INDIGO

Interglobe Aviation Ltd

5081.5 -75.50 (-1.46%)

L: 5047.5 H: 5168

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Historical option data for INDIGO
24 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 27-JAN-2026 5000 CE
Delta: 0.64 Vega: 5.80 Theta: -2.99 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	5081.50	224.5 ₹ 33,675	-51.55 -7732.50	25.40	404 60,600	66 9,900	1,025 1,53,750
23 Dec	5157.00	273.25 ₹ 40,987.5	-4.4 -660.00	24.54	204 30,600	33 4,950	960 1,44,000
22 Dec	5145.50	275 ₹ 41,250	-2.7 -405.00	25.42	512 76,800	74 11,100	926 1,38,900
19 Dec	5153.50	265 ₹ 39,750	-1.5 -225.00	25.79	328 49,200	-124 -18,600	851 1,27,650
18 Dec	5115.50	268 ₹ 40,200	67.8 10170.00	24.48	1,549 2,32,350	-411 -61,650	975 1,46,250
17 Dec	4980.50	198.5 ₹ 29,775	-6.15 -922.50	27.39	340 51,000	-34 -5,100	1,391 2,08,650
16 Dec	4974.00	203.05 ₹ 30,457.5	-12.55 -1882.50	28.53	598 89,700	114 17,100	1,408 2,11,200
15 Dec	4965.50	213 ₹ 31,950	38.35 5752.50	30.05	1,114 1,67,100	163 24,450	1,294 1,94,100
12 Dec	4860.50	173.8 ₹ 26,070	3.9 585.00	30.18	749 1,12,350	17 2,550	1,128 1,69,200
11 Dec	4819.00	170.9 ₹ 25,635	-4.4 -660.00	32.02	1,127 1,69,050	141 21,150	1,111 1,66,650
10 Dec	4805.50	172.7 ₹ 25,905	-92.05 -13807.50	32.60	1,202 1,80,300	446 66,900	970 1,45,500
9 Dec	4967.50	281.45 ₹ 42,217.5	7.9 1185.00	34.94	1,278 1,91,700	103 15,450	522 78,300
8 Dec	4923.50	268 ₹ 40,200	-222 -33300.00	38.59	863 1,29,450	408 61,200	415 62,250
5 Dec	5370.50	490 ₹ 73,500	-463.3 -69495.00	25.19	8 1,200	6 900	6 900

4 Dec	5436.50	953.3 ₹ 1,42,995	0 0.00	-	0 0	0 0	0 0
3 Dec	5595.50	953.3 ₹ 1,42,995	0 0.00	-	0 0	0 0	0 0

For Interglobe Aviation Ltd - strike price 5000 expiring on 27JAN2026

Delta for 5000 CE is 0.64

Historical price for 5000 CE is as follows

On 24 Dec INDIGO was trading at 5081.50. The strike last trading price was 224.5, which was -51.55 lower than the previous day. The implied volatity was 25.40, the open interest changed by 66 which increased total open position to 1025

On 23 Dec INDIGO was trading at 5157.00. The strike last trading price was 273.25, which was -4.4 lower than the previous day. The implied volatity was 24.54, the open interest changed by 33 which increased total open position to 960

On 22 Dec INDIGO was trading at 5145.50. The strike last trading price was 275, which was -2.7 lower than the previous day. The implied volatity was 25.42, the open interest changed by 74 which increased total open position to 926

On 19 Dec INDIGO was trading at 5153.50. The strike last trading price was 265, which was -1.5 lower than the previous day. The implied volatity was 25.79, the open interest changed by -124 which decreased total open position to 851

On 18 Dec INDIGO was trading at 5115.50. The strike last trading price was 268, which was 67.8 higher than the previous day. The implied volatity was 24.48, the open interest changed by -411 which decreased total open position to 975

On 17 Dec INDIGO was trading at 4980.50. The strike last trading price was 198.5, which was -6.15 lower than the previous day. The implied volatity was 27.39, the open interest changed by -34 which decreased total open position to 1391

On 16 Dec INDIGO was trading at 4974.00. The strike last trading price was 203.05, which was -12.55 lower than the previous day. The implied volatity was 28.53, the open interest changed by 114 which increased total open position to 1408

On 15 Dec INDIGO was trading at 4965.50. The strike last trading price was 213, which was 38.35 higher than the previous day. The implied volatity was 30.05, the open interest changed by 163 which increased total open position to 1294

On 12 Dec INDIGO was trading at 4860.50. The strike last trading price was 173.8, which was 3.9 higher than the previous day. The implied volatity was 30.18, the open interest changed by 17 which increased total open position to 1128

On 11 Dec INDIGO was trading at 4819.00. The strike last trading price was 170.9, which was -4.4 lower than the previous day. The implied volatity was 32.02, the open interest changed by 141 which increased total open position to 1111

On 10 Dec INDIGO was trading at 4805.50. The strike last trading price was 172.7, which was -92.05 lower than the previous day. The implied volatity was 32.60, the open interest changed by 446 which increased total open position to 970

On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 281.45, which was 7.9 higher than the previous day. The implied volatity was 34.94, the open interest changed by 103 which increased total open position to 522

On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 268, which was -222 lower than the previous day. The implied volatity was 38.59, the open interest changed by 408 which increased total open position to 415

On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 490, which was -463.3 lower than the previous day. The implied volatity was 25.19, the open interest changed by 6 which increased total open position to 6

On 4 Dec INDIGO was trading at 5436.50. The strike last trading price was 953.3, 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 953.3, 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 27JAN2026 5000 PE
Delta: -0.36 Vega: 5.82 Theta: -1.70 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	5081.50	105 ₹ 15,750	9.65 1447.50	26.07	1,507 2,26,050	247 37,050	3,369 5,05,350
23 Dec	5157.00	96.75 ₹ 14,512.5	-11.85 -1777.50	28.72	623 93,450	-34 -5,100	3,122 4,68,300
22 Dec	5145.50	109.5 ₹ 16,425	5.6 840.00	30.14	2,036 3,05,400	973 1,45,950	3,161 4,74,150
19 Dec	5153.50	118 ₹ 17,700	5.2 780.00	28.92	2,180 3,27,000	1,481 2,22,150	2,181 3,27,150
18 Dec	5115.50	110.05 ₹ 16,507.5	-75.65 -11347.50	28.01	669 1,00,350	12 1,800	699 1,04,850
17 Dec	4980.50	185 ₹ 27,750	-11.6 -1740.00	30.32	102 15,300	24 3,600	687 1,03,050
16 Dec	4974.00	199.25 ₹ 29,887.5	8.9 1335.00	31.43	172 25,800	57 8,550	658 98,700
15 Dec	4965.50	194.3 ₹ 29,145	-62.6 -9390.00	30.09	256 38,400	48 7,200	599 89,850
12 Dec	4860.50	254 ₹ 38,100	-34.8 -5220.00	30.88	155 23,250	-10 -1,500	561 84,150
11 Dec	4819.00	285 ₹ 42,750	-24.1 -3615.00	31.96	314 47,100	-62 -9,300	570 85,500
10 Dec	4805.50	310 ₹ 46,500	67 10050.00	34.44	653 97,950	130 19,500	632 94,800
9 Dec	4967.50	236 ₹ 35,400	-64.1 -9615.00	36.22	1,093 1,63,950	-276 -41,400	497 74,550
8 Dec	4923.50	307.4 ₹ 46,110	247.2 37080.00	40.65	2,094 3,14,100	540 81,000	771 1,15,650
5 Dec	5370.50	60.5 ₹ 9,075	14.1 2115.00	27.05	860 1,29,000	106 15,900	223 33,450
4 Dec	5436.50	45.95 ₹ 6,892.5	34.45 5167.50	27.14	274 41,100	115 17,250	117 17,550
3 Dec	5595.50	11.5 ₹ 1,725	-57.2 -8580.00	-	0 0	0 0	0 0

For Interglobe Aviation Ltd - strike price 5000 expiring on 27JAN2026

Delta for 5000 PE is -0.36

Historical price for 5000 PE is as follows

On 24 Dec INDIGO was trading at 5081.50. The strike last trading price was 105, which was 9.65 higher than the previous day. The implied volatity was 26.07, the open interest changed by 247 which increased total open position to 3369

On 23 Dec INDIGO was trading at 5157.00. The strike last trading price was 96.75, which was -11.85 lower than the previous day. The implied volatity was 28.72, the open interest changed by -34 which decreased total open position to 3122

On 22 Dec INDIGO was trading at 5145.50. The strike last trading price was 109.5, which was 5.6 higher than the previous day. The implied volatity was 30.14, the open interest changed by 973 which increased total open position to 3161

On 19 Dec INDIGO was trading at 5153.50. The strike last trading price was 118, which was 5.2 higher than the previous day. The implied volatity was 28.92, the open interest changed by 1481 which increased total open position to 2181

On 18 Dec INDIGO was trading at 5115.50. The strike last trading price was 110.05, which was -75.65 lower than the previous day. The implied volatity was 28.01, the open interest changed by 12 which increased total open position to 699

On 17 Dec INDIGO was trading at 4980.50. The strike last trading price was 185, which was -11.6 lower than the previous day. The implied volatity was 30.32, the open interest changed by 24 which increased total open position to 687

On 16 Dec INDIGO was trading at 4974.00. The strike last trading price was 199.25, which was 8.9 higher than the previous day. The implied volatity was 31.43, the open interest changed by 57 which increased total open position to 658

On 15 Dec INDIGO was trading at 4965.50. The strike last trading price was 194.3, which was -62.6 lower than the previous day. The implied volatity was 30.09, the open interest changed by 48 which increased total open position to 599

On 12 Dec INDIGO was trading at 4860.50. The strike last trading price was 254, which was -34.8 lower than the previous day. The implied volatity was 30.88, the open interest changed by -10 which decreased total open position to 561

On 11 Dec INDIGO was trading at 4819.00. The strike last trading price was 285, which was -24.1 lower than the previous day. The implied volatity was 31.96, the open interest changed by -62 which decreased total open position to 570

On 10 Dec INDIGO was trading at 4805.50. The strike last trading price was 310, which was 67 higher than the previous day. The implied volatity was 34.44, the open interest changed by 130 which increased total open position to 632

On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 236, which was -64.1 lower than the previous day. The implied volatity was 36.22, the open interest changed by -276 which decreased total open position to 497

On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 307.4, which was 247.2 higher than the previous day. The implied volatity was 40.65, the open interest changed by 540 which increased total open position to 771

On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 60.5, which was 14.1 higher than the previous day. The implied volatity was 27.05, the open interest changed by 106 which increased total open position to 223

On 4 Dec INDIGO was trading at 5436.50. The strike last trading price was 45.95, which was 34.45 higher than the previous day. The implied volatity was 27.14, the open interest changed by 115 which increased total open position to 117

On 3 Dec INDIGO was trading at 5595.50. The strike last trading price was 11.5, which was -57.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

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