Historical option data for INDIGO
22 Jun 2026 02:23 PM IST
| INDIGO 28-Jul-2026 (36d) 4900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 0.06
Theta: -2.37
Gamma: 0.00085
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 5035.70 | 265.25 | 15.25 (6.10%) | 26.6 | 23 | 0 | 241 | |||||||||
| 19 Jun | 5021.50 | 250.2 | 1.2 (0.48%) | 25.34 | 39 | 1 | 241 | |||||||||
| 18 Jun | 5011.80 | 250 | 85 (51.52%) | 25.72 | 235 | 0 | 240 | |||||||||
| 17 Jun | 4878.40 | 164.55 | 10.55 (6.85%) | 23.94 | 118 | 9 | 239 | |||||||||
| 16 Jun | 4840.00 | 153.5 | -16.5 (-9.71%) | 25.7 | 240 | 5 | 230 | |||||||||
| 15 Jun | 4880.40 | 174.9 | -31.1 (-15.10%) | 24.74 | 346 | 225 | 225 | |||||||||
| 9 Jun | 4537.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 4359.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 May | 4522.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 4506.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 4900 expiring on 28JUL2026
Delta for 4900 CE is 0.67
Historical price for 4900 CE is as follows
On 22 Jun INDIGO was trading at 5035.70. The strike last trading price was 265.25, which was 15.25 higher than the previous day. The implied volatity was 26.6, the open interest changed by 0 which decreased total open position to 241
On 19 Jun INDIGO was trading at 5021.50. The strike last trading price was 250.2, which was 1.2 higher than the previous day. The implied volatity was 25.34, the open interest changed by 1 which increased total open position to 241
On 18 Jun INDIGO was trading at 5011.80. The strike last trading price was 250, which was 85 higher than the previous day. The implied volatity was 25.72, the open interest changed by 0 which decreased total open position to 240
On 17 Jun INDIGO was trading at 4878.40. The strike last trading price was 164.55, which was 10.55 higher than the previous day. The implied volatity was 23.94, the open interest changed by 9 which increased total open position to 239
On 16 Jun INDIGO was trading at 4840.00. The strike last trading price was 153.5, which was -16.5 lower than the previous day. The implied volatity was 25.7, the open interest changed by 5 which increased total open position to 230
On 15 Jun INDIGO was trading at 4880.40. The strike last trading price was 174.9, which was -31.1 lower than the previous day. The implied volatity was 24.74, the open interest changed by 225 which increased total open position to 225
On 9 Jun INDIGO was trading at 4537.60. The strike last trading price was 0, 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 8 Jun INDIGO was trading at 4359.70. The strike last trading price was 0, 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 8 May INDIGO was trading at 4522.70. The strike last trading price was 0, 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 7 May INDIGO was trading at 4506.90. The strike last trading price was 0, 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 28-Jul-2026 (36d) 4900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 0.06
Theta: -1.67
Gamma: 0.00086
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 5035.70 | 98.35 | -5.5 (-5.30%) | 26.72 | 206 | 71 | 141 |
| 19 Jun | 5021.50 | 103 | 0.55 (0.54%) | 25.91 | 35 | 10 | 71 |
| 18 Jun | 5011.80 | 102.85 | -53.05 (-34.03%) | 24.98 | 94 | 27 | 61 |
| 17 Jun | 4878.40 | 155.9 | -17.1 (-9.88%) | 24.07 | 14 | 8 | 33 |
| 16 Jun | 4840.00 | 173 | 17 (10.90%) | 23.41 | 9 | 4 | 24 |
| 15 Jun | 4880.40 | 156 | -344 (-68.80%) | 24.79 | 32 | 20 | 20 |
| 9 Jun | 4537.60 | 500 | -93 (-15.68%) | 18.41 | 2 | 0 | 0 |
| 8 Jun | 4359.70 | 500 | -93 (-15.68%) | 18.41 | 2 | 0 | 0 |
| 8 May | 4522.70 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 4506.90 | 0 | 0 | - | 0 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 4900 expiring on 28JUL2026
Delta for 4900 PE is -0.33
Historical price for 4900 PE is as follows
On 22 Jun INDIGO was trading at 5035.70. The strike last trading price was 98.35, which was -5.5 lower than the previous day. The implied volatity was 26.72, the open interest changed by 71 which increased total open position to 141
On 19 Jun INDIGO was trading at 5021.50. The strike last trading price was 103, which was 0.55 higher than the previous day. The implied volatity was 25.91, the open interest changed by 10 which increased total open position to 71
On 18 Jun INDIGO was trading at 5011.80. The strike last trading price was 102.85, which was -53.05 lower than the previous day. The implied volatity was 24.98, the open interest changed by 27 which increased total open position to 61
On 17 Jun INDIGO was trading at 4878.40. The strike last trading price was 155.9, which was -17.1 lower than the previous day. The implied volatity was 24.07, the open interest changed by 8 which increased total open position to 33
On 16 Jun INDIGO was trading at 4840.00. The strike last trading price was 173, which was 17 higher than the previous day. The implied volatity was 23.41, the open interest changed by 4 which increased total open position to 24
On 15 Jun INDIGO was trading at 4880.40. The strike last trading price was 156, which was -344 lower than the previous day. The implied volatity was 24.79, the open interest changed by 20 which increased total open position to 20
On 9 Jun INDIGO was trading at 4537.60. The strike last trading price was 500, which was -93 lower than the previous day. The implied volatity was 18.41, the open interest changed by 0 which decreased total open position to 0
On 8 Jun INDIGO was trading at 4359.70. The strike last trading price was 500, which was -93 lower than the previous day. The implied volatity was 18.41, the open interest changed by 0 which decreased total open position to 0
On 8 May INDIGO was trading at 4522.70. The strike last trading price was 0, 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 7 May INDIGO was trading at 4506.90. The strike last trading price was 0, 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
