Historical option data for INDIGO
23 Jun 2026 01:28 PM IST
| INDIGO 28-Jul-2026 (35d) 4950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 0.06
Theta: -2.51
Gamma: 0.00091
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 4986.20 | 219.15 | 0.15 (0.07%) | 26.59 | 13 | 0 | 40 | |||||||||
| 22 Jun | 5021.10 | 219.15 | 1.15 (0.53%) | 26.59 | 13 | 0 | 40 | |||||||||
| 19 Jun | 5021.50 | 218.1 | -3.9 (-1.76%) | 24.79 | 8 | 2 | 37 | |||||||||
| 18 Jun | 5011.80 | 225 | 80 (55.17%) | 26.79 | 23 | 1 | 29 | |||||||||
| 17 Jun | 4878.40 | 145 | 16 (12.40%) | 24.56 | 2 | 0 | 28 | |||||||||
| 16 Jun | 4840.00 | 128.75 | -23.25 (-15.30%) | 25.32 | 2 | 1 | 27 | |||||||||
| 15 Jun | 4880.40 | 152.15 | 99.15 (187.08%) | 24 | 26 | -4 | 26 | |||||||||
| 12 Jun | 4709.70 | 52.55 | -0.45 (-0.85%) | - | 5 | 0 | 30 | |||||||||
| 11 Jun | 4502.40 | 52.55 | -0.45 (-0.85%) | - | 5 | 0 | 30 | |||||||||
| 10 Jun | 4524.90 | 52.55 | -0.45 (-0.85%) | - | 5 | 0 | 30 | |||||||||
| 9 Jun | 4537.60 | 52.55 | -0.45 (-0.85%) | - | 5 | 0 | 30 | |||||||||
| 8 Jun | 4359.70 | 52.55 | -0.45 (-0.85%) | - | 5 | 0 | 30 | |||||||||
| 5 Jun | 4481.30 | 52.55 | -0.45 (-0.85%) | - | 5 | 0 | 30 | |||||||||
| 4 Jun | 4508.80 | 52.55 | -0.45 (-0.85%) | - | 5 | 0 | 30 | |||||||||
| 3 Jun | 4512.10 | 52.55 | -0.45 (-0.85%) | 27.3 | 5 | 0 | 30 | |||||||||
| 2 Jun | 4466.10 | 53.5 | -10.5 (-16.41%) | 27.3 | 5 | 2 | 29 | |||||||||
| 1 Jun | 4453.30 | 63.85 | -13.15 (-17.08%) | 27.71 | 39 | 18 | 27 | |||||||||
| 29 May | 4405.00 | 77.1 | -68.9 (-47.19%) | 32.81 | 11 | 6 | 6 | |||||||||
For Interglobe Aviation Ltd - strike price 4950 expiring on 28JUL2026
Delta for 4950 CE is 0.61
Historical price for 4950 CE is as follows
On 23 Jun INDIGO was trading at 4986.20. The strike last trading price was 219.15, which was 0.15 higher than the previous day. The implied volatity was 26.59, the open interest changed by 0 which decreased total open position to 40
On 22 Jun INDIGO was trading at 5021.10. The strike last trading price was 219.15, which was 1.15 higher than the previous day. The implied volatity was 26.59, the open interest changed by 0 which decreased total open position to 40
On 19 Jun INDIGO was trading at 5021.50. The strike last trading price was 218.1, which was -3.9 lower than the previous day. The implied volatity was 24.79, the open interest changed by 2 which increased total open position to 37
On 18 Jun INDIGO was trading at 5011.80. The strike last trading price was 225, which was 80 higher than the previous day. The implied volatity was 26.79, the open interest changed by 1 which increased total open position to 29
On 17 Jun INDIGO was trading at 4878.40. The strike last trading price was 145, which was 16 higher than the previous day. The implied volatity was 24.56, the open interest changed by 0 which decreased total open position to 28
On 16 Jun INDIGO was trading at 4840.00. The strike last trading price was 128.75, which was -23.25 lower than the previous day. The implied volatity was 25.32, the open interest changed by 1 which increased total open position to 27
On 15 Jun INDIGO was trading at 4880.40. The strike last trading price was 152.15, which was 99.15 higher than the previous day. The implied volatity was 24, the open interest changed by -4 which decreased total open position to 26
On 12 Jun INDIGO was trading at 4709.70. The strike last trading price was 52.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 11 Jun INDIGO was trading at 4502.40. The strike last trading price was 52.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 10 Jun INDIGO was trading at 4524.90. The strike last trading price was 52.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 9 Jun INDIGO was trading at 4537.60. The strike last trading price was 52.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 8 Jun INDIGO was trading at 4359.70. The strike last trading price was 52.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 5 Jun INDIGO was trading at 4481.30. The strike last trading price was 52.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 4 Jun INDIGO was trading at 4508.80. The strike last trading price was 52.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 3 Jun INDIGO was trading at 4512.10. The strike last trading price was 52.55, which was -0.45 lower than the previous day. The implied volatity was 27.3, the open interest changed by 0 which decreased total open position to 30
On 2 Jun INDIGO was trading at 4466.10. The strike last trading price was 53.5, which was -10.5 lower than the previous day. The implied volatity was 27.3, the open interest changed by 2 which increased total open position to 29
On 1 Jun INDIGO was trading at 4453.30. The strike last trading price was 63.85, which was -13.15 lower than the previous day. The implied volatity was 27.71, the open interest changed by 18 which increased total open position to 27
On 29 May INDIGO was trading at 4405.00. The strike last trading price was 77.1, which was -68.9 lower than the previous day. The implied volatity was 32.81, the open interest changed by 6 which increased total open position to 6
| INDIGO 28-Jul-2026 (35d) 4950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 4986.20 | 452.2 | 452.2 | - | 6 | 0 | 6 |
| 22 Jun | 5021.10 | 452.2 | 452.2 | - | 6 | 0 | 6 |
| 19 Jun | 5021.50 | 452.2 | 452.2 | - | 6 | 0 | 6 |
| 18 Jun | 5011.80 | 452.2 | 452.2 | - | 6 | 0 | 6 |
| 17 Jun | 4878.40 | 452.2 | 452.2 | - | 6 | 0 | 6 |
| 16 Jun | 4840.00 | 452.2 | 452.2 | - | 6 | 0 | 6 |
| 15 Jun | 4880.40 | 452.2 | 452.2 | - | 6 | 0 | 6 |
| 12 Jun | 4709.70 | 452.2 | 452.2 | - | 6 | 0 | 6 |
| 11 Jun | 4502.40 | 452.2 | 452.2 | - | 6 | 0 | 6 |
| 10 Jun | 4524.90 | 452.2 | 452.2 | - | 6 | 0 | 6 |
| 9 Jun | 4537.60 | 452.2 | 452.2 | - | 6 | 0 | 6 |
| 8 Jun | 4359.70 | 452.2 | 452.2 | - | 6 | 0 | 6 |
| 5 Jun | 4481.30 | 452.2 | 452.2 | - | 6 | 0 | 6 |
| 4 Jun | 4508.80 | 452.2 | 452.2 | - | 6 | 0 | 6 |
| 3 Jun | 4512.10 | 452.2 | 452.2 | - | 6 | 0 | 6 |
| 2 Jun | 4466.10 | 452.2 | 452.2 (-19.90%) | 14.17 | 6 | 0 | 6 |
| 1 Jun | 4453.30 | 452.2 | -112.35 (-19.90%) | 14.17 | 6 | 6 | 6 |
| 29 May | 4405.00 | 0 | 0 | - | 0 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 4950 expiring on 28JUL2026
Delta for 4950 PE is -
Historical price for 4950 PE is as follows
On 23 Jun INDIGO was trading at 4986.20. The strike last trading price was 452.2, which was 452.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 22 Jun INDIGO was trading at 5021.10. The strike last trading price was 452.2, which was 452.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 19 Jun INDIGO was trading at 5021.50. The strike last trading price was 452.2, which was 452.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 18 Jun INDIGO was trading at 5011.80. The strike last trading price was 452.2, which was 452.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 17 Jun INDIGO was trading at 4878.40. The strike last trading price was 452.2, which was 452.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 16 Jun INDIGO was trading at 4840.00. The strike last trading price was 452.2, which was 452.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 15 Jun INDIGO was trading at 4880.40. The strike last trading price was 452.2, which was 452.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 12 Jun INDIGO was trading at 4709.70. The strike last trading price was 452.2, which was 452.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 11 Jun INDIGO was trading at 4502.40. The strike last trading price was 452.2, which was 452.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 10 Jun INDIGO was trading at 4524.90. The strike last trading price was 452.2, which was 452.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 9 Jun INDIGO was trading at 4537.60. The strike last trading price was 452.2, which was 452.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 8 Jun INDIGO was trading at 4359.70. The strike last trading price was 452.2, which was 452.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 Jun INDIGO was trading at 4481.30. The strike last trading price was 452.2, which was 452.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 4 Jun INDIGO was trading at 4508.80. The strike last trading price was 452.2, which was 452.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 3 Jun INDIGO was trading at 4512.10. The strike last trading price was 452.2, which was 452.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 2 Jun INDIGO was trading at 4466.10. The strike last trading price was 452.2, which was 452.2 higher than the previous day. The implied volatity was 14.17, the open interest changed by 0 which decreased total open position to 6
On 1 Jun INDIGO was trading at 4453.30. The strike last trading price was 452.2, which was -112.35 lower than the previous day. The implied volatity was 14.17, the open interest changed by 6 which increased total open position to 6
On 29 May INDIGO was trading at 4405.00. 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
