INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
20 Dec 2024 04:11 PM IST
| INDIGO 26DEC2024 4900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.22
Theta: -0.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4395.60 | 1.15 | -0.95 | 38.50 | 115 | -41 | 425 | |||
| 19 Dec | 4434.05 | 2.1 | 0.25 | 36.15 | 532 | 12 | 466 | |||
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| 18 Dec | 4390.35 | 1.85 | -0.15 | 35.10 | 43 | -1 | 453 | |||
| 17 Dec | 4386.80 | 2 | 0.00 | 34.78 | 58 | -18 | 454 | |||
| 16 Dec | 4406.75 | 2 | -0.65 | 31.40 | 323 | 7 | 473 | |||
| 13 Dec | 4432.90 | 2.65 | -1.10 | 27.16 | 319 | 68 | 466 | |||
| 12 Dec | 4464.35 | 3.75 | -0.90 | 26.24 | 362 | 14 | 396 | |||
| 11 Dec | 4465.55 | 4.65 | -0.60 | 25.40 | 336 | 52 | 386 | |||
| 10 Dec | 4477.00 | 5.25 | -2.30 | 25.28 | 388 | -16 | 332 | |||
| 9 Dec | 4489.45 | 7.55 | -2.90 | 25.66 | 792 | 3 | 346 | |||
| 6 Dec | 4469.20 | 10.45 | 6.30 | 24.46 | 648 | 28 | 343 | |||
| 5 Dec | 4368.55 | 4.15 | -1.50 | 25.46 | 202 | -5 | 318 | |||
| 4 Dec | 4370.85 | 5.65 | -0.10 | 25.87 | 325 | -9 | 325 | |||
| 3 Dec | 4405.50 | 5.75 | -2.50 | 23.94 | 532 | 38 | 339 | |||
| 2 Dec | 4409.25 | 8.25 | -0.85 | 25.45 | 640 | 100 | 310 | |||
| 29 Nov | 4378.90 | 9.1 | -0.85 | 25.47 | 890 | 29 | 211 | |||
| 28 Nov | 4352.65 | 9.95 | 3.85 | 26.56 | 406 | 149 | 183 | |||
| 27 Nov | 4267.90 | 6.1 | 2.05 | 26.97 | 34 | 23 | 34 | |||
| 26 Nov | 4229.60 | 4.05 | -356.85 | 26.11 | 16 | 8 | 8 | |||
| 23 Oct | 4520.00 | 360.9 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 4524.40 | 360.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 4591.00 | 360.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 4678.95 | 360.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 4693.45 | 360.9 | 360.90 | - | 0 | 0 | 0 | |||
| 4 Oct | 4609.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 4716.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 4905.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 4787.45 | 0 | - | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 4900 expiring on 26DEC2024
Delta for 4900 CE is 0.02
Historical price for 4900 CE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 1.15, which was -0.95 lower than the previous day. The implied volatity was 38.50, the open interest changed by -41 which decreased total open position to 425
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 2.1, which was 0.25 higher than the previous day. The implied volatity was 36.15, the open interest changed by 12 which increased total open position to 466
On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 1.85, which was -0.15 lower than the previous day. The implied volatity was 35.10, the open interest changed by -1 which decreased total open position to 453
On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 34.78, the open interest changed by -18 which decreased total open position to 454
On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 2, which was -0.65 lower than the previous day. The implied volatity was 31.40, the open interest changed by 7 which increased total open position to 473
On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 2.65, which was -1.10 lower than the previous day. The implied volatity was 27.16, the open interest changed by 68 which increased total open position to 466
On 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 3.75, which was -0.90 lower than the previous day. The implied volatity was 26.24, the open interest changed by 14 which increased total open position to 396
On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 4.65, which was -0.60 lower than the previous day. The implied volatity was 25.40, the open interest changed by 52 which increased total open position to 386
On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 5.25, which was -2.30 lower than the previous day. The implied volatity was 25.28, the open interest changed by -16 which decreased total open position to 332
On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 7.55, which was -2.90 lower than the previous day. The implied volatity was 25.66, the open interest changed by 3 which increased total open position to 346
On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 10.45, which was 6.30 higher than the previous day. The implied volatity was 24.46, the open interest changed by 28 which increased total open position to 343
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 4.15, which was -1.50 lower than the previous day. The implied volatity was 25.46, the open interest changed by -5 which decreased total open position to 318
On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 5.65, which was -0.10 lower than the previous day. The implied volatity was 25.87, the open interest changed by -9 which decreased total open position to 325
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 5.75, which was -2.50 lower than the previous day. The implied volatity was 23.94, the open interest changed by 38 which increased total open position to 339
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 8.25, which was -0.85 lower than the previous day. The implied volatity was 25.45, the open interest changed by 100 which increased total open position to 310
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 9.1, which was -0.85 lower than the previous day. The implied volatity was 25.47, the open interest changed by 29 which increased total open position to 211
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 9.95, which was 3.85 higher than the previous day. The implied volatity was 26.56, the open interest changed by 149 which increased total open position to 183
On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 6.1, which was 2.05 higher than the previous day. The implied volatity was 26.97, the open interest changed by 23 which increased total open position to 34
On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 4.05, which was -356.85 lower than the previous day. The implied volatity was 26.11, the open interest changed by 8 which increased total open position to 8
On 23 Oct INDIGO was trading at 4520.00. The strike last trading price was 360.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct INDIGO was trading at 4524.40. The strike last trading price was 360.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct INDIGO was trading at 4591.00. The strike last trading price was 360.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct INDIGO was trading at 4678.95. The strike last trading price was 360.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct INDIGO was trading at 4693.45. The strike last trading price was 360.9, which was 360.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct INDIGO was trading at 4609.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct INDIGO was trading at 4716.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct INDIGO was trading at 4905.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept INDIGO was trading at 4787.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDIGO 26DEC2024 4900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4395.60 | 436.25 | 30.00 | - | 3 | 0 | 58 |
| 19 Dec | 4434.05 | 406.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 4390.35 | 406.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 4386.80 | 406.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 4406.75 | 406.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 4432.90 | 406.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 4464.35 | 406.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 4465.55 | 406.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 4477.00 | 406.25 | 0.00 | 0.00 | 0 | 3 | 0 |
| 9 Dec | 4489.45 | 406.25 | 17.45 | 31.44 | 7 | 3 | 58 |
| 6 Dec | 4469.20 | 388.8 | -90.00 | 29.50 | 15 | 5 | 66 |
| 5 Dec | 4368.55 | 478.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 4370.85 | 478.8 | -1.20 | - | 2 | -1 | 60 |
| 3 Dec | 4405.50 | 480 | -40.00 | 32.47 | 5 | 0 | 60 |
| 2 Dec | 4409.25 | 520 | 0.00 | 0.00 | 0 | 4 | 0 |
| 29 Nov | 4378.90 | 520 | -5.00 | 37.14 | 9 | 5 | 61 |
| 28 Nov | 4352.65 | 525 | -90.00 | 30.47 | 29 | 21 | 54 |
| 27 Nov | 4267.90 | 615 | -25.00 | 34.74 | 19 | 7 | 21 |
| 26 Nov | 4229.60 | 640 | 640.00 | 27.21 | 14 | 11 | 11 |
| 23 Oct | 4520.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 4524.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 4591.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 4678.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 4693.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 4609.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 4716.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 4905.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 4787.45 | 0 | - | 0 | 0 | 0 | |
For Interglobe Aviation Ltd - strike price 4900 expiring on 26DEC2024
Delta for 4900 PE is -
Historical price for 4900 PE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 436.25, which was 30.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 406.25, 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 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 406.25, 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 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 406.25, 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 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 406.25, 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 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 406.25, 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 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 406.25, 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 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 406.25, 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 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 406.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 406.25, which was 17.45 higher than the previous day. The implied volatity was 31.44, the open interest changed by 3 which increased total open position to 58
On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 388.8, which was -90.00 lower than the previous day. The implied volatity was 29.50, the open interest changed by 5 which increased total open position to 66
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 478.8, 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 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 478.8, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 60
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 480, which was -40.00 lower than the previous day. The implied volatity was 32.47, the open interest changed by 0 which decreased total open position to 60
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 520, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 520, which was -5.00 lower than the previous day. The implied volatity was 37.14, the open interest changed by 5 which increased total open position to 61
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 525, which was -90.00 lower than the previous day. The implied volatity was 30.47, the open interest changed by 21 which increased total open position to 54
On 27 Nov INDIGO was trading at 4267.90. The strike last trading price was 615, which was -25.00 lower than the previous day. The implied volatity was 34.74, the open interest changed by 7 which increased total open position to 21
On 26 Nov INDIGO was trading at 4229.60. The strike last trading price was 640, which was 640.00 higher than the previous day. The implied volatity was 27.21, the open interest changed by 11 which increased total open position to 11
On 23 Oct INDIGO was trading at 4520.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct INDIGO was trading at 4524.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct INDIGO was trading at 4591.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct INDIGO was trading at 4678.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct INDIGO was trading at 4693.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct INDIGO was trading at 4609.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct INDIGO was trading at 4716.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct INDIGO was trading at 4905.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept INDIGO was trading at 4787.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
