[--[65.84.65.76]--]

INDIGO

Interglobe Aviation Ltd
4967.5 +44.00 (0.89%)
L: 4817 H: 5017

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Historical option data for INDIGO

09 Dec 2025 04:11 PM IST
INDIGO 30-DEC-2025 5050 CE
Delta: 0.49
Vega: 4.77
Theta: -4.80
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 4967.50 160 -1.1 36.77 10,502 508 1,107
8 Dec 4923.50 152.85 -235.15 41.99 9,443 580 615
5 Dec 5370.50 388 -471.6 27.89 197 35 35
4 Dec 5436.50 859.6 0 - 0 0 0
3 Dec 5595.50 859.6 0 - 0 0 0
2 Dec 5697.50 859.6 0 - 0 0 0
1 Dec 5794.00 859.6 0 - 0 0 0
28 Nov 5901.50 859.6 0 - 0 0 0
27 Nov 5919.00 859.6 0 - 0 0 0
26 Nov 5913.00 859.6 0 - 0 0 0
25 Nov 5775.00 859.6 0 - 0 0 0
24 Nov 5805.50 859.6 0 - 0 0 0
21 Nov 5843.50 859.6 0 - 0 0 0
20 Nov 5785.50 859.6 0 - 0 0 0
19 Nov 5758.50 859.6 0 - 0 0 0
18 Nov 5739.50 859.6 0 - 0 0 0
17 Nov 5873.00 859.6 0 - 0 0 0
13 Nov 5905.50 859.6 0 - 0 0 0
12 Nov 5795.50 859.6 0 - 0 0 0


For Interglobe Aviation Ltd - strike price 5050 expiring on 30DEC2025

Delta for 5050 CE is 0.49

Historical price for 5050 CE is as follows

On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 160, which was -1.1 lower than the previous day. The implied volatity was 36.77, the open interest changed by 508 which increased total open position to 1107


On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 152.85, which was -235.15 lower than the previous day. The implied volatity was 41.99, the open interest changed by 580 which increased total open position to 615


On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 388, which was -471.6 lower than the previous day. The implied volatity was 27.89, the open interest changed by 35 which increased total open position to 35


On 4 Dec INDIGO was trading at 5436.50. The strike last trading price was 859.6, 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 859.6, 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 2 Dec INDIGO was trading at 5697.50. The strike last trading price was 859.6, 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 1 Dec INDIGO was trading at 5794.00. The strike last trading price was 859.6, 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 28 Nov INDIGO was trading at 5901.50. The strike last trading price was 859.6, 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 Nov INDIGO was trading at 5919.00. The strike last trading price was 859.6, 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 Nov INDIGO was trading at 5913.00. The strike last trading price was 859.6, 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 Nov INDIGO was trading at 5775.00. The strike last trading price was 859.6, 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 24 Nov INDIGO was trading at 5805.50. The strike last trading price was 859.6, 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 Nov INDIGO was trading at 5843.50. The strike last trading price was 859.6, 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 Nov INDIGO was trading at 5785.50. The strike last trading price was 859.6, 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 Nov INDIGO was trading at 5758.50. The strike last trading price was 859.6, 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 Nov INDIGO was trading at 5739.50. The strike last trading price was 859.6, 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 17 Nov INDIGO was trading at 5873.00. The strike last trading price was 859.6, 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 Nov INDIGO was trading at 5905.50. The strike last trading price was 859.6, 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 859.6, 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 5050 PE
Delta: -0.51
Vega: 4.77
Theta: -3.50
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 4967.50 196.2 -69.25 37.43 2,700 250 923
8 Dec 4923.50 268.2 230.05 42.67 20,927 535 754
5 Dec 5370.50 39 14.9 28.73 3,038 103 221
4 Dec 5436.50 22.85 12.95 27.39 591 40 117
3 Dec 5595.50 7.25 2.05 24.59 7 2 78
2 Dec 5697.50 5.2 0.1 - 2 0 76
1 Dec 5794.00 5.1 1.35 - 1 0 76
28 Nov 5901.50 3.75 -3.3 27.82 11 -6 76
27 Nov 5919.00 7.05 -4.3 - 0 0 0
26 Nov 5913.00 7.05 -4.3 - 0 0 0
25 Nov 5775.00 7.05 -4.3 - 0 0 0
24 Nov 5805.50 7.05 -4.3 - 0 0 0
21 Nov 5843.50 7.05 -4.3 - 0 -2 0
20 Nov 5785.50 7.05 -4.3 25.54 13 -2 82
19 Nov 5758.50 11.25 -36.4 26.89 195 86 86
18 Nov 5739.50 47.65 0 - 0 0 0
17 Nov 5873.00 47.65 0 - 0 0 0
13 Nov 5905.50 47.65 0 - 0 0 0
12 Nov 5795.50 47.65 0 9.90 0 0 0


For Interglobe Aviation Ltd - strike price 5050 expiring on 30DEC2025

Delta for 5050 PE is -0.51

Historical price for 5050 PE is as follows

On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 196.2, which was -69.25 lower than the previous day. The implied volatity was 37.43, the open interest changed by 250 which increased total open position to 923


On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 268.2, which was 230.05 higher than the previous day. The implied volatity was 42.67, the open interest changed by 535 which increased total open position to 754


On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 39, which was 14.9 higher than the previous day. The implied volatity was 28.73, the open interest changed by 103 which increased total open position to 221


On 4 Dec INDIGO was trading at 5436.50. The strike last trading price was 22.85, which was 12.95 higher than the previous day. The implied volatity was 27.39, the open interest changed by 40 which increased total open position to 117


On 3 Dec INDIGO was trading at 5595.50. The strike last trading price was 7.25, which was 2.05 higher than the previous day. The implied volatity was 24.59, the open interest changed by 2 which increased total open position to 78


On 2 Dec INDIGO was trading at 5697.50. The strike last trading price was 5.2, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 76


On 1 Dec INDIGO was trading at 5794.00. The strike last trading price was 5.1, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 76


On 28 Nov INDIGO was trading at 5901.50. The strike last trading price was 3.75, which was -3.3 lower than the previous day. The implied volatity was 27.82, the open interest changed by -6 which decreased total open position to 76


On 27 Nov INDIGO was trading at 5919.00. The strike last trading price was 7.05, which was -4.3 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 7.05, which was -4.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov INDIGO was trading at 5775.00. The strike last trading price was 7.05, which was -4.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Nov INDIGO was trading at 5805.50. The strike last trading price was 7.05, which was -4.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov INDIGO was trading at 5843.50. The strike last trading price was 7.05, which was -4.3 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 20 Nov INDIGO was trading at 5785.50. The strike last trading price was 7.05, which was -4.3 lower than the previous day. The implied volatity was 25.54, the open interest changed by -2 which decreased total open position to 82


On 19 Nov INDIGO was trading at 5758.50. The strike last trading price was 11.25, which was -36.4 lower than the previous day. The implied volatity was 26.89, the open interest changed by 86 which increased total open position to 86


On 18 Nov INDIGO was trading at 5739.50. The strike last trading price was 47.65, 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 17 Nov INDIGO was trading at 5873.00. The strike last trading price was 47.65, 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 Nov INDIGO was trading at 5905.50. The strike last trading price was 47.65, 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 47.65, which was 0 lower than the previous day. The implied volatity was 9.90, the open interest changed by 0 which decreased total open position to 0