INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
12 Dec 2025 04:11 PM IST
| INDIGO 30-DEC-2025 5750 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.77
Theta: -0.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 4860.50 | 5 | -1 | 38.66 | 296 | -6 | 1,387 | |||||||||
| 11 Dec | 4819.00 | 6.05 | -1 | 40.44 | 684 | -137 | 1,394 | |||||||||
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| 10 Dec | 4805.50 | 6.55 | -7.8 | 40.57 | 945 | 66 | 1,529 | |||||||||
| 9 Dec | 4967.50 | 14.85 | -0.65 | 38.29 | 1,835 | 232 | 1,460 | |||||||||
| 8 Dec | 4923.50 | 15.1 | -15.7 | 40.99 | 4,957 | 636 | 1,511 | |||||||||
| 5 Dec | 5370.50 | 29.7 | -5.3 | 24.00 | 3,987 | 331 | 875 | |||||||||
| 4 Dec | 5436.50 | 38.5 | -27.5 | 21.07 | 2,285 | 56 | 546 | |||||||||
| 3 Dec | 5595.50 | 66.85 | -44.9 | 18.42 | 1,789 | 242 | 501 | |||||||||
| 2 Dec | 5697.50 | 111.9 | -49.95 | 18.24 | 1,033 | 157 | 267 | |||||||||
| 1 Dec | 5794.00 | 161.05 | -68.35 | 19.23 | 149 | 19 | 108 | |||||||||
| 28 Nov | 5901.50 | 229.4 | -6.5 | 13.90 | 5 | -1 | 90 | |||||||||
| 27 Nov | 5919.00 | 235.9 | 0 | 11.28 | 15 | 1 | 91 | |||||||||
| 26 Nov | 5913.00 | 232.8 | 68.8 | 13.34 | 224 | -31 | 92 | |||||||||
| 25 Nov | 5775.00 | 159.85 | -81.15 | 16.76 | 361 | 73 | 127 | |||||||||
| 24 Nov | 5805.50 | 241 | 13.35 | 24.93 | 5 | -2 | 54 | |||||||||
| 21 Nov | 5843.50 | 227.65 | 34.7 | 19.02 | 70 | -2 | 55 | |||||||||
| 20 Nov | 5785.50 | 195 | 5.4 | 17.28 | 60 | 7 | 56 | |||||||||
| 19 Nov | 5758.50 | 193.35 | -177.65 | 19.41 | 88 | 49 | 49 | |||||||||
| 18 Nov | 5739.50 | 371 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 5873.00 | 371 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 5908.50 | 371 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 5905.50 | 371 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 5795.50 | 371 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 5782.50 | 371 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 5588.50 | 371 | 0 | 1.10 | 0 | 0 | 0 | |||||||||
| 7 Nov | 5583.50 | 371 | 0 | 0.78 | 0 | 0 | 0 | |||||||||
| 6 Nov | 5693.00 | 371 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 5637.00 | 371 | 0 | 0.24 | 0 | 0 | 0 | |||||||||
| 3 Nov | 5695.50 | 371 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 5625.00 | 371 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 5725.00 | 371 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 5813.00 | 371 | 0 | - | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 5750 expiring on 30DEC2025
Delta for 5750 CE is 0.03
Historical price for 5750 CE is as follows
On 12 Dec INDIGO was trading at 4860.50. The strike last trading price was 5, which was -1 lower than the previous day. The implied volatity was 38.66, the open interest changed by -6 which decreased total open position to 1387
On 11 Dec INDIGO was trading at 4819.00. The strike last trading price was 6.05, which was -1 lower than the previous day. The implied volatity was 40.44, the open interest changed by -137 which decreased total open position to 1394
On 10 Dec INDIGO was trading at 4805.50. The strike last trading price was 6.55, which was -7.8 lower than the previous day. The implied volatity was 40.57, the open interest changed by 66 which increased total open position to 1529
On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 14.85, which was -0.65 lower than the previous day. The implied volatity was 38.29, the open interest changed by 232 which increased total open position to 1460
On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 15.1, which was -15.7 lower than the previous day. The implied volatity was 40.99, the open interest changed by 636 which increased total open position to 1511
On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 29.7, which was -5.3 lower than the previous day. The implied volatity was 24.00, the open interest changed by 331 which increased total open position to 875
On 4 Dec INDIGO was trading at 5436.50. The strike last trading price was 38.5, which was -27.5 lower than the previous day. The implied volatity was 21.07, the open interest changed by 56 which increased total open position to 546
On 3 Dec INDIGO was trading at 5595.50. The strike last trading price was 66.85, which was -44.9 lower than the previous day. The implied volatity was 18.42, the open interest changed by 242 which increased total open position to 501
On 2 Dec INDIGO was trading at 5697.50. The strike last trading price was 111.9, which was -49.95 lower than the previous day. The implied volatity was 18.24, the open interest changed by 157 which increased total open position to 267
On 1 Dec INDIGO was trading at 5794.00. The strike last trading price was 161.05, which was -68.35 lower than the previous day. The implied volatity was 19.23, the open interest changed by 19 which increased total open position to 108
On 28 Nov INDIGO was trading at 5901.50. The strike last trading price was 229.4, which was -6.5 lower than the previous day. The implied volatity was 13.90, the open interest changed by -1 which decreased total open position to 90
On 27 Nov INDIGO was trading at 5919.00. The strike last trading price was 235.9, which was 0 lower than the previous day. The implied volatity was 11.28, the open interest changed by 1 which increased total open position to 91
On 26 Nov INDIGO was trading at 5913.00. The strike last trading price was 232.8, which was 68.8 higher than the previous day. The implied volatity was 13.34, the open interest changed by -31 which decreased total open position to 92
On 25 Nov INDIGO was trading at 5775.00. The strike last trading price was 159.85, which was -81.15 lower than the previous day. The implied volatity was 16.76, the open interest changed by 73 which increased total open position to 127
On 24 Nov INDIGO was trading at 5805.50. The strike last trading price was 241, which was 13.35 higher than the previous day. The implied volatity was 24.93, the open interest changed by -2 which decreased total open position to 54
On 21 Nov INDIGO was trading at 5843.50. The strike last trading price was 227.65, which was 34.7 higher than the previous day. The implied volatity was 19.02, the open interest changed by -2 which decreased total open position to 55
On 20 Nov INDIGO was trading at 5785.50. The strike last trading price was 195, which was 5.4 higher than the previous day. The implied volatity was 17.28, the open interest changed by 7 which increased total open position to 56
On 19 Nov INDIGO was trading at 5758.50. The strike last trading price was 193.35, which was -177.65 lower than the previous day. The implied volatity was 19.41, the open interest changed by 49 which increased total open position to 49
On 18 Nov INDIGO was trading at 5739.50. The strike last trading price was 371, 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 371, 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 371, 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 371, 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 371, 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 371, 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 371, which was 0 lower than the previous day. The implied volatity was 1.10, 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 371, which was 0 lower than the previous day. The implied volatity was 0.78, 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 371, 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 371, which was 0 lower than the previous day. The implied volatity was 0.24, 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 371, 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 371, 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 371, 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 Oct INDIGO was trading at 5813.00. The strike last trading price was 371, 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 5750 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 | 900 | 67.9 | - | 0 | 0 | 245 |
| 11 Dec | 4819.00 | 900 | 67.9 | 32.35 | 1 | 0 | 246 |
| 10 Dec | 4805.50 | 832.1 | 2.1 | - | 0 | 0 | 246 |
| 9 Dec | 4967.50 | 832.1 | 2.1 | 69.42 | 8 | -3 | 246 |
| 8 Dec | 4923.50 | 830 | 518 | 44.12 | 22 | -13 | 249 |
| 5 Dec | 5370.50 | 312 | 0.1 | - | 43 | -19 | 262 |
| 4 Dec | 5436.50 | 301.7 | 101.4 | 24.48 | 156 | -36 | 282 |
| 3 Dec | 5595.50 | 200.6 | 60.4 | 22.77 | 438 | -23 | 318 |
| 2 Dec | 5697.50 | 140.2 | 38.85 | 21.77 | 951 | 20 | 336 |
| 1 Dec | 5794.00 | 115.2 | 55.4 | 22.74 | 547 | 86 | 284 |
| 28 Nov | 5901.50 | 58.25 | 2.75 | 19.92 | 172 | 2 | 199 |
| 27 Nov | 5919.00 | 54.95 | -12.85 | 19.95 | 279 | 2 | 199 |
| 26 Nov | 5913.00 | 67.8 | -54.35 | 21.16 | 399 | -8 | 195 |
| 25 Nov | 5775.00 | 122.1 | 13.55 | 22.13 | 446 | 95 | 203 |
| 24 Nov | 5805.50 | 115 | 22.75 | 22.91 | 83 | 5 | 109 |
| 21 Nov | 5843.50 | 92.05 | -25.15 | 20.53 | 93 | 33 | 104 |
| 20 Nov | 5785.50 | 117.3 | -19 | 22.11 | 66 | 11 | 68 |
| 19 Nov | 5758.50 | 133.4 | -0.9 | 22.39 | 55 | 38 | 57 |
| 18 Nov | 5739.50 | 134.3 | -117.4 | 21.81 | 24 | 15 | 15 |
| 17 Nov | 5873.00 | 251.7 | 0 | 2.60 | 0 | 0 | 0 |
| 14 Nov | 5908.50 | 251.7 | 0 | 2.71 | 0 | 0 | 0 |
| 13 Nov | 5905.50 | 251.7 | 0 | 2.79 | 0 | 0 | 0 |
| 12 Nov | 5795.50 | 251.7 | 0 | 1.48 | 0 | 0 | 0 |
| 11 Nov | 5782.50 | 251.7 | 0 | 1.44 | 0 | 0 | 0 |
| 10 Nov | 5588.50 | 251.7 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 5583.50 | 251.7 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 5693.00 | 251.7 | 0 | 0.23 | 0 | 0 | 0 |
| 4 Nov | 5637.00 | 251.7 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 5695.50 | 251.7 | 0 | 0.50 | 0 | 0 | 0 |
| 31 Oct | 5625.00 | 251.7 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 5725.00 | 251.7 | 0 | 0.65 | 0 | 0 | 0 |
| 29 Oct | 5813.00 | 251.7 | 0 | 1.90 | 0 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 5750 expiring on 30DEC2025
Delta for 5750 PE is -
Historical price for 5750 PE is as follows
On 12 Dec INDIGO was trading at 4860.50. The strike last trading price was 900, which was 67.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 245
On 11 Dec INDIGO was trading at 4819.00. The strike last trading price was 900, which was 67.9 higher than the previous day. The implied volatity was 32.35, the open interest changed by 0 which decreased total open position to 246
On 10 Dec INDIGO was trading at 4805.50. The strike last trading price was 832.1, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 246
On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 832.1, which was 2.1 higher than the previous day. The implied volatity was 69.42, the open interest changed by -3 which decreased total open position to 246
On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 830, which was 518 higher than the previous day. The implied volatity was 44.12, the open interest changed by -13 which decreased total open position to 249
On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 312, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 262
On 4 Dec INDIGO was trading at 5436.50. The strike last trading price was 301.7, which was 101.4 higher than the previous day. The implied volatity was 24.48, the open interest changed by -36 which decreased total open position to 282
On 3 Dec INDIGO was trading at 5595.50. The strike last trading price was 200.6, which was 60.4 higher than the previous day. The implied volatity was 22.77, the open interest changed by -23 which decreased total open position to 318
On 2 Dec INDIGO was trading at 5697.50. The strike last trading price was 140.2, which was 38.85 higher than the previous day. The implied volatity was 21.77, the open interest changed by 20 which increased total open position to 336
On 1 Dec INDIGO was trading at 5794.00. The strike last trading price was 115.2, which was 55.4 higher than the previous day. The implied volatity was 22.74, the open interest changed by 86 which increased total open position to 284
On 28 Nov INDIGO was trading at 5901.50. The strike last trading price was 58.25, which was 2.75 higher than the previous day. The implied volatity was 19.92, the open interest changed by 2 which increased total open position to 199
On 27 Nov INDIGO was trading at 5919.00. The strike last trading price was 54.95, which was -12.85 lower than the previous day. The implied volatity was 19.95, the open interest changed by 2 which increased total open position to 199
On 26 Nov INDIGO was trading at 5913.00. The strike last trading price was 67.8, which was -54.35 lower than the previous day. The implied volatity was 21.16, the open interest changed by -8 which decreased total open position to 195
On 25 Nov INDIGO was trading at 5775.00. The strike last trading price was 122.1, which was 13.55 higher than the previous day. The implied volatity was 22.13, the open interest changed by 95 which increased total open position to 203
On 24 Nov INDIGO was trading at 5805.50. The strike last trading price was 115, which was 22.75 higher than the previous day. The implied volatity was 22.91, the open interest changed by 5 which increased total open position to 109
On 21 Nov INDIGO was trading at 5843.50. The strike last trading price was 92.05, which was -25.15 lower than the previous day. The implied volatity was 20.53, the open interest changed by 33 which increased total open position to 104
On 20 Nov INDIGO was trading at 5785.50. The strike last trading price was 117.3, which was -19 lower than the previous day. The implied volatity was 22.11, the open interest changed by 11 which increased total open position to 68
On 19 Nov INDIGO was trading at 5758.50. The strike last trading price was 133.4, which was -0.9 lower than the previous day. The implied volatity was 22.39, the open interest changed by 38 which increased total open position to 57
On 18 Nov INDIGO was trading at 5739.50. The strike last trading price was 134.3, which was -117.4 lower than the previous day. The implied volatity was 21.81, the open interest changed by 15 which increased total open position to 15
On 17 Nov INDIGO was trading at 5873.00. The strike last trading price was 251.7, which was 0 lower than the previous day. The implied volatity was 2.60, 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 251.7, which was 0 lower than the previous day. The implied volatity was 2.71, 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 251.7, which was 0 lower than the previous day. The implied volatity was 2.79, 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 251.7, which was 0 lower than the previous day. The implied volatity was 1.48, 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 251.7, which was 0 lower than the previous day. The implied volatity was 1.44, 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 251.7, 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 251.7, 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 251.7, which was 0 lower than the previous day. The implied volatity was 0.23, 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 251.7, 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 251.7, which was 0 lower than the previous day. The implied volatity was 0.50, 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 251.7, 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 251.7, which was 0 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0
On 29 Oct INDIGO was trading at 5813.00. The strike last trading price was 251.7, which was 0 lower than the previous day. The implied volatity was 1.90, the open interest changed by 0 which decreased total open position to 0































































































































































































































