Historical option data for INDIGO
29 Jun 2026 10:50 AM IST
| INDIGO 28-Jul-2026 (27d) 5350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.53
Vega: 0.06
Theta: -3.24
Gamma: 0.00092
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 5341.20 | 179.8 | -48.2 (-21.14%) | 28.57 | 229 | 30 | 228 | |||||||||
| 25 Jun | 5450.00 | 234.65 | 104.65 (80.50%) | 24.79 | 1,950 | 185 | 235 | |||||||||
| 24 Jun | 5207.20 | 129.7 | 64.7 (99.54%) | 29.59 | 71 | 37 | 50 | |||||||||
| 23 Jun | 4961.40 | 65 | 0 (0.00%) | 27.14 | 18 | 0 | 13 | |||||||||
| 22 Jun | 5021.10 | 65 | -3 (-4.41%) | 27.14 | 18 | 6 | 6 | |||||||||
For Interglobe Aviation Ltd - strike price 5350 expiring on 28JUL2026
Delta for 5350 CE is 0.53
Historical price for 5350 CE is as follows
On 29 Jun INDIGO was trading at 5341.20. The strike last trading price was 179.8, which was -48.2 lower than the previous day. The implied volatity was 28.57, the open interest changed by 30 which increased total open position to 228
On 25 Jun INDIGO was trading at 5450.00. The strike last trading price was 234.65, which was 104.65 higher than the previous day. The implied volatity was 24.79, the open interest changed by 185 which increased total open position to 235
On 24 Jun INDIGO was trading at 5207.20. The strike last trading price was 129.7, which was 64.7 higher than the previous day. The implied volatity was 29.59, the open interest changed by 37 which increased total open position to 50
On 23 Jun INDIGO was trading at 4961.40. The strike last trading price was 65, which was 0 lower than the previous day. The implied volatity was 27.14, the open interest changed by 0 which decreased total open position to 13
On 22 Jun INDIGO was trading at 5021.10. The strike last trading price was 65, which was -3 lower than the previous day. The implied volatity was 27.14, the open interest changed by 6 which increased total open position to 6
| INDIGO 28-Jul-2026 (27d) 5350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.06
Theta: -2.28
Gamma: 0.00097
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 5341.20 | 156.6 | 29.35 (23.06%) | 27 | 388 | 4 | 270 |
| 25 Jun | 5450.00 | 126 | -756 (-85.71%) | 28.33 | 750 | 267 | 267 |
| 24 Jun | 5207.20 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Jun | 4961.40 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Jun | 5021.10 | 0 | 0 | - | 0 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 5350 expiring on 28JUL2026
Delta for 5350 PE is -0.47
Historical price for 5350 PE is as follows
On 29 Jun INDIGO was trading at 5341.20. The strike last trading price was 156.6, which was 29.35 higher than the previous day. The implied volatity was 27, the open interest changed by 4 which increased total open position to 270
On 25 Jun INDIGO was trading at 5450.00. The strike last trading price was 126, which was -756 lower than the previous day. The implied volatity was 28.33, the open interest changed by 267 which increased total open position to 267
On 24 Jun INDIGO was trading at 5207.20. 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 23 Jun INDIGO was trading at 4961.40. 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 22 Jun INDIGO was trading at 5021.10. 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
