INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
12 Dec 2025 04:11 PM IST
| INDIGO 30-DEC-2025 5100 CE | ||||||||||||||||
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Delta: 0.26
Vega: 3.50
Theta: -3.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 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 | |||||||
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Delta: -0.74
Vega: 3.51
Theta: -1.78
Gamma: 0.00
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| 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































































































































































































































