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 4950 CE
Delta: 0.58 Vega: 4.68 Theta: -4.90 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	4967.50	212.2 ₹ 31,830	-1.4 -210.00	37.35	17,440 26,16,000	496 74,400	1,352 2,02,800
8 Dec	4923.50	201.5 ₹ 30,225	-744.2 -111630.00	43.20	7,316 10,97,400	879 1,31,850	879 1,31,850
5 Dec	5370.50	945.7 ₹ 1,41,855	0 0.00	-	0 0	0 0	0 0
4 Dec	5436.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Dec	5595.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
2 Dec	5697.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
1 Dec	5794.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

28 Nov	5901.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Nov	5919.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
26 Nov	5913.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
20 Nov	5785.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
19 Nov	5758.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Interglobe Aviation Ltd - strike price 4950 expiring on 30DEC2025

Delta for 4950 CE is 0.58

Historical price for 4950 CE is as follows

On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 212.2, which was -1.4 lower than the previous day. The implied volatity was 37.35, the open interest changed by 496 which increased total open position to 1352

On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 201.5, which was -744.2 lower than the previous day. The implied volatity was 43.20, the open interest changed by 879 which increased total open position to 879

On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 945.7, 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 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 3 Dec INDIGO was trading at 5595.50. 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 2 Dec INDIGO was trading at 5697.50. 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 1 Dec INDIGO was trading at 5794.00. 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 28 Nov INDIGO was trading at 5901.50. 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 27 Nov INDIGO was trading at 5919.00. 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 26 Nov INDIGO was trading at 5913.00. 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 20 Nov INDIGO was trading at 5785.50. 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 19 Nov INDIGO was trading at 5758.50. 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 30DEC2025 4950 PE
Delta: -0.42 Vega: 4.68 Theta: -3.59 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	4967.50	147.8 ₹ 22,170	-66.8 -10020.00	37.78	12,788 19,18,200	337 50,550	1,145 1,71,750
8 Dec	4923.50	221.35 ₹ 33,202.5	193.65 29047.50	44.68	29,239 43,85,850	636 95,400	807 1,21,050
5 Dec	5370.50	28.35 ₹ 4,252.5	-6.45 -967.50	30.58	1,131 1,69,650	172 25,800	172 25,800
4 Dec	5436.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Dec	5595.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
2 Dec	5697.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
1 Dec	5794.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
28 Nov	5901.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Nov	5919.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
26 Nov	5913.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
20 Nov	5785.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
19 Nov	5758.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Interglobe Aviation Ltd - strike price 4950 expiring on 30DEC2025

Delta for 4950 PE is -0.42

Historical price for 4950 PE is as follows

On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 147.8, which was -66.8 lower than the previous day. The implied volatity was 37.78, the open interest changed by 337 which increased total open position to 1145

On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 221.35, which was 193.65 higher than the previous day. The implied volatity was 44.68, the open interest changed by 636 which increased total open position to 807

On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 28.35, which was -6.45 lower than the previous day. The implied volatity was 30.58, the open interest changed by 172 which increased total open position to 172

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