INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
09 Dec 2025 04:11 PM IST
| INDIGO 30-DEC-2025 5200 CE | ||||||||||||||||
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Delta: 0.35
Vega: 4.45
Theta: -4.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 4967.50 | 98.5 | -1 | 35.96 | 34,966 | 1,145 | 5,856 | |||||||||
| 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 | |||||||||
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| 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 0.35
Historical price for 5200 CE is as follows
On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 98.5, which was -1 lower than the previous day. The implied volatity was 35.96, the open interest changed by 1145 which increased total open position to 5856
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 | |||||||
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Delta: -0.64
Vega: 4.46
Theta: -2.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 4967.50 | 281.3 | -68.55 | 36.10 | 1,491 | -55 | 1,237 |
| 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 -0.64
Historical price for 5200 PE is as follows
On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 281.3, which was -68.55 lower than the previous day. The implied volatity was 36.10, the open interest changed by -55 which decreased total open position to 1237
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































































































































































































































