INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
10 Dec 2025 04:11 PM IST
| INDIGO 30-DEC-2025 5300 CE | ||||||||||||||||
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Delta: 0.14
Vega: 2.48
Theta: -2.32
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.84
Vega: 2.73
Theta: -1.31
Gamma: 0.00
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| 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































































































































































































































