INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
13 Jun 2025 04:11 PM IST
| INDIGO 26JUN2025 5350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 3.93
Theta: -5.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Jun | 5262.00 | 99.25 | -111.05 | 31.38 | 5,123 | 203 | 384 | |||
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| 12 Jun | 5476.50 | 202.6 | -126.5 | 32.76 | 85 | -13 | 182 | |||
| 11 Jun | 5631.00 | 330 | 22.1 | 29.14 | 5 | -1 | 197 | |||
| 10 Jun | 5599.00 | 307.9 | -72.1 | 30.52 | 1 | 0 | 198 | |||
| 9 Jun | 5695.00 | 380 | 168.7 | 15.11 | 97 | -21 | 200 | |||
| 6 Jun | 5480.50 | 207.9 | -8.15 | 22.83 | 49 | -2 | 222 | |||
| 5 Jun | 5482.00 | 214.25 | 36.3 | 22.19 | 203 | -9 | 226 | |||
| 4 Jun | 5416.00 | 173.8 | 0.6 | 24.38 | 168 | 13 | 234 | |||
| 3 Jun | 5383.50 | 172.7 | 15.5 | 25.99 | 867 | -123 | 224 | |||
| 2 Jun | 5333.00 | 160.2 | -2.4 | 26.44 | 1,223 | 68 | 347 | |||
| 30 May | 5330.00 | 160 | -1.35 | 26.47 | 923 | 23 | 282 | |||
| 29 May | 5322.00 | 157.95 | -24.6 | 26.46 | 466 | 54 | 254 | |||
| 28 May | 5330.50 | 177.1 | -4.95 | 28.02 | 451 | 13 | 200 | |||
| 27 May | 5313.50 | 181.15 | -87.6 | 29.79 | 504 | 182 | 186 | |||
| 26 May | 5420.00 | 268.75 | -58.15 | 32.66 | 2 | 1 | 3 | |||
| 23 May | 5521.00 | 326.9 | -27.95 | 31.93 | 4 | -1 | 1 | |||
| 22 May | 5503.00 | 354.85 | -85.65 | 34.70 | 3 | 1 | 1 | |||
| 21 May | 5461.50 | 440.5 | 0 | - | 0 | 0 | 0 | |||
| 20 May | 5442.00 | 440.5 | 0 | - | 0 | 0 | 0 | |||
| 19 May | 5574.50 | 440.5 | 0 | - | 0 | 0 | 0 | |||
| 16 May | 5562.50 | 440.5 | 0 | - | 0 | 0 | 0 | |||
| 15 May | 5589.00 | 440.5 | 0 | - | 0 | 0 | 0 | |||
| 14 May | 5451.50 | 440.5 | 0 | - | 0 | 0 | 0 | |||
| 13 May | 5521.00 | 440.5 | 0 | - | 0 | 0 | 0 | |||
| 12 May | 5476.50 | 440.5 | 0 | - | 0 | 0 | 0 | |||
| 9 May | 5101.00 | 440.5 | 0 | 2.26 | 0 | 0 | 0 | |||
| 8 May | 5146.00 | 440.5 | 0 | 2.62 | 0 | 0 | 0 | |||
| 7 May | 5296.50 | 440.5 | 0 | - | 0 | 0 | 0 | |||
| 6 May | 5322.00 | 440.5 | 0 | - | 0 | 0 | 0 | |||
| 5 May | 5531.50 | 440.5 | 0 | - | 0 | 0 | 0 | |||
| 2 May | 5344.50 | 440.5 | 0 | - | 0 | 0 | 0 | |||
| 30 Apr | 5249.50 | 440.5 | 0 | 0.48 | 0 | 0 | 0 | |||
| 29 Apr | 5264.00 | 440.5 | 0 | 0.15 | 0 | 0 | 0 | |||
| 28 Apr | 5341.00 | 440.5 | 0 | - | 0 | 0 | 0 | |||
| 25 Apr | 5313.50 | 440.5 | 0 | - | 0 | 0 | 0 | |||
For Interglobe Aviation Ltd - strike price 5350 expiring on 26JUN2025
Delta for 5350 CE is 0.44
Historical price for 5350 CE is as follows
On 13 Jun INDIGO was trading at 5262.00. The strike last trading price was 99.25, which was -111.05 lower than the previous day. The implied volatity was 31.38, the open interest changed by 203 which increased total open position to 384
On 12 Jun INDIGO was trading at 5476.50. The strike last trading price was 202.6, which was -126.5 lower than the previous day. The implied volatity was 32.76, the open interest changed by -13 which decreased total open position to 182
On 11 Jun INDIGO was trading at 5631.00. The strike last trading price was 330, which was 22.1 higher than the previous day. The implied volatity was 29.14, the open interest changed by -1 which decreased total open position to 197
On 10 Jun INDIGO was trading at 5599.00. The strike last trading price was 307.9, which was -72.1 lower than the previous day. The implied volatity was 30.52, the open interest changed by 0 which decreased total open position to 198
On 9 Jun INDIGO was trading at 5695.00. The strike last trading price was 380, which was 168.7 higher than the previous day. The implied volatity was 15.11, the open interest changed by -21 which decreased total open position to 200
On 6 Jun INDIGO was trading at 5480.50. The strike last trading price was 207.9, which was -8.15 lower than the previous day. The implied volatity was 22.83, the open interest changed by -2 which decreased total open position to 222
On 5 Jun INDIGO was trading at 5482.00. The strike last trading price was 214.25, which was 36.3 higher than the previous day. The implied volatity was 22.19, the open interest changed by -9 which decreased total open position to 226
On 4 Jun INDIGO was trading at 5416.00. The strike last trading price was 173.8, which was 0.6 higher than the previous day. The implied volatity was 24.38, the open interest changed by 13 which increased total open position to 234
On 3 Jun INDIGO was trading at 5383.50. The strike last trading price was 172.7, which was 15.5 higher than the previous day. The implied volatity was 25.99, the open interest changed by -123 which decreased total open position to 224
On 2 Jun INDIGO was trading at 5333.00. The strike last trading price was 160.2, which was -2.4 lower than the previous day. The implied volatity was 26.44, the open interest changed by 68 which increased total open position to 347
On 30 May INDIGO was trading at 5330.00. The strike last trading price was 160, which was -1.35 lower than the previous day. The implied volatity was 26.47, the open interest changed by 23 which increased total open position to 282
On 29 May INDIGO was trading at 5322.00. The strike last trading price was 157.95, which was -24.6 lower than the previous day. The implied volatity was 26.46, the open interest changed by 54 which increased total open position to 254
On 28 May INDIGO was trading at 5330.50. The strike last trading price was 177.1, which was -4.95 lower than the previous day. The implied volatity was 28.02, the open interest changed by 13 which increased total open position to 200
On 27 May INDIGO was trading at 5313.50. The strike last trading price was 181.15, which was -87.6 lower than the previous day. The implied volatity was 29.79, the open interest changed by 182 which increased total open position to 186
On 26 May INDIGO was trading at 5420.00. The strike last trading price was 268.75, which was -58.15 lower than the previous day. The implied volatity was 32.66, the open interest changed by 1 which increased total open position to 3
On 23 May INDIGO was trading at 5521.00. The strike last trading price was 326.9, which was -27.95 lower than the previous day. The implied volatity was 31.93, the open interest changed by -1 which decreased total open position to 1
On 22 May INDIGO was trading at 5503.00. The strike last trading price was 354.85, which was -85.65 lower than the previous day. The implied volatity was 34.70, the open interest changed by 1 which increased total open position to 1
On 21 May INDIGO was trading at 5461.50. The strike last trading price was 440.5, 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 May INDIGO was trading at 5442.00. The strike last trading price was 440.5, 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 May INDIGO was trading at 5574.50. The strike last trading price was 440.5, 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 16 May INDIGO was trading at 5562.50. The strike last trading price was 440.5, 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 15 May INDIGO was trading at 5589.00. The strike last trading price was 440.5, 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 May INDIGO was trading at 5451.50. The strike last trading price was 440.5, 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 May INDIGO was trading at 5521.00. The strike last trading price was 440.5, 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 May INDIGO was trading at 5476.50. The strike last trading price was 440.5, 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 May INDIGO was trading at 5101.00. The strike last trading price was 440.5, which was 0 lower than the previous day. The implied volatity was 2.26, the open interest changed by 0 which decreased total open position to 0
On 8 May INDIGO was trading at 5146.00. The strike last trading price was 440.5, which was 0 lower than the previous day. The implied volatity was 2.62, the open interest changed by 0 which decreased total open position to 0
On 7 May INDIGO was trading at 5296.50. The strike last trading price was 440.5, 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 May INDIGO was trading at 5322.00. The strike last trading price was 440.5, 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 5 May INDIGO was trading at 5531.50. The strike last trading price was 440.5, 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 May INDIGO was trading at 5344.50. The strike last trading price was 440.5, 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 30 Apr INDIGO was trading at 5249.50. The strike last trading price was 440.5, which was 0 lower than the previous day. The implied volatity was 0.48, the open interest changed by 0 which decreased total open position to 0
On 29 Apr INDIGO was trading at 5264.00. The strike last trading price was 440.5, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
On 28 Apr INDIGO was trading at 5341.00. The strike last trading price was 440.5, 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 Apr INDIGO was trading at 5313.50. The strike last trading price was 440.5, 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 26JUN2025 5350 PE | |||||||
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Delta: -0.55
Vega: 3.94
Theta: -4.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Jun | 5262.00 | 164.85 | 70.1 | 33.82 | 1,917 | -105 | 272 |
| 12 Jun | 5476.50 | 105.25 | 80.85 | 37.04 | 2,227 | -3 | 379 |
| 11 Jun | 5631.00 | 24.45 | -9.7 | 26.76 | 279 | 67 | 376 |
| 10 Jun | 5599.00 | 35.9 | 8.4 | 27.63 | 261 | -8 | 309 |
| 9 Jun | 5695.00 | 27 | -35.75 | 30.22 | 693 | 10 | 319 |
| 6 Jun | 5480.50 | 63 | -4.5 | 24.83 | 207 | 34 | 309 |
| 5 Jun | 5482.00 | 68.35 | -27.4 | 26.03 | 273 | -2 | 275 |
| 4 Jun | 5416.00 | 99.9 | -15.8 | 26.20 | 172 | 16 | 277 |
| 3 Jun | 5383.50 | 117.15 | -21.65 | 27.33 | 809 | -18 | 260 |
| 2 Jun | 5333.00 | 133.35 | -12.65 | 27.21 | 585 | 110 | 278 |
| 30 May | 5330.00 | 147.65 | -2.4 | 26.83 | 410 | 66 | 166 |
| 29 May | 5322.00 | 152.5 | -15.4 | 26.89 | 79 | 8 | 101 |
| 28 May | 5330.50 | 166 | -17.1 | 29.12 | 140 | 30 | 91 |
| 27 May | 5313.50 | 182 | 26.95 | 30.06 | 139 | 58 | 62 |
| 26 May | 5420.00 | 155.05 | 12.2 | 33.57 | 3 | 0 | 3 |
| 23 May | 5521.00 | 142.85 | 1.2 | 35.03 | 1 | 0 | 3 |
| 22 May | 5503.00 | 141.65 | -66.3 | 35.00 | 8 | 4 | 4 |
| 21 May | 5461.50 | 207.95 | 0 | 2.49 | 0 | 0 | 0 |
| 20 May | 5442.00 | 207.95 | 0 | 2.54 | 0 | 0 | 0 |
| 19 May | 5574.50 | 207.95 | 0 | 4.12 | 0 | 0 | 0 |
| 16 May | 5562.50 | 207.95 | 0 | 3.79 | 0 | 0 | 0 |
| 15 May | 5589.00 | 207.95 | 0 | 3.96 | 0 | 0 | 0 |
| 14 May | 5451.50 | 207.95 | 0 | 2.33 | 0 | 0 | 0 |
| 13 May | 5521.00 | 207.95 | 0 | 3.14 | 0 | 0 | 0 |
| 12 May | 5476.50 | 207.95 | 0 | 2.86 | 0 | 0 | 0 |
| 9 May | 5101.00 | 207.95 | 0 | - | 0 | 0 | 0 |
| 8 May | 5146.00 | 207.95 | 0 | - | 0 | 0 | 0 |
| 7 May | 5296.50 | 207.95 | 0 | 0.48 | 0 | 0 | 0 |
| 6 May | 5322.00 | 207.95 | 0 | 0.64 | 0 | 0 | 0 |
| 5 May | 5531.50 | 207.95 | 0 | 3.20 | 0 | 0 | 0 |
| 2 May | 5344.50 | 207.95 | 0 | 0.94 | 0 | 0 | 0 |
| 30 Apr | 5249.50 | 207.95 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 5264.00 | 207.95 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 5341.00 | 207.95 | 0 | 0.88 | 0 | 0 | 0 |
| 25 Apr | 5313.50 | 207.95 | 0 | 0.70 | 0 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 5350 expiring on 26JUN2025
Delta for 5350 PE is -0.55
Historical price for 5350 PE is as follows
On 13 Jun INDIGO was trading at 5262.00. The strike last trading price was 164.85, which was 70.1 higher than the previous day. The implied volatity was 33.82, the open interest changed by -105 which decreased total open position to 272
On 12 Jun INDIGO was trading at 5476.50. The strike last trading price was 105.25, which was 80.85 higher than the previous day. The implied volatity was 37.04, the open interest changed by -3 which decreased total open position to 379
On 11 Jun INDIGO was trading at 5631.00. The strike last trading price was 24.45, which was -9.7 lower than the previous day. The implied volatity was 26.76, the open interest changed by 67 which increased total open position to 376
On 10 Jun INDIGO was trading at 5599.00. The strike last trading price was 35.9, which was 8.4 higher than the previous day. The implied volatity was 27.63, the open interest changed by -8 which decreased total open position to 309
On 9 Jun INDIGO was trading at 5695.00. The strike last trading price was 27, which was -35.75 lower than the previous day. The implied volatity was 30.22, the open interest changed by 10 which increased total open position to 319
On 6 Jun INDIGO was trading at 5480.50. The strike last trading price was 63, which was -4.5 lower than the previous day. The implied volatity was 24.83, the open interest changed by 34 which increased total open position to 309
On 5 Jun INDIGO was trading at 5482.00. The strike last trading price was 68.35, which was -27.4 lower than the previous day. The implied volatity was 26.03, the open interest changed by -2 which decreased total open position to 275
On 4 Jun INDIGO was trading at 5416.00. The strike last trading price was 99.9, which was -15.8 lower than the previous day. The implied volatity was 26.20, the open interest changed by 16 which increased total open position to 277
On 3 Jun INDIGO was trading at 5383.50. The strike last trading price was 117.15, which was -21.65 lower than the previous day. The implied volatity was 27.33, the open interest changed by -18 which decreased total open position to 260
On 2 Jun INDIGO was trading at 5333.00. The strike last trading price was 133.35, which was -12.65 lower than the previous day. The implied volatity was 27.21, the open interest changed by 110 which increased total open position to 278
On 30 May INDIGO was trading at 5330.00. The strike last trading price was 147.65, which was -2.4 lower than the previous day. The implied volatity was 26.83, the open interest changed by 66 which increased total open position to 166
On 29 May INDIGO was trading at 5322.00. The strike last trading price was 152.5, which was -15.4 lower than the previous day. The implied volatity was 26.89, the open interest changed by 8 which increased total open position to 101
On 28 May INDIGO was trading at 5330.50. The strike last trading price was 166, which was -17.1 lower than the previous day. The implied volatity was 29.12, the open interest changed by 30 which increased total open position to 91
On 27 May INDIGO was trading at 5313.50. The strike last trading price was 182, which was 26.95 higher than the previous day. The implied volatity was 30.06, the open interest changed by 58 which increased total open position to 62
On 26 May INDIGO was trading at 5420.00. The strike last trading price was 155.05, which was 12.2 higher than the previous day. The implied volatity was 33.57, the open interest changed by 0 which decreased total open position to 3
On 23 May INDIGO was trading at 5521.00. The strike last trading price was 142.85, which was 1.2 higher than the previous day. The implied volatity was 35.03, the open interest changed by 0 which decreased total open position to 3
On 22 May INDIGO was trading at 5503.00. The strike last trading price was 141.65, which was -66.3 lower than the previous day. The implied volatity was 35.00, the open interest changed by 4 which increased total open position to 4
On 21 May INDIGO was trading at 5461.50. The strike last trading price was 207.95, which was 0 lower than the previous day. The implied volatity was 2.49, the open interest changed by 0 which decreased total open position to 0
On 20 May INDIGO was trading at 5442.00. The strike last trading price was 207.95, which was 0 lower than the previous day. The implied volatity was 2.54, the open interest changed by 0 which decreased total open position to 0
On 19 May INDIGO was trading at 5574.50. The strike last trading price was 207.95, which was 0 lower than the previous day. The implied volatity was 4.12, the open interest changed by 0 which decreased total open position to 0
On 16 May INDIGO was trading at 5562.50. The strike last trading price was 207.95, which was 0 lower than the previous day. The implied volatity was 3.79, the open interest changed by 0 which decreased total open position to 0
On 15 May INDIGO was trading at 5589.00. The strike last trading price was 207.95, which was 0 lower than the previous day. The implied volatity was 3.96, the open interest changed by 0 which decreased total open position to 0
On 14 May INDIGO was trading at 5451.50. The strike last trading price was 207.95, which was 0 lower than the previous day. The implied volatity was 2.33, the open interest changed by 0 which decreased total open position to 0
On 13 May INDIGO was trading at 5521.00. The strike last trading price was 207.95, which was 0 lower than the previous day. The implied volatity was 3.14, the open interest changed by 0 which decreased total open position to 0
On 12 May INDIGO was trading at 5476.50. The strike last trading price was 207.95, which was 0 lower than the previous day. The implied volatity was 2.86, the open interest changed by 0 which decreased total open position to 0
On 9 May INDIGO was trading at 5101.00. The strike last trading price was 207.95, 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 May INDIGO was trading at 5146.00. The strike last trading price was 207.95, 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 May INDIGO was trading at 5296.50. The strike last trading price was 207.95, which was 0 lower than the previous day. The implied volatity was 0.48, the open interest changed by 0 which decreased total open position to 0
On 6 May INDIGO was trading at 5322.00. The strike last trading price was 207.95, which was 0 lower than the previous day. The implied volatity was 0.64, the open interest changed by 0 which decreased total open position to 0
On 5 May INDIGO was trading at 5531.50. The strike last trading price was 207.95, which was 0 lower than the previous day. The implied volatity was 3.20, the open interest changed by 0 which decreased total open position to 0
On 2 May INDIGO was trading at 5344.50. The strike last trading price was 207.95, which was 0 lower than the previous day. The implied volatity was 0.94, the open interest changed by 0 which decreased total open position to 0
On 30 Apr INDIGO was trading at 5249.50. The strike last trading price was 207.95, 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 29 Apr INDIGO was trading at 5264.00. The strike last trading price was 207.95, 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 Apr INDIGO was trading at 5341.00. The strike last trading price was 207.95, which was 0 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0
On 25 Apr INDIGO was trading at 5313.50. The strike last trading price was 207.95, which was 0 lower than the previous day. The implied volatity was 0.70, the open interest changed by 0 which decreased total open position to 0
