INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
12 Dec 2025 04:11 PM IST
| INDIGO 30-DEC-2025 5450 CE | ||||||||||||||||
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Delta: 0.08
Vega: 1.58
Theta: -1.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 4860.50 | 12.55 | -1.85 | 33.91 | 1,075 | 55 | 1,959 | |||||||||
| 11 Dec | 4819.00 | 14.3 | -3.15 | 35.91 | 1,881 | 3 | 1,901 | |||||||||
| 10 Dec | 4805.50 | 17.05 | -21.95 | 37.05 | 3,196 | 261 | 1,892 | |||||||||
| 9 Dec | 4967.50 | 42.05 | -1.9 | 36.53 | 5,052 | 45 | 1,619 | |||||||||
| 8 Dec | 4923.50 | 41.15 | -69.35 | 39.84 | 11,252 | 280 | 1,606 | |||||||||
| 5 Dec | 5370.50 | 107.85 | -27.25 | 22.97 | 17,195 | 1,064 | 1,326 | |||||||||
| 4 Dec | 5436.50 | 145.05 | -407.5 | 20.43 | 1,985 | 262 | 262 | |||||||||
| 3 Dec | 5595.50 | 552.55 | 0 | - | 0 | 0 | 0 | |||||||||
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| 2 Dec | 5697.50 | 552.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 5794.00 | 552.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 5901.50 | 552.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 5919.00 | 552.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 5913.00 | 552.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 5775.00 | 552.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 5805.50 | 552.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 5843.50 | 552.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 5785.50 | 552.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 5758.50 | 552.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 5739.50 | 552.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 5873.00 | 552.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 5908.50 | 552.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 5905.50 | 552.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 5795.50 | 552.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 5782.50 | 552.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 5588.50 | 552.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 5583.50 | 552.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 5693.00 | 552.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 5637.00 | 552.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 5695.50 | 552.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 5625.00 | 552.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 5725.00 | 552.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 5450 expiring on 30DEC2025
Delta for 5450 CE is 0.08
Historical price for 5450 CE is as follows
On 12 Dec INDIGO was trading at 4860.50. The strike last trading price was 12.55, which was -1.85 lower than the previous day. The implied volatity was 33.91, the open interest changed by 55 which increased total open position to 1959
On 11 Dec INDIGO was trading at 4819.00. The strike last trading price was 14.3, which was -3.15 lower than the previous day. The implied volatity was 35.91, the open interest changed by 3 which increased total open position to 1901
On 10 Dec INDIGO was trading at 4805.50. The strike last trading price was 17.05, which was -21.95 lower than the previous day. The implied volatity was 37.05, the open interest changed by 261 which increased total open position to 1892
On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 42.05, which was -1.9 lower than the previous day. The implied volatity was 36.53, the open interest changed by 45 which increased total open position to 1619
On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 41.15, which was -69.35 lower than the previous day. The implied volatity was 39.84, the open interest changed by 280 which increased total open position to 1606
On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 107.85, which was -27.25 lower than the previous day. The implied volatity was 22.97, the open interest changed by 1064 which increased total open position to 1326
On 4 Dec INDIGO was trading at 5436.50. The strike last trading price was 145.05, which was -407.5 lower than the previous day. The implied volatity was 20.43, the open interest changed by 262 which increased total open position to 262
On 3 Dec INDIGO was trading at 5595.50. The strike last trading price was 552.55, 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 552.55, 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 552.55, 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 552.55, 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 552.55, 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 552.55, 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 552.55, 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 552.55, 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 552.55, 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 552.55, 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 552.55, 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 552.55, 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 552.55, 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 552.55, 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 552.55, 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 552.55, 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 552.55, 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 552.55, 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 552.55, 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 552.55, 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 552.55, 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 552.55, 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 31 Oct INDIGO was trading at 5625.00. The strike last trading price was 552.55, 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 Oct INDIGO was trading at 5725.00. The strike last trading price was 552.55, 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 5450 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 4860.50 | 651.1 | 17.1 | - | 0 | 0 | 499 |
| 11 Dec | 4819.00 | 651.1 | 17.1 | 51.77 | 13 | -3 | 503 |
| 10 Dec | 4805.50 | 634 | 148.25 | 40.41 | 5 | -3 | 507 |
| 9 Dec | 4967.50 | 474.55 | -81.95 | 37.08 | 30 | -7 | 510 |
| 8 Dec | 4923.50 | 553.35 | 394 | 40.64 | 521 | -168 | 518 |
| 5 Dec | 5370.50 | 161.4 | 40.6 | 24.45 | 9,687 | 111 | 764 |
| 4 Dec | 5436.50 | 113 | 56.2 | 23.61 | 7,629 | 543 | 655 |
| 3 Dec | 5595.50 | 58.9 | 22.15 | 22.20 | 385 | 80 | 112 |
| 2 Dec | 5697.50 | 35.85 | -66.85 | 21.87 | 59 | 30 | 31 |
| 1 Dec | 5794.00 | 102.7 | -4.1 | - | 0 | 0 | 0 |
| 28 Nov | 5901.50 | 102.7 | -4.1 | - | 0 | 0 | 0 |
| 27 Nov | 5919.00 | 102.7 | -4.1 | - | 0 | 0 | 0 |
| 26 Nov | 5913.00 | 102.7 | -4.1 | - | 0 | 0 | 0 |
| 25 Nov | 5775.00 | 102.7 | -4.1 | - | 0 | 0 | 0 |
| 24 Nov | 5805.50 | 102.7 | -4.1 | - | 0 | 0 | 0 |
| 21 Nov | 5843.50 | 102.7 | -4.1 | - | 0 | 0 | 0 |
| 20 Nov | 5785.50 | 102.7 | -4.1 | - | 0 | 0 | 0 |
| 19 Nov | 5758.50 | 102.7 | -4.1 | - | 0 | 0 | 0 |
| 18 Nov | 5739.50 | 102.7 | -4.1 | - | 0 | 0 | 0 |
| 17 Nov | 5873.00 | 102.7 | -4.1 | - | 0 | 0 | 0 |
| 14 Nov | 5908.50 | 102.7 | -4.1 | - | 0 | 0 | 0 |
| 13 Nov | 5905.50 | 102.7 | -4.1 | - | 0 | 0 | 0 |
| 12 Nov | 5795.50 | 102.7 | -4.1 | - | 0 | 0 | 0 |
| 11 Nov | 5782.50 | 102.7 | -4.1 | - | 0 | 0 | 0 |
| 10 Nov | 5588.50 | 102.7 | -4.1 | - | 0 | 0 | 0 |
| 7 Nov | 5583.50 | 102.7 | -4.1 | - | 0 | 0 | 0 |
| 6 Nov | 5693.00 | 102.7 | -4.1 | - | 0 | 0 | 0 |
| 4 Nov | 5637.00 | 102.7 | -4.1 | - | 0 | -1 | 0 |
| 3 Nov | 5695.50 | 102.7 | -4.1 | 26.70 | 1 | 0 | 2 |
| 31 Oct | 5625.00 | 106.8 | -29.6 | - | 2 | 0 | 0 |
| 30 Oct | 5725.00 | 136.4 | 0 | 3.81 | 0 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 5450 expiring on 30DEC2025
Delta for 5450 PE is -
Historical price for 5450 PE is as follows
On 12 Dec INDIGO was trading at 4860.50. The strike last trading price was 651.1, which was 17.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 499
On 11 Dec INDIGO was trading at 4819.00. The strike last trading price was 651.1, which was 17.1 higher than the previous day. The implied volatity was 51.77, the open interest changed by -3 which decreased total open position to 503
On 10 Dec INDIGO was trading at 4805.50. The strike last trading price was 634, which was 148.25 higher than the previous day. The implied volatity was 40.41, the open interest changed by -3 which decreased total open position to 507
On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 474.55, which was -81.95 lower than the previous day. The implied volatity was 37.08, the open interest changed by -7 which decreased total open position to 510
On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 553.35, which was 394 higher than the previous day. The implied volatity was 40.64, the open interest changed by -168 which decreased total open position to 518
On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 161.4, which was 40.6 higher than the previous day. The implied volatity was 24.45, the open interest changed by 111 which increased total open position to 764
On 4 Dec INDIGO was trading at 5436.50. The strike last trading price was 113, which was 56.2 higher than the previous day. The implied volatity was 23.61, the open interest changed by 543 which increased total open position to 655
On 3 Dec INDIGO was trading at 5595.50. The strike last trading price was 58.9, which was 22.15 higher than the previous day. The implied volatity was 22.20, the open interest changed by 80 which increased total open position to 112
On 2 Dec INDIGO was trading at 5697.50. The strike last trading price was 35.85, which was -66.85 lower than the previous day. The implied volatity was 21.87, the open interest changed by 30 which increased total open position to 31
On 1 Dec INDIGO was trading at 5794.00. The strike last trading price was 102.7, which was -4.1 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 102.7, which was -4.1 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 102.7, which was -4.1 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 102.7, which was -4.1 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 102.7, which was -4.1 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 102.7, which was -4.1 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 102.7, which was -4.1 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 102.7, which was -4.1 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 102.7, which was -4.1 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 102.7, which was -4.1 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 102.7, which was -4.1 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 102.7, which was -4.1 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 102.7, which was -4.1 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 102.7, which was -4.1 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 102.7, which was -4.1 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 102.7, which was -4.1 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 102.7, which was -4.1 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 102.7, which was -4.1 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 102.7, which was -4.1 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 3 Nov INDIGO was trading at 5695.50. The strike last trading price was 102.7, which was -4.1 lower than the previous day. The implied volatity was 26.70, the open interest changed by 0 which decreased total open position to 2
On 31 Oct INDIGO was trading at 5625.00. The strike last trading price was 106.8, which was -29.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct INDIGO was trading at 5725.00. The strike last trading price was 136.4, which was 0 lower than the previous day. The implied volatity was 3.81, the open interest changed by 0 which decreased total open position to 0































































































































































































































