INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
14 Jan 2026 04:11 PM IST
| INDIGO 27-JAN-2026 4900 CE | ||||||||||||||||
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Delta: 0.26
Vega: 2.92
Theta: -3.06
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 Jan | 4733.00 | 34 | -4.75 | 24.31 | 1,993 | 43 | 2,945 | |||||||||
| 13 Jan | 4759.50 | 38.15 | -34.55 | 23.28 | 5,839 | 1,110 | 2,912 | |||||||||
| 12 Jan | 4850.00 | 70 | -16.45 | 21.55 | 4,147 | 311 | 1,804 | |||||||||
| 9 Jan | 4844.00 | 85.6 | -42.5 | 23.62 | 5,798 | 435 | 1,496 | |||||||||
| 8 Jan | 4906.50 | 128 | -29.4 | 25.2 | 3,511 | 377 | 1,060 | |||||||||
| 7 Jan | 4951.00 | 156.95 | -40.75 | 23.61 | 1,323 | 255 | 683 | |||||||||
| 6 Jan | 5002.50 | 200 | -78.85 | 26.23 | 256 | -25 | 429 | |||||||||
| 5 Jan | 5102.50 | 278.85 | -6.15 | 27.46 | 34 | -11 | 454 | |||||||||
| 2 Jan | 5106.00 | 285 | -2.3 | 25.59 | 13 | -3 | 465 | |||||||||
| 1 Jan | 5110.50 | 283.8 | 42.85 | 24.65 | 130 | -24 | 469 | |||||||||
| 31 Dec | 5059.50 | 241.05 | 17.4 | 21.92 | 352 | 126 | 494 | |||||||||
| 30 Dec | 5018.00 | 229.5 | -51.5 | 26.66 | 701 | 41 | 367 | |||||||||
| 29 Dec | 5085.50 | 283.15 | 4.65 | 25.86 | 53 | -5 | 326 | |||||||||
| 26 Dec | 5074.00 | 282 | -4.4 | 26.61 | 42 | 6 | 329 | |||||||||
| 24 Dec | 5081.50 | 290 | -55 | 25.46 | 60 | -4 | 324 | |||||||||
| 23 Dec | 5157.00 | 345 | -3.75 | - | 0 | -11 | 0 | |||||||||
| 22 Dec | 5145.50 | 345 | -3.75 | 25.29 | 24 | -11 | 328 | |||||||||
| 19 Dec | 5153.50 | 340 | 6.5 | 27.23 | 48 | -8 | 339 | |||||||||
| 18 Dec | 5115.50 | 335 | 79.8 | 24.06 | 155 | -18 | 347 | |||||||||
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| 17 Dec | 4980.50 | 251 | -5.5 | 27.03 | 32 | 5 | 364 | |||||||||
| 16 Dec | 4974.00 | 255 | -12.45 | 28.29 | 76 | 2 | 359 | |||||||||
| 15 Dec | 4965.50 | 267.85 | 48 | 30.29 | 436 | 108 | 357 | |||||||||
| 12 Dec | 4860.50 | 218.45 | 6.2 | 30.08 | 139 | -5 | 247 | |||||||||
| 11 Dec | 4819.00 | 212 | -5.75 | 31.81 | 145 | 18 | 252 | |||||||||
| 10 Dec | 4805.50 | 219 | -94.3 | 33.24 | 354 | 128 | 233 | |||||||||
| 9 Dec | 4967.50 | 329.65 | 9.1 | 34.21 | 236 | 31 | 102 | |||||||||
| 8 Dec | 4923.50 | 320.8 | -715.5 | 39.27 | 115 | 70 | 70 | |||||||||
| 5 Dec | 5370.50 | 1036.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 5436.50 | 1036.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 5595.50 | 1036.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 4900 expiring on 27JAN2026
Delta for 4900 CE is 0.26
Historical price for 4900 CE is as follows
On 14 Jan INDIGO was trading at 4733.00. The strike last trading price was 34, which was -4.75 lower than the previous day. The implied volatity was 24.31, the open interest changed by 43 which increased total open position to 2945
On 13 Jan INDIGO was trading at 4759.50. The strike last trading price was 38.15, which was -34.55 lower than the previous day. The implied volatity was 23.28, the open interest changed by 1110 which increased total open position to 2912
On 12 Jan INDIGO was trading at 4850.00. The strike last trading price was 70, which was -16.45 lower than the previous day. The implied volatity was 21.55, the open interest changed by 311 which increased total open position to 1804
On 9 Jan INDIGO was trading at 4844.00. The strike last trading price was 85.6, which was -42.5 lower than the previous day. The implied volatity was 23.62, the open interest changed by 435 which increased total open position to 1496
On 8 Jan INDIGO was trading at 4906.50. The strike last trading price was 128, which was -29.4 lower than the previous day. The implied volatity was 25.2, the open interest changed by 377 which increased total open position to 1060
On 7 Jan INDIGO was trading at 4951.00. The strike last trading price was 156.95, which was -40.75 lower than the previous day. The implied volatity was 23.61, the open interest changed by 255 which increased total open position to 683
On 6 Jan INDIGO was trading at 5002.50. The strike last trading price was 200, which was -78.85 lower than the previous day. The implied volatity was 26.23, the open interest changed by -25 which decreased total open position to 429
On 5 Jan INDIGO was trading at 5102.50. The strike last trading price was 278.85, which was -6.15 lower than the previous day. The implied volatity was 27.46, the open interest changed by -11 which decreased total open position to 454
On 2 Jan INDIGO was trading at 5106.00. The strike last trading price was 285, which was -2.3 lower than the previous day. The implied volatity was 25.59, the open interest changed by -3 which decreased total open position to 465
On 1 Jan INDIGO was trading at 5110.50. The strike last trading price was 283.8, which was 42.85 higher than the previous day. The implied volatity was 24.65, the open interest changed by -24 which decreased total open position to 469
On 31 Dec INDIGO was trading at 5059.50. The strike last trading price was 241.05, which was 17.4 higher than the previous day. The implied volatity was 21.92, the open interest changed by 126 which increased total open position to 494
On 30 Dec INDIGO was trading at 5018.00. The strike last trading price was 229.5, which was -51.5 lower than the previous day. The implied volatity was 26.66, the open interest changed by 41 which increased total open position to 367
On 29 Dec INDIGO was trading at 5085.50. The strike last trading price was 283.15, which was 4.65 higher than the previous day. The implied volatity was 25.86, the open interest changed by -5 which decreased total open position to 326
On 26 Dec INDIGO was trading at 5074.00. The strike last trading price was 282, which was -4.4 lower than the previous day. The implied volatity was 26.61, the open interest changed by 6 which increased total open position to 329
On 24 Dec INDIGO was trading at 5081.50. The strike last trading price was 290, which was -55 lower than the previous day. The implied volatity was 25.46, the open interest changed by -4 which decreased total open position to 324
On 23 Dec INDIGO was trading at 5157.00. The strike last trading price was 345, which was -3.75 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 0
On 22 Dec INDIGO was trading at 5145.50. The strike last trading price was 345, which was -3.75 lower than the previous day. The implied volatity was 25.29, the open interest changed by -11 which decreased total open position to 328
On 19 Dec INDIGO was trading at 5153.50. The strike last trading price was 340, which was 6.5 higher than the previous day. The implied volatity was 27.23, the open interest changed by -8 which decreased total open position to 339
On 18 Dec INDIGO was trading at 5115.50. The strike last trading price was 335, which was 79.8 higher than the previous day. The implied volatity was 24.06, the open interest changed by -18 which decreased total open position to 347
On 17 Dec INDIGO was trading at 4980.50. The strike last trading price was 251, which was -5.5 lower than the previous day. The implied volatity was 27.03, the open interest changed by 5 which increased total open position to 364
On 16 Dec INDIGO was trading at 4974.00. The strike last trading price was 255, which was -12.45 lower than the previous day. The implied volatity was 28.29, the open interest changed by 2 which increased total open position to 359
On 15 Dec INDIGO was trading at 4965.50. The strike last trading price was 267.85, which was 48 higher than the previous day. The implied volatity was 30.29, the open interest changed by 108 which increased total open position to 357
On 12 Dec INDIGO was trading at 4860.50. The strike last trading price was 218.45, which was 6.2 higher than the previous day. The implied volatity was 30.08, the open interest changed by -5 which decreased total open position to 247
On 11 Dec INDIGO was trading at 4819.00. The strike last trading price was 212, which was -5.75 lower than the previous day. The implied volatity was 31.81, the open interest changed by 18 which increased total open position to 252
On 10 Dec INDIGO was trading at 4805.50. The strike last trading price was 219, which was -94.3 lower than the previous day. The implied volatity was 33.24, the open interest changed by 128 which increased total open position to 233
On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 329.65, which was 9.1 higher than the previous day. The implied volatity was 34.21, the open interest changed by 31 which increased total open position to 102
On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 320.8, which was -715.5 lower than the previous day. The implied volatity was 39.27, the open interest changed by 70 which increased total open position to 70
On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 1036.3, 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 4 Dec INDIGO was trading at 5436.50. The strike last trading price was 1036.3, 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 3 Dec INDIGO was trading at 5595.50. The strike last trading price was 1036.3, 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
| INDIGO 27JAN2026 4900 PE | |||||||
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Delta: -0.73
Vega: 2.98
Theta: -1.92
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 Jan | 4733.00 | 182 | 17.45 | 25.47 | 324 | -53 | 1,313 |
| 13 Jan | 4759.50 | 169 | 61.45 | 24.25 | 1,630 | 30 | 1,364 |
| 12 Jan | 4850.00 | 110 | -10.1 | 23.76 | 2,037 | -127 | 1,313 |
| 9 Jan | 4844.00 | 120.2 | 21.85 | 23.78 | 5,064 | -142 | 1,440 |
| 8 Jan | 4906.50 | 109 | 28.3 | 27.78 | 6,526 | 378 | 1,565 |
| 7 Jan | 4951.00 | 78.6 | 11.65 | 25.42 | 4,394 | 82 | 1,186 |
| 6 Jan | 5002.50 | 69 | 24.4 | 26.14 | 2,448 | -165 | 1,108 |
| 5 Jan | 5102.50 | 45.6 | 1.25 | 26.47 | 1,558 | -28 | 1,273 |
| 2 Jan | 5106.00 | 43.75 | -3.45 | 24.89 | 832 | -40 | 1,303 |
| 1 Jan | 5110.50 | 48 | -15.65 | 25.5 | 2,658 | -20 | 1,346 |
| 31 Dec | 5059.50 | 64 | -19.55 | 26.17 | 3,736 | 203 | 1,366 |
| 30 Dec | 5018.00 | 84 | 13.8 | 26.65 | 3,359 | 269 | 1,165 |
| 29 Dec | 5085.50 | 70.35 | 2.8 | 28.2 | 315 | 30 | 896 |
| 26 Dec | 5074.00 | 69.3 | -1.15 | 25.83 | 373 | 49 | 865 |
| 24 Dec | 5081.50 | 70.6 | 4.6 | 26.05 | 626 | 250 | 816 |
| 23 Dec | 5157.00 | 66 | -10.55 | 28.6 | 148 | 68 | 566 |
| 22 Dec | 5145.50 | 76.8 | 4.7 | 29.99 | 181 | 7 | 499 |
| 19 Dec | 5153.50 | 73.5 | -6.7 | 26.96 | 260 | 38 | 492 |
| 18 Dec | 5115.50 | 78 | -60.55 | 28.08 | 344 | 90 | 453 |
| 17 Dec | 4980.50 | 141 | -1.1 | 30.47 | 89 | -25 | 363 |
| 16 Dec | 4974.00 | 142.1 | -4.15 | 29.71 | 163 | 13 | 371 |
| 15 Dec | 4965.50 | 149.05 | -55.05 | 30.22 | 337 | 126 | 358 |
| 12 Dec | 4860.50 | 205.85 | -26.3 | 31.66 | 41 | 13 | 230 |
| 11 Dec | 4819.00 | 231 | -24.35 | 32.27 | 97 | -25 | 217 |
| 10 Dec | 4805.50 | 258 | 60.1 | 35.11 | 268 | -8 | 247 |
| 9 Dec | 4967.50 | 195 | -55.75 | 36.89 | 412 | -20 | 254 |
| 8 Dec | 4923.50 | 260.75 | 215.75 | 41.25 | 617 | 238 | 272 |
| 5 Dec | 5370.50 | 45 | 9 | 27.77 | 43 | 5 | 33 |
| 4 Dec | 5436.50 | 36 | 15.2 | 28.32 | 22 | 18 | 28 |
| 3 Dec | 5595.50 | 20.8 | -32.4 | 27.38 | 10 | 9 | 9 |
For Interglobe Aviation Ltd - strike price 4900 expiring on 27JAN2026
Delta for 4900 PE is -0.73
Historical price for 4900 PE is as follows
On 14 Jan INDIGO was trading at 4733.00. The strike last trading price was 182, which was 17.45 higher than the previous day. The implied volatity was 25.47, the open interest changed by -53 which decreased total open position to 1313
On 13 Jan INDIGO was trading at 4759.50. The strike last trading price was 169, which was 61.45 higher than the previous day. The implied volatity was 24.25, the open interest changed by 30 which increased total open position to 1364
On 12 Jan INDIGO was trading at 4850.00. The strike last trading price was 110, which was -10.1 lower than the previous day. The implied volatity was 23.76, the open interest changed by -127 which decreased total open position to 1313
On 9 Jan INDIGO was trading at 4844.00. The strike last trading price was 120.2, which was 21.85 higher than the previous day. The implied volatity was 23.78, the open interest changed by -142 which decreased total open position to 1440
On 8 Jan INDIGO was trading at 4906.50. The strike last trading price was 109, which was 28.3 higher than the previous day. The implied volatity was 27.78, the open interest changed by 378 which increased total open position to 1565
On 7 Jan INDIGO was trading at 4951.00. The strike last trading price was 78.6, which was 11.65 higher than the previous day. The implied volatity was 25.42, the open interest changed by 82 which increased total open position to 1186
On 6 Jan INDIGO was trading at 5002.50. The strike last trading price was 69, which was 24.4 higher than the previous day. The implied volatity was 26.14, the open interest changed by -165 which decreased total open position to 1108
On 5 Jan INDIGO was trading at 5102.50. The strike last trading price was 45.6, which was 1.25 higher than the previous day. The implied volatity was 26.47, the open interest changed by -28 which decreased total open position to 1273
On 2 Jan INDIGO was trading at 5106.00. The strike last trading price was 43.75, which was -3.45 lower than the previous day. The implied volatity was 24.89, the open interest changed by -40 which decreased total open position to 1303
On 1 Jan INDIGO was trading at 5110.50. The strike last trading price was 48, which was -15.65 lower than the previous day. The implied volatity was 25.5, the open interest changed by -20 which decreased total open position to 1346
On 31 Dec INDIGO was trading at 5059.50. The strike last trading price was 64, which was -19.55 lower than the previous day. The implied volatity was 26.17, the open interest changed by 203 which increased total open position to 1366
On 30 Dec INDIGO was trading at 5018.00. The strike last trading price was 84, which was 13.8 higher than the previous day. The implied volatity was 26.65, the open interest changed by 269 which increased total open position to 1165
On 29 Dec INDIGO was trading at 5085.50. The strike last trading price was 70.35, which was 2.8 higher than the previous day. The implied volatity was 28.2, the open interest changed by 30 which increased total open position to 896
On 26 Dec INDIGO was trading at 5074.00. The strike last trading price was 69.3, which was -1.15 lower than the previous day. The implied volatity was 25.83, the open interest changed by 49 which increased total open position to 865
On 24 Dec INDIGO was trading at 5081.50. The strike last trading price was 70.6, which was 4.6 higher than the previous day. The implied volatity was 26.05, the open interest changed by 250 which increased total open position to 816
On 23 Dec INDIGO was trading at 5157.00. The strike last trading price was 66, which was -10.55 lower than the previous day. The implied volatity was 28.6, the open interest changed by 68 which increased total open position to 566
On 22 Dec INDIGO was trading at 5145.50. The strike last trading price was 76.8, which was 4.7 higher than the previous day. The implied volatity was 29.99, the open interest changed by 7 which increased total open position to 499
On 19 Dec INDIGO was trading at 5153.50. The strike last trading price was 73.5, which was -6.7 lower than the previous day. The implied volatity was 26.96, the open interest changed by 38 which increased total open position to 492
On 18 Dec INDIGO was trading at 5115.50. The strike last trading price was 78, which was -60.55 lower than the previous day. The implied volatity was 28.08, the open interest changed by 90 which increased total open position to 453
On 17 Dec INDIGO was trading at 4980.50. The strike last trading price was 141, which was -1.1 lower than the previous day. The implied volatity was 30.47, the open interest changed by -25 which decreased total open position to 363
On 16 Dec INDIGO was trading at 4974.00. The strike last trading price was 142.1, which was -4.15 lower than the previous day. The implied volatity was 29.71, the open interest changed by 13 which increased total open position to 371
On 15 Dec INDIGO was trading at 4965.50. The strike last trading price was 149.05, which was -55.05 lower than the previous day. The implied volatity was 30.22, the open interest changed by 126 which increased total open position to 358
On 12 Dec INDIGO was trading at 4860.50. The strike last trading price was 205.85, which was -26.3 lower than the previous day. The implied volatity was 31.66, the open interest changed by 13 which increased total open position to 230
On 11 Dec INDIGO was trading at 4819.00. The strike last trading price was 231, which was -24.35 lower than the previous day. The implied volatity was 32.27, the open interest changed by -25 which decreased total open position to 217
On 10 Dec INDIGO was trading at 4805.50. The strike last trading price was 258, which was 60.1 higher than the previous day. The implied volatity was 35.11, the open interest changed by -8 which decreased total open position to 247
On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 195, which was -55.75 lower than the previous day. The implied volatity was 36.89, the open interest changed by -20 which decreased total open position to 254
On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 260.75, which was 215.75 higher than the previous day. The implied volatity was 41.25, the open interest changed by 238 which increased total open position to 272
On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 45, which was 9 higher than the previous day. The implied volatity was 27.77, the open interest changed by 5 which increased total open position to 33
On 4 Dec INDIGO was trading at 5436.50. The strike last trading price was 36, which was 15.2 higher than the previous day. The implied volatity was 28.32, the open interest changed by 18 which increased total open position to 28
On 3 Dec INDIGO was trading at 5595.50. The strike last trading price was 20.8, which was -32.4 lower than the previous day. The implied volatity was 27.38, the open interest changed by 9 which increased total open position to 9































































































































































































































