[--[65.84.65.76]--]

INDIGO

Interglobe Aviation Ltd
4805.5 -162.00 (-3.26%)
L: 4788.5 H: 4999.5

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Historical option data for INDIGO

10 Dec 2025 04:11 PM IST
INDIGO 30-DEC-2025 5300 CE
Delta: 0.14
Vega: 2.48
Theta: -2.32
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
10 Dec 4805.50 26.3 -38.05 34.47 13,870 18 5,117
9 Dec 4967.50 69.5 -2.4 35.78 22,445 452 5,109
8 Dec 4923.50 67 -124.8 39.57 38,475 3,734 4,656
5 Dec 5370.50 188.75 -39.1 23.20 12,023 902 928
4 Dec 5436.50 243.9 -328.1 20.80 127 24 26
3 Dec 5595.50 572 -4.6 - 0 0 0
2 Dec 5697.50 572 -4.6 - 0 0 0
1 Dec 5794.00 572 -4.6 - 0 0 0
28 Nov 5901.50 572 -4.6 - 0 0 0
27 Nov 5919.00 572 -4.6 - 0 0 0
26 Nov 5913.00 572 -4.6 - 0 0 0
25 Nov 5775.00 572 -4.6 - 0 0 0
24 Nov 5805.50 572 -4.6 - 0 2 0
21 Nov 5843.50 572 -4.6 - 2 0 0
20 Nov 5785.50 576.6 0 - 0 0 0
19 Nov 5758.50 576.6 0 - 0 0 0
18 Nov 5739.50 576.6 0 - 0 0 0
17 Nov 5873.00 576.6 0 - 0 0 0
14 Nov 5908.50 576.6 0 - 0 0 0
13 Nov 5905.50 576.6 0 - 0 0 0
12 Nov 5795.50 576.6 0 - 0 0 0
11 Nov 5782.50 576.6 0 - 0 0 0
10 Nov 5588.50 576.6 0 - 0 0 0
7 Nov 5583.50 576.6 0 - 0 0 0
6 Nov 5693.00 576.6 0 - 0 0 0
4 Nov 5637.00 576.6 0 - 0 0 0
3 Nov 5695.50 576.6 0 - 0 0 0
14 Oct 5759.00 0 0 - 0 0 0
13 Oct 5787.50 0 0 - 0 0 0
9 Oct 5724.50 0 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 5300 expiring on 30DEC2025

Delta for 5300 CE is 0.14

Historical price for 5300 CE is as follows

On 10 Dec INDIGO was trading at 4805.50. The strike last trading price was 26.3, which was -38.05 lower than the previous day. The implied volatity was 34.47, the open interest changed by 18 which increased total open position to 5117


On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 69.5, which was -2.4 lower than the previous day. The implied volatity was 35.78, the open interest changed by 452 which increased total open position to 5109


On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 67, which was -124.8 lower than the previous day. The implied volatity was 39.57, the open interest changed by 3734 which increased total open position to 4656


On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 188.75, which was -39.1 lower than the previous day. The implied volatity was 23.20, the open interest changed by 902 which increased total open position to 928


On 4 Dec INDIGO was trading at 5436.50. The strike last trading price was 243.9, which was -328.1 lower than the previous day. The implied volatity was 20.80, the open interest changed by 24 which increased total open position to 26


On 3 Dec INDIGO was trading at 5595.50. The strike last trading price was 572, which was -4.6 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 572, which was -4.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec INDIGO was trading at 5794.00. The strike last trading price was 572, which was -4.6 lower 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 572, which was -4.6 lower 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 572, which was -4.6 lower 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 572, which was -4.6 lower 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 572, which was -4.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Nov INDIGO was trading at 5805.50. The strike last trading price was 572, which was -4.6 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 21 Nov INDIGO was trading at 5843.50. The strike last trading price was 572, which was -4.6 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 576.6, 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 576.6, 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 576.6, 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 576.6, 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 14 Nov INDIGO was trading at 5908.50. The strike last trading price was 576.6, 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 576.6, 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 576.6, 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 11 Nov INDIGO was trading at 5782.50. The strike last trading price was 576.6, 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 10 Nov INDIGO was trading at 5588.50. The strike last trading price was 576.6, 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 576.6, 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 Nov INDIGO was trading at 5693.00. The strike last trading price was 576.6, 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 Nov INDIGO was trading at 5637.00. The strike last trading price was 576.6, 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 576.6, 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 14 Oct INDIGO was trading at 5759.00. 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 13 Oct INDIGO was trading at 5787.50. 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 9 Oct INDIGO was trading at 5724.50. 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 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 5300 PE
Delta: -0.84
Vega: 2.73
Theta: -1.31
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
10 Dec 4805.50 493 138.7 37.40 369 -88 1,080
9 Dec 4967.50 354 -73.25 36.51 655 -88 1,178
8 Dec 4923.50 431.7 337.65 40.62 7,949 -1,044 1,270
5 Dec 5370.50 94 26.3 25.19 37,356 1,362 2,319
4 Dec 5436.50 63.2 38.3 24.70 10,491 433 956
3 Dec 5595.50 27 9.85 22.57 1,183 148 523
2 Dec 5697.50 16.75 3.2 22.84 577 82 379
1 Dec 5794.00 15.95 7.9 24.68 338 25 308
28 Nov 5901.50 8.05 0.25 23.81 34 10 284
27 Nov 5919.00 7.75 -2.35 23.81 120 15 275
26 Nov 5913.00 10 -9.75 24.31 409 -16 259
25 Nov 5775.00 19.4 -0.2 23.89 245 5 274
24 Nov 5805.50 21.15 4.85 25.27 57 6 269
21 Nov 5843.50 15.95 -5.15 23.52 114 12 263
20 Nov 5785.50 20.6 -6.25 23.84 81 -9 250
19 Nov 5758.50 26.85 -3.45 24.44 135 41 258
18 Nov 5739.50 30.85 15.05 24.95 125 44 216
17 Nov 5873.00 15.8 0.75 23.66 159 92 171
14 Nov 5908.50 15 -2.3 23.14 28 -25 79
13 Nov 5905.50 17.3 -7.5 24.13 19 -3 105
12 Nov 5795.50 24.8 -4.55 22.86 34 2 107
11 Nov 5782.50 29.25 -27.8 23.85 46 -26 103
10 Nov 5588.50 57.35 -6.35 22.99 45 31 129
7 Nov 5583.50 63 16.9 24.05 64 36 97
6 Nov 5693.00 48 -29 23.85 57 34 60
4 Nov 5637.00 77 9.6 26.60 6 3 25
3 Nov 5695.50 67.4 -134.45 27.15 22 21 21
14 Oct 5759.00 201.85 0 - 0 0 0
13 Oct 5787.50 201.85 0 - 0 0 0
9 Oct 5724.50 201.85 0 - 0 0 0
8 Oct 5635.00 201.85 0 - 0 0 0
7 Oct 5664.00 201.85 0 - 0 0 0
6 Oct 5694.50 0 0 - 0 0 0
3 Oct 5657.00 0 0 4.44 0 0 0


For Interglobe Aviation Ltd - strike price 5300 expiring on 30DEC2025

Delta for 5300 PE is -0.84

Historical price for 5300 PE is as follows

On 10 Dec INDIGO was trading at 4805.50. The strike last trading price was 493, which was 138.7 higher than the previous day. The implied volatity was 37.40, the open interest changed by -88 which decreased total open position to 1080


On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 354, which was -73.25 lower than the previous day. The implied volatity was 36.51, the open interest changed by -88 which decreased total open position to 1178


On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 431.7, which was 337.65 higher than the previous day. The implied volatity was 40.62, the open interest changed by -1044 which decreased total open position to 1270


On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 94, which was 26.3 higher than the previous day. The implied volatity was 25.19, the open interest changed by 1362 which increased total open position to 2319


On 4 Dec INDIGO was trading at 5436.50. The strike last trading price was 63.2, which was 38.3 higher than the previous day. The implied volatity was 24.70, the open interest changed by 433 which increased total open position to 956


On 3 Dec INDIGO was trading at 5595.50. The strike last trading price was 27, which was 9.85 higher than the previous day. The implied volatity was 22.57, the open interest changed by 148 which increased total open position to 523


On 2 Dec INDIGO was trading at 5697.50. The strike last trading price was 16.75, which was 3.2 higher than the previous day. The implied volatity was 22.84, the open interest changed by 82 which increased total open position to 379


On 1 Dec INDIGO was trading at 5794.00. The strike last trading price was 15.95, which was 7.9 higher than the previous day. The implied volatity was 24.68, the open interest changed by 25 which increased total open position to 308


On 28 Nov INDIGO was trading at 5901.50. The strike last trading price was 8.05, which was 0.25 higher than the previous day. The implied volatity was 23.81, the open interest changed by 10 which increased total open position to 284


On 27 Nov INDIGO was trading at 5919.00. The strike last trading price was 7.75, which was -2.35 lower than the previous day. The implied volatity was 23.81, the open interest changed by 15 which increased total open position to 275


On 26 Nov INDIGO was trading at 5913.00. The strike last trading price was 10, which was -9.75 lower than the previous day. The implied volatity was 24.31, the open interest changed by -16 which decreased total open position to 259


On 25 Nov INDIGO was trading at 5775.00. The strike last trading price was 19.4, which was -0.2 lower than the previous day. The implied volatity was 23.89, the open interest changed by 5 which increased total open position to 274


On 24 Nov INDIGO was trading at 5805.50. The strike last trading price was 21.15, which was 4.85 higher than the previous day. The implied volatity was 25.27, the open interest changed by 6 which increased total open position to 269


On 21 Nov INDIGO was trading at 5843.50. The strike last trading price was 15.95, which was -5.15 lower than the previous day. The implied volatity was 23.52, the open interest changed by 12 which increased total open position to 263


On 20 Nov INDIGO was trading at 5785.50. The strike last trading price was 20.6, which was -6.25 lower than the previous day. The implied volatity was 23.84, the open interest changed by -9 which decreased total open position to 250


On 19 Nov INDIGO was trading at 5758.50. The strike last trading price was 26.85, which was -3.45 lower than the previous day. The implied volatity was 24.44, the open interest changed by 41 which increased total open position to 258


On 18 Nov INDIGO was trading at 5739.50. The strike last trading price was 30.85, which was 15.05 higher than the previous day. The implied volatity was 24.95, the open interest changed by 44 which increased total open position to 216


On 17 Nov INDIGO was trading at 5873.00. The strike last trading price was 15.8, which was 0.75 higher than the previous day. The implied volatity was 23.66, the open interest changed by 92 which increased total open position to 171


On 14 Nov INDIGO was trading at 5908.50. The strike last trading price was 15, which was -2.3 lower than the previous day. The implied volatity was 23.14, the open interest changed by -25 which decreased total open position to 79


On 13 Nov INDIGO was trading at 5905.50. The strike last trading price was 17.3, which was -7.5 lower than the previous day. The implied volatity was 24.13, the open interest changed by -3 which decreased total open position to 105


On 12 Nov INDIGO was trading at 5795.50. The strike last trading price was 24.8, which was -4.55 lower than the previous day. The implied volatity was 22.86, the open interest changed by 2 which increased total open position to 107


On 11 Nov INDIGO was trading at 5782.50. The strike last trading price was 29.25, which was -27.8 lower than the previous day. The implied volatity was 23.85, the open interest changed by -26 which decreased total open position to 103


On 10 Nov INDIGO was trading at 5588.50. The strike last trading price was 57.35, which was -6.35 lower than the previous day. The implied volatity was 22.99, the open interest changed by 31 which increased total open position to 129


On 7 Nov INDIGO was trading at 5583.50. The strike last trading price was 63, which was 16.9 higher than the previous day. The implied volatity was 24.05, the open interest changed by 36 which increased total open position to 97


On 6 Nov INDIGO was trading at 5693.00. The strike last trading price was 48, which was -29 lower than the previous day. The implied volatity was 23.85, the open interest changed by 34 which increased total open position to 60


On 4 Nov INDIGO was trading at 5637.00. The strike last trading price was 77, which was 9.6 higher than the previous day. The implied volatity was 26.60, the open interest changed by 3 which increased total open position to 25


On 3 Nov INDIGO was trading at 5695.50. The strike last trading price was 67.4, which was -134.45 lower than the previous day. The implied volatity was 27.15, the open interest changed by 21 which increased total open position to 21


On 14 Oct INDIGO was trading at 5759.00. The strike last trading price was 201.85, 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 Oct INDIGO was trading at 5787.50. The strike last trading price was 201.85, 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 9 Oct INDIGO was trading at 5724.50. The strike last trading price was 201.85, 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 201.85, 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 201.85, 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 4.44, the open interest changed by 0 which decreased total open position to 0