INDIGO
Interglobe Aviation Ltd
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































































































































































































































