INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
28 Sep 2025 10:07 PM IST
| INDIGO 28-OCT-2025 5000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 28 Sept | 5561.00 | 666.1 | 7.1 | 0.00 | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 5000 expiring on 28OCT2025
Delta for 5000 CE is 0.00
Historical price for 5000 CE is as follows
On 28 Sept INDIGO was trading at 5561.00. The strike last trading price was 666.1, which was 7.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| INDIGO 28OCT2025 5000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 2.57
Theta: -1.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 5561.00 | 19 | -49.3 | 28.38 | 449 | 175 | 175 |
For Interglobe Aviation Ltd - strike price 5000 expiring on 28OCT2025
Delta for 5000 PE is -0.09
Historical price for 5000 PE is as follows
On 28 Sept INDIGO was trading at 5561.00. The strike last trading price was 19, which was -49.3 lower than the previous day. The implied volatity was 28.38, the open interest changed by 175 which increased total open position to 175
