INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
12 Dec 2025 04:11 PM IST
| INDIGO 30-DEC-2025 5850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.63
Theta: -0.74
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 4860.50 | 4 | -0.25 | 40.50 | 200 | 25 | 869 | |||||||||
|
|
||||||||||||||||
| 11 Dec | 4819.00 | 4.05 | -1.65 | 40.96 | 323 | -69 | 849 | |||||||||
| 10 Dec | 4805.50 | 5.95 | -4.65 | 43.08 | 576 | -35 | 918 | |||||||||
| 9 Dec | 4967.50 | 11 | -0.7 | 39.31 | 1,885 | 24 | 951 | |||||||||
| 8 Dec | 4923.50 | 11.6 | -9.2 | 42.08 | 2,491 | 186 | 927 | |||||||||
| 5 Dec | 5370.50 | 20.2 | -1.95 | 25.06 | 2,504 | 25 | 732 | |||||||||
| 4 Dec | 5436.50 | 24.2 | -17.35 | 21.75 | 1,197 | 153 | 712 | |||||||||
| 3 Dec | 5595.50 | 40.25 | -32.15 | 18.70 | 1,226 | 91 | 567 | |||||||||
| 2 Dec | 5697.50 | 72.75 | -37 | 18.57 | 1,103 | 87 | 474 | |||||||||
| 1 Dec | 5794.00 | 105.35 | -57.5 | 18.49 | 1,074 | 151 | 385 | |||||||||
| 28 Nov | 5901.50 | 164.95 | -13.55 | 15.17 | 159 | 4 | 234 | |||||||||
| 27 Nov | 5919.00 | 174.05 | 2.9 | 14.22 | 350 | -66 | 230 | |||||||||
| 26 Nov | 5913.00 | 168.75 | 55.15 | 14.77 | 1,203 | -108 | 297 | |||||||||
| 25 Nov | 5775.00 | 112.45 | -32.55 | 17.38 | 569 | 26 | 409 | |||||||||
| 24 Nov | 5805.50 | 138 | -28.25 | 18.09 | 998 | -18 | 377 | |||||||||
| 21 Nov | 5843.50 | 162.65 | 22.75 | 18.18 | 1,527 | 198 | 399 | |||||||||
| 20 Nov | 5785.50 | 145.85 | 7.75 | 18.15 | 301 | 95 | 201 | |||||||||
| 19 Nov | 5758.50 | 139.7 | 0.65 | 19.15 | 143 | 11 | 106 | |||||||||
| 18 Nov | 5739.50 | 139.3 | -65.7 | 19.37 | 137 | 66 | 94 | |||||||||
| 17 Nov | 5873.00 | 205 | -20.9 | 19.03 | 36 | 25 | 27 | |||||||||
| 14 Nov | 5908.50 | 225.9 | 53.05 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 5905.50 | 225.9 | 53.05 | 17.72 | 1 | 0 | 2 | |||||||||
| 12 Nov | 5795.50 | 172.85 | -87.45 | 19.67 | 1 | 0 | 1 | |||||||||
| 11 Nov | 5782.50 | 260.3 | -60.3 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 5588.50 | 260.3 | -60.3 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 5583.50 | 260.3 | -60.3 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 5693.00 | 260.3 | -60.3 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 5637.00 | 260.3 | -60.3 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 5695.50 | 260.3 | -60.3 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 5625.00 | 260.3 | -60.3 | - | 0 | 1 | 0 | |||||||||
| 30 Oct | 5725.00 | 260.3 | -60.3 | 30.06 | 1 | 0 | 0 | |||||||||
| 29 Oct | 5813.00 | 320.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 5850 expiring on 30DEC2025
Delta for 5850 CE is 0.02
Historical price for 5850 CE is as follows
On 12 Dec INDIGO was trading at 4860.50. The strike last trading price was 4, which was -0.25 lower than the previous day. The implied volatity was 40.50, the open interest changed by 25 which increased total open position to 869
On 11 Dec INDIGO was trading at 4819.00. The strike last trading price was 4.05, which was -1.65 lower than the previous day. The implied volatity was 40.96, the open interest changed by -69 which decreased total open position to 849
On 10 Dec INDIGO was trading at 4805.50. The strike last trading price was 5.95, which was -4.65 lower than the previous day. The implied volatity was 43.08, the open interest changed by -35 which decreased total open position to 918
On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 11, which was -0.7 lower than the previous day. The implied volatity was 39.31, the open interest changed by 24 which increased total open position to 951
On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 11.6, which was -9.2 lower than the previous day. The implied volatity was 42.08, the open interest changed by 186 which increased total open position to 927
On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 20.2, which was -1.95 lower than the previous day. The implied volatity was 25.06, the open interest changed by 25 which increased total open position to 732
On 4 Dec INDIGO was trading at 5436.50. The strike last trading price was 24.2, which was -17.35 lower than the previous day. The implied volatity was 21.75, the open interest changed by 153 which increased total open position to 712
On 3 Dec INDIGO was trading at 5595.50. The strike last trading price was 40.25, which was -32.15 lower than the previous day. The implied volatity was 18.70, the open interest changed by 91 which increased total open position to 567
On 2 Dec INDIGO was trading at 5697.50. The strike last trading price was 72.75, which was -37 lower than the previous day. The implied volatity was 18.57, the open interest changed by 87 which increased total open position to 474
On 1 Dec INDIGO was trading at 5794.00. The strike last trading price was 105.35, which was -57.5 lower than the previous day. The implied volatity was 18.49, the open interest changed by 151 which increased total open position to 385
On 28 Nov INDIGO was trading at 5901.50. The strike last trading price was 164.95, which was -13.55 lower than the previous day. The implied volatity was 15.17, the open interest changed by 4 which increased total open position to 234
On 27 Nov INDIGO was trading at 5919.00. The strike last trading price was 174.05, which was 2.9 higher than the previous day. The implied volatity was 14.22, the open interest changed by -66 which decreased total open position to 230
On 26 Nov INDIGO was trading at 5913.00. The strike last trading price was 168.75, which was 55.15 higher than the previous day. The implied volatity was 14.77, the open interest changed by -108 which decreased total open position to 297
On 25 Nov INDIGO was trading at 5775.00. The strike last trading price was 112.45, which was -32.55 lower than the previous day. The implied volatity was 17.38, the open interest changed by 26 which increased total open position to 409
On 24 Nov INDIGO was trading at 5805.50. The strike last trading price was 138, which was -28.25 lower than the previous day. The implied volatity was 18.09, the open interest changed by -18 which decreased total open position to 377
On 21 Nov INDIGO was trading at 5843.50. The strike last trading price was 162.65, which was 22.75 higher than the previous day. The implied volatity was 18.18, the open interest changed by 198 which increased total open position to 399
On 20 Nov INDIGO was trading at 5785.50. The strike last trading price was 145.85, which was 7.75 higher than the previous day. The implied volatity was 18.15, the open interest changed by 95 which increased total open position to 201
On 19 Nov INDIGO was trading at 5758.50. The strike last trading price was 139.7, which was 0.65 higher than the previous day. The implied volatity was 19.15, the open interest changed by 11 which increased total open position to 106
On 18 Nov INDIGO was trading at 5739.50. The strike last trading price was 139.3, which was -65.7 lower than the previous day. The implied volatity was 19.37, the open interest changed by 66 which increased total open position to 94
On 17 Nov INDIGO was trading at 5873.00. The strike last trading price was 205, which was -20.9 lower than the previous day. The implied volatity was 19.03, the open interest changed by 25 which increased total open position to 27
On 14 Nov INDIGO was trading at 5908.50. The strike last trading price was 225.9, which was 53.05 higher 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 225.9, which was 53.05 higher than the previous day. The implied volatity was 17.72, the open interest changed by 0 which decreased total open position to 2
On 12 Nov INDIGO was trading at 5795.50. The strike last trading price was 172.85, which was -87.45 lower than the previous day. The implied volatity was 19.67, the open interest changed by 0 which decreased total open position to 1
On 11 Nov INDIGO was trading at 5782.50. The strike last trading price was 260.3, which was -60.3 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 260.3, which was -60.3 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 260.3, which was -60.3 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 260.3, which was -60.3 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 260.3, which was -60.3 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 260.3, which was -60.3 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 260.3, which was -60.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 30 Oct INDIGO was trading at 5725.00. The strike last trading price was 260.3, which was -60.3 lower than the previous day. The implied volatity was 30.06, 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 320.6, 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 5850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 4860.50 | 1057.2 | 37.2 | - | 0 | 0 | 212 |
| 11 Dec | 4819.00 | 1057.2 | 37.2 | 73.34 | 5 | -1 | 214 |
| 10 Dec | 4805.50 | 1020 | 622.9 | 48.78 | 1 | 0 | 216 |
| 9 Dec | 4967.50 | 397.1 | -17.95 | - | 0 | 0 | 0 |
| 8 Dec | 4923.50 | 397.1 | -17.95 | - | 0 | 0 | 216 |
| 5 Dec | 5370.50 | 397.1 | -17.95 | - | 30 | -21 | 221 |
| 4 Dec | 5436.50 | 415.05 | 146.05 | 32.39 | 62 | -32 | 241 |
| 3 Dec | 5595.50 | 269 | 67.35 | 22.86 | 53 | 2 | 273 |
| 2 Dec | 5697.50 | 199.85 | 54.6 | 22.19 | 273 | -15 | 271 |
| 1 Dec | 5794.00 | 159.55 | 66.65 | 22.04 | 955 | -26 | 286 |
| 28 Nov | 5901.50 | 92.5 | 6.85 | 20.02 | 388 | -17 | 315 |
| 27 Nov | 5919.00 | 85.95 | -16.95 | 19.82 | 390 | 6 | 336 |
| 26 Nov | 5913.00 | 102 | -70.45 | 21.11 | 550 | 60 | 330 |
| 25 Nov | 5775.00 | 172.6 | 22.6 | 22.44 | 314 | 19 | 269 |
| 24 Nov | 5805.50 | 161 | 29.95 | 23.04 | 588 | 117 | 249 |
| 21 Nov | 5843.50 | 133.1 | -30.8 | 20.53 | 246 | 63 | 131 |
| 20 Nov | 5785.50 | 167.65 | -16.5 | 22.81 | 67 | 38 | 68 |
| 19 Nov | 5758.50 | 181.9 | -5.65 | 22.46 | 32 | 14 | 29 |
| 18 Nov | 5739.50 | 187.55 | -112.7 | 22.41 | 18 | 13 | 13 |
| 17 Nov | 5873.00 | 300.25 | 0 | 1.22 | 0 | 0 | 0 |
| 14 Nov | 5908.50 | 300.25 | 0 | 1.55 | 0 | 0 | 0 |
| 13 Nov | 5905.50 | 300.25 | 0 | 1.72 | 0 | 0 | 0 |
| 12 Nov | 5795.50 | 300.25 | 0 | 0.25 | 0 | 0 | 0 |
| 11 Nov | 5782.50 | 300.25 | 0 | 0.22 | 0 | 0 | 0 |
| 10 Nov | 5588.50 | 300.25 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 5583.50 | 300.25 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 5693.00 | 300.25 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 5637.00 | 300.25 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 5695.50 | 300.25 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 5625.00 | 300.25 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 5725.00 | 300.25 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 5813.00 | 300.25 | 0 | 0.79 | 0 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 5850 expiring on 30DEC2025
Delta for 5850 PE is -
Historical price for 5850 PE is as follows
On 12 Dec INDIGO was trading at 4860.50. The strike last trading price was 1057.2, which was 37.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 212
On 11 Dec INDIGO was trading at 4819.00. The strike last trading price was 1057.2, which was 37.2 higher than the previous day. The implied volatity was 73.34, the open interest changed by -1 which decreased total open position to 214
On 10 Dec INDIGO was trading at 4805.50. The strike last trading price was 1020, which was 622.9 higher than the previous day. The implied volatity was 48.78, the open interest changed by 0 which decreased total open position to 216
On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 397.1, which was -17.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 397.1, which was -17.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 216
On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 397.1, which was -17.95 lower than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 221
On 4 Dec INDIGO was trading at 5436.50. The strike last trading price was 415.05, which was 146.05 higher than the previous day. The implied volatity was 32.39, the open interest changed by -32 which decreased total open position to 241
On 3 Dec INDIGO was trading at 5595.50. The strike last trading price was 269, which was 67.35 higher than the previous day. The implied volatity was 22.86, the open interest changed by 2 which increased total open position to 273
On 2 Dec INDIGO was trading at 5697.50. The strike last trading price was 199.85, which was 54.6 higher than the previous day. The implied volatity was 22.19, the open interest changed by -15 which decreased total open position to 271
On 1 Dec INDIGO was trading at 5794.00. The strike last trading price was 159.55, which was 66.65 higher than the previous day. The implied volatity was 22.04, the open interest changed by -26 which decreased total open position to 286
On 28 Nov INDIGO was trading at 5901.50. The strike last trading price was 92.5, which was 6.85 higher than the previous day. The implied volatity was 20.02, the open interest changed by -17 which decreased total open position to 315
On 27 Nov INDIGO was trading at 5919.00. The strike last trading price was 85.95, which was -16.95 lower than the previous day. The implied volatity was 19.82, the open interest changed by 6 which increased total open position to 336
On 26 Nov INDIGO was trading at 5913.00. The strike last trading price was 102, which was -70.45 lower than the previous day. The implied volatity was 21.11, the open interest changed by 60 which increased total open position to 330
On 25 Nov INDIGO was trading at 5775.00. The strike last trading price was 172.6, which was 22.6 higher than the previous day. The implied volatity was 22.44, the open interest changed by 19 which increased total open position to 269
On 24 Nov INDIGO was trading at 5805.50. The strike last trading price was 161, which was 29.95 higher than the previous day. The implied volatity was 23.04, the open interest changed by 117 which increased total open position to 249
On 21 Nov INDIGO was trading at 5843.50. The strike last trading price was 133.1, which was -30.8 lower than the previous day. The implied volatity was 20.53, the open interest changed by 63 which increased total open position to 131
On 20 Nov INDIGO was trading at 5785.50. The strike last trading price was 167.65, which was -16.5 lower than the previous day. The implied volatity was 22.81, the open interest changed by 38 which increased total open position to 68
On 19 Nov INDIGO was trading at 5758.50. The strike last trading price was 181.9, which was -5.65 lower than the previous day. The implied volatity was 22.46, the open interest changed by 14 which increased total open position to 29
On 18 Nov INDIGO was trading at 5739.50. The strike last trading price was 187.55, which was -112.7 lower than the previous day. The implied volatity was 22.41, the open interest changed by 13 which increased total open position to 13
On 17 Nov INDIGO was trading at 5873.00. The strike last trading price was 300.25, which was 0 lower than the previous day. The implied volatity was 1.22, 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 300.25, which was 0 lower than the previous day. The implied volatity was 1.55, 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 300.25, which was 0 lower than the previous day. The implied volatity was 1.72, 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 300.25, which was 0 lower than the previous day. The implied volatity was 0.25, 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 300.25, which was 0 lower than the previous day. The implied volatity was 0.22, 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 300.25, 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 300.25, 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 300.25, 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 300.25, 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 300.25, 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 300.25, 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 300.25, 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 300.25, which was 0 lower than the previous day. The implied volatity was 0.79, the open interest changed by 0 which decreased total open position to 0































































































































































































































