INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
01 Apr 2026 04:11 PM IST
| INDIGO 28-Apr-2026 (27d) 4200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 4.52
Theta: -4.18
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Apr | 4180.80 | 202 | 108.15 | 43.28 | 9,857 | 621 | 1,887 | |||||||||
| 30 Mar | 3943.50 | 96.4 | -78.95 | 40.55 | 2,498 | 247 | 1,359 | |||||||||
| 27 Mar | 4099.50 | 181 | -64.1 | 43.09 | 2,088 | 632 | 1,104 | |||||||||
| 25 Mar | 4294.70 | 248.7 | 62.65 | 35.39 | 776 | 147 | 472 | |||||||||
| 24 Mar | 4150.80 | 187.8 | 70.4 | 36.35 | 603 | 83 | 327 | |||||||||
| 23 Mar | 3945.30 | 120.6 | -70.9 | 41.1 | 382 | 103 | 247 | |||||||||
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| 20 Mar | 4149.10 | 191.2 | 4.15 | 36.21 | 221 | 10 | 142 | |||||||||
| 19 Mar | 4154.30 | 190.7 | -91.2 | 32.86 | 98 | 39 | 130 | |||||||||
| 18 Mar | 4360.60 | 281.9 | 21.65 | 27.49 | 109 | -18 | 90 | |||||||||
| 17 Mar | 4287.90 | 256.8 | 22.25 | 32.58 | 20 | -9 | 108 | |||||||||
| 16 Mar | 4222.10 | 234.55 | 31.4 | 33.79 | 37 | 2 | 118 | |||||||||
| 13 Mar | 4158.20 | 206.9 | -51.6 | 33.93 | 64 | 41 | 117 | |||||||||
| 12 Mar | 4251.70 | 257 | -76 | 31.56 | 69 | 59 | 73 | |||||||||
| 11 Mar | 4350.70 | 333 | -32 | 35.03 | 6 | -3 | 13 | |||||||||
| 10 Mar | 4380.40 | 365 | 88.8 | 36.5 | 7 | -6 | 17 | |||||||||
| 9 Mar | 4236.70 | 275 | -440.85 | 34.97 | 42 | 23 | 23 | |||||||||
| 6 Mar | 4404.10 | 715.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 4512.80 | 715.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 4392.90 | 715.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 4520.40 | 715.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 4960.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 4946.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 4687.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 4589.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 4596.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 4621.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 4200 expiring on 28APR2026
Delta for 4200 CE is 0.53
Historical price for 4200 CE is as follows
On 1 Apr INDIGO was trading at 4180.80. The strike last trading price was 202, which was 108.15 higher than the previous day. The implied volatity was 43.28, the open interest changed by 621 which increased total open position to 1887
On 30 Mar INDIGO was trading at 3943.50. The strike last trading price was 96.4, which was -78.95 lower than the previous day. The implied volatity was 40.55, the open interest changed by 247 which increased total open position to 1359
On 27 Mar INDIGO was trading at 4099.50. The strike last trading price was 181, which was -64.1 lower than the previous day. The implied volatity was 43.09, the open interest changed by 632 which increased total open position to 1104
On 25 Mar INDIGO was trading at 4294.70. The strike last trading price was 248.7, which was 62.65 higher than the previous day. The implied volatity was 35.39, the open interest changed by 147 which increased total open position to 472
On 24 Mar INDIGO was trading at 4150.80. The strike last trading price was 187.8, which was 70.4 higher than the previous day. The implied volatity was 36.35, the open interest changed by 83 which increased total open position to 327
On 23 Mar INDIGO was trading at 3945.30. The strike last trading price was 120.6, which was -70.9 lower than the previous day. The implied volatity was 41.1, the open interest changed by 103 which increased total open position to 247
On 20 Mar INDIGO was trading at 4149.10. The strike last trading price was 191.2, which was 4.15 higher than the previous day. The implied volatity was 36.21, the open interest changed by 10 which increased total open position to 142
On 19 Mar INDIGO was trading at 4154.30. The strike last trading price was 190.7, which was -91.2 lower than the previous day. The implied volatity was 32.86, the open interest changed by 39 which increased total open position to 130
On 18 Mar INDIGO was trading at 4360.60. The strike last trading price was 281.9, which was 21.65 higher than the previous day. The implied volatity was 27.49, the open interest changed by -18 which decreased total open position to 90
On 17 Mar INDIGO was trading at 4287.90. The strike last trading price was 256.8, which was 22.25 higher than the previous day. The implied volatity was 32.58, the open interest changed by -9 which decreased total open position to 108
On 16 Mar INDIGO was trading at 4222.10. The strike last trading price was 234.55, which was 31.4 higher than the previous day. The implied volatity was 33.79, the open interest changed by 2 which increased total open position to 118
On 13 Mar INDIGO was trading at 4158.20. The strike last trading price was 206.9, which was -51.6 lower than the previous day. The implied volatity was 33.93, the open interest changed by 41 which increased total open position to 117
On 12 Mar INDIGO was trading at 4251.70. The strike last trading price was 257, which was -76 lower than the previous day. The implied volatity was 31.56, the open interest changed by 59 which increased total open position to 73
On 11 Mar INDIGO was trading at 4350.70. The strike last trading price was 333, which was -32 lower than the previous day. The implied volatity was 35.03, the open interest changed by -3 which decreased total open position to 13
On 10 Mar INDIGO was trading at 4380.40. The strike last trading price was 365, which was 88.8 higher than the previous day. The implied volatity was 36.5, the open interest changed by -6 which decreased total open position to 17
On 9 Mar INDIGO was trading at 4236.70. The strike last trading price was 275, which was -440.85 lower than the previous day. The implied volatity was 34.97, the open interest changed by 23 which increased total open position to 23
On 6 Mar INDIGO was trading at 4404.10. The strike last trading price was 715.85, 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 5 Mar INDIGO was trading at 4512.80. The strike last trading price was 715.85, 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 Mar INDIGO was trading at 4392.90. The strike last trading price was 715.85, 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 Mar INDIGO was trading at 4520.40. The strike last trading price was 715.85, 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 Feb INDIGO was trading at 4960.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb INDIGO was trading at 4946.20. The strike last trading price was 0, 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 Feb INDIGO was trading at 4687.00. The strike last trading price was 0, 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 Feb INDIGO was trading at 4589.50. The strike last trading price was 0, 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 Jan INDIGO was trading at 4596.50. The strike last trading price was 0, 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 Jan INDIGO was trading at 4621.00. The strike last trading price was 0, 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 28-Apr-2026 (27d) 4200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 4.52
Theta: -3.02
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 4180.80 | 188.05 | -146.7 | 43.05 | 10,606 | 471 | 2,012 |
| 30 Mar | 3943.50 | 321.55 | 71.85 | 42.6 | 1,325 | -123 | 1,542 |
| 27 Mar | 4099.50 | 244.7 | 107.45 | 43.6 | 2,330 | 620 | 1,661 |
| 25 Mar | 4294.70 | 136.95 | -86.2 | 37.26 | 1,345 | 645 | 1,035 |
| 24 Mar | 4150.80 | 215.9 | -116.3 | 42.23 | 404 | 105 | 390 |
| 23 Mar | 3945.30 | 338 | 130.8 | 42.93 | 294 | 18 | 284 |
| 20 Mar | 4149.10 | 209.2 | 0.2 | 37.79 | 175 | 78 | 267 |
| 19 Mar | 4154.30 | 208.5 | 90.4 | 39.71 | 143 | 56 | 190 |
| 18 Mar | 4360.60 | 118.6 | -31.2 | 36.24 | 79 | 14 | 133 |
| 17 Mar | 4287.90 | 149.8 | -26.2 | 36.41 | 23 | 2 | 118 |
| 16 Mar | 4222.10 | 176 | -41.55 | 37.02 | 41 | 10 | 117 |
| 13 Mar | 4158.20 | 209.9 | 34.75 | 36.93 | 96 | 34 | 108 |
| 12 Mar | 4251.70 | 172 | 27 | 37.84 | 129 | -3 | 71 |
| 11 Mar | 4350.70 | 145 | 20 | 38.01 | 118 | 23 | 73 |
| 10 Mar | 4380.40 | 125 | -74.4 | 36.1 | 27 | 1 | 50 |
| 9 Mar | 4236.70 | 203.35 | 82.75 | 41.24 | 42 | 8 | 47 |
| 6 Mar | 4404.10 | 122 | 43.4 | 35.59 | 13 | -1 | 40 |
| 5 Mar | 4512.80 | 78.6 | -66.85 | 31.84 | 74 | 0 | 42 |
| 4 Mar | 4392.90 | 145.45 | 47.4 | 38 | 84 | 5 | 43 |
| 2 Mar | 4520.40 | 98.05 | 15.5 | 36.34 | 49 | 37 | 37 |
| 4 Feb | 4960.70 | - | - | - | 0 | 0 | 0 |
| 3 Feb | 4946.20 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 4687.00 | 0 | 0 | 6.5 | 0 | 0 | 0 |
| 1 Feb | 4589.50 | 0 | 0 | 5.6 | 0 | 0 | 0 |
| 30 Jan | 4596.50 | 0 | 0 | 5.55 | 0 | 0 | 0 |
| 29 Jan | 4621.00 | 0 | 0 | 5.74 | 0 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 4200 expiring on 28APR2026
Delta for 4200 PE is -0.47
Historical price for 4200 PE is as follows
On 1 Apr INDIGO was trading at 4180.80. The strike last trading price was 188.05, which was -146.7 lower than the previous day. The implied volatity was 43.05, the open interest changed by 471 which increased total open position to 2012
On 30 Mar INDIGO was trading at 3943.50. The strike last trading price was 321.55, which was 71.85 higher than the previous day. The implied volatity was 42.6, the open interest changed by -123 which decreased total open position to 1542
On 27 Mar INDIGO was trading at 4099.50. The strike last trading price was 244.7, which was 107.45 higher than the previous day. The implied volatity was 43.6, the open interest changed by 620 which increased total open position to 1661
On 25 Mar INDIGO was trading at 4294.70. The strike last trading price was 136.95, which was -86.2 lower than the previous day. The implied volatity was 37.26, the open interest changed by 645 which increased total open position to 1035
On 24 Mar INDIGO was trading at 4150.80. The strike last trading price was 215.9, which was -116.3 lower than the previous day. The implied volatity was 42.23, the open interest changed by 105 which increased total open position to 390
On 23 Mar INDIGO was trading at 3945.30. The strike last trading price was 338, which was 130.8 higher than the previous day. The implied volatity was 42.93, the open interest changed by 18 which increased total open position to 284
On 20 Mar INDIGO was trading at 4149.10. The strike last trading price was 209.2, which was 0.2 higher than the previous day. The implied volatity was 37.79, the open interest changed by 78 which increased total open position to 267
On 19 Mar INDIGO was trading at 4154.30. The strike last trading price was 208.5, which was 90.4 higher than the previous day. The implied volatity was 39.71, the open interest changed by 56 which increased total open position to 190
On 18 Mar INDIGO was trading at 4360.60. The strike last trading price was 118.6, which was -31.2 lower than the previous day. The implied volatity was 36.24, the open interest changed by 14 which increased total open position to 133
On 17 Mar INDIGO was trading at 4287.90. The strike last trading price was 149.8, which was -26.2 lower than the previous day. The implied volatity was 36.41, the open interest changed by 2 which increased total open position to 118
On 16 Mar INDIGO was trading at 4222.10. The strike last trading price was 176, which was -41.55 lower than the previous day. The implied volatity was 37.02, the open interest changed by 10 which increased total open position to 117
On 13 Mar INDIGO was trading at 4158.20. The strike last trading price was 209.9, which was 34.75 higher than the previous day. The implied volatity was 36.93, the open interest changed by 34 which increased total open position to 108
On 12 Mar INDIGO was trading at 4251.70. The strike last trading price was 172, which was 27 higher than the previous day. The implied volatity was 37.84, the open interest changed by -3 which decreased total open position to 71
On 11 Mar INDIGO was trading at 4350.70. The strike last trading price was 145, which was 20 higher than the previous day. The implied volatity was 38.01, the open interest changed by 23 which increased total open position to 73
On 10 Mar INDIGO was trading at 4380.40. The strike last trading price was 125, which was -74.4 lower than the previous day. The implied volatity was 36.1, the open interest changed by 1 which increased total open position to 50
On 9 Mar INDIGO was trading at 4236.70. The strike last trading price was 203.35, which was 82.75 higher than the previous day. The implied volatity was 41.24, the open interest changed by 8 which increased total open position to 47
On 6 Mar INDIGO was trading at 4404.10. The strike last trading price was 122, which was 43.4 higher than the previous day. The implied volatity was 35.59, the open interest changed by -1 which decreased total open position to 40
On 5 Mar INDIGO was trading at 4512.80. The strike last trading price was 78.6, which was -66.85 lower than the previous day. The implied volatity was 31.84, the open interest changed by 0 which decreased total open position to 42
On 4 Mar INDIGO was trading at 4392.90. The strike last trading price was 145.45, which was 47.4 higher than the previous day. The implied volatity was 38, the open interest changed by 5 which increased total open position to 43
On 2 Mar INDIGO was trading at 4520.40. The strike last trading price was 98.05, which was 15.5 higher than the previous day. The implied volatity was 36.34, the open interest changed by 37 which increased total open position to 37
On 4 Feb INDIGO was trading at 4960.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb INDIGO was trading at 4946.20. The strike last trading price was 0, 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 Feb INDIGO was trading at 4687.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.5, the open interest changed by 0 which decreased total open position to 0
On 1 Feb INDIGO was trading at 4589.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.6, the open interest changed by 0 which decreased total open position to 0
On 30 Jan INDIGO was trading at 4596.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.55, the open interest changed by 0 which decreased total open position to 0
On 29 Jan INDIGO was trading at 4621.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.74, the open interest changed by 0 which decreased total open position to 0
