Historical option data for INDIGO
23 Jun 2026 04:10 PM IST
| INDIGO 28-Jul-2026 (35d) 5000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.51
Vega: 0.06
Theta: -2.6
Gamma: 0.00098
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 4961.40 | 158.2 | -26.8 (-14.49%) | 26.39 | 562 | 42 | 496 | |||||||||
| 22 Jun | 5021.10 | 184 | -7 (-3.66%) | 25.47 | 513 | -25 | 454 | |||||||||
| 19 Jun | 5021.50 | 190.1 | 0.1 (0.05%) | 24.99 | 622 | -165 | 479 | |||||||||
| 18 Jun | 5011.80 | 192.75 | 70.75 (57.99%) | 25.98 | 753 | 106 | 643 | |||||||||
| 17 Jun | 4878.40 | 121.3 | 7.3 (6.40%) | 24.16 | 158 | 27 | 539 | |||||||||
| 16 Jun | 4840.00 | 112.65 | -16.35 (-12.67%) | 25.39 | 187 | 10 | 510 | |||||||||
| 15 Jun | 4880.40 | 128.3 | 48.3 (60.38%) | 24.31 | 594 | 215 | 499 | |||||||||
| 12 Jun | 4709.70 | 79.95 | 42.95 (116.08%) | 26.07 | 606 | 130 | 283 | |||||||||
| 11 Jun | 4502.40 | 39 | -7 (-15.22%) | 27.02 | 92 | 11 | 153 | |||||||||
| 10 Jun | 4524.90 | 45.05 | -1.95 (-4.15%) | 27.46 | 93 | 10 | 142 | |||||||||
| 9 Jun | 4537.60 | 45.8 | 15.8 (52.67%) | 26.98 | 62 | 25 | 132 | |||||||||
| 8 Jun | 4359.70 | 31.35 | -16.65 (-34.69%) | 29.6 | 62 | -1 | 107 | |||||||||
| 5 Jun | 4481.30 | 47.3 | -5.7 (-10.75%) | 28.4 | 33 | 8 | 107 | |||||||||
| 4 Jun | 4508.80 | 54.2 | 0.2 (0.37%) | 27.76 | 50 | 12 | 97 | |||||||||
| 3 Jun | 4512.10 | 63 | 17 (36.96%) | 28.04 | 54 | 14 | 84 | |||||||||
| 2 Jun | 4466.10 | 45.35 | -0.65 (-1.41%) | 27.33 | 54 | 27 | 70 | |||||||||
| 1 Jun | 4453.30 | 43.4 | -16.6 (-27.67%) | 27.35 | 51 | 38 | 44 | |||||||||
| 29 May | 4405.00 | 60.05 | 0.05 (0.08%) | - | 3 | 0 | 6 | |||||||||
| 27 May | 4570.00 | 60.05 | 0.05 (0.08%) | - | 3 | 0 | 6 | |||||||||
| 26 May | 4480.80 | 60.05 | 0.05 (0.08%) | - | 3 | 0 | 6 | |||||||||
| 25 May | 4501.90 | 60.05 | 0.05 (0.08%) | - | 3 | 0 | 6 | |||||||||
| 22 May | 4438.60 | 60.05 | 0.05 (0.08%) | 29.82 | 3 | 0 | 6 | |||||||||
| 21 May | 4403.00 | 60.05 | 0.05 (0.08%) | 29.82 | 3 | 3 | 6 | |||||||||
| 20 May | 4264.60 | 60 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 19 May | 4230.30 | 60 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 18 May | 4275.70 | 60 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 15 May | 4314.90 | 60 | -17 (-22.08%) | 31.78 | 1 | 1 | 3 | |||||||||
| 14 May | 4280.50 | 76.95 | -28.05 (-26.71%) | 0 | 1 | -1 | 2 | |||||||||
| 13 May | 4255.80 | 110 | 5 (4.76%) | 0 | 0 | 0 | 3 | |||||||||
| 12 May | 4201.70 | 110 | 5 (4.76%) | 0 | 0 | 0 | 3 | |||||||||
| 11 May | 4299.40 | 110 | 5 (4.76%) | 0 | 0 | 0 | 3 | |||||||||
| 8 May | 4522.70 | 110 | 5 (4.76%) | 30.5 | 0 | 0 | 3 | |||||||||
| 7 May | 4506.90 | 110 | 10 (10.00%) | 30.5 | 2 | 0 | 1 | |||||||||
For Interglobe Aviation Ltd - strike price 5000 expiring on 28JUL2026
Delta for 5000 CE is 0.51
Historical price for 5000 CE is as follows
On 23 Jun INDIGO was trading at 4961.40. The strike last trading price was 158.2, which was -26.8 lower than the previous day. The implied volatity was 26.39, the open interest changed by 42 which increased total open position to 496
On 22 Jun INDIGO was trading at 5021.10. The strike last trading price was 184, which was -7 lower than the previous day. The implied volatity was 25.47, the open interest changed by -25 which decreased total open position to 454
On 19 Jun INDIGO was trading at 5021.50. The strike last trading price was 190.1, which was 0.1 higher than the previous day. The implied volatity was 24.99, the open interest changed by -165 which decreased total open position to 479
On 18 Jun INDIGO was trading at 5011.80. The strike last trading price was 192.75, which was 70.75 higher than the previous day. The implied volatity was 25.98, the open interest changed by 106 which increased total open position to 643
On 17 Jun INDIGO was trading at 4878.40. The strike last trading price was 121.3, which was 7.3 higher than the previous day. The implied volatity was 24.16, the open interest changed by 27 which increased total open position to 539
On 16 Jun INDIGO was trading at 4840.00. The strike last trading price was 112.65, which was -16.35 lower than the previous day. The implied volatity was 25.39, the open interest changed by 10 which increased total open position to 510
On 15 Jun INDIGO was trading at 4880.40. The strike last trading price was 128.3, which was 48.3 higher than the previous day. The implied volatity was 24.31, the open interest changed by 215 which increased total open position to 499
On 12 Jun INDIGO was trading at 4709.70. The strike last trading price was 79.95, which was 42.95 higher than the previous day. The implied volatity was 26.07, the open interest changed by 130 which increased total open position to 283
On 11 Jun INDIGO was trading at 4502.40. The strike last trading price was 39, which was -7 lower than the previous day. The implied volatity was 27.02, the open interest changed by 11 which increased total open position to 153
On 10 Jun INDIGO was trading at 4524.90. The strike last trading price was 45.05, which was -1.95 lower than the previous day. The implied volatity was 27.46, the open interest changed by 10 which increased total open position to 142
On 9 Jun INDIGO was trading at 4537.60. The strike last trading price was 45.8, which was 15.8 higher than the previous day. The implied volatity was 26.98, the open interest changed by 25 which increased total open position to 132
On 8 Jun INDIGO was trading at 4359.70. The strike last trading price was 31.35, which was -16.65 lower than the previous day. The implied volatity was 29.6, the open interest changed by -1 which decreased total open position to 107
On 5 Jun INDIGO was trading at 4481.30. The strike last trading price was 47.3, which was -5.7 lower than the previous day. The implied volatity was 28.4, the open interest changed by 8 which increased total open position to 107
On 4 Jun INDIGO was trading at 4508.80. The strike last trading price was 54.2, which was 0.2 higher than the previous day. The implied volatity was 27.76, the open interest changed by 12 which increased total open position to 97
On 3 Jun INDIGO was trading at 4512.10. The strike last trading price was 63, which was 17 higher than the previous day. The implied volatity was 28.04, the open interest changed by 14 which increased total open position to 84
On 2 Jun INDIGO was trading at 4466.10. The strike last trading price was 45.35, which was -0.65 lower than the previous day. The implied volatity was 27.33, the open interest changed by 27 which increased total open position to 70
On 1 Jun INDIGO was trading at 4453.30. The strike last trading price was 43.4, which was -16.6 lower than the previous day. The implied volatity was 27.35, the open interest changed by 38 which increased total open position to 44
On 29 May INDIGO was trading at 4405.00. The strike last trading price was 60.05, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 27 May INDIGO was trading at 4570.00. The strike last trading price was 60.05, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 26 May INDIGO was trading at 4480.80. The strike last trading price was 60.05, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 25 May INDIGO was trading at 4501.90. The strike last trading price was 60.05, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 22 May INDIGO was trading at 4438.60. The strike last trading price was 60.05, which was 0.05 higher than the previous day. The implied volatity was 29.82, the open interest changed by 0 which decreased total open position to 6
On 21 May INDIGO was trading at 4403.00. The strike last trading price was 60.05, which was 0.05 higher than the previous day. The implied volatity was 29.82, the open interest changed by 3 which increased total open position to 6
On 20 May INDIGO was trading at 4264.60. The strike last trading price was 60, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 May INDIGO was trading at 4230.30. The strike last trading price was 60, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 May INDIGO was trading at 4275.70. The strike last trading price was 60, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 May INDIGO was trading at 4314.90. The strike last trading price was 60, which was -17 lower than the previous day. The implied volatity was 31.78, the open interest changed by 1 which increased total open position to 3
On 14 May INDIGO was trading at 4280.50. The strike last trading price was 76.95, which was -28.05 lower than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 2
On 13 May INDIGO was trading at 4255.80. The strike last trading price was 110, which was 5 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 12 May INDIGO was trading at 4201.70. The strike last trading price was 110, which was 5 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 11 May INDIGO was trading at 4299.40. The strike last trading price was 110, which was 5 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 8 May INDIGO was trading at 4522.70. The strike last trading price was 110, which was 5 higher than the previous day. The implied volatity was 30.5, the open interest changed by 0 which decreased total open position to 3
On 7 May INDIGO was trading at 4506.90. The strike last trading price was 110, which was 10 higher than the previous day. The implied volatity was 30.5, the open interest changed by 0 which decreased total open position to 1
| INDIGO 28-Jul-2026 (35d) 5000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 0.06
Theta: -1.76
Gamma: 0.00102
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 4961.40 | 161 | 14.65 (10.01%) | 25.36 | 396 | 54 | 339 |
| 22 Jun | 5021.10 | 146.75 | 4.1 (2.87%) | 26.46 | 287 | 96 | 286 |
| 19 Jun | 5021.50 | 142.25 | -1.8 (-1.25%) | 25.44 | 88 | 17 | 190 |
| 18 Jun | 5011.80 | 143 | -70.25 (-32.94%) | 24.54 | 145 | 55 | 170 |
| 17 Jun | 4878.40 | 226.65 | 226.65 (-5.91%) | 23.62 | 24 | 10 | 115 |
| 16 Jun | 4840.00 | 226 | 14.2 (6.70%) | 23.25 | 24 | 6 | 105 |
| 15 Jun | 4880.40 | 219.6 | -109.05 (-33.18%) | 24.65 | 86 | 25 | 99 |
| 12 Jun | 4709.70 | 325.85 | -134.15 (-29.16%) | 24.49 | 67 | 35 | 73 |
| 11 Jun | 4502.40 | 460 | 460 (-1.08%) | 22.4 | 1 | 0 | 38 |
| 10 Jun | 4524.90 | 460 | -5 (-1.08%) | 22.4 | 1 | 0 | 37 |
| 9 Jun | 4537.60 | 465 | -135 (-22.50%) | 24.43 | 5 | -1 | 37 |
| 8 Jun | 4359.70 | 600 | 97.75 (19.46%) | 24.01 | 2 | 0 | 38 |
| 5 Jun | 4481.30 | 502 | 1.35 (0.27%) | 21.45 | 11 | 1 | 28 |
| 4 Jun | 4508.80 | 500.65 | -7.7 (-1.51%) | 23.17 | 24 | 2 | 23 |
| 3 Jun | 4512.10 | 465 | -20.3 (-4.18%) | 27.13 | 16 | 11 | 16 |
| 2 Jun | 4466.10 | 485.3 | 485.3 (-26.86%) | 27.22 | 5 | 0 | 5 |
| 1 Jun | 4453.30 | 485.3 | -178.25 (-26.86%) | 27.22 | 5 | 5 | 5 |
| 29 May | 4405.00 | 0 | 0 | - | 0 | 0 | 0 |
| 27 May | 4570.00 | 0 | 0 | - | 0 | 0 | 0 |
| 26 May | 4480.80 | 0 | 0 | - | 0 | 0 | 0 |
| 25 May | 4501.90 | 0 | 0 | - | 0 | 0 | 0 |
| 22 May | 4438.60 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 4403.00 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 4264.60 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 4230.30 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 4275.70 | 0 | 0 | - | 0 | 0 | 0 |
| 15 May | 4314.90 | 0 | 0 | - | 0 | 0 | 0 |
| 14 May | 4280.50 | 0 | 0 | - | 0 | 0 | 0 |
| 13 May | 4255.80 | 0 | 0 | - | 0 | 0 | 0 |
| 12 May | 4201.70 | 0 | 0 | - | 0 | 0 | 0 |
| 11 May | 4299.40 | 0 | 0 | - | 0 | 0 | 0 |
| 8 May | 4522.70 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 4506.90 | 0 | 0 | - | 0 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 5000 expiring on 28JUL2026
Delta for 5000 PE is -0.49
Historical price for 5000 PE is as follows
On 23 Jun INDIGO was trading at 4961.40. The strike last trading price was 161, which was 14.65 higher than the previous day. The implied volatity was 25.36, the open interest changed by 54 which increased total open position to 339
On 22 Jun INDIGO was trading at 5021.10. The strike last trading price was 146.75, which was 4.1 higher than the previous day. The implied volatity was 26.46, the open interest changed by 96 which increased total open position to 286
On 19 Jun INDIGO was trading at 5021.50. The strike last trading price was 142.25, which was -1.8 lower than the previous day. The implied volatity was 25.44, the open interest changed by 17 which increased total open position to 190
On 18 Jun INDIGO was trading at 5011.80. The strike last trading price was 143, which was -70.25 lower than the previous day. The implied volatity was 24.54, the open interest changed by 55 which increased total open position to 170
On 17 Jun INDIGO was trading at 4878.40. The strike last trading price was 226.65, which was 226.65 higher than the previous day. The implied volatity was 23.62, the open interest changed by 10 which increased total open position to 115
On 16 Jun INDIGO was trading at 4840.00. The strike last trading price was 226, which was 14.2 higher than the previous day. The implied volatity was 23.25, the open interest changed by 6 which increased total open position to 105
On 15 Jun INDIGO was trading at 4880.40. The strike last trading price was 219.6, which was -109.05 lower than the previous day. The implied volatity was 24.65, the open interest changed by 25 which increased total open position to 99
On 12 Jun INDIGO was trading at 4709.70. The strike last trading price was 325.85, which was -134.15 lower than the previous day. The implied volatity was 24.49, the open interest changed by 35 which increased total open position to 73
On 11 Jun INDIGO was trading at 4502.40. The strike last trading price was 460, which was 460 higher than the previous day. The implied volatity was 22.4, the open interest changed by 0 which decreased total open position to 38
On 10 Jun INDIGO was trading at 4524.90. The strike last trading price was 460, which was -5 lower than the previous day. The implied volatity was 22.4, the open interest changed by 0 which decreased total open position to 37
On 9 Jun INDIGO was trading at 4537.60. The strike last trading price was 465, which was -135 lower than the previous day. The implied volatity was 24.43, the open interest changed by -1 which decreased total open position to 37
On 8 Jun INDIGO was trading at 4359.70. The strike last trading price was 600, which was 97.75 higher than the previous day. The implied volatity was 24.01, the open interest changed by 0 which decreased total open position to 38
On 5 Jun INDIGO was trading at 4481.30. The strike last trading price was 502, which was 1.35 higher than the previous day. The implied volatity was 21.45, the open interest changed by 1 which increased total open position to 28
On 4 Jun INDIGO was trading at 4508.80. The strike last trading price was 500.65, which was -7.7 lower than the previous day. The implied volatity was 23.17, the open interest changed by 2 which increased total open position to 23
On 3 Jun INDIGO was trading at 4512.10. The strike last trading price was 465, which was -20.3 lower than the previous day. The implied volatity was 27.13, the open interest changed by 11 which increased total open position to 16
On 2 Jun INDIGO was trading at 4466.10. The strike last trading price was 485.3, which was 485.3 higher than the previous day. The implied volatity was 27.22, the open interest changed by 0 which decreased total open position to 5
On 1 Jun INDIGO was trading at 4453.30. The strike last trading price was 485.3, which was -178.25 lower than the previous day. The implied volatity was 27.22, the open interest changed by 5 which increased total open position to 5
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
On 27 May INDIGO was trading at 4570.00. 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 May INDIGO was trading at 4480.80. 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 25 May INDIGO was trading at 4501.90. 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 22 May INDIGO was trading at 4438.60. 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 21 May INDIGO was trading at 4403.00. 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 May INDIGO was trading at 4264.60. 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 May INDIGO was trading at 4230.30. 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 18 May INDIGO was trading at 4275.70. 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 15 May INDIGO was trading at 4314.90. 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 14 May INDIGO was trading at 4280.50. 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 13 May INDIGO was trading at 4255.80. 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 12 May INDIGO was trading at 4201.70. 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 11 May INDIGO was trading at 4299.40. 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 8 May INDIGO was trading at 4522.70. 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 7 May INDIGO was trading at 4506.90. 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
