INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
19 Dec 2025 04:11 PM IST
| INDIGO 30-DEC-2025 5350 CE | ||||||||||||||||
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Delta: 0.15
Vega: 2.09
Theta: -2.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 5153.50 | 16 | -9.1 | 23.24 | 4,716 | 148 | 1,418 | |||||||||
| 18 Dec | 5115.50 | 25.15 | 9.65 | 25.06 | 4,106 | -97 | 1,268 | |||||||||
| 17 Dec | 4980.50 | 15.35 | -3.6 | 29.70 | 521 | 4 | 1,367 | |||||||||
| 16 Dec | 4974.00 | 18.65 | -4.2 | 30.89 | 861 | 50 | 1,358 | |||||||||
| 15 Dec | 4965.50 | 22.1 | 4.75 | 31.72 | 2,205 | -198 | 1,302 | |||||||||
| 12 Dec | 4860.50 | 17.45 | -2.5 | 32.16 | 970 | 44 | 1,497 | |||||||||
| 11 Dec | 4819.00 | 19.6 | -4 | 34.34 | 1,876 | 195 | 1,449 | |||||||||
| 10 Dec | 4805.50 | 22.6 | -32.35 | 35.38 | 3,787 | 75 | 1,248 | |||||||||
| 9 Dec | 4967.50 | 58 | -2.25 | 35.77 | 5,944 | 193 | 1,180 | |||||||||
| 8 Dec | 4923.50 | 56.75 | -106.1 | 39.54 | 10,542 | 190 | 992 | |||||||||
| 5 Dec | 5370.50 | 159.6 | -36.95 | 23.20 | 7,913 | 776 | 801 | |||||||||
| 4 Dec | 5436.50 | 208 | -415.2 | 20.61 | 81 | 25 | 25 | |||||||||
| 3 Dec | 5595.50 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 5697.50 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 5794.00 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 5901.50 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 5919.00 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 5913.00 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 5775.00 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 5805.50 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 5843.50 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 5785.50 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 5758.50 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 5739.50 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 5873.00 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 5908.50 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 5905.50 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 5795.50 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 5782.50 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 5588.50 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
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| 7 Nov | 5583.50 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 5693.00 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 5637.00 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 5695.50 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 5350 expiring on 30DEC2025
Delta for 5350 CE is 0.15
Historical price for 5350 CE is as follows
On 19 Dec INDIGO was trading at 5153.50. The strike last trading price was 16, which was -9.1 lower than the previous day. The implied volatity was 23.24, the open interest changed by 148 which increased total open position to 1418
On 18 Dec INDIGO was trading at 5115.50. The strike last trading price was 25.15, which was 9.65 higher than the previous day. The implied volatity was 25.06, the open interest changed by -97 which decreased total open position to 1268
On 17 Dec INDIGO was trading at 4980.50. The strike last trading price was 15.35, which was -3.6 lower than the previous day. The implied volatity was 29.70, the open interest changed by 4 which increased total open position to 1367
On 16 Dec INDIGO was trading at 4974.00. The strike last trading price was 18.65, which was -4.2 lower than the previous day. The implied volatity was 30.89, the open interest changed by 50 which increased total open position to 1358
On 15 Dec INDIGO was trading at 4965.50. The strike last trading price was 22.1, which was 4.75 higher than the previous day. The implied volatity was 31.72, the open interest changed by -198 which decreased total open position to 1302
On 12 Dec INDIGO was trading at 4860.50. The strike last trading price was 17.45, which was -2.5 lower than the previous day. The implied volatity was 32.16, the open interest changed by 44 which increased total open position to 1497
On 11 Dec INDIGO was trading at 4819.00. The strike last trading price was 19.6, which was -4 lower than the previous day. The implied volatity was 34.34, the open interest changed by 195 which increased total open position to 1449
On 10 Dec INDIGO was trading at 4805.50. The strike last trading price was 22.6, which was -32.35 lower than the previous day. The implied volatity was 35.38, the open interest changed by 75 which increased total open position to 1248
On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 58, which was -2.25 lower than the previous day. The implied volatity was 35.77, the open interest changed by 193 which increased total open position to 1180
On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 56.75, which was -106.1 lower than the previous day. The implied volatity was 39.54, the open interest changed by 190 which increased total open position to 992
On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 159.6, which was -36.95 lower than the previous day. The implied volatity was 23.20, the open interest changed by 776 which increased total open position to 801
On 4 Dec INDIGO was trading at 5436.50. The strike last trading price was 208, which was -415.2 lower than the previous day. The implied volatity was 20.61, the open interest changed by 25 which increased total open position to 25
On 3 Dec INDIGO was trading at 5595.50. The strike last trading price was 623.2, 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 2 Dec INDIGO was trading at 5697.50. The strike last trading price was 623.2, 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 1 Dec INDIGO was trading at 5794.00. The strike last trading price was 623.2, 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 28 Nov INDIGO was trading at 5901.50. The strike last trading price was 623.2, 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 27 Nov INDIGO was trading at 5919.00. The strike last trading price was 623.2, 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 26 Nov INDIGO was trading at 5913.00. The strike last trading price was 623.2, 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 25 Nov INDIGO was trading at 5775.00. The strike last trading price was 623.2, 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 24 Nov INDIGO was trading at 5805.50. The strike last trading price was 623.2, 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 21 Nov INDIGO was trading at 5843.50. The strike last trading price was 623.2, 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 623.2, 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 623.2, 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 623.2, 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 623.2, 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 623.2, 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 623.2, 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 623.2, 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 623.2, 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 623.2, 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 623.2, 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 623.2, 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 623.2, 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 623.2, 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 5350 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 5153.50 | 212 | -35 | - | 94 | 10 | 278 |
| 18 Dec | 5115.50 | 247 | -130.2 | 30.32 | 176 | -46 | 267 |
| 17 Dec | 4980.50 | 377.2 | 0 | 33.64 | 3 | 0 | 316 |
| 16 Dec | 4974.00 | 377.2 | -12.8 | 28.29 | 9 | -6 | 317 |
| 15 Dec | 4965.50 | 390 | -148 | 32.03 | 5 | 0 | 323 |
| 12 Dec | 4860.50 | 538 | 136.5 | - | 0 | 0 | 323 |
| 11 Dec | 4819.00 | 538 | 136.5 | - | 0 | 0 | 323 |
| 10 Dec | 4805.50 | 538 | 136.5 | 37.36 | 33 | -23 | 323 |
| 9 Dec | 4967.50 | 400 | -68.5 | 38.59 | 104 | -65 | 368 |
| 8 Dec | 4923.50 | 474.05 | 361.65 | 41.46 | 1,950 | -453 | 433 |
| 5 Dec | 5370.50 | 113.95 | 31.85 | 24.99 | 16,897 | 633 | 886 |
| 4 Dec | 5436.50 | 76.95 | 44.25 | 24.26 | 2,646 | 214 | 253 |
| 3 Dec | 5595.50 | 34.65 | -40.35 | 22.23 | 59 | 32 | 38 |
| 2 Dec | 5697.50 | 75 | -33.05 | - | 0 | 0 | 0 |
| 1 Dec | 5794.00 | 75 | -33.05 | - | 0 | 0 | 0 |
| 28 Nov | 5901.50 | 75 | -33.05 | - | 0 | 0 | 0 |
| 27 Nov | 5919.00 | 75 | -33.05 | - | 0 | 0 | 0 |
| 26 Nov | 5913.00 | 75 | -33.05 | - | 0 | 0 | 0 |
| 25 Nov | 5775.00 | 75 | -33.05 | - | 0 | 0 | 0 |
| 24 Nov | 5805.50 | 75 | -33.05 | - | 0 | 0 | 0 |
| 21 Nov | 5843.50 | 75 | -33.05 | - | 0 | 0 | 0 |
| 20 Nov | 5785.50 | 75 | -33.05 | - | 0 | 0 | 0 |
| 19 Nov | 5758.50 | 75 | -33.05 | - | 0 | 0 | 0 |
| 18 Nov | 5739.50 | 75 | -33.05 | - | 0 | 0 | 0 |
| 17 Nov | 5873.00 | 75 | -33.05 | - | 0 | 0 | 0 |
| 14 Nov | 5908.50 | 75 | -33.05 | - | 0 | 0 | 0 |
| 13 Nov | 5905.50 | 75 | -33.05 | - | 0 | 0 | 0 |
| 12 Nov | 5795.50 | 75 | -33.05 | - | 0 | 0 | 0 |
| 11 Nov | 5782.50 | 75 | -33.05 | - | 0 | 0 | 0 |
| 10 Nov | 5588.50 | 75 | -33.05 | - | 0 | 0 | 0 |
| 7 Nov | 5583.50 | 75 | -33.05 | - | 0 | 0 | 0 |
| 6 Nov | 5693.00 | 75 | -33.05 | - | 0 | 0 | 0 |
| 4 Nov | 5637.00 | 75 | -33.05 | - | 0 | 6 | 0 |
| 3 Nov | 5695.50 | 75 | -33.05 | 26.55 | 10 | 7 | 7 |
For Interglobe Aviation Ltd - strike price 5350 expiring on 30DEC2025
Delta for 5350 PE is -
Historical price for 5350 PE is as follows
On 19 Dec INDIGO was trading at 5153.50. The strike last trading price was 212, which was -35 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 278
On 18 Dec INDIGO was trading at 5115.50. The strike last trading price was 247, which was -130.2 lower than the previous day. The implied volatity was 30.32, the open interest changed by -46 which decreased total open position to 267
On 17 Dec INDIGO was trading at 4980.50. The strike last trading price was 377.2, which was 0 lower than the previous day. The implied volatity was 33.64, the open interest changed by 0 which decreased total open position to 316
On 16 Dec INDIGO was trading at 4974.00. The strike last trading price was 377.2, which was -12.8 lower than the previous day. The implied volatity was 28.29, the open interest changed by -6 which decreased total open position to 317
On 15 Dec INDIGO was trading at 4965.50. The strike last trading price was 390, which was -148 lower than the previous day. The implied volatity was 32.03, the open interest changed by 0 which decreased total open position to 323
On 12 Dec INDIGO was trading at 4860.50. The strike last trading price was 538, which was 136.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 323
On 11 Dec INDIGO was trading at 4819.00. The strike last trading price was 538, which was 136.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 323
On 10 Dec INDIGO was trading at 4805.50. The strike last trading price was 538, which was 136.5 higher than the previous day. The implied volatity was 37.36, the open interest changed by -23 which decreased total open position to 323
On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 400, which was -68.5 lower than the previous day. The implied volatity was 38.59, the open interest changed by -65 which decreased total open position to 368
On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 474.05, which was 361.65 higher than the previous day. The implied volatity was 41.46, the open interest changed by -453 which decreased total open position to 433
On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 113.95, which was 31.85 higher than the previous day. The implied volatity was 24.99, the open interest changed by 633 which increased total open position to 886
On 4 Dec INDIGO was trading at 5436.50. The strike last trading price was 76.95, which was 44.25 higher than the previous day. The implied volatity was 24.26, the open interest changed by 214 which increased total open position to 253
On 3 Dec INDIGO was trading at 5595.50. The strike last trading price was 34.65, which was -40.35 lower than the previous day. The implied volatity was 22.23, the open interest changed by 32 which increased total open position to 38
On 2 Dec INDIGO was trading at 5697.50. The strike last trading price was 75, which was -33.05 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 75, which was -33.05 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 75, which was -33.05 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 75, which was -33.05 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 75, which was -33.05 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 75, which was -33.05 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 75, which was -33.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov INDIGO was trading at 5843.50. The strike last trading price was 75, which was -33.05 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 75, which was -33.05 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 75, which was -33.05 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 75, which was -33.05 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 75, which was -33.05 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 75, which was -33.05 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 75, which was -33.05 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 75, which was -33.05 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 75, which was -33.05 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 75, which was -33.05 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 75, which was -33.05 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 75, which was -33.05 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 75, which was -33.05 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 3 Nov INDIGO was trading at 5695.50. The strike last trading price was 75, which was -33.05 lower than the previous day. The implied volatity was 26.55, the open interest changed by 7 which increased total open position to 7































































































































































































































