INDIGO

Interglobe Aviation Ltd

5081.5 -75.50 (-1.46%)

L: 5047.5 H: 5168

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Historical option data for INDIGO
24 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

INDIGO 27-JAN-2026 5100 CE
Delta: 0.54 Vega: 6.15 Theta: -2.96 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	5081.50	166 ₹ 24,900	-46 -6900.00	24.91	987 1,48,050	192 28,800	622 93,300
23 Dec	5157.00	213.55 ₹ 32,032.5	-0.05 -7.50	25.10	341 51,150	52 7,800	430 64,500
22 Dec	5145.50	216.55 ₹ 32,482.5	0.5 75.00	25.94	329 49,350	31 4,650	372 55,800
19 Dec	5153.50	206.7 ₹ 31,005	-3.25 -487.50	25.82	474 71,100	31 4,650	333 49,950
18 Dec	5115.50	211 ₹ 31,650	56 8400.00	24.97	788 1,18,200	14 2,100	302 45,300
17 Dec	4980.50	155 ₹ 23,250	-6.05 -907.50	27.80	35 5,250	-2 -300	287 43,050
16 Dec	4974.00	158.1 ₹ 23,715	-9.9 -1485.00	28.60	71 10,650	28 4,200	289 43,350
15 Dec	4965.50	168 ₹ 25,200	32.5 4875.00	30.05	124 18,600	12 1,800	262 39,300
12 Dec	4860.50	138 ₹ 20,700	7.7 1155.00	30.53	55 8,250	13 1,950	250 37,500
11 Dec	4819.00	132 ₹ 19,800	-6.6 -990.00	31.57	95 14,250	-20 -3,000	239 35,850
10 Dec	4805.50	136.85 ₹ 20,527.5	-88.1 -13215.00	32.55	250 37,500	45 6,750	258 38,700
9 Dec	4967.50	230 ₹ 34,500	3.6 540.00	34.35	243 36,450	3 450	211 31,650
8 Dec	4923.50	222.75 ₹ 33,412.5	-139.7 -20955.00	38.20	431 64,650	207 31,050	208 31,200
5 Dec	5370.50	362.45 ₹ 54,367.5	-511 -76650.00	15.70	1 150	0 0	0 0
4 Dec	5436.50	873.45 ₹ 1,31,017.5	0 0.00	-	0 0	0 0	0 0

3 Dec	5595.50	873.45 ₹ 1,31,017.5	0 0.00	-	0 0	0 0	0 0
7 Nov	5583.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

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

Delta for 5100 CE is 0.54

Historical price for 5100 CE is as follows

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: -0.46 Vega: 6.15 Theta: -1.62 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	5081.50	145 ₹ 21,750	14.55 2182.50	25.44	732 1,09,800	72 10,800	462 69,300
23 Dec	5157.00	131 ₹ 19,650	-13.3 -1995.00	28.06	247 37,050	11 1,650	390 58,500
22 Dec	5145.50	142.4 ₹ 21,360	4.95 742.50	29.05	266 39,900	96 14,400	383 57,450
19 Dec	5153.50	155 ₹ 23,250	2.25 337.50	28.19	277 41,550	100 15,000	282 42,300
18 Dec	5115.50	148.4 ₹ 22,260	-100.6 -15090.00	27.70	261 39,150	86 12,900	183 27,450
17 Dec	4980.50	249 ₹ 37,350	-3.35 -502.50	32.02	1 150	0 0	97 14,550
16 Dec	4974.00	254.65 ₹ 38,197.5	-86.25 -12937.50	31.72	6 900	2 300	96 14,400
15 Dec	4965.50	340.9 ₹ 51,135	-35.95 -5392.50	-	0 0	0 0	0 0
12 Dec	4860.50	340.9 ₹ 51,135	-35.95 -5392.50	-	0 0	0 0	94 14,100
11 Dec	4819.00	340.9 ₹ 51,135	-35.95 -5392.50	30.95	1 150	0 0	94 14,100
10 Dec	4805.50	376.85 ₹ 56,527.5	85.3 12795.00	35.06	15 2,250	6 900	95 14,250
9 Dec	4967.50	286.25 ₹ 42,937.5	-65.75 -9862.50	36.03	39 5,850	13 1,950	87 13,050
8 Dec	4923.50	352 ₹ 52,800	272.9 40935.00	39.05	147 22,050	61 9,150	74 11,100
5 Dec	5370.50	79.1 ₹ 11,865	19.75 2962.50	26.13	18 2,700	3 450	12 1,800
4 Dec	5436.50	59.35 ₹ 8,902.5	-28 -4200.00	26.04	12 1,800	8 1,200	8 1,200
3 Dec	5595.50	87.35 ₹ 13,102.5	0 0.00	-	0 0	0 0	0 0
7 Nov	5583.50	87.35 ₹ 13,102.5	0 0.00	-	0 0	0 0	0 0

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

Delta for 5100 PE is -0.46

Historical price for 5100 PE is as follows

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

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