INDIGO

Interglobe Aviation Ltd

4967.5 +44.00 (0.89%)

L: 4817 H: 5017

Back to Option Chain

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 5000 CE
Delta: 0.53 Vega: 4.76 Theta: -4.87 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	4967.50	185 ₹ 27,750	0.65 97.50	37.06	53,814 80,72,100	5,009 7,51,350	8,451 12,67,650
8 Dec	4923.50	175.75 ₹ 26,362.5	-253.4 -38010.00	42.50	34,999 52,49,850	3,373 5,05,950	3,421 5,13,150
5 Dec	5370.50	428 ₹ 64,200	-44 -6600.00	27.46	178 26,700	36 5,400	48 7,200
4 Dec	5436.50	472 ₹ 70,800	-356 -53400.00	-	15 2,250	4 600	12 1,800
3 Dec	5595.50	828 ₹ 1,24,200	28 4200.00	-	0 0	0 0	0 0
2 Dec	5697.50	828 ₹ 1,24,200	28 4200.00	-	0 0	0 0	0 0
1 Dec	5794.00	828 ₹ 1,24,200	28 4200.00	35.91	2 300	0 0	8 1,200
28 Nov	5901.50	800 ₹ 1,20,000	-107 -16050.00	-	0 0	0 0	0 0
27 Nov	5919.00	800 ₹ 1,20,000	-107 -16050.00	-	0 0	0 0	0 0
26 Nov	5913.00	800 ₹ 1,20,000	-107 -16050.00	-	0 0	1 150	0 0
25 Nov	5775.00	800 ₹ 1,20,000	-107 -16050.00	-	1 150	0 0	7 1,050
24 Nov	5805.50	907 ₹ 1,36,050	57 8550.00	-	0 0	2 300	0 0
21 Nov	5843.50	907 ₹ 1,36,050	57 8550.00	34.34	2 300	0 0	5 750
20 Nov	5785.50	850 ₹ 1,27,500	55 8250.00	-	2 300	1 150	4 600
19 Nov	5758.50	795 ₹ 1,19,250	-125 -18750.00	-	1 150	0 0	2 300
18 Nov	5739.50	920 ₹ 1,38,000	138.5 20775.00	-	0 0	2 300	0 0

17 Nov	5873.00	920 ₹ 1,38,000	138.5 20775.00	-	2 300	1 150	1 150
13 Nov	5905.50	781.5 ₹ 1,17,225	0 0.00	-	0 0	0 0	0 0
12 Nov	5795.50	781.5 ₹ 1,17,225	0 0.00	-	0 0	0 0	0 0

For Interglobe Aviation Ltd - strike price 5000 expiring on 30DEC2025

Delta for 5000 CE is 0.53

Historical price for 5000 CE is as follows

On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 185, which was 0.65 higher than the previous day. The implied volatity was 37.06, the open interest changed by 5009 which increased total open position to 8451

On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 175.75, which was -253.4 lower than the previous day. The implied volatity was 42.50, the open interest changed by 3373 which increased total open position to 3421

On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 428, which was -44 lower than the previous day. The implied volatity was 27.46, the open interest changed by 36 which increased total open position to 48

On 4 Dec INDIGO was trading at 5436.50. The strike last trading price was 472, which was -356 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 12

On 3 Dec INDIGO was trading at 5595.50. The strike last trading price was 828, which was 28 higher 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 828, which was 28 higher 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 828, which was 28 higher than the previous day. The implied volatity was 35.91, the open interest changed by 0 which decreased total open position to 8

On 28 Nov INDIGO was trading at 5901.50. The strike last trading price was 800, which was -107 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 800, which was -107 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 800, which was -107 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 25 Nov INDIGO was trading at 5775.00. The strike last trading price was 800, which was -107 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7

On 24 Nov INDIGO was trading at 5805.50. The strike last trading price was 907, which was 57 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 21 Nov INDIGO was trading at 5843.50. The strike last trading price was 907, which was 57 higher than the previous day. The implied volatity was 34.34, the open interest changed by 0 which decreased total open position to 5

On 20 Nov INDIGO was trading at 5785.50. The strike last trading price was 850, which was 55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4

On 19 Nov INDIGO was trading at 5758.50. The strike last trading price was 795, which was -125 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 18 Nov INDIGO was trading at 5739.50. The strike last trading price was 920, which was 138.5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 17 Nov INDIGO was trading at 5873.00. The strike last trading price was 920, which was 138.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1

On 13 Nov INDIGO was trading at 5905.50. The strike last trading price was 781.5, 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 12 Nov INDIGO was trading at 5795.50. The strike last trading price was 781.5, 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 5000 PE
Delta: -0.47 Vega: 4.76 Theta: -3.60 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	4967.50	171.95 ₹ 25,792.5	-65.9 -9885.00	37.82	25,643 38,46,450	560 84,000	4,435 6,65,250
8 Dec	4923.50	243.9 ₹ 36,585	211.25 31687.50	43.68	1,08,101 1,62,15,150	1,288 1,93,200	3,995 5,99,250
5 Dec	5370.50	33.55 ₹ 5,032.5	13.25 1987.50	29.75	24,914 37,37,100	1,298 1,94,700	2,711 4,06,650
4 Dec	5436.50	20.05 ₹ 3,007.5	14.4 2160.00	28.58	8,299 12,44,850	1,206 1,80,900	1,405 2,10,750
3 Dec	5595.50	5.65 ₹ 847.5	0.6 90.00	25.15	27 4,050	-1 -150	200 30,000
2 Dec	5697.50	5 ₹ 750	0.15 22.50	27.06	105 15,750	5 750	200 30,000
1 Dec	5794.00	7 ₹ 1,050	2.95 442.50	30.35	89 13,350	2 300	196 29,400
28 Nov	5901.50	4.05 ₹ 607.5	1 150.00	29.56	2 300	0 0	195 29,250
27 Nov	5919.00	3 ₹ 450	-0.95 -142.50	28.26	32 4,800	4 600	195 29,250
26 Nov	5913.00	4.05 ₹ 607.5	-2.85 -427.50	28.80	228 34,200	112 16,800	189 28,350
25 Nov	5775.00	6.8 ₹ 1,020	-0.65 -97.50	27.66	58 8,700	19 2,850	76 11,400
24 Nov	5805.50	7.45 ₹ 1,117.5	1.15 172.50	28.68	22 3,300	5 750	57 8,550
21 Nov	5843.50	6.7 ₹ 1,005	1.2 180.00	27.82	7 1,050	-5 -750	51 7,650
20 Nov	5785.50	5.5 ₹ 825	-3.9 -585.00	25.79	13 1,950	-2 -300	52 7,800
19 Nov	5758.50	9.4 ₹ 1,410	-1.4 -210.00	27.37	77 11,550	29 4,350	56 8,400
18 Nov	5739.50	10.85 ₹ 1,627.5	5.25 787.50	27.64	18 2,700	13 1,950	26 3,900
17 Nov	5873.00	5.45 ₹ 817.5	-5 -750.00	26.62	6 900	-1 -150	13 1,950
13 Nov	5905.50	10.45 ₹ 1,567.5	1.6 240.00	29.54	11 1,650	3 450	15 2,250
12 Nov	5795.50	8.85 ₹ 1,327.5	-102.45 -15367.50	25.63	12 1,800	4 600	4 600

For Interglobe Aviation Ltd - strike price 5000 expiring on 30DEC2025

Delta for 5000 PE is -0.47

Historical price for 5000 PE is as follows

On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 171.95, which was -65.9 lower than the previous day. The implied volatity was 37.82, the open interest changed by 560 which increased total open position to 4435

On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 243.9, which was 211.25 higher than the previous day. The implied volatity was 43.68, the open interest changed by 1288 which increased total open position to 3995

On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 33.55, which was 13.25 higher than the previous day. The implied volatity was 29.75, the open interest changed by 1298 which increased total open position to 2711

On 4 Dec INDIGO was trading at 5436.50. The strike last trading price was 20.05, which was 14.4 higher than the previous day. The implied volatity was 28.58, the open interest changed by 1206 which increased total open position to 1405

On 3 Dec INDIGO was trading at 5595.50. The strike last trading price was 5.65, which was 0.6 higher than the previous day. The implied volatity was 25.15, the open interest changed by -1 which decreased total open position to 200

On 2 Dec INDIGO was trading at 5697.50. The strike last trading price was 5, which was 0.15 higher than the previous day. The implied volatity was 27.06, the open interest changed by 5 which increased total open position to 200

On 1 Dec INDIGO was trading at 5794.00. The strike last trading price was 7, which was 2.95 higher than the previous day. The implied volatity was 30.35, the open interest changed by 2 which increased total open position to 196

On 28 Nov INDIGO was trading at 5901.50. The strike last trading price was 4.05, which was 1 higher than the previous day. The implied volatity was 29.56, the open interest changed by 0 which decreased total open position to 195

On 27 Nov INDIGO was trading at 5919.00. The strike last trading price was 3, which was -0.95 lower than the previous day. The implied volatity was 28.26, the open interest changed by 4 which increased total open position to 195

On 26 Nov INDIGO was trading at 5913.00. The strike last trading price was 4.05, which was -2.85 lower than the previous day. The implied volatity was 28.80, the open interest changed by 112 which increased total open position to 189

On 25 Nov INDIGO was trading at 5775.00. The strike last trading price was 6.8, which was -0.65 lower than the previous day. The implied volatity was 27.66, the open interest changed by 19 which increased total open position to 76

On 24 Nov INDIGO was trading at 5805.50. The strike last trading price was 7.45, which was 1.15 higher than the previous day. The implied volatity was 28.68, the open interest changed by 5 which increased total open position to 57

On 21 Nov INDIGO was trading at 5843.50. The strike last trading price was 6.7, which was 1.2 higher than the previous day. The implied volatity was 27.82, the open interest changed by -5 which decreased total open position to 51

On 20 Nov INDIGO was trading at 5785.50. The strike last trading price was 5.5, which was -3.9 lower than the previous day. The implied volatity was 25.79, the open interest changed by -2 which decreased total open position to 52

On 19 Nov INDIGO was trading at 5758.50. The strike last trading price was 9.4, which was -1.4 lower than the previous day. The implied volatity was 27.37, the open interest changed by 29 which increased total open position to 56

On 18 Nov INDIGO was trading at 5739.50. The strike last trading price was 10.85, which was 5.25 higher than the previous day. The implied volatity was 27.64, the open interest changed by 13 which increased total open position to 26

On 17 Nov INDIGO was trading at 5873.00. The strike last trading price was 5.45, which was -5 lower than the previous day. The implied volatity was 26.62, the open interest changed by -1 which decreased total open position to 13

On 13 Nov INDIGO was trading at 5905.50. The strike last trading price was 10.45, which was 1.6 higher than the previous day. The implied volatity was 29.54, the open interest changed by 3 which increased total open position to 15

On 12 Nov INDIGO was trading at 5795.50. The strike last trading price was 8.85, which was -102.45 lower than the previous day. The implied volatity was 25.63, the open interest changed by 4 which increased total open position to 4

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