike last trading price was 84, which was -79.9 lower than the previous day. The implied volatity was 27.4, 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 163.9, which was 0 lower than the previous day. The implied volatity was 3.64, the open interest changed by 0 which decreased total open position to 0