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[--[65.84.65.76]--]
INDIGO
Interglobe Aviation Ltd

4161.8 27.00 (0.65%)

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Historical option data for INDIGO

24 Jan 2025 04:11 PM IST
INDIGO 30JAN2025 4850 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
24 Jan 4161.80 4.05 -1.45 - 100 -6 197
23 Jan 4134.80 5.5 1.00 - 2 -1 203
22 Jan 4011.50 4.5 1.20 - 15 10 204
21 Jan 4009.80 3.3 -2.40 - 15 2 194
20 Jan 4114.30 5.7 2.70 54.38 31 -13 193
17 Jan 4090.20 3 0.00 44.09 1 0 207
16 Jan 4111.75 3 0.60 41.43 9 -7 207
15 Jan 4066.00 2.4 -2.00 40.48 3 0 216
14 Jan 3995.00 4.4 0.85 45.79 28 -9 215
13 Jan 4001.40 3.55 -1.55 43.07 72 -10 226
10 Jan 4228.80 5.1 -0.75 32.80 50 -26 236
9 Jan 4260.55 5.85 -1.15 30.21 20 -2 278
8 Jan 4262.15 7 -1.90 30.73 69 -19 278
7 Jan 4328.60 8.9 -0.75 29.07 165 47 298
6 Jan 4266.95 9.65 -12.20 31.07 540 23 253
3 Jan 4466.20 21.85 -9.65 24.81 1,299 21 228
2 Jan 4537.75 31.5 -11.95 23.55 455 -13 212
1 Jan 4595.70 43.45 7.45 23.51 514 102 225
31 Dec 4554.25 36 -9.80 22.98 419 -70 120
30 Dec 4597.55 45.8 -24.60 21.73 552 94 193
27 Dec 4681.95 70.4 -16.25 21.72 348 37 99
26 Dec 4725.00 86.65 11.60 20.73 334 58 63
24 Dec 4612.25 75.05 -33.40 25.76 8 4 4
23 Dec 4439.95 108.45 0.00 6.27 0 0 0
20 Dec 4395.60 108.45 0.00 6.60 0 0 0
19 Dec 4434.05 108.45 0.00 5.94 0 0 0
18 Dec 4390.35 108.45 0.00 6.36 0 0 0
17 Dec 4386.80 108.45 0.00 6.20 0 0 0
5 Dec 4368.55 108.45 5.69 0 0 0


For Interglobe Aviation Ltd - strike price 4850 expiring on 30JAN2025

Delta for 4850 CE is -

Historical price for 4850 CE is as follows

On 24 Jan INDIGO was trading at 4161.80. The strike last trading price was 4.05, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 197


On 23 Jan INDIGO was trading at 4134.80. The strike last trading price was 5.5, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 203


On 22 Jan INDIGO was trading at 4011.50. The strike last trading price was 4.5, which was 1.20 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 204


On 21 Jan INDIGO was trading at 4009.80. The strike last trading price was 3.3, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 194


On 20 Jan INDIGO was trading at 4114.30. The strike last trading price was 5.7, which was 2.70 higher than the previous day. The implied volatity was 54.38, the open interest changed by -13 which decreased total open position to 193


On 17 Jan INDIGO was trading at 4090.20. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was 44.09, the open interest changed by 0 which decreased total open position to 207


On 16 Jan INDIGO was trading at 4111.75. The strike last trading price was 3, which was 0.60 higher than the previous day. The implied volatity was 41.43, the open interest changed by -7 which decreased total open position to 207


On 15 Jan INDIGO was trading at 4066.00. The strike last trading price was 2.4, which was -2.00 lower than the previous day. The implied volatity was 40.48, the open interest changed by 0 which decreased total open position to 216


On 14 Jan INDIGO was trading at 3995.00. The strike last trading price was 4.4, which was 0.85 higher than the previous day. The implied volatity was 45.79, the open interest changed by -9 which decreased total open position to 215


On 13 Jan INDIGO was trading at 4001.40. The strike last trading price was 3.55, which was -1.55 lower than the previous day. The implied volatity was 43.07, the open interest changed by -10 which decreased total open position to 226


On 10 Jan INDIGO was trading at 4228.80. The strike last trading price was 5.1, which was -0.75 lower than the previous day. The implied volatity was 32.80, the open interest changed by -26 which decreased total open position to 236


On 9 Jan INDIGO was trading at 4260.55. The strike last trading price was 5.85, which was -1.15 lower than the previous day. The implied volatity was 30.21, the open interest changed by -2 which decreased total open position to 278


On 8 Jan INDIGO was trading at 4262.15. The strike last trading price was 7, which was -1.90 lower than the previous day. The implied volatity was 30.73, the open interest changed by -19 which decreased total open position to 278


On 7 Jan INDIGO was trading at 4328.60. The strike last trading price was 8.9, which was -0.75 lower than the previous day. The implied volatity was 29.07, the open interest changed by 47 which increased total open position to 298


On 6 Jan INDIGO was trading at 4266.95. The strike last trading price was 9.65, which was -12.20 lower than the previous day. The implied volatity was 31.07, the open interest changed by 23 which increased total open position to 253


On 3 Jan INDIGO was trading at 4466.20. The strike last trading price was 21.85, which was -9.65 lower than the previous day. The implied volatity was 24.81, the open interest changed by 21 which increased total open position to 228


On 2 Jan INDIGO was trading at 4537.75. The strike last trading price was 31.5, which was -11.95 lower than the previous day. The implied volatity was 23.55, the open interest changed by -13 which decreased total open position to 212


On 1 Jan INDIGO was trading at 4595.70. The strike last trading price was 43.45, which was 7.45 higher than the previous day. The implied volatity was 23.51, the open interest changed by 102 which increased total open position to 225


On 31 Dec INDIGO was trading at 4554.25. The strike last trading price was 36, which was -9.80 lower than the previous day. The implied volatity was 22.98, the open interest changed by -70 which decreased total open position to 120


On 30 Dec INDIGO was trading at 4597.55. The strike last trading price was 45.8, which was -24.60 lower than the previous day. The implied volatity was 21.73, the open interest changed by 94 which increased total open position to 193


On 27 Dec INDIGO was trading at 4681.95. The strike last trading price was 70.4, which was -16.25 lower than the previous day. The implied volatity was 21.72, the open interest changed by 37 which increased total open position to 99


On 26 Dec INDIGO was trading at 4725.00. The strike last trading price was 86.65, which was 11.60 higher than the previous day. The implied volatity was 20.73, the open interest changed by 58 which increased total open position to 63


On 24 Dec INDIGO was trading at 4612.25. The strike last trading price was 75.05, which was -33.40 lower than the previous day. The implied volatity was 25.76, the open interest changed by 4 which increased total open position to 4


On 23 Dec INDIGO was trading at 4439.95. The strike last trading price was 108.45, which was 0.00 lower than the previous day. The implied volatity was 6.27, the open interest changed by 0 which decreased total open position to 0


On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 108.45, which was 0.00 lower than the previous day. The implied volatity was 6.60, 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 108.45, which was 0.00 lower than the previous day. The implied volatity was 5.94, 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 108.45, which was 0.00 lower than the previous day. The implied volatity was 6.36, 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 108.45, which was 0.00 lower than the previous day. The implied volatity was 6.20, 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 108.45, which was lower than the previous day. The implied volatity was 5.69, the open interest changed by 0 which decreased total open position to 0


INDIGO 30JAN2025 4850 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 4161.80 569.3 0 0.00 0 0 0
23 Jan 4134.80 569.3 0.00 0.00 0 0 0
22 Jan 4011.50 569.3 0.00 0.00 0 0 0
21 Jan 4009.80 569.3 0.00 0.00 0 0 0
20 Jan 4114.30 569.3 0.00 0.00 0 0 0
17 Jan 4090.20 569.3 0.00 0.00 0 0 0
16 Jan 4111.75 569.3 0.00 0.00 0 0 0
15 Jan 4066.00 569.3 0.00 0.00 0 0 0
14 Jan 3995.00 569.3 0.00 0.00 0 0 0
13 Jan 4001.40 569.3 0.00 0.00 0 0 0
10 Jan 4228.80 569.3 0.00 0.00 0 0 0
9 Jan 4260.55 569.3 0.00 0.00 0 0 0
8 Jan 4262.15 569.3 0.00 0.00 0 0 0
7 Jan 4328.60 569.3 0.00 0.00 0 -1 0
6 Jan 4266.95 569.3 305.05 33.31 6 0 19
3 Jan 4466.20 264.25 0.00 0.00 0 0 0
2 Jan 4537.75 264.25 0.00 0.00 0 -2 0
1 Jan 4595.70 264.25 3.65 23.13 7 -3 18
31 Dec 4554.25 260.6 38.80 14.38 1 0 22
30 Dec 4597.55 221.8 23.10 16.93 2 0 22
27 Dec 4681.95 198.7 10.75 21.13 63 10 18
26 Dec 4725.00 187.95 -357.15 24.68 23 7 7
24 Dec 4612.25 545.1 0.00 - 0 0 0
23 Dec 4439.95 545.1 0.00 - 0 0 0
20 Dec 4395.60 545.1 0.00 - 0 0 0
19 Dec 4434.05 545.1 0.00 - 0 0 0
18 Dec 4390.35 545.1 0.00 - 0 0 0
17 Dec 4386.80 545.1 0.00 - 0 0 0
5 Dec 4368.55 545.1 - 0 0 0


For Interglobe Aviation Ltd - strike price 4850 expiring on 30JAN2025

Delta for 4850 PE is 0.00

Historical price for 4850 PE is as follows

On 24 Jan INDIGO was trading at 4161.80. The strike last trading price was 569.3, which was 0 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 23 Jan INDIGO was trading at 4134.80. The strike last trading price was 569.3, 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 22 Jan INDIGO was trading at 4011.50. The strike last trading price was 569.3, 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 21 Jan INDIGO was trading at 4009.80. The strike last trading price was 569.3, 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 20 Jan INDIGO was trading at 4114.30. The strike last trading price was 569.3, 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 17 Jan INDIGO was trading at 4090.20. The strike last trading price was 569.3, 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 16 Jan INDIGO was trading at 4111.75. The strike last trading price was 569.3, 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 15 Jan INDIGO was trading at 4066.00. The strike last trading price was 569.3, 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 14 Jan INDIGO was trading at 3995.00. The strike last trading price was 569.3, 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 13 Jan INDIGO was trading at 4001.40. The strike last trading price was 569.3, 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 10 Jan INDIGO was trading at 4228.80. The strike last trading price was 569.3, 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 9 Jan INDIGO was trading at 4260.55. The strike last trading price was 569.3, 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 8 Jan INDIGO was trading at 4262.15. The strike last trading price was 569.3, 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 7 Jan INDIGO was trading at 4328.60. The strike last trading price was 569.3, 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 6 Jan INDIGO was trading at 4266.95. The strike last trading price was 569.3, which was 305.05 higher than the previous day. The implied volatity was 33.31, the open interest changed by 0 which decreased total open position to 19


On 3 Jan INDIGO was trading at 4466.20. The strike last trading price was 264.25, 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 2 Jan INDIGO was trading at 4537.75. The strike last trading price was 264.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 1 Jan INDIGO was trading at 4595.70. The strike last trading price was 264.25, which was 3.65 higher than the previous day. The implied volatity was 23.13, the open interest changed by -3 which decreased total open position to 18


On 31 Dec INDIGO was trading at 4554.25. The strike last trading price was 260.6, which was 38.80 higher than the previous day. The implied volatity was 14.38, the open interest changed by 0 which decreased total open position to 22


On 30 Dec INDIGO was trading at 4597.55. The strike last trading price was 221.8, which was 23.10 higher than the previous day. The implied volatity was 16.93, the open interest changed by 0 which decreased total open position to 22


On 27 Dec INDIGO was trading at 4681.95. The strike last trading price was 198.7, which was 10.75 higher than the previous day. The implied volatity was 21.13, the open interest changed by 10 which increased total open position to 18


On 26 Dec INDIGO was trading at 4725.00. The strike last trading price was 187.95, which was -357.15 lower than the previous day. The implied volatity was 24.68, the open interest changed by 7 which increased total open position to 7


On 24 Dec INDIGO was trading at 4612.25. The strike last trading price was 545.1, 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 23 Dec INDIGO was trading at 4439.95. The strike last trading price was 545.1, 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 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 545.1, 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 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 545.1, 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 545.1, 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 545.1, 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 545.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0