[--[65.84.65.76]--]

INDIGO

Interglobe Aviation Ltd
5025.5 -77.00 (-1.51%)
L: 5020 H: 5140.5

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Historical option data for INDIGO

06 Jan 2026 02:26 PM IST
INDIGO 27-JAN-2026 5100 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
6 Jan 5028.00 84.85 -50.15 - 6,501 2,961 4,724
5 Jan 5102.50 132.8 -10.85 23.46 2,526 -8 1,760
2 Jan 5106.00 144.5 -5.5 23.28 1,734 -16 1,777
1 Jan 5110.50 147.7 31.5 23.34 6,456 -64 1,798
31 Dec 5059.50 116.05 3.25 21.35 2,809 401 1,863
30 Dec 5018.00 116.1 -37.3 25.36 3,207 353 1,464
29 Dec 5085.50 153 1.5 24.54 1,052 132 1,113
26 Dec 5074.00 153 -13.1 24.71 1,758 373 964
24 Dec 5081.50 166 -46 24.91 987 192 622
23 Dec 5157.00 213.55 -0.05 25.10 341 52 430
22 Dec 5145.50 216.55 0.5 25.94 329 31 372
19 Dec 5153.50 206.7 -3.25 25.82 474 31 333
18 Dec 5115.50 211 56 24.97 788 14 302
17 Dec 4980.50 155 -6.05 27.80 35 -2 287
16 Dec 4974.00 158.1 -9.9 28.60 71 28 289
15 Dec 4965.50 168 32.5 30.05 124 12 262
12 Dec 4860.50 138 7.7 30.53 55 13 250
11 Dec 4819.00 132 -6.6 31.57 95 -20 239
10 Dec 4805.50 136.85 -88.1 32.55 250 45 258
9 Dec 4967.50 230 3.6 34.35 243 3 211
8 Dec 4923.50 222.75 -139.7 38.20 431 207 208
5 Dec 5370.50 362.45 -511 15.70 1 0 0
4 Dec 5436.50 873.45 0 - 0 0 0
3 Dec 5595.50 873.45 0 - 0 0 0
7 Nov 5583.50 0 0 - 0 0 0


For Interglobe Aviation Ltd - strike price 5100 expiring on 27JAN2026

Delta for 5100 CE is -

Historical price for 5100 CE is as follows

On 6 Jan INDIGO was trading at 5028.00. The strike last trading price was 84.85, which was -50.15 lower than the previous day. The implied volatity was -, the open interest changed by 2961 which increased total open position to 4724


On 5 Jan INDIGO was trading at 5102.50. The strike last trading price was 132.8, which was -10.85 lower than the previous day. The implied volatity was 23.46, the open interest changed by -8 which decreased total open position to 1760


On 2 Jan INDIGO was trading at 5106.00. The strike last trading price was 144.5, which was -5.5 lower than the previous day. The implied volatity was 23.28, the open interest changed by -16 which decreased total open position to 1777


On 1 Jan INDIGO was trading at 5110.50. The strike last trading price was 147.7, which was 31.5 higher than the previous day. The implied volatity was 23.34, the open interest changed by -64 which decreased total open position to 1798


On 31 Dec INDIGO was trading at 5059.50. The strike last trading price was 116.05, which was 3.25 higher than the previous day. The implied volatity was 21.35, the open interest changed by 401 which increased total open position to 1863


On 30 Dec INDIGO was trading at 5018.00. The strike last trading price was 116.1, which was -37.3 lower than the previous day. The implied volatity was 25.36, the open interest changed by 353 which increased total open position to 1464


On 29 Dec INDIGO was trading at 5085.50. The strike last trading price was 153, which was 1.5 higher than the previous day. The implied volatity was 24.54, the open interest changed by 132 which increased total open position to 1113


On 26 Dec INDIGO was trading at 5074.00. The strike last trading price was 153, which was -13.1 lower than the previous day. The implied volatity was 24.71, the open interest changed by 373 which increased total open position to 964


On 24 Dec INDIGO was trading at 5081.50. The strike last trading price was 166, which was -46 lower than the previous day. The implied volatity was 24.91, the open interest changed by 192 which increased total open position to 622


On 23 Dec INDIGO was trading at 5157.00. The strike last trading price was 213.55, which was -0.05 lower than the previous day. The implied volatity was 25.10, the open interest changed by 52 which increased total open position to 430


On 22 Dec INDIGO was trading at 5145.50. The strike last trading price was 216.55, which was 0.5 higher than the previous day. The implied volatity was 25.94, the open interest changed by 31 which increased total open position to 372


On 19 Dec INDIGO was trading at 5153.50. The strike last trading price was 206.7, which was -3.25 lower than the previous day. The implied volatity was 25.82, the open interest changed by 31 which increased total open position to 333


On 18 Dec INDIGO was trading at 5115.50. The strike last trading price was 211, which was 56 higher than the previous day. The implied volatity was 24.97, the open interest changed by 14 which increased total open position to 302


On 17 Dec INDIGO was trading at 4980.50. The strike last trading price was 155, which was -6.05 lower than the previous day. The implied volatity was 27.80, the open interest changed by -2 which decreased total open position to 287


On 16 Dec INDIGO was trading at 4974.00. The strike last trading price was 158.1, which was -9.9 lower than the previous day. The implied volatity was 28.60, the open interest changed by 28 which increased total open position to 289


On 15 Dec INDIGO was trading at 4965.50. The strike last trading price was 168, which was 32.5 higher than the previous day. The implied volatity was 30.05, the open interest changed by 12 which increased total open position to 262


On 12 Dec INDIGO was trading at 4860.50. The strike last trading price was 138, which was 7.7 higher than the previous day. The implied volatity was 30.53, the open interest changed by 13 which increased total open position to 250


On 11 Dec INDIGO was trading at 4819.00. The strike last trading price was 132, which was -6.6 lower than the previous day. The implied volatity was 31.57, the open interest changed by -20 which decreased total open position to 239


On 10 Dec INDIGO was trading at 4805.50. The strike last trading price was 136.85, which was -88.1 lower than the previous day. The implied volatity was 32.55, the open interest changed by 45 which increased total open position to 258


On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 230, which was 3.6 higher than the previous day. The implied volatity was 34.35, the open interest changed by 3 which increased total open position to 211


On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 222.75, which was -139.7 lower than the previous day. The implied volatity was 38.20, the open interest changed by 207 which increased total open position to 208


On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 362.45, which was -511 lower than the previous day. The implied volatity was 15.70, the open interest changed by 0 which decreased total open position to 0


On 4 Dec INDIGO was trading at 5436.50. The strike last trading price was 873.45, 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 873.45, 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 Nov INDIGO was trading at 5583.50. 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


INDIGO 27JAN2026 5100 PE
Delta: -0.55
Vega: 4.78
Theta: -1.94
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
6 Jan 5028.00 139 32.9 24.07 2,585 79 1,453
5 Jan 5102.50 106.75 1.2 24.39 2,558 72 1,375
2 Jan 5106.00 104.95 -2.95 23.33 2,184 368 1,303
1 Jan 5110.50 108.8 -28.8 23.67 3,291 68 931
31 Dec 5059.50 138.5 -33.45 25.00 847 109 863
30 Dec 5018.00 170.8 29.45 25.66 1,668 50 758
29 Dec 5085.50 141.2 0.2 26.93 653 153 709
26 Dec 5074.00 142.7 -1.85 24.75 1,207 97 554
24 Dec 5081.50 145 14.55 25.44 732 72 462
23 Dec 5157.00 131 -13.3 28.06 247 11 390
22 Dec 5145.50 142.4 4.95 29.05 266 96 383
19 Dec 5153.50 155 2.25 28.19 277 100 282
18 Dec 5115.50 148.4 -100.6 27.70 261 86 183
17 Dec 4980.50 249 -3.35 32.02 1 0 97
16 Dec 4974.00 254.65 -86.25 31.72 6 2 96
15 Dec 4965.50 340.9 -35.95 - 0 0 0
12 Dec 4860.50 340.9 -35.95 - 0 0 94
11 Dec 4819.00 340.9 -35.95 30.95 1 0 94
10 Dec 4805.50 376.85 85.3 35.06 15 6 95
9 Dec 4967.50 286.25 -65.75 36.03 39 13 87
8 Dec 4923.50 352 272.9 39.05 147 61 74
5 Dec 5370.50 79.1 19.75 26.13 18 3 12
4 Dec 5436.50 59.35 -28 26.04 12 8 8
3 Dec 5595.50 87.35 0 - 0 0 0
7 Nov 5583.50 87.35 0 - 0 0 0


For Interglobe Aviation Ltd - strike price 5100 expiring on 27JAN2026

Delta for 5100 PE is -0.55

Historical price for 5100 PE is as follows

On 6 Jan INDIGO was trading at 5028.00. The strike last trading price was 139, which was 32.9 higher than the previous day. The implied volatity was 24.07, the open interest changed by 79 which increased total open position to 1453


On 5 Jan INDIGO was trading at 5102.50. The strike last trading price was 106.75, which was 1.2 higher than the previous day. The implied volatity was 24.39, the open interest changed by 72 which increased total open position to 1375


On 2 Jan INDIGO was trading at 5106.00. The strike last trading price was 104.95, which was -2.95 lower than the previous day. The implied volatity was 23.33, the open interest changed by 368 which increased total open position to 1303


On 1 Jan INDIGO was trading at 5110.50. The strike last trading price was 108.8, which was -28.8 lower than the previous day. The implied volatity was 23.67, the open interest changed by 68 which increased total open position to 931


On 31 Dec INDIGO was trading at 5059.50. The strike last trading price was 138.5, which was -33.45 lower than the previous day. The implied volatity was 25.00, the open interest changed by 109 which increased total open position to 863


On 30 Dec INDIGO was trading at 5018.00. The strike last trading price was 170.8, which was 29.45 higher than the previous day. The implied volatity was 25.66, the open interest changed by 50 which increased total open position to 758


On 29 Dec INDIGO was trading at 5085.50. The strike last trading price was 141.2, which was 0.2 higher than the previous day. The implied volatity was 26.93, the open interest changed by 153 which increased total open position to 709


On 26 Dec INDIGO was trading at 5074.00. The strike last trading price was 142.7, which was -1.85 lower than the previous day. The implied volatity was 24.75, the open interest changed by 97 which increased total open position to 554


On 24 Dec INDIGO was trading at 5081.50. The strike last trading price was 145, which was 14.55 higher than the previous day. The implied volatity was 25.44, the open interest changed by 72 which increased total open position to 462


On 23 Dec INDIGO was trading at 5157.00. The strike last trading price was 131, which was -13.3 lower than the previous day. The implied volatity was 28.06, the open interest changed by 11 which increased total open position to 390


On 22 Dec INDIGO was trading at 5145.50. The strike last trading price was 142.4, which was 4.95 higher than the previous day. The implied volatity was 29.05, the open interest changed by 96 which increased total open position to 383


On 19 Dec INDIGO was trading at 5153.50. The strike last trading price was 155, which was 2.25 higher than the previous day. The implied volatity was 28.19, the open interest changed by 100 which increased total open position to 282


On 18 Dec INDIGO was trading at 5115.50. The strike last trading price was 148.4, which was -100.6 lower than the previous day. The implied volatity was 27.70, the open interest changed by 86 which increased total open position to 183


On 17 Dec INDIGO was trading at 4980.50. The strike last trading price was 249, which was -3.35 lower than the previous day. The implied volatity was 32.02, the open interest changed by 0 which decreased total open position to 97


On 16 Dec INDIGO was trading at 4974.00. The strike last trading price was 254.65, which was -86.25 lower than the previous day. The implied volatity was 31.72, the open interest changed by 2 which increased total open position to 96


On 15 Dec INDIGO was trading at 4965.50. The strike last trading price was 340.9, which was -35.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec INDIGO was trading at 4860.50. The strike last trading price was 340.9, which was -35.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 94


On 11 Dec INDIGO was trading at 4819.00. The strike last trading price was 340.9, which was -35.95 lower than the previous day. The implied volatity was 30.95, the open interest changed by 0 which decreased total open position to 94


On 10 Dec INDIGO was trading at 4805.50. The strike last trading price was 376.85, which was 85.3 higher than the previous day. The implied volatity was 35.06, the open interest changed by 6 which increased total open position to 95


On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 286.25, which was -65.75 lower than the previous day. The implied volatity was 36.03, the open interest changed by 13 which increased total open position to 87


On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 352, which was 272.9 higher than the previous day. The implied volatity was 39.05, the open interest changed by 61 which increased total open position to 74


On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 79.1, which was 19.75 higher than the previous day. The implied volatity was 26.13, the open interest changed by 3 which increased total open position to 12


On 4 Dec INDIGO was trading at 5436.50. The strike last trading price was 59.35, which was -28 lower than the previous day. The implied volatity was 26.04, the open interest changed by 8 which increased total open position to 8


On 3 Dec INDIGO was trading at 5595.50. The strike last trading price was 87.35, 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 Nov INDIGO was trading at 5583.50. The strike last trading price was 87.35, 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