[--[65.84.65.76]--]

INDIGO

Interglobe Aviation Ltd
4860.5 +41.50 (0.86%)
L: 4811.5 H: 4898

Back to Option Chain


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