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 4900 CE
Delta: 0.62 Vega: 4.56 Theta: -4.87 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	4967.50	242 ₹ 36,300	-0.3 -45.00	37.74	26,809 40,21,350	977 1,46,550	2,125 3,18,750
8 Dec	4923.50	232 ₹ 34,800	-625.45 -93817.50	44.51	9,168 13,75,200	1,140 1,71,000	1,140 1,71,000

5 Dec	5370.50	857.45 ₹ 1,28,617.5	0 0.00	-	0 0	0 0	0 0
4 Dec	5436.50	857.45 ₹ 1,28,617.5	0 0.00	-	0 0	0 0	0 0
3 Dec	5595.50	857.45 ₹ 1,28,617.5	0 0.00	-	0 0	0 0	0 0
2 Dec	5697.50	857.45 ₹ 1,28,617.5	0 0.00	-	0 0	0 0	0 0
1 Dec	5794.00	857.45 ₹ 1,28,617.5	0 0.00	-	0 0	0 0	0 0
28 Nov	5901.50	857.45 ₹ 1,28,617.5	0 0.00	-	0 0	0 0	0 0
27 Nov	5919.00	857.45 ₹ 1,28,617.5	0 0.00	-	0 0	0 0	0 0
26 Nov	5913.00	857.45 ₹ 1,28,617.5	0 0.00	-	0 0	0 0	0 0
20 Nov	5785.50	857.45 ₹ 1,28,617.5	0 0.00	-	0 0	0 0	0 0
19 Nov	5758.50	857.45 ₹ 1,28,617.5	0 0.00	-	0 0	0 0	0 0

For Interglobe Aviation Ltd - strike price 4900 expiring on 30DEC2025

Delta for 4900 CE is 0.62

Historical price for 4900 CE is as follows

On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 242, which was -0.3 lower than the previous day. The implied volatity was 37.74, the open interest changed by 977 which increased total open position to 2125

On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 232, which was -625.45 lower than the previous day. The implied volatity was 44.51, the open interest changed by 1140 which increased total open position to 1140

On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 857.45, 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 857.45, 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 857.45, 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 857.45, 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 857.45, 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 857.45, 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 857.45, 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 857.45, 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 857.45, 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 857.45, 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 4900 PE
Delta: -0.38 Vega: 4.56 Theta: -3.62 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	4967.50	129 ₹ 19,350	-66 -9900.00	38.42	43,249 64,87,350	772 1,15,800	3,638 5,45,700
8 Dec	4923.50	200 ₹ 30,000	176.45 26467.50	45.54	61,081 91,62,150	2,359 3,53,850	2,864 4,29,600
5 Dec	5370.50	24.4 ₹ 3,660	10.4 1560.00	31.58	5,301 7,95,150	236 35,400	508 76,200
4 Dec	5436.50	13.6 ₹ 2,040	9.2 1380.00	29.94	1,283 1,92,450	257 38,550	273 40,950
3 Dec	5595.50	4.4 ₹ 660	0.4 60.00	27.37	4 600	-1 -150	13 1,950
2 Dec	5697.50	4 ₹ 600	1.7 255.00	29.22	4 600	0 0	10 1,500
1 Dec	5794.00	2.3 ₹ 345	0 0.00	-	0 0	0 0	0 0
28 Nov	5901.50	2.3 ₹ 345	0 0.00	29.84	2 300	0 0	10 1,500
27 Nov	5919.00	2.3 ₹ 345	-3.2 -480.00	29.88	5 750	1 150	11 1,650
26 Nov	5913.00	5.5 ₹ 825	-2.3 -345.00	-	0 0	0 0	0 0
20 Nov	5785.50	5.5 ₹ 825	-2.3 -345.00	28.52	2 300	1 150	9 1,350
19 Nov	5758.50	7.8 ₹ 1,170	-80.95 -12142.50	29.25	11 1,650	7 1,050	7 1,050

For Interglobe Aviation Ltd - strike price 4900 expiring on 30DEC2025

Delta for 4900 PE is -0.38

Historical price for 4900 PE is as follows

On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 129, which was -66 lower than the previous day. The implied volatity was 38.42, the open interest changed by 772 which increased total open position to 3638

On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 200, which was 176.45 higher than the previous day. The implied volatity was 45.54, the open interest changed by 2359 which increased total open position to 2864

On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 24.4, which was 10.4 higher than the previous day. The implied volatity was 31.58, the open interest changed by 236 which increased total open position to 508

On 4 Dec INDIGO was trading at 5436.50. The strike last trading price was 13.6, which was 9.2 higher than the previous day. The implied volatity was 29.94, the open interest changed by 257 which increased total open position to 273

On 3 Dec INDIGO was trading at 5595.50. The strike last trading price was 4.4, which was 0.4 higher than the previous day. The implied volatity was 27.37, the open interest changed by -1 which decreased total open position to 13

On 2 Dec INDIGO was trading at 5697.50. The strike last trading price was 4, which was 1.7 higher than the previous day. The implied volatity was 29.22, the open interest changed by 0 which decreased total open position to 10

On 1 Dec INDIGO was trading at 5794.00. The strike last trading price was 2.3, 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 2.3, which was 0 lower than the previous day. The implied volatity was 29.84, the open interest changed by 0 which decreased total open position to 10

On 27 Nov INDIGO was trading at 5919.00. The strike last trading price was 2.3, which was -3.2 lower than the previous day. The implied volatity was 29.88, the open interest changed by 1 which increased total open position to 11

On 26 Nov INDIGO was trading at 5913.00. The strike last trading price was 5.5, which was -2.3 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 5.5, which was -2.3 lower than the previous day. The implied volatity was 28.52, the open interest changed by 1 which increased total open position to 9

On 19 Nov INDIGO was trading at 5758.50. The strike last trading price was 7.8, which was -80.95 lower than the previous day. The implied volatity was 29.25, the open interest changed by 7 which increased total open position to 7

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