INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Sep 2025 04:11 PM IST
| INDIGO 30SEP2025 5000 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 5679.00 | 675.05 | -65.95 | - | 2 | 1 | 26 | |||||||||
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| 14 Sept | 5727.50 | 761.95 | 111.95 | 41.56 | 2 | -1 | 35 | |||||||||
For Interglobe Aviation Ltd - strike price 5000 expiring on 30SEP2025
Delta for 5000 CE is -
Historical price for 5000 CE is as follows
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 675.05, which was -65.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 26
On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 761.95, which was 111.95 higher than the previous day. The implied volatity was 41.56, the open interest changed by -1 which decreased total open position to 35
| INDIGO 30SEP2025 5000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.42
Theta: -0.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5679.00 | 2.25 | -0.45 | 36.14 | 236 | 11 | 685 |
| 14 Sept | 5727.50 | 4 | -0.25 | 32.74 | 363 | -67 | 658 |
For Interglobe Aviation Ltd - strike price 5000 expiring on 30SEP2025
Delta for 5000 PE is -0.02
Historical price for 5000 PE is as follows
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 2.25, which was -0.45 lower than the previous day. The implied volatity was 36.14, the open interest changed by 11 which increased total open position to 685
On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 4, which was -0.25 lower than the previous day. The implied volatity was 32.74, the open interest changed by -67 which decreased total open position to 658
