[--[65.84.65.76]--]

INDIGO

Interglobe Aviation Ltd
4937 +13.50 (0.27%)
L: 4843 H: 4983

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Historical option data for INDIGO

09 Dec 2025 12:11 PM IST
INDIGO 30-DEC-2025 5200 CE
Delta: 0.32
Vega: 4.24
Theta: -4.13
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 4940.00 87.15 -12.35 37.12 16,268 930 5,641
8 Dec 4923.50 94 -170.15 40.11 44,857 4,247 4,722
5 Dec 5370.50 263.2 -42.95 25.24 2,239 432 475
4 Dec 5436.50 323 -110.6 20.98 52 39 43
3 Dec 5595.50 433.6 -85.4 - 2 1 4
2 Dec 5697.50 519 -223.75 - 3 1 2
1 Dec 5794.00 742.75 101.95 - 0 0 0
28 Nov 5901.50 742.75 101.95 - 0 0 0
27 Nov 5919.00 742.75 101.95 - 0 0 0
26 Nov 5913.00 742.75 101.95 - 0 0 0
25 Nov 5775.00 742.75 101.95 - 0 1 0
24 Nov 5805.50 742.75 101.95 45.26 2 1 1
21 Nov 5843.50 640.8 0 - 0 0 0
20 Nov 5785.50 640.8 0 - 0 0 0
19 Nov 5758.50 640.8 0 - 0 0 0
18 Nov 5739.50 640.8 0 - 0 0 0
17 Nov 5873.00 640.8 0 - 0 0 0
13 Nov 5905.50 640.8 0 - 0 0 0
12 Nov 5795.50 640.8 0 - 0 0 0
3 Nov 5695.50 640.8 0 - 0 0 0
8 Oct 5635.00 0 0 - 0 0 0
7 Oct 5664.00 0 0 - 0 0 0
6 Oct 5694.50 0 0 - 0 0 0
3 Oct 5657.00 0 0 - 0 0 0


For Interglobe Aviation Ltd - strike price 5200 expiring on 30DEC2025

Delta for 5200 CE is 0.32

Historical price for 5200 CE is as follows

On 9 Dec INDIGO was trading at 4940.00. The strike last trading price was 87.15, which was -12.35 lower than the previous day. The implied volatity was 37.12, the open interest changed by 930 which increased total open position to 5641


On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 94, which was -170.15 lower than the previous day. The implied volatity was 40.11, the open interest changed by 4247 which increased total open position to 4722


On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 263.2, which was -42.95 lower than the previous day. The implied volatity was 25.24, the open interest changed by 432 which increased total open position to 475


On 4 Dec INDIGO was trading at 5436.50. The strike last trading price was 323, which was -110.6 lower than the previous day. The implied volatity was 20.98, the open interest changed by 39 which increased total open position to 43


On 3 Dec INDIGO was trading at 5595.50. The strike last trading price was 433.6, which was -85.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4


On 2 Dec INDIGO was trading at 5697.50. The strike last trading price was 519, which was -223.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2


On 1 Dec INDIGO was trading at 5794.00. The strike last trading price was 742.75, which was 101.95 higher 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 742.75, which was 101.95 higher 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 742.75, which was 101.95 higher 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 742.75, which was 101.95 higher 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 742.75, which was 101.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 24 Nov INDIGO was trading at 5805.50. The strike last trading price was 742.75, which was 101.95 higher than the previous day. The implied volatity was 45.26, the open interest changed by 1 which increased total open position to 1


On 21 Nov INDIGO was trading at 5843.50. The strike last trading price was 640.8, 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 640.8, 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 640.8, 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 640.8, 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 640.8, 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 640.8, 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 640.8, 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 Nov INDIGO was trading at 5695.50. The strike last trading price was 640.8, 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 8 Oct INDIGO was trading at 5635.00. 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


On 7 Oct INDIGO was trading at 5664.00. 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


On 6 Oct INDIGO was trading at 5694.50. 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


On 3 Oct INDIGO was trading at 5657.00. 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 30DEC2025 5200 PE
Delta: -0.68
Vega: 4.26
Theta: -2.77
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 4940.00 321.45 -28.4 37.55 799 -49 1,243
8 Dec 4923.50 359.45 294.95 41.08 25,689 -546 1,301
5 Dec 5370.50 65.8 21.55 26.43 27,156 485 1,852
4 Dec 5436.50 41.8 26.6 25.57 9,396 876 1,366
3 Dec 5595.50 15.7 4.95 23.16 869 77 472
2 Dec 5697.50 10.4 1.35 23.87 505 6 395
1 Dec 5794.00 10.65 4.25 25.90 188 26 385
28 Nov 5901.50 5.75 0.3 25.30 14 5 358
27 Nov 5919.00 5.8 -1.2 25.46 285 152 353
26 Nov 5913.00 7 -6.45 25.58 120 46 198
25 Nov 5775.00 12.8 0.35 24.78 184 64 152
24 Nov 5805.50 12.4 1 25.29 61 20 89
21 Nov 5843.50 11.3 -2.8 24.70 273 -69 72
20 Nov 5785.50 13.85 -5.65 24.63 134 76 141
19 Nov 5758.50 19.5 -1.95 25.58 79 25 65
18 Nov 5739.50 21.5 10.5 25.71 40 16 37
17 Nov 5873.00 11 -10.1 24.60 28 19 20
13 Nov 5905.50 167.55 0 9.48 0 0 0
12 Nov 5795.50 167.55 0 8.14 0 0 0
3 Nov 5695.50 167.55 0 6.46 0 0 0
8 Oct 5635.00 167.55 0 - 0 0 0
7 Oct 5664.00 167.55 0 - 0 0 0
6 Oct 5694.50 0 0 - 0 0 0
3 Oct 5657.00 0 0 5.33 0 0 0


For Interglobe Aviation Ltd - strike price 5200 expiring on 30DEC2025

Delta for 5200 PE is -0.68

Historical price for 5200 PE is as follows

On 9 Dec INDIGO was trading at 4940.00. The strike last trading price was 321.45, which was -28.4 lower than the previous day. The implied volatity was 37.55, the open interest changed by -49 which decreased total open position to 1243


On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 359.45, which was 294.95 higher than the previous day. The implied volatity was 41.08, the open interest changed by -546 which decreased total open position to 1301


On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 65.8, which was 21.55 higher than the previous day. The implied volatity was 26.43, the open interest changed by 485 which increased total open position to 1852


On 4 Dec INDIGO was trading at 5436.50. The strike last trading price was 41.8, which was 26.6 higher than the previous day. The implied volatity was 25.57, the open interest changed by 876 which increased total open position to 1366


On 3 Dec INDIGO was trading at 5595.50. The strike last trading price was 15.7, which was 4.95 higher than the previous day. The implied volatity was 23.16, the open interest changed by 77 which increased total open position to 472


On 2 Dec INDIGO was trading at 5697.50. The strike last trading price was 10.4, which was 1.35 higher than the previous day. The implied volatity was 23.87, the open interest changed by 6 which increased total open position to 395


On 1 Dec INDIGO was trading at 5794.00. The strike last trading price was 10.65, which was 4.25 higher than the previous day. The implied volatity was 25.90, the open interest changed by 26 which increased total open position to 385


On 28 Nov INDIGO was trading at 5901.50. The strike last trading price was 5.75, which was 0.3 higher than the previous day. The implied volatity was 25.30, the open interest changed by 5 which increased total open position to 358


On 27 Nov INDIGO was trading at 5919.00. The strike last trading price was 5.8, which was -1.2 lower than the previous day. The implied volatity was 25.46, the open interest changed by 152 which increased total open position to 353


On 26 Nov INDIGO was trading at 5913.00. The strike last trading price was 7, which was -6.45 lower than the previous day. The implied volatity was 25.58, the open interest changed by 46 which increased total open position to 198


On 25 Nov INDIGO was trading at 5775.00. The strike last trading price was 12.8, which was 0.35 higher than the previous day. The implied volatity was 24.78, the open interest changed by 64 which increased total open position to 152


On 24 Nov INDIGO was trading at 5805.50. The strike last trading price was 12.4, which was 1 higher than the previous day. The implied volatity was 25.29, the open interest changed by 20 which increased total open position to 89


On 21 Nov INDIGO was trading at 5843.50. The strike last trading price was 11.3, which was -2.8 lower than the previous day. The implied volatity was 24.70, the open interest changed by -69 which decreased total open position to 72


On 20 Nov INDIGO was trading at 5785.50. The strike last trading price was 13.85, which was -5.65 lower than the previous day. The implied volatity was 24.63, the open interest changed by 76 which increased total open position to 141


On 19 Nov INDIGO was trading at 5758.50. The strike last trading price was 19.5, which was -1.95 lower than the previous day. The implied volatity was 25.58, the open interest changed by 25 which increased total open position to 65


On 18 Nov INDIGO was trading at 5739.50. The strike last trading price was 21.5, which was 10.5 higher than the previous day. The implied volatity was 25.71, the open interest changed by 16 which increased total open position to 37


On 17 Nov INDIGO was trading at 5873.00. The strike last trading price was 11, which was -10.1 lower than the previous day. The implied volatity was 24.60, the open interest changed by 19 which increased total open position to 20


On 13 Nov INDIGO was trading at 5905.50. The strike last trading price was 167.55, which was 0 lower than the previous day. The implied volatity was 9.48, 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 167.55, which was 0 lower than the previous day. The implied volatity was 8.14, the open interest changed by 0 which decreased total open position to 0


On 3 Nov INDIGO was trading at 5695.50. The strike last trading price was 167.55, which was 0 lower than the previous day. The implied volatity was 6.46, the open interest changed by 0 which decreased total open position to 0


On 8 Oct INDIGO was trading at 5635.00. The strike last trading price was 167.55, 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 Oct INDIGO was trading at 5664.00. The strike last trading price was 167.55, 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 6 Oct INDIGO was trading at 5694.50. 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


On 3 Oct INDIGO was trading at 5657.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.33, the open interest changed by 0 which decreased total open position to 0