[--[65.84.65.76]--]

INDIGO

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

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Historical option data for INDIGO

12 Dec 2025 04:11 PM IST
INDIGO 30-DEC-2025 5100 CE
Delta: 0.26
Vega: 3.50
Theta: -3.10
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 4860.50 46.6 -1.05 28.48 8,112 242 6,349
11 Dec 4819.00 47.55 -7.4 30.79 11,468 -107 6,242
10 Dec 4805.50 52 -77.6 31.83 23,476 2,258 6,352
9 Dec 4967.50 136.15 -1.95 36.25 23,638 1,767 4,066
8 Dec 4923.50 129 -219.5 40.87 28,080 2,239 2,299
5 Dec 5370.50 348.5 -396.5 27.89 106 58 60
4 Dec 5436.50 745 204 - 0 0 0
3 Dec 5595.50 745 204 - 0 0 0
2 Dec 5697.50 745 204 - 0 0 0
1 Dec 5794.00 745 204 - 0 0 0
28 Nov 5901.50 745 204 - 0 0 0
27 Nov 5919.00 745 204 - 0 0 0
26 Nov 5913.00 745 204 - 0 0 0
25 Nov 5775.00 745 204 - 0 0 0
24 Nov 5805.50 745 204 - 0 0 0
21 Nov 5843.50 745 204 - 0 0 0
20 Nov 5785.50 745 204 - 0 0 0
19 Nov 5758.50 745 204 - 0 1 0
18 Nov 5739.50 745 204 31.11 1 0 1
17 Nov 5873.00 541 -168.35 - 0 0 0
13 Nov 5905.50 541 -168.35 - 0 0 0
12 Nov 5795.50 541 -168.35 - 0 0 0


For Interglobe Aviation Ltd - strike price 5100 expiring on 30DEC2025

Delta for 5100 CE is 0.26

Historical price for 5100 CE is as follows

On 12 Dec INDIGO was trading at 4860.50. The strike last trading price was 46.6, which was -1.05 lower than the previous day. The implied volatity was 28.48, the open interest changed by 242 which increased total open position to 6349


On 11 Dec INDIGO was trading at 4819.00. The strike last trading price was 47.55, which was -7.4 lower than the previous day. The implied volatity was 30.79, the open interest changed by -107 which decreased total open position to 6242


On 10 Dec INDIGO was trading at 4805.50. The strike last trading price was 52, which was -77.6 lower than the previous day. The implied volatity was 31.83, the open interest changed by 2258 which increased total open position to 6352


On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 136.15, which was -1.95 lower than the previous day. The implied volatity was 36.25, the open interest changed by 1767 which increased total open position to 4066


On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 129, which was -219.5 lower than the previous day. The implied volatity was 40.87, the open interest changed by 2239 which increased total open position to 2299


On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 348.5, which was -396.5 lower than the previous day. The implied volatity was 27.89, the open interest changed by 58 which increased total open position to 60


On 4 Dec INDIGO was trading at 5436.50. The strike last trading price was 745, which was 204 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec INDIGO was trading at 5595.50. The strike last trading price was 745, which was 204 higher 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 745, which was 204 higher 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 745, which was 204 higher 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 745, which was 204 higher 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 745, which was 204 higher 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 745, which was 204 higher 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 745, which was 204 higher 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 745, which was 204 higher 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 745, which was 204 higher 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 745, which was 204 higher 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 745, which was 204 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 18 Nov INDIGO was trading at 5739.50. The strike last trading price was 745, which was 204 higher than the previous day. The implied volatity was 31.11, the open interest changed by 0 which decreased total open position to 1


On 17 Nov INDIGO was trading at 5873.00. The strike last trading price was 541, which was -168.35 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 541, which was -168.35 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 541, which was -168.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


INDIGO 30DEC2025 5100 PE
Delta: -0.74
Vega: 3.51
Theta: -1.78
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 4860.50 263 -39.8 29.05 199 -50 1,027
11 Dec 4819.00 296.75 -25.35 29.97 586 -142 1,075
10 Dec 4805.50 316 89.7 32.90 2,321 -275 1,225
9 Dec 4967.50 222.7 -66.95 37.06 3,646 23 1,379
8 Dec 4923.50 297 251.55 42.19 42,867 259 1,378
5 Dec 5370.50 46.75 17 28.03 11,552 651 1,118
4 Dec 5436.50 28 18.85 26.78 2,603 187 470
3 Dec 5595.50 9.1 2.1 23.93 257 21 281
2 Dec 5697.50 7 0.85 25.35 209 18 260
1 Dec 5794.00 6.5 2.15 26.66 273 -27 242
28 Nov 5901.50 4.25 -0.2 26.89 28 -8 269
27 Nov 5919.00 4.5 -0.8 27.21 187 37 261
26 Nov 5913.00 5.25 -3.65 27.15 356 107 220
25 Nov 5775.00 8.75 -0.25 25.90 55 9 113
24 Nov 5805.50 9 0.75 26.31 11 -1 103
21 Nov 5843.50 8.2 -1.2 25.98 12 -4 104
20 Nov 5785.50 9.4 -3.95 25.53 66 -14 108
19 Nov 5758.50 13.65 -1.35 26.50 265 69 121
18 Nov 5739.50 15 1.5 26.55 62 49 50
17 Nov 5873.00 13.5 -124.15 - 0 1 0
13 Nov 5905.50 137.65 0 10.58 0 0 0
12 Nov 5795.50 137.65 0 9.29 0 0 0


For Interglobe Aviation Ltd - strike price 5100 expiring on 30DEC2025

Delta for 5100 PE is -0.74

Historical price for 5100 PE is as follows

On 12 Dec INDIGO was trading at 4860.50. The strike last trading price was 263, which was -39.8 lower than the previous day. The implied volatity was 29.05, the open interest changed by -50 which decreased total open position to 1027


On 11 Dec INDIGO was trading at 4819.00. The strike last trading price was 296.75, which was -25.35 lower than the previous day. The implied volatity was 29.97, the open interest changed by -142 which decreased total open position to 1075


On 10 Dec INDIGO was trading at 4805.50. The strike last trading price was 316, which was 89.7 higher than the previous day. The implied volatity was 32.90, the open interest changed by -275 which decreased total open position to 1225


On 9 Dec INDIGO was trading at 4967.50. The strike last trading price was 222.7, which was -66.95 lower than the previous day. The implied volatity was 37.06, the open interest changed by 23 which increased total open position to 1379


On 8 Dec INDIGO was trading at 4923.50. The strike last trading price was 297, which was 251.55 higher than the previous day. The implied volatity was 42.19, the open interest changed by 259 which increased total open position to 1378


On 5 Dec INDIGO was trading at 5370.50. The strike last trading price was 46.75, which was 17 higher than the previous day. The implied volatity was 28.03, the open interest changed by 651 which increased total open position to 1118


On 4 Dec INDIGO was trading at 5436.50. The strike last trading price was 28, which was 18.85 higher than the previous day. The implied volatity was 26.78, the open interest changed by 187 which increased total open position to 470


On 3 Dec INDIGO was trading at 5595.50. The strike last trading price was 9.1, which was 2.1 higher than the previous day. The implied volatity was 23.93, the open interest changed by 21 which increased total open position to 281


On 2 Dec INDIGO was trading at 5697.50. The strike last trading price was 7, which was 0.85 higher than the previous day. The implied volatity was 25.35, the open interest changed by 18 which increased total open position to 260


On 1 Dec INDIGO was trading at 5794.00. The strike last trading price was 6.5, which was 2.15 higher than the previous day. The implied volatity was 26.66, the open interest changed by -27 which decreased total open position to 242


On 28 Nov INDIGO was trading at 5901.50. The strike last trading price was 4.25, which was -0.2 lower than the previous day. The implied volatity was 26.89, the open interest changed by -8 which decreased total open position to 269


On 27 Nov INDIGO was trading at 5919.00. The strike last trading price was 4.5, which was -0.8 lower than the previous day. The implied volatity was 27.21, the open interest changed by 37 which increased total open position to 261


On 26 Nov INDIGO was trading at 5913.00. The strike last trading price was 5.25, which was -3.65 lower than the previous day. The implied volatity was 27.15, the open interest changed by 107 which increased total open position to 220


On 25 Nov INDIGO was trading at 5775.00. The strike last trading price was 8.75, which was -0.25 lower than the previous day. The implied volatity was 25.90, the open interest changed by 9 which increased total open position to 113


On 24 Nov INDIGO was trading at 5805.50. The strike last trading price was 9, which was 0.75 higher than the previous day. The implied volatity was 26.31, the open interest changed by -1 which decreased total open position to 103


On 21 Nov INDIGO was trading at 5843.50. The strike last trading price was 8.2, which was -1.2 lower than the previous day. The implied volatity was 25.98, the open interest changed by -4 which decreased total open position to 104


On 20 Nov INDIGO was trading at 5785.50. The strike last trading price was 9.4, which was -3.95 lower than the previous day. The implied volatity was 25.53, the open interest changed by -14 which decreased total open position to 108


On 19 Nov INDIGO was trading at 5758.50. The strike last trading price was 13.65, which was -1.35 lower than the previous day. The implied volatity was 26.50, the open interest changed by 69 which increased total open position to 121


On 18 Nov INDIGO was trading at 5739.50. The strike last trading price was 15, which was 1.5 higher than the previous day. The implied volatity was 26.55, the open interest changed by 49 which increased total open position to 50


On 17 Nov INDIGO was trading at 5873.00. The strike last trading price was 13.5, which was -124.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 13 Nov INDIGO was trading at 5905.50. The strike last trading price was 137.65, which was 0 lower than the previous day. The implied volatity was 10.58, 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 137.65, which was 0 lower than the previous day. The implied volatity was 9.29, the open interest changed by 0 which decreased total open position to 0