INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
12 Mar 2026 04:11 PM IST
| INDIGO 30-MAR-2026 5350 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.48
Theta: -0.66
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Mar | 4251.70 | 3.4 | 0.4 | 47.73 | 3 | 1 | 0 | |||||||||
| 11 Mar | 4350.70 | 3 | -0.8 | 42.12 | 45 | 1 | 40 | |||||||||
| 10 Mar | 4380.40 | 3.8 | 0 | 41.37 | 1 | 0 | 39 | |||||||||
| 9 Mar | 4236.70 | 3.8 | 0.15 | 45.49 | 2 | -1 | 39 | |||||||||
| 6 Mar | 4404.10 | 3.65 | 0.15 | 36.23 | 1 | 0 | 40 | |||||||||
| 5 Mar | 4512.80 | 3.35 | -1.7 | 31.79 | 6 | 0 | 40 | |||||||||
| 4 Mar | 4392.90 | 5.05 | -2.75 | 37.38 | 10 | 2 | 40 | |||||||||
| 2 Mar | 4520.40 | 7.8 | -12.65 | 33.14 | 59 | 21 | 26 | |||||||||
| 27 Feb | 4827.20 | 15.95 | -75.2 | 24.47 | 8 | 4 | 4 | |||||||||
| 26 Feb | 4933.50 | 91.15 | 0 | 6.14 | 0 | 0 | 0 | |||||||||
| 25 Feb | 4947.40 | 91.15 | 0 | 5.89 | 0 | 0 | 0 | |||||||||
| 24 Feb | 4850.30 | 91.15 | 0 | 7.13 | 0 | 0 | 0 | |||||||||
| 23 Feb | 4862.20 | 91.15 | 0 | 7.05 | 0 | 0 | 0 | |||||||||
| 20 Feb | 4854.60 | 91.15 | 0 | 6.83 | 0 | 0 | 0 | |||||||||
| 19 Feb | 4815.10 | 91.15 | 0 | 7.2 | 0 | 0 | 0 | |||||||||
| 18 Feb | 4980.40 | 91.15 | 0 | 4.74 | 0 | 0 | 0 | |||||||||
| 17 Feb | 4977.00 | 91.15 | 0 | 4.76 | 0 | 0 | 0 | |||||||||
| 16 Feb | 4940.80 | 91.15 | 0 | 4.74 | 0 | 0 | 0 | |||||||||
| 13 Feb | 4929.20 | 91.15 | 0 | 4.82 | 0 | 0 | 0 | |||||||||
| 12 Feb | 4982.80 | 91.15 | 0 | 4.05 | 0 | 0 | 0 | |||||||||
| 11 Feb | 5013.80 | 91.15 | 0 | 3.66 | 0 | 0 | 0 | |||||||||
| 10 Feb | 4960.40 | 91.15 | 0 | 4.16 | 0 | 0 | 0 | |||||||||
| 9 Feb | 4964.10 | 91.15 | 0 | 4.23 | 0 | 0 | 0 | |||||||||
| 6 Feb | 4909.40 | 91.15 | 0 | 4.72 | 0 | 0 | 0 | |||||||||
| 5 Feb | 4932.20 | 91.15 | 0 | 4.34 | 0 | 0 | 0 | |||||||||
| 4 Feb | 4960.70 | 91.15 | 0 | 4 | 0 | 0 | 0 | |||||||||
| 3 Feb | 4946.20 | 91.15 | 0 | 3.98 | 0 | 0 | 0 | |||||||||
| 2 Feb | 4687.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 4589.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 4596.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 4621.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 28 Jan | 4749.00 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 5350 expiring on 30MAR2026
Delta for 5350 CE is 0.02
Historical price for 5350 CE is as follows
On 12 Mar INDIGO was trading at 4251.70. The strike last trading price was 3.4, which was 0.4 higher than the previous day. The implied volatity was 47.73, the open interest changed by 1 which increased total open position to 0
On 11 Mar INDIGO was trading at 4350.70. The strike last trading price was 3, which was -0.8 lower than the previous day. The implied volatity was 42.12, the open interest changed by 1 which increased total open position to 40
On 10 Mar INDIGO was trading at 4380.40. The strike last trading price was 3.8, which was 0 lower than the previous day. The implied volatity was 41.37, the open interest changed by 0 which decreased total open position to 39
On 9 Mar INDIGO was trading at 4236.70. The strike last trading price was 3.8, which was 0.15 higher than the previous day. The implied volatity was 45.49, the open interest changed by -1 which decreased total open position to 39
On 6 Mar INDIGO was trading at 4404.10. The strike last trading price was 3.65, which was 0.15 higher than the previous day. The implied volatity was 36.23, the open interest changed by 0 which decreased total open position to 40
On 5 Mar INDIGO was trading at 4512.80. The strike last trading price was 3.35, which was -1.7 lower than the previous day. The implied volatity was 31.79, the open interest changed by 0 which decreased total open position to 40
On 4 Mar INDIGO was trading at 4392.90. The strike last trading price was 5.05, which was -2.75 lower than the previous day. The implied volatity was 37.38, the open interest changed by 2 which increased total open position to 40
On 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 7.8, which was -12.65 lower than the previous day. The implied volatity was 33.14, the open interest changed by 21 which increased total open position to 26
On 27 Feb INDIGO was trading at 4827.20. The strike last trading price was 15.95, which was -75.2 lower than the previous day. The implied volatity was 24.47, the open interest changed by 4 which increased total open position to 4
On 26 Feb INDIGO was trading at 4933.50. The strike last trading price was 91.15, which was 0 lower than the previous day. The implied volatity was 6.14, the open interest changed by 0 which decreased total open position to 0
On 25 Feb INDIGO was trading at 4947.40. The strike last trading price was 91.15, which was 0 lower than the previous day. The implied volatity was 5.89, the open interest changed by 0 which decreased total open position to 0
On 24 Feb INDIGO was trading at 4850.30. The strike last trading price was 91.15, which was 0 lower than the previous day. The implied volatity was 7.13, the open interest changed by 0 which decreased total open position to 0
On 23 Feb INDIGO was trading at 4862.20. The strike last trading price was 91.15, which was 0 lower than the previous day. The implied volatity was 7.05, the open interest changed by 0 which decreased total open position to 0
On 20 Feb INDIGO was trading at 4854.60. The strike last trading price was 91.15, which was 0 lower than the previous day. The implied volatity was 6.83, the open interest changed by 0 which decreased total open position to 0
On 19 Feb INDIGO was trading at 4815.10. The strike last trading price was 91.15, which was 0 lower than the previous day. The implied volatity was 7.2, the open interest changed by 0 which decreased total open position to 0
On 18 Feb INDIGO was trading at 4980.40. The strike last trading price was 91.15, which was 0 lower than the previous day. The implied volatity was 4.74, the open interest changed by 0 which decreased total open position to 0
On 17 Feb INDIGO was trading at 4977.00. The strike last trading price was 91.15, which was 0 lower than the previous day. The implied volatity was 4.76, the open interest changed by 0 which decreased total open position to 0
On 16 Feb INDIGO was trading at 4940.80. The strike last trading price was 91.15, which was 0 lower than the previous day. The implied volatity was 4.74, the open interest changed by 0 which decreased total open position to 0
On 13 Feb INDIGO was trading at 4929.20. The strike last trading price was 91.15, which was 0 lower than the previous day. The implied volatity was 4.82, the open interest changed by 0 which decreased total open position to 0
On 12 Feb INDIGO was trading at 4982.80. The strike last trading price was 91.15, which was 0 lower than the previous day. The implied volatity was 4.05, the open interest changed by 0 which decreased total open position to 0
On 11 Feb INDIGO was trading at 5013.80. The strike last trading price was 91.15, which was 0 lower than the previous day. The implied volatity was 3.66, the open interest changed by 0 which decreased total open position to 0
On 10 Feb INDIGO was trading at 4960.40. The strike last trading price was 91.15, which was 0 lower than the previous day. The implied volatity was 4.16, the open interest changed by 0 which decreased total open position to 0
On 9 Feb INDIGO was trading at 4964.10. The strike last trading price was 91.15, which was 0 lower than the previous day. The implied volatity was 4.23, the open interest changed by 0 which decreased total open position to 0
On 6 Feb INDIGO was trading at 4909.40. The strike last trading price was 91.15, which was 0 lower than the previous day. The implied volatity was 4.72, the open interest changed by 0 which decreased total open position to 0
On 5 Feb INDIGO was trading at 4932.20. The strike last trading price was 91.15, which was 0 lower than the previous day. The implied volatity was 4.34, the open interest changed by 0 which decreased total open position to 0
On 4 Feb INDIGO was trading at 4960.70. The strike last trading price was 91.15, which was 0 lower than the previous day. The implied volatity was 4, the open interest changed by 0 which decreased total open position to 0
On 3 Feb INDIGO was trading at 4946.20. The strike last trading price was 91.15, which was 0 lower than the previous day. The implied volatity was 3.98, the open interest changed by 0 which decreased total open position to 0
On 2 Feb INDIGO was trading at 4687.00. 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 1 Feb INDIGO was trading at 4589.50. 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 30 Jan INDIGO was trading at 4596.50. 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 29 Jan INDIGO was trading at 4621.00. 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 28 Jan INDIGO was trading at 4749.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| INDIGO 30MAR2026 5350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 4251.70 | 789.15 | 309.15 | - | 0 | 0 | 0 |
| 11 Mar | 4350.70 | 789.15 | 309.15 | - | 0 | 0 | 4 |
| 10 Mar | 4380.40 | 789.15 | 309.15 | - | 0 | 0 | 4 |
| 9 Mar | 4236.70 | 789.15 | 309.15 | - | 0 | 0 | 0 |
| 6 Mar | 4404.10 | 789.15 | 309.15 | - | 0 | 0 | 4 |
| 5 Mar | 4512.80 | 789.15 | 309.15 | - | 6 | 0 | 0 |
| 4 Mar | 4392.90 | 789.15 | 309.15 | - | 6 | 0 | 4 |
| 2 Mar | 4520.40 | 789.15 | 309.15 | 36.8 | 6 | 3 | 4 |
| 27 Feb | 4827.20 | 480 | -136.15 | - | 0 | 0 | 1 |
| 26 Feb | 4933.50 | 480 | -136.15 | - | 0 | 0 | 1 |
| 25 Feb | 4947.40 | 480 | -136.15 | - | 1 | 0 | 1 |
| 24 Feb | 4850.30 | 480 | -136.15 | 28.98 | 1 | 0 | 0 |
| 23 Feb | 4862.20 | 616.15 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 4854.60 | 616.15 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 4815.10 | 616.15 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 4980.40 | 616.15 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 4977.00 | 616.15 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 4940.80 | 616.15 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 4929.20 | 616.15 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 4982.80 | 616.15 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 5013.80 | 616.15 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 4960.40 | 616.15 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 4964.10 | 616.15 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 4909.40 | 616.15 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 4932.20 | 616.15 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 4960.70 | 616.15 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 4946.20 | 616.15 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 4687.00 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 4589.50 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 4596.50 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 4621.00 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 4749.00 | 0 | 0 | 0 | 0 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 5350 expiring on 30MAR2026
Delta for 5350 PE is -
Historical price for 5350 PE is as follows
On 12 Mar INDIGO was trading at 4251.70. The strike last trading price was 789.15, which was 309.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar INDIGO was trading at 4350.70. The strike last trading price was 789.15, which was 309.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Mar INDIGO was trading at 4380.40. The strike last trading price was 789.15, which was 309.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Mar INDIGO was trading at 4236.70. The strike last trading price was 789.15, which was 309.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar INDIGO was trading at 4404.10. The strike last trading price was 789.15, which was 309.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Mar INDIGO was trading at 4512.80. The strike last trading price was 789.15, which was 309.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar INDIGO was trading at 4392.90. The strike last trading price was 789.15, which was 309.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 789.15, which was 309.15 higher than the previous day. The implied volatity was 36.8, the open interest changed by 3 which increased total open position to 4
On 27 Feb INDIGO was trading at 4827.20. The strike last trading price was 480, which was -136.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 Feb INDIGO was trading at 4933.50. The strike last trading price was 480, which was -136.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Feb INDIGO was trading at 4947.40. The strike last trading price was 480, which was -136.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Feb INDIGO was trading at 4850.30. The strike last trading price was 480, which was -136.15 lower than the previous day. The implied volatity was 28.98, the open interest changed by 0 which decreased total open position to 0
On 23 Feb INDIGO was trading at 4862.20. The strike last trading price was 616.15, 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 Feb INDIGO was trading at 4854.60. The strike last trading price was 616.15, 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 Feb INDIGO was trading at 4815.10. The strike last trading price was 616.15, 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 Feb INDIGO was trading at 4980.40. The strike last trading price was 616.15, 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 Feb INDIGO was trading at 4977.00. The strike last trading price was 616.15, 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 Feb INDIGO was trading at 4940.80. The strike last trading price was 616.15, 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 Feb INDIGO was trading at 4929.20. The strike last trading price was 616.15, 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 Feb INDIGO was trading at 4982.80. The strike last trading price was 616.15, 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 Feb INDIGO was trading at 5013.80. The strike last trading price was 616.15, 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 Feb INDIGO was trading at 4960.40. The strike last trading price was 616.15, 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 Feb INDIGO was trading at 4964.10. The strike last trading price was 616.15, 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 Feb INDIGO was trading at 4909.40. The strike last trading price was 616.15, 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 Feb INDIGO was trading at 4932.20. The strike last trading price was 616.15, 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 Feb INDIGO was trading at 4960.70. The strike last trading price was 616.15, 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 Feb INDIGO was trading at 4946.20. The strike last trading price was 616.15, 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 Feb INDIGO was trading at 4687.00. 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 1 Feb INDIGO was trading at 4589.50. 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 30 Jan INDIGO was trading at 4596.50. 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 29 Jan INDIGO was trading at 4621.00. 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 28 Jan INDIGO was trading at 4749.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
