INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
12 Dec 2025 04:11 PM IST
| INDIGO 30-DEC-2025 5550 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 1.23
Theta: -1.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 4860.50 | 8.95 | -1.6 | 35.42 | 880 | -70 | 2,219 | |||||||||
| 11 Dec | 4819.00 | 10.9 | -2.3 | 37.68 | 1,948 | -27 | 2,287 | |||||||||
| 10 Dec | 4805.50 | 13 | -14.8 | 38.85 | 2,853 | 248 | 2,313 | |||||||||
| 9 Dec | 4967.50 | 29.15 | -2.45 | 36.83 | 4,649 | 140 | 2,059 | |||||||||
| 8 Dec | 4923.50 | 30 | -43.45 | 40.34 | 7,819 | 810 | 1,911 | |||||||||
| 5 Dec | 5370.50 | 70 | -18.4 | 22.84 | 10,282 | 500 | 1,102 | |||||||||
| 4 Dec | 5436.50 | 97.35 | -389.7 | 20.60 | 4,093 | 603 | 603 | |||||||||
| 3 Dec | 5595.50 | 487.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 5697.50 | 487.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 5794.00 | 487.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 5901.50 | 487.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 5919.00 | 487.05 | 0 | - | 0 | 0 | 0 | |||||||||
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| 26 Nov | 5913.00 | 487.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 5775.00 | 487.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 5805.50 | 487.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 5843.50 | 487.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 5785.50 | 487.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 5758.50 | 487.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 5739.50 | 487.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 5873.00 | 487.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 5908.50 | 487.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 5905.50 | 487.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 5795.50 | 487.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 5782.50 | 487.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 5588.50 | 487.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 5583.50 | 487.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 5693.00 | 487.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 5637.00 | 487.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 5695.50 | 487.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 5625.00 | 487.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 5725.00 | 487.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 5550 expiring on 30DEC2025
Delta for 5550 CE is 0.06
Historical price for 5550 CE is as follows
On 12 Dec INDIGO was trading at 4860.50. The strike last trading price was 8.95, which was -1.6 lower than the previous day. The implied volatity was 35.42, the open interest changed by -70 which decreased total open position to 2219
On 11 Dec INDIGO was trading at 4819.00. The strike last trading price was 10.9, which was -2.3 lower than the previous day. The implied volatity was 37.68, the open interest changed by -27 which decreased total open position to 2287
On 10 Dec INDIGO was trading at 4805.50. The strike last trading price was 13, which was -14.8 lower than the previous day. The implied volatity was 38.85, the open interest changed by 248 which increased total open position to 2313
On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 29.15, which was -2.45 lower than the previous day. The implied volatity was 36.83, the open interest changed by 140 which increased total open position to 2059
On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 30, which was -43.45 lower than the previous day. The implied volatity was 40.34, the open interest changed by 810 which increased total open position to 1911
On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 70, which was -18.4 lower than the previous day. The implied volatity was 22.84, the open interest changed by 500 which increased total open position to 1102
On 4 Dec INDIGO was trading at 5436.50. The strike last trading price was 97.35, which was -389.7 lower than the previous day. The implied volatity was 20.60, the open interest changed by 603 which increased total open position to 603
On 3 Dec INDIGO was trading at 5595.50. The strike last trading price was 487.05, 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 487.05, 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 487.05, 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 487.05, 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 487.05, 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 487.05, 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 487.05, 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 487.05, 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 487.05, 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 487.05, 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 487.05, 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 487.05, 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 487.05, 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 487.05, 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 487.05, 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 487.05, 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 487.05, 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 487.05, 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 487.05, 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 487.05, 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 487.05, 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 487.05, 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 487.05, 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 487.05, 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 5550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.91
Vega: 1.77
Theta: -0.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 4860.50 | 679 | -28.7 | 41.57 | 21 | -2 | 603 |
| 11 Dec | 4819.00 | 707.5 | -14.65 | 35.20 | 6 | 3 | 605 |
| 10 Dec | 4805.50 | 722.15 | 159.15 | 38.30 | 102 | -45 | 603 |
| 9 Dec | 4967.50 | 563 | -82 | 38.21 | 18 | -9 | 649 |
| 8 Dec | 4923.50 | 648.65 | 427.2 | 43.88 | 90 | -25 | 659 |
| 5 Dec | 5370.50 | 223.75 | 48.45 | 24.60 | 1,956 | 52 | 687 |
| 4 Dec | 5436.50 | 163.25 | 71.85 | 23.51 | 5,836 | 416 | 631 |
| 3 Dec | 5595.50 | 91.65 | 32.6 | 21.87 | 1,102 | 49 | 214 |
| 2 Dec | 5697.50 | 58.45 | 16.75 | 21.50 | 609 | 94 | 169 |
| 1 Dec | 5794.00 | 49.9 | 25.8 | 23.04 | 172 | 7 | 65 |
| 28 Nov | 5901.50 | 24.1 | 1.85 | 21.37 | 33 | -3 | 58 |
| 27 Nov | 5919.00 | 22.15 | -6.55 | 21.18 | 50 | 17 | 58 |
| 26 Nov | 5913.00 | 28.1 | -27.4 | 21.96 | 57 | 3 | 41 |
| 25 Nov | 5775.00 | 54.4 | -41.75 | 22.12 | 100 | 37 | 40 |
| 24 Nov | 5805.50 | 96.15 | -53.95 | - | 0 | 0 | 0 |
| 21 Nov | 5843.50 | 96.15 | -53.95 | - | 0 | 0 | 0 |
| 20 Nov | 5785.50 | 96.15 | -53.95 | - | 0 | 0 | 0 |
| 19 Nov | 5758.50 | 96.15 | -53.95 | - | 0 | 0 | 0 |
| 18 Nov | 5739.50 | 96.15 | -53.95 | - | 0 | 0 | 0 |
| 17 Nov | 5873.00 | 96.15 | -53.95 | - | 0 | 0 | 0 |
| 14 Nov | 5908.50 | 96.15 | -53.95 | - | 0 | 0 | 0 |
| 13 Nov | 5905.50 | 96.15 | -53.95 | - | 0 | 0 | 0 |
| 12 Nov | 5795.50 | 96.15 | -53.95 | - | 0 | 0 | 0 |
| 11 Nov | 5782.50 | 96.15 | -53.95 | - | 0 | 0 | 0 |
| 10 Nov | 5588.50 | 96.15 | -53.95 | - | 0 | 0 | 0 |
| 7 Nov | 5583.50 | 96.15 | -53.95 | - | 0 | -3 | 0 |
| 6 Nov | 5693.00 | 96.15 | -53.95 | 21.54 | 5 | -3 | 3 |
| 4 Nov | 5637.00 | 150.1 | 24.05 | - | 0 | 0 | 0 |
| 3 Nov | 5695.50 | 150.1 | 24.05 | - | 0 | 4 | 0 |
| 31 Oct | 5625.00 | 150.1 | 24.05 | - | 4 | 3 | 5 |
| 30 Oct | 5725.00 | 126.05 | -43.75 | 25.36 | 2 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 5550 expiring on 30DEC2025
Delta for 5550 PE is -0.91
Historical price for 5550 PE is as follows
On 12 Dec INDIGO was trading at 4860.50. The strike last trading price was 679, which was -28.7 lower than the previous day. The implied volatity was 41.57, the open interest changed by -2 which decreased total open position to 603
On 11 Dec INDIGO was trading at 4819.00. The strike last trading price was 707.5, which was -14.65 lower than the previous day. The implied volatity was 35.20, the open interest changed by 3 which increased total open position to 605
On 10 Dec INDIGO was trading at 4805.50. The strike last trading price was 722.15, which was 159.15 higher than the previous day. The implied volatity was 38.30, the open interest changed by -45 which decreased total open position to 603
On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 563, which was -82 lower than the previous day. The implied volatity was 38.21, the open interest changed by -9 which decreased total open position to 649
On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 648.65, which was 427.2 higher than the previous day. The implied volatity was 43.88, the open interest changed by -25 which decreased total open position to 659
On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 223.75, which was 48.45 higher than the previous day. The implied volatity was 24.60, the open interest changed by 52 which increased total open position to 687
On 4 Dec INDIGO was trading at 5436.50. The strike last trading price was 163.25, which was 71.85 higher than the previous day. The implied volatity was 23.51, the open interest changed by 416 which increased total open position to 631
On 3 Dec INDIGO was trading at 5595.50. The strike last trading price was 91.65, which was 32.6 higher than the previous day. The implied volatity was 21.87, the open interest changed by 49 which increased total open position to 214
On 2 Dec INDIGO was trading at 5697.50. The strike last trading price was 58.45, which was 16.75 higher than the previous day. The implied volatity was 21.50, the open interest changed by 94 which increased total open position to 169
On 1 Dec INDIGO was trading at 5794.00. The strike last trading price was 49.9, which was 25.8 higher than the previous day. The implied volatity was 23.04, the open interest changed by 7 which increased total open position to 65
On 28 Nov INDIGO was trading at 5901.50. The strike last trading price was 24.1, which was 1.85 higher than the previous day. The implied volatity was 21.37, the open interest changed by -3 which decreased total open position to 58
On 27 Nov INDIGO was trading at 5919.00. The strike last trading price was 22.15, which was -6.55 lower than the previous day. The implied volatity was 21.18, the open interest changed by 17 which increased total open position to 58
On 26 Nov INDIGO was trading at 5913.00. The strike last trading price was 28.1, which was -27.4 lower than the previous day. The implied volatity was 21.96, the open interest changed by 3 which increased total open position to 41
On 25 Nov INDIGO was trading at 5775.00. The strike last trading price was 54.4, which was -41.75 lower than the previous day. The implied volatity was 22.12, the open interest changed by 37 which increased total open position to 40
On 24 Nov INDIGO was trading at 5805.50. The strike last trading price was 96.15, which was -53.95 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 96.15, which was -53.95 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 96.15, which was -53.95 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 96.15, which was -53.95 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 96.15, which was -53.95 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 96.15, which was -53.95 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 96.15, which was -53.95 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 96.15, which was -53.95 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 96.15, which was -53.95 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 96.15, which was -53.95 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 96.15, which was -53.95 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 96.15, which was -53.95 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0
On 6 Nov INDIGO was trading at 5693.00. The strike last trading price was 96.15, which was -53.95 lower than the previous day. The implied volatity was 21.54, the open interest changed by -3 which decreased total open position to 3
On 4 Nov INDIGO was trading at 5637.00. The strike last trading price was 150.1, which was 24.05 higher 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 150.1, which was 24.05 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 31 Oct INDIGO was trading at 5625.00. The strike last trading price was 150.1, which was 24.05 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 5
On 30 Oct INDIGO was trading at 5725.00. The strike last trading price was 126.05, which was -43.75 lower than the previous day. The implied volatity was 25.36, the open interest changed by 0 which decreased total open position to 0































































































































































































































