INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
24 Jan 2025 04:11 PM IST
INDIGO 30JAN2025 4850 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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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 | |||
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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 | |||||||
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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 |
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