INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
20 Feb 2026 04:11 PM IST
| INDIGO 24-FEB-2026 5100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.63
Theta: -2.46
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 4854.60 | 4.15 | 0.8 | 30.35 | 1,156 | -103 | 732 | |||||||||
| 19 Feb | 4815.10 | 3.35 | -12.5 | 28.67 | 3,176 | -328 | 836 | |||||||||
| 18 Feb | 4980.40 | 15.2 | -11.05 | 21.66 | 1,733 | -11 | 1,268 | |||||||||
| 17 Feb | 4977.00 | 27 | 1.3 | 24.97 | 1,880 | 24 | 1,277 | |||||||||
| 16 Feb | 4940.80 | 27 | -1.85 | 26.22 | 1,262 | -10 | 1,251 | |||||||||
| 13 Feb | 4929.20 | 27.85 | -16.9 | 24.2 | 1,390 | -39 | 1,251 | |||||||||
| 12 Feb | 4982.80 | 44 | -15.9 | 23.48 | 1,518 | 228 | 1,292 | |||||||||
| 11 Feb | 5013.80 | 59 | 16.3 | 24.18 | 5,351 | 214 | 1,064 | |||||||||
| 10 Feb | 4960.40 | 42.05 | -0.55 | 22.43 | 1,683 | -91 | 843 | |||||||||
| 9 Feb | 4964.10 | 42.45 | 8.75 | 22.78 | 2,675 | -294 | 937 | |||||||||
| 6 Feb | 4909.40 | 32.5 | -19.1 | 21.54 | 910 | -18 | 1,236 | |||||||||
| 5 Feb | 4932.20 | 51.05 | -9.25 | 23.72 | 3,257 | 400 | 1,257 | |||||||||
| 4 Feb | 4960.70 | 59.15 | 5.2 | 22.93 | 2,286 | -43 | 857 | |||||||||
| 3 Feb | 4946.20 | 54.2 | 37.3 | 21.76 | 3,827 | -464 | 904 | |||||||||
| 2 Feb | 4687.00 | 16.7 | 0.85 | 25.95 | 613 | 29 | 1,355 | |||||||||
| 1 Feb | 4589.50 | 16.05 | -4.7 | 29.98 | 449 | 41 | 1,328 | |||||||||
| 30 Jan | 4596.50 | 20.3 | -2.85 | 29.84 | 518 | 98 | 1,281 | |||||||||
| 29 Jan | 4621.00 | 22.25 | -11.65 | 29.21 | 1,379 | 397 | 1,185 | |||||||||
| 28 Jan | 4749.00 | 33.8 | -10.15 | 25.35 | 1,426 | 94 | 788 | |||||||||
| 27 Jan | 4769.00 | 43.9 | 4.8 | 26.84 | 816 | 117 | 682 | |||||||||
| 23 Jan | 4704.50 | 39.5 | -59.85 | 26.56 | 1,982 | 292 | 572 | |||||||||
| 22 Jan | 4909.00 | 104.35 | 12 | 26.59 | 371 | 72 | 283 | |||||||||
| 21 Jan | 4857.50 | 93 | 22.75 | 28.79 | 180 | 10 | 212 | |||||||||
| 20 Jan | 4790.00 | 72.3 | -42.25 | 28.09 | 135 | 29 | 198 | |||||||||
| 19 Jan | 4941.50 | 113 | 52.45 | 26.11 | 129 | 20 | 168 | |||||||||
| 16 Jan | 4740.00 | 60.55 | 3.55 | 27.24 | 93 | 58 | 147 | |||||||||
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| 14 Jan | 4733.00 | 57 | -9.9 | 25.56 | 30 | -3 | 90 | |||||||||
| 13 Jan | 4759.50 | 66.9 | -16.15 | 26.33 | 41 | 11 | 92 | |||||||||
| 12 Jan | 4850.00 | 83.05 | -12.55 | 23.81 | 24 | 2 | 80 | |||||||||
| 9 Jan | 4844.00 | 95 | -33 | 25.06 | 17 | 8 | 76 | |||||||||
| 8 Jan | 4906.50 | 128 | -22 | 26.11 | 24 | -14 | 66 | |||||||||
| 7 Jan | 4951.00 | 150 | -34.45 | 25.55 | 40 | 10 | 70 | |||||||||
| 6 Jan | 5002.50 | 180.2 | -51.8 | 26.54 | 14 | 6 | 60 | |||||||||
| 5 Jan | 5102.50 | 232 | -11.9 | 26.13 | 33 | 21 | 53 | |||||||||
| 2 Jan | 5106.00 | 243.9 | -0.25 | 25.89 | 9 | 4 | 30 | |||||||||
| 1 Jan | 5110.50 | 242.3 | 28.55 | 25.76 | 31 | 13 | 26 | |||||||||
| 31 Dec | 5059.50 | 213.75 | 13.75 | 24.99 | 6 | 1 | 10 | |||||||||
| 30 Dec | 5018.00 | 200 | -25 | 26.44 | 2 | 0 | 8 | |||||||||
| 29 Dec | 5085.50 | 225 | -30 | - | 0 | 0 | 8 | |||||||||
| 26 Dec | 5074.00 | 225 | -30 | 24.19 | 3 | 0 | 7 | |||||||||
| 24 Dec | 5081.50 | 255 | -53 | 26.79 | 3 | 1 | 7 | |||||||||
| 23 Dec | 5157.00 | 308 | 9.05 | - | 0 | 0 | 0 | |||||||||
| 22 Dec | 5145.50 | 308 | 9.05 | - | 0 | 0 | 6 | |||||||||
| 19 Dec | 5153.50 | 308 | 9.05 | 29.11 | 2 | 1 | 5 | |||||||||
| 18 Dec | 5115.50 | 298.95 | -542.35 | 26.88 | 5 | 4 | 4 | |||||||||
| 17 Dec | 4980.50 | 841.3 | 0 | 0.37 | 0 | 0 | 0 | |||||||||
| 16 Dec | 4974.00 | 841.3 | 0 | 0.5 | 0 | 0 | 0 | |||||||||
| 15 Dec | 4965.50 | 841.3 | 0 | 0.55 | 0 | 0 | 0 | |||||||||
| 12 Dec | 4860.50 | 841.3 | 0 | 1.66 | 0 | 0 | 0 | |||||||||
| 11 Dec | 4819.00 | 841.3 | 0 | 2.06 | 0 | 0 | 0 | |||||||||
| 10 Dec | 4805.50 | 841.3 | 0 | 2.19 | 0 | 0 | 0 | |||||||||
| 9 Dec | 4967.50 | 841.3 | 0 | 0.08 | 0 | 0 | 0 | |||||||||
| 8 Dec | 4923.50 | 841.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 5370.50 | 841.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 5436.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 5595.50 | 841.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 5697.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 5100 expiring on 24FEB2026
Delta for 5100 CE is 0.06
Historical price for 5100 CE is as follows
On 20 Feb INDIGO was trading at 4854.60. The strike last trading price was 4.15, which was 0.8 higher than the previous day. The implied volatity was 30.35, the open interest changed by -103 which decreased total open position to 732
On 19 Feb INDIGO was trading at 4815.10. The strike last trading price was 3.35, which was -12.5 lower than the previous day. The implied volatity was 28.67, the open interest changed by -328 which decreased total open position to 836
On 18 Feb INDIGO was trading at 4980.40. The strike last trading price was 15.2, which was -11.05 lower than the previous day. The implied volatity was 21.66, the open interest changed by -11 which decreased total open position to 1268
On 17 Feb INDIGO was trading at 4977.00. The strike last trading price was 27, which was 1.3 higher than the previous day. The implied volatity was 24.97, the open interest changed by 24 which increased total open position to 1277
On 16 Feb INDIGO was trading at 4940.80. The strike last trading price was 27, which was -1.85 lower than the previous day. The implied volatity was 26.22, the open interest changed by -10 which decreased total open position to 1251
On 13 Feb INDIGO was trading at 4929.20. The strike last trading price was 27.85, which was -16.9 lower than the previous day. The implied volatity was 24.2, the open interest changed by -39 which decreased total open position to 1251
On 12 Feb INDIGO was trading at 4982.80. The strike last trading price was 44, which was -15.9 lower than the previous day. The implied volatity was 23.48, the open interest changed by 228 which increased total open position to 1292
On 11 Feb INDIGO was trading at 5013.80. The strike last trading price was 59, which was 16.3 higher than the previous day. The implied volatity was 24.18, the open interest changed by 214 which increased total open position to 1064
On 10 Feb INDIGO was trading at 4960.40. The strike last trading price was 42.05, which was -0.55 lower than the previous day. The implied volatity was 22.43, the open interest changed by -91 which decreased total open position to 843
On 9 Feb INDIGO was trading at 4964.10. The strike last trading price was 42.45, which was 8.75 higher than the previous day. The implied volatity was 22.78, the open interest changed by -294 which decreased total open position to 937
On 6 Feb INDIGO was trading at 4909.40. The strike last trading price was 32.5, which was -19.1 lower than the previous day. The implied volatity was 21.54, the open interest changed by -18 which decreased total open position to 1236
On 5 Feb INDIGO was trading at 4932.20. The strike last trading price was 51.05, which was -9.25 lower than the previous day. The implied volatity was 23.72, the open interest changed by 400 which increased total open position to 1257
On 4 Feb INDIGO was trading at 4960.70. The strike last trading price was 59.15, which was 5.2 higher than the previous day. The implied volatity was 22.93, the open interest changed by -43 which decreased total open position to 857
On 3 Feb INDIGO was trading at 4946.20. The strike last trading price was 54.2, which was 37.3 higher than the previous day. The implied volatity was 21.76, the open interest changed by -464 which decreased total open position to 904
On 2 Feb INDIGO was trading at 4687.00. The strike last trading price was 16.7, which was 0.85 higher than the previous day. The implied volatity was 25.95, the open interest changed by 29 which increased total open position to 1355
On 1 Feb INDIGO was trading at 4589.50. The strike last trading price was 16.05, which was -4.7 lower than the previous day. The implied volatity was 29.98, the open interest changed by 41 which increased total open position to 1328
On 30 Jan INDIGO was trading at 4596.50. The strike last trading price was 20.3, which was -2.85 lower than the previous day. The implied volatity was 29.84, the open interest changed by 98 which increased total open position to 1281
On 29 Jan INDIGO was trading at 4621.00. The strike last trading price was 22.25, which was -11.65 lower than the previous day. The implied volatity was 29.21, the open interest changed by 397 which increased total open position to 1185
On 28 Jan INDIGO was trading at 4749.00. The strike last trading price was 33.8, which was -10.15 lower than the previous day. The implied volatity was 25.35, the open interest changed by 94 which increased total open position to 788
On 27 Jan INDIGO was trading at 4769.00. The strike last trading price was 43.9, which was 4.8 higher than the previous day. The implied volatity was 26.84, the open interest changed by 117 which increased total open position to 682
On 23 Jan INDIGO was trading at 4704.50. The strike last trading price was 39.5, which was -59.85 lower than the previous day. The implied volatity was 26.56, the open interest changed by 292 which increased total open position to 572
On 22 Jan INDIGO was trading at 4909.00. The strike last trading price was 104.35, which was 12 higher than the previous day. The implied volatity was 26.59, the open interest changed by 72 which increased total open position to 283
On 21 Jan INDIGO was trading at 4857.50. The strike last trading price was 93, which was 22.75 higher than the previous day. The implied volatity was 28.79, the open interest changed by 10 which increased total open position to 212
On 20 Jan INDIGO was trading at 4790.00. The strike last trading price was 72.3, which was -42.25 lower than the previous day. The implied volatity was 28.09, the open interest changed by 29 which increased total open position to 198
On 19 Jan INDIGO was trading at 4941.50. The strike last trading price was 113, which was 52.45 higher than the previous day. The implied volatity was 26.11, the open interest changed by 20 which increased total open position to 168
On 16 Jan INDIGO was trading at 4740.00. The strike last trading price was 60.55, which was 3.55 higher than the previous day. The implied volatity was 27.24, the open interest changed by 58 which increased total open position to 147
On 14 Jan INDIGO was trading at 4733.00. The strike last trading price was 57, which was -9.9 lower than the previous day. The implied volatity was 25.56, the open interest changed by -3 which decreased total open position to 90
On 13 Jan INDIGO was trading at 4759.50. The strike last trading price was 66.9, which was -16.15 lower than the previous day. The implied volatity was 26.33, the open interest changed by 11 which increased total open position to 92
On 12 Jan INDIGO was trading at 4850.00. The strike last trading price was 83.05, which was -12.55 lower than the previous day. The implied volatity was 23.81, the open interest changed by 2 which increased total open position to 80
On 9 Jan INDIGO was trading at 4844.00. The strike last trading price was 95, which was -33 lower than the previous day. The implied volatity was 25.06, the open interest changed by 8 which increased total open position to 76
On 8 Jan INDIGO was trading at 4906.50. The strike last trading price was 128, which was -22 lower than the previous day. The implied volatity was 26.11, the open interest changed by -14 which decreased total open position to 66
On 7 Jan INDIGO was trading at 4951.00. The strike last trading price was 150, which was -34.45 lower than the previous day. The implied volatity was 25.55, the open interest changed by 10 which increased total open position to 70
On 6 Jan INDIGO was trading at 5002.50. The strike last trading price was 180.2, which was -51.8 lower than the previous day. The implied volatity was 26.54, the open interest changed by 6 which increased total open position to 60
On 5 Jan INDIGO was trading at 5102.50. The strike last trading price was 232, which was -11.9 lower than the previous day. The implied volatity was 26.13, the open interest changed by 21 which increased total open position to 53
On 2 Jan INDIGO was trading at 5106.00. The strike last trading price was 243.9, which was -0.25 lower than the previous day. The implied volatity was 25.89, the open interest changed by 4 which increased total open position to 30
On 1 Jan INDIGO was trading at 5110.50. The strike last trading price was 242.3, which was 28.55 higher than the previous day. The implied volatity was 25.76, the open interest changed by 13 which increased total open position to 26
On 31 Dec INDIGO was trading at 5059.50. The strike last trading price was 213.75, which was 13.75 higher than the previous day. The implied volatity was 24.99, the open interest changed by 1 which increased total open position to 10
On 30 Dec INDIGO was trading at 5018.00. The strike last trading price was 200, which was -25 lower than the previous day. The implied volatity was 26.44, the open interest changed by 0 which decreased total open position to 8
On 29 Dec INDIGO was trading at 5085.50. The strike last trading price was 225, which was -30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 26 Dec INDIGO was trading at 5074.00. The strike last trading price was 225, which was -30 lower than the previous day. The implied volatity was 24.19, the open interest changed by 0 which decreased total open position to 7
On 24 Dec INDIGO was trading at 5081.50. The strike last trading price was 255, which was -53 lower than the previous day. The implied volatity was 26.79, the open interest changed by 1 which increased total open position to 7
On 23 Dec INDIGO was trading at 5157.00. The strike last trading price was 308, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Dec INDIGO was trading at 5145.50. The strike last trading price was 308, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 19 Dec INDIGO was trading at 5153.50. The strike last trading price was 308, which was 9.05 higher than the previous day. The implied volatity was 29.11, the open interest changed by 1 which increased total open position to 5
On 18 Dec INDIGO was trading at 5115.50. The strike last trading price was 298.95, which was -542.35 lower than the previous day. The implied volatity was 26.88, the open interest changed by 4 which increased total open position to 4
On 17 Dec INDIGO was trading at 4980.50. The strike last trading price was 841.3, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0
On 16 Dec INDIGO was trading at 4974.00. The strike last trading price was 841.3, which was 0 lower than the previous day. The implied volatity was 0.5, the open interest changed by 0 which decreased total open position to 0
On 15 Dec INDIGO was trading at 4965.50. The strike last trading price was 841.3, which was 0 lower than the previous day. The implied volatity was 0.55, 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 841.3, which was 0 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0
On 11 Dec INDIGO was trading at 4819.00. The strike last trading price was 841.3, which was 0 lower than the previous day. The implied volatity was 2.06, the open interest changed by 0 which decreased total open position to 0
On 10 Dec INDIGO was trading at 4805.50. The strike last trading price was 841.3, which was 0 lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0
On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 841.3, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 841.3, 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 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 841.3, 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 4 Dec INDIGO was trading at 5436.50. The strike last trading price was -, which was - 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 841.3, 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 2 Dec INDIGO was trading at 5697.50. 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 24FEB2026 5100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.95
Theta: -3.24
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 4854.60 | 254.4 | -45.4 | 37.67 | 132 | -52 | 395 |
| 19 Feb | 4815.10 | 301.3 | 162.95 | 49.27 | 269 | -116 | 450 |
| 18 Feb | 4980.40 | 143.85 | 3 | 26.4 | 222 | -61 | 566 |
| 17 Feb | 4977.00 | 144.3 | -23.75 | 23.14 | 283 | -86 | 635 |
| 16 Feb | 4940.80 | 163.9 | -25.9 | 24.92 | 121 | 18 | 723 |
| 13 Feb | 4929.20 | 190 | 31.45 | 26.28 | 254 | -22 | 705 |
| 12 Feb | 4982.80 | 160.5 | 13.7 | 27.9 | 737 | 117 | 729 |
| 11 Feb | 5013.80 | 148 | -19.3 | 27.94 | 690 | -5 | 613 |
| 10 Feb | 4960.40 | 165.45 | -5.1 | 24.71 | 498 | 83 | 618 |
| 9 Feb | 4964.10 | 174.15 | -44.45 | 24.12 | 521 | 235 | 536 |
| 6 Feb | 4909.40 | 223.95 | 11.4 | 26.52 | 90 | 42 | 302 |
| 5 Feb | 4932.20 | 207.65 | 17.3 | 26.97 | 115 | 19 | 256 |
| 4 Feb | 4960.70 | 192 | -7.95 | 26.8 | 383 | 123 | 237 |
| 3 Feb | 4946.20 | 199 | -208.8 | 26.79 | 473 | 3 | 122 |
| 2 Feb | 4687.00 | 403.6 | -67.45 | 29.03 | 24 | -3 | 118 |
| 1 Feb | 4589.50 | 471.05 | -22.6 | 31.63 | 8 | -5 | 121 |
| 30 Jan | 4596.50 | 493.65 | 1.65 | 34.77 | 19 | -10 | 126 |
| 29 Jan | 4621.00 | 492 | 143.65 | 37.93 | 43 | 2 | 137 |
| 28 Jan | 4749.00 | 348.35 | 22.5 | 27.83 | 39 | 0 | 136 |
| 27 Jan | 4769.00 | 325 | -84 | 22.8 | 127 | 36 | 130 |
| 23 Jan | 4704.50 | 398.35 | 140.4 | 31.02 | 68 | 35 | 90 |
| 22 Jan | 4909.00 | 257.95 | -38.9 | 31.55 | 104 | 1 | 56 |
| 21 Jan | 4857.50 | 296.85 | -8.55 | 30.27 | 25 | 6 | 55 |
| 20 Jan | 4790.00 | 307.95 | 66 | 23.88 | 8 | 0 | 41 |
| 19 Jan | 4941.50 | 241.9 | -132.1 | 28.75 | 12 | 5 | 41 |
| 16 Jan | 4740.00 | 374 | 8 | 27.67 | 2 | 0 | 36 |
| 14 Jan | 4733.00 | 366 | 58 | - | 0 | 0 | 36 |
| 13 Jan | 4759.50 | 366 | 58 | 28.35 | 4 | 3 | 36 |
| 12 Jan | 4850.00 | 308 | 26 | 29.18 | 1 | 0 | 33 |
| 9 Jan | 4844.00 | 282 | 23.15 | 23.93 | 1 | 0 | 33 |
| 8 Jan | 4906.50 | 258.85 | 16.35 | 26.27 | 3 | 1 | 32 |
| 7 Jan | 4951.00 | 242.5 | 26.55 | 28.16 | 18 | 4 | 31 |
| 6 Jan | 5002.50 | 217.05 | 48.05 | 27.55 | 13 | 8 | 28 |
| 5 Jan | 5102.50 | 169 | 2 | 26.99 | 16 | 8 | 20 |
| 2 Jan | 5106.00 | 167 | -1.6 | 26.48 | 4 | 2 | 11 |
| 1 Jan | 5110.50 | 169.35 | -35.65 | 26.84 | 9 | 4 | 12 |
| 31 Dec | 5059.50 | 205 | -3.45 | 28.53 | 2 | 1 | 7 |
| 30 Dec | 5018.00 | 208.45 | 3.45 | 26.03 | 1 | 0 | 5 |
| 29 Dec | 5085.50 | 205 | 5 | - | 0 | 0 | 5 |
| 26 Dec | 5074.00 | 205 | 5 | - | 0 | 0 | 5 |
| 24 Dec | 5081.50 | 205 | 5 | 28.41 | 3 | 0 | 4 |
| 23 Dec | 5157.00 | 200 | -4.95 | 31.34 | 1 | 0 | 4 |
| 22 Dec | 5145.50 | 204.95 | 0 | 31.43 | 1 | 0 | 3 |
| 19 Dec | 5153.50 | 204.95 | -177.85 | 29.43 | 1 | 0 | 3 |
| 18 Dec | 5115.50 | 382.8 | 248.45 | - | 0 | 0 | 3 |
| 17 Dec | 4980.50 | 382.8 | 248.45 | - | 0 | 0 | 3 |
| 16 Dec | 4974.00 | 382.8 | 248.45 | - | 0 | 0 | 3 |
| 15 Dec | 4965.50 | 382.8 | 248.45 | - | 0 | 0 | 0 |
| 12 Dec | 4860.50 | 382.8 | 248.45 | - | 0 | 0 | 3 |
| 11 Dec | 4819.00 | 382.8 | 248.45 | - | 0 | 0 | 3 |
| 10 Dec | 4805.50 | 382.8 | 248.45 | - | 0 | 0 | 3 |
| 9 Dec | 4967.50 | 382.8 | 248.45 | 41.62 | 1 | 0 | 2 |
| 8 Dec | 4923.50 | 134.35 | 44.9 | - | 0 | 0 | 2 |
| 5 Dec | 5370.50 | 134.35 | 44.9 | - | 2 | 1 | 1 |
| 4 Dec | 5436.50 | - | - | - | 0 | 0 | 0 |
| 3 Dec | 5595.50 | 89.45 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 5697.50 | 0 | 0 | - | 0 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 5100 expiring on 24FEB2026
Delta for 5100 PE is -0.89
Historical price for 5100 PE is as follows
On 20 Feb INDIGO was trading at 4854.60. The strike last trading price was 254.4, which was -45.4 lower than the previous day. The implied volatity was 37.67, the open interest changed by -52 which decreased total open position to 395
On 19 Feb INDIGO was trading at 4815.10. The strike last trading price was 301.3, which was 162.95 higher than the previous day. The implied volatity was 49.27, the open interest changed by -116 which decreased total open position to 450
On 18 Feb INDIGO was trading at 4980.40. The strike last trading price was 143.85, which was 3 higher than the previous day. The implied volatity was 26.4, the open interest changed by -61 which decreased total open position to 566
On 17 Feb INDIGO was trading at 4977.00. The strike last trading price was 144.3, which was -23.75 lower than the previous day. The implied volatity was 23.14, the open interest changed by -86 which decreased total open position to 635
On 16 Feb INDIGO was trading at 4940.80. The strike last trading price was 163.9, which was -25.9 lower than the previous day. The implied volatity was 24.92, the open interest changed by 18 which increased total open position to 723
On 13 Feb INDIGO was trading at 4929.20. The strike last trading price was 190, which was 31.45 higher than the previous day. The implied volatity was 26.28, the open interest changed by -22 which decreased total open position to 705
On 12 Feb INDIGO was trading at 4982.80. The strike last trading price was 160.5, which was 13.7 higher than the previous day. The implied volatity was 27.9, the open interest changed by 117 which increased total open position to 729
On 11 Feb INDIGO was trading at 5013.80. The strike last trading price was 148, which was -19.3 lower than the previous day. The implied volatity was 27.94, the open interest changed by -5 which decreased total open position to 613
On 10 Feb INDIGO was trading at 4960.40. The strike last trading price was 165.45, which was -5.1 lower than the previous day. The implied volatity was 24.71, the open interest changed by 83 which increased total open position to 618
On 9 Feb INDIGO was trading at 4964.10. The strike last trading price was 174.15, which was -44.45 lower than the previous day. The implied volatity was 24.12, the open interest changed by 235 which increased total open position to 536
On 6 Feb INDIGO was trading at 4909.40. The strike last trading price was 223.95, which was 11.4 higher than the previous day. The implied volatity was 26.52, the open interest changed by 42 which increased total open position to 302
On 5 Feb INDIGO was trading at 4932.20. The strike last trading price was 207.65, which was 17.3 higher than the previous day. The implied volatity was 26.97, the open interest changed by 19 which increased total open position to 256
On 4 Feb INDIGO was trading at 4960.70. The strike last trading price was 192, which was -7.95 lower than the previous day. The implied volatity was 26.8, the open interest changed by 123 which increased total open position to 237
On 3 Feb INDIGO was trading at 4946.20. The strike last trading price was 199, which was -208.8 lower than the previous day. The implied volatity was 26.79, the open interest changed by 3 which increased total open position to 122
On 2 Feb INDIGO was trading at 4687.00. The strike last trading price was 403.6, which was -67.45 lower than the previous day. The implied volatity was 29.03, the open interest changed by -3 which decreased total open position to 118
On 1 Feb INDIGO was trading at 4589.50. The strike last trading price was 471.05, which was -22.6 lower than the previous day. The implied volatity was 31.63, the open interest changed by -5 which decreased total open position to 121
On 30 Jan INDIGO was trading at 4596.50. The strike last trading price was 493.65, which was 1.65 higher than the previous day. The implied volatity was 34.77, the open interest changed by -10 which decreased total open position to 126
On 29 Jan INDIGO was trading at 4621.00. The strike last trading price was 492, which was 143.65 higher than the previous day. The implied volatity was 37.93, the open interest changed by 2 which increased total open position to 137
On 28 Jan INDIGO was trading at 4749.00. The strike last trading price was 348.35, which was 22.5 higher than the previous day. The implied volatity was 27.83, the open interest changed by 0 which decreased total open position to 136
On 27 Jan INDIGO was trading at 4769.00. The strike last trading price was 325, which was -84 lower than the previous day. The implied volatity was 22.8, the open interest changed by 36 which increased total open position to 130
On 23 Jan INDIGO was trading at 4704.50. The strike last trading price was 398.35, which was 140.4 higher than the previous day. The implied volatity was 31.02, the open interest changed by 35 which increased total open position to 90
On 22 Jan INDIGO was trading at 4909.00. The strike last trading price was 257.95, which was -38.9 lower than the previous day. The implied volatity was 31.55, the open interest changed by 1 which increased total open position to 56
On 21 Jan INDIGO was trading at 4857.50. The strike last trading price was 296.85, which was -8.55 lower than the previous day. The implied volatity was 30.27, the open interest changed by 6 which increased total open position to 55
On 20 Jan INDIGO was trading at 4790.00. The strike last trading price was 307.95, which was 66 higher than the previous day. The implied volatity was 23.88, the open interest changed by 0 which decreased total open position to 41
On 19 Jan INDIGO was trading at 4941.50. The strike last trading price was 241.9, which was -132.1 lower than the previous day. The implied volatity was 28.75, the open interest changed by 5 which increased total open position to 41
On 16 Jan INDIGO was trading at 4740.00. The strike last trading price was 374, which was 8 higher than the previous day. The implied volatity was 27.67, the open interest changed by 0 which decreased total open position to 36
On 14 Jan INDIGO was trading at 4733.00. The strike last trading price was 366, which was 58 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 13 Jan INDIGO was trading at 4759.50. The strike last trading price was 366, which was 58 higher than the previous day. The implied volatity was 28.35, the open interest changed by 3 which increased total open position to 36
On 12 Jan INDIGO was trading at 4850.00. The strike last trading price was 308, which was 26 higher than the previous day. The implied volatity was 29.18, the open interest changed by 0 which decreased total open position to 33
On 9 Jan INDIGO was trading at 4844.00. The strike last trading price was 282, which was 23.15 higher than the previous day. The implied volatity was 23.93, the open interest changed by 0 which decreased total open position to 33
On 8 Jan INDIGO was trading at 4906.50. The strike last trading price was 258.85, which was 16.35 higher than the previous day. The implied volatity was 26.27, the open interest changed by 1 which increased total open position to 32
On 7 Jan INDIGO was trading at 4951.00. The strike last trading price was 242.5, which was 26.55 higher than the previous day. The implied volatity was 28.16, the open interest changed by 4 which increased total open position to 31
On 6 Jan INDIGO was trading at 5002.50. The strike last trading price was 217.05, which was 48.05 higher than the previous day. The implied volatity was 27.55, the open interest changed by 8 which increased total open position to 28
On 5 Jan INDIGO was trading at 5102.50. The strike last trading price was 169, which was 2 higher than the previous day. The implied volatity was 26.99, the open interest changed by 8 which increased total open position to 20
On 2 Jan INDIGO was trading at 5106.00. The strike last trading price was 167, which was -1.6 lower than the previous day. The implied volatity was 26.48, the open interest changed by 2 which increased total open position to 11
On 1 Jan INDIGO was trading at 5110.50. The strike last trading price was 169.35, which was -35.65 lower than the previous day. The implied volatity was 26.84, the open interest changed by 4 which increased total open position to 12
On 31 Dec INDIGO was trading at 5059.50. The strike last trading price was 205, which was -3.45 lower than the previous day. The implied volatity was 28.53, the open interest changed by 1 which increased total open position to 7
On 30 Dec INDIGO was trading at 5018.00. The strike last trading price was 208.45, which was 3.45 higher than the previous day. The implied volatity was 26.03, the open interest changed by 0 which decreased total open position to 5
On 29 Dec INDIGO was trading at 5085.50. The strike last trading price was 205, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 26 Dec INDIGO was trading at 5074.00. The strike last trading price was 205, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 24 Dec INDIGO was trading at 5081.50. The strike last trading price was 205, which was 5 higher than the previous day. The implied volatity was 28.41, the open interest changed by 0 which decreased total open position to 4
On 23 Dec INDIGO was trading at 5157.00. The strike last trading price was 200, which was -4.95 lower than the previous day. The implied volatity was 31.34, the open interest changed by 0 which decreased total open position to 4
On 22 Dec INDIGO was trading at 5145.50. The strike last trading price was 204.95, which was 0 lower than the previous day. The implied volatity was 31.43, the open interest changed by 0 which decreased total open position to 3
On 19 Dec INDIGO was trading at 5153.50. The strike last trading price was 204.95, which was -177.85 lower than the previous day. The implied volatity was 29.43, the open interest changed by 0 which decreased total open position to 3
On 18 Dec INDIGO was trading at 5115.50. The strike last trading price was 382.8, which was 248.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Dec INDIGO was trading at 4980.50. The strike last trading price was 382.8, which was 248.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Dec INDIGO was trading at 4974.00. The strike last trading price was 382.8, which was 248.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 Dec INDIGO was trading at 4965.50. The strike last trading price was 382.8, which was 248.45 higher 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 382.8, which was 248.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Dec INDIGO was trading at 4819.00. The strike last trading price was 382.8, which was 248.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Dec INDIGO was trading at 4805.50. The strike last trading price was 382.8, which was 248.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 382.8, which was 248.45 higher than the previous day. The implied volatity was 41.62, the open interest changed by 0 which decreased total open position to 2
On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 134.35, which was 44.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 134.35, which was 44.9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 4 Dec INDIGO was trading at 5436.50. The strike last trading price was -, which was - 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 89.45, 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 2 Dec INDIGO was trading at 5697.50. 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
