[--[65.84.65.76]--]

INDIGO

Interglobe Aviation Ltd
4733 -26.50 (-0.56%)
L: 4701 H: 4756.5

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Historical option data for INDIGO

14 Jan 2026 04:11 PM IST
INDIGO 27-JAN-2026 4900 CE
Delta: 0.26
Vega: 2.92
Theta: -3.06
Gamma: 0
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
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
Delta: -0.73
Vega: 2.98
Theta: -1.92
Gamma: 0
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