INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
20 Dec 2024 04:11 PM IST
| INDIGO 26DEC2024 5000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.21
Theta: -0.81
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4395.60 | 1.3 | -0.30 | 45.32 | 374 | -55 | 496 | |||
| 19 Dec | 4434.05 | 1.6 | 0.10 | 40.54 | 53 | 9 | 552 | |||
| 18 Dec | 4390.35 | 1.5 | -0.15 | 39.44 | 43 | 2 | 545 | |||
| 17 Dec | 4386.80 | 1.65 | 0.15 | 38.92 | 62 | 25 | 542 | |||
| 16 Dec | 4406.75 | 1.5 | -0.35 | 34.92 | 138 | 22 | 518 | |||
| 13 Dec | 4432.90 | 1.85 | -0.80 | 29.99 | 178 | -19 | 496 | |||
| 12 Dec | 4464.35 | 2.65 | -0.40 | 29.12 | 274 | 27 | 512 | |||
| 11 Dec | 4465.55 | 3.05 | -0.95 | 27.86 | 206 | 49 | 483 | |||
| 10 Dec | 4477.00 | 4 | -1.10 | 28.37 | 137 | 60 | 432 | |||
| 9 Dec | 4489.45 | 5.1 | -1.15 | 28.02 | 498 | 11 | 371 | |||
| 6 Dec | 4469.20 | 6.25 | 3.25 | 25.92 | 478 | 169 | 364 | |||
| 5 Dec | 4368.55 | 3 | -0.10 | 27.67 | 58 | -14 | 194 | |||
|
|
||||||||||
| 4 Dec | 4370.85 | 3.1 | -0.90 | 26.72 | 40 | -5 | 209 | |||
| 3 Dec | 4405.50 | 4 | -0.75 | 25.93 | 196 | 40 | 214 | |||
| 2 Dec | 4409.25 | 4.75 | -0.50 | 26.33 | 283 | 73 | 169 | |||
| 29 Nov | 4378.90 | 5.25 | -0.75 | 26.14 | 250 | 61 | 108 | |||
| 28 Nov | 4352.65 | 6 | -308.85 | 27.26 | 75 | 47 | 47 | |||
| 23 Oct | 4520.00 | 314.85 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 4524.40 | 314.85 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 4591.00 | 314.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 4678.95 | 314.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 4693.45 | 314.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 4609.35 | 314.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 4716.85 | 314.85 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 4905.25 | 314.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 4787.45 | 314.85 | - | 0 | 0 | 0 | ||||
For Interglobe Aviation Ltd - strike price 5000 expiring on 26DEC2024
Delta for 5000 CE is 0.01
Historical price for 5000 CE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 1.3, which was -0.30 lower than the previous day. The implied volatity was 45.32, the open interest changed by -55 which decreased total open position to 496
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 1.6, which was 0.10 higher than the previous day. The implied volatity was 40.54, the open interest changed by 9 which increased total open position to 552
On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 1.5, which was -0.15 lower than the previous day. The implied volatity was 39.44, the open interest changed by 2 which increased total open position to 545
On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 1.65, which was 0.15 higher than the previous day. The implied volatity was 38.92, the open interest changed by 25 which increased total open position to 542
On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 1.5, which was -0.35 lower than the previous day. The implied volatity was 34.92, the open interest changed by 22 which increased total open position to 518
On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 1.85, which was -0.80 lower than the previous day. The implied volatity was 29.99, the open interest changed by -19 which decreased total open position to 496
On 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 2.65, which was -0.40 lower than the previous day. The implied volatity was 29.12, the open interest changed by 27 which increased total open position to 512
On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 3.05, which was -0.95 lower than the previous day. The implied volatity was 27.86, the open interest changed by 49 which increased total open position to 483
On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 4, which was -1.10 lower than the previous day. The implied volatity was 28.37, the open interest changed by 60 which increased total open position to 432
On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 5.1, which was -1.15 lower than the previous day. The implied volatity was 28.02, the open interest changed by 11 which increased total open position to 371
On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 6.25, which was 3.25 higher than the previous day. The implied volatity was 25.92, the open interest changed by 169 which increased total open position to 364
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 3, which was -0.10 lower than the previous day. The implied volatity was 27.67, the open interest changed by -14 which decreased total open position to 194
On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 3.1, which was -0.90 lower than the previous day. The implied volatity was 26.72, the open interest changed by -5 which decreased total open position to 209
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 4, which was -0.75 lower than the previous day. The implied volatity was 25.93, the open interest changed by 40 which increased total open position to 214
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 4.75, which was -0.50 lower than the previous day. The implied volatity was 26.33, the open interest changed by 73 which increased total open position to 169
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 5.25, which was -0.75 lower than the previous day. The implied volatity was 26.14, the open interest changed by 61 which increased total open position to 108
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 6, which was -308.85 lower than the previous day. The implied volatity was 27.26, the open interest changed by 47 which increased total open position to 47
On 23 Oct INDIGO was trading at 4520.00. The strike last trading price was 314.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct INDIGO was trading at 4524.40. The strike last trading price was 314.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct INDIGO was trading at 4591.00. The strike last trading price was 314.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct INDIGO was trading at 4678.95. The strike last trading price was 314.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct INDIGO was trading at 4693.45. The strike last trading price was 314.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct INDIGO was trading at 4609.35. The strike last trading price was 314.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct INDIGO was trading at 4716.85. The strike last trading price was 314.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct INDIGO was trading at 4905.25. The strike last trading price was 314.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept INDIGO was trading at 4787.45. The strike last trading price was 314.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDIGO 26DEC2024 5000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4395.60 | 597.35 | 27.35 | - | 6 | 3 | 46 |
| 19 Dec | 4434.05 | 570 | -25.90 | 61.77 | 6 | -4 | 45 |
| 18 Dec | 4390.35 | 595.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 4386.80 | 595.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 4406.75 | 595.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 4432.90 | 595.9 | 75.90 | 61.19 | 2 | 0 | 49 |
| 12 Dec | 4464.35 | 520 | 20.00 | - | 2 | 0 | 47 |
| 11 Dec | 4465.55 | 500 | 3.00 | - | 2 | 0 | 45 |
| 10 Dec | 4477.00 | 497 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 4489.45 | 497 | 0.00 | 0.00 | 0 | 4 | 0 |
| 6 Dec | 4469.20 | 497 | -90.85 | 38.43 | 4 | 0 | 41 |
| 5 Dec | 4368.55 | 587.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 4370.85 | 587.85 | -22.15 | - | 1 | 0 | 41 |
| 3 Dec | 4405.50 | 610 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 4409.25 | 610 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 4378.90 | 610 | 0.00 | 0.00 | 0 | 41 | 0 |
| 28 Nov | 4352.65 | 610 | 610.00 | 24.40 | 41 | 38 | 38 |
| 23 Oct | 4520.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 4524.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 4591.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 4678.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 4693.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 4609.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 4716.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 4905.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 4787.45 | 0 | - | 0 | 0 | 0 | |
For Interglobe Aviation Ltd - strike price 5000 expiring on 26DEC2024
Delta for 5000 PE is -
Historical price for 5000 PE is as follows
On 20 Dec INDIGO was trading at 4395.60. The strike last trading price was 597.35, which was 27.35 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 46
On 19 Dec INDIGO was trading at 4434.05. The strike last trading price was 570, which was -25.90 lower than the previous day. The implied volatity was 61.77, the open interest changed by -4 which decreased total open position to 45
On 18 Dec INDIGO was trading at 4390.35. The strike last trading price was 595.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Dec INDIGO was trading at 4386.80. The strike last trading price was 595.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 16 Dec INDIGO was trading at 4406.75. The strike last trading price was 595.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Dec INDIGO was trading at 4432.90. The strike last trading price was 595.9, which was 75.90 higher than the previous day. The implied volatity was 61.19, the open interest changed by 0 which decreased total open position to 49
On 12 Dec INDIGO was trading at 4464.35. The strike last trading price was 520, which was 20.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47
On 11 Dec INDIGO was trading at 4465.55. The strike last trading price was 500, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45
On 10 Dec INDIGO was trading at 4477.00. The strike last trading price was 497, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec INDIGO was trading at 4489.45. The strike last trading price was 497, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 6 Dec INDIGO was trading at 4469.20. The strike last trading price was 497, which was -90.85 lower than the previous day. The implied volatity was 38.43, the open interest changed by 0 which decreased total open position to 41
On 5 Dec INDIGO was trading at 4368.55. The strike last trading price was 587.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Dec INDIGO was trading at 4370.85. The strike last trading price was 587.85, which was -22.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 3 Dec INDIGO was trading at 4405.50. The strike last trading price was 610, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Dec INDIGO was trading at 4409.25. The strike last trading price was 610, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Nov INDIGO was trading at 4378.90. The strike last trading price was 610, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 41 which increased total open position to 0
On 28 Nov INDIGO was trading at 4352.65. The strike last trading price was 610, which was 610.00 higher than the previous day. The implied volatity was 24.40, the open interest changed by 38 which increased total open position to 38
On 23 Oct INDIGO was trading at 4520.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct INDIGO was trading at 4524.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct INDIGO was trading at 4591.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct INDIGO was trading at 4678.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct INDIGO was trading at 4693.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct INDIGO was trading at 4609.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct INDIGO was trading at 4716.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct INDIGO was trading at 4905.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept INDIGO was trading at 4787.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
