INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
28 Sep 2025 10:07 PM IST
| INDIGO 30SEP2025 5100 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 5561.00 | 914.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 5679.00 | 914.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 5727.50 | 914.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 5100 expiring on 30SEP2025
Delta for 5100 CE is -
Historical price for 5100 CE is as follows
On 28 Sept INDIGO was trading at 5561.00. The strike last trading price was 914.35, 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 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 914.35, 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 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 914.35, 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 30SEP2025 5100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.22
Theta: -0.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 5561.00 | 1.15 | -0.2 | 37.19 | 440 | -25 | 117 |
| 21 Sept | 5679.00 | 3.05 | 0.15 | 32.94 | 258 | -35 | 220 |
| 14 Sept | 5727.50 | 5.9 | -1.7 | 30.86 | 170 | -11 | 106 |
For Interglobe Aviation Ltd - strike price 5100 expiring on 30SEP2025
Delta for 5100 PE is -0.01
Historical price for 5100 PE is as follows
On 28 Sept INDIGO was trading at 5561.00. The strike last trading price was 1.15, which was -0.2 lower than the previous day. The implied volatity was 37.19, the open interest changed by -25 which decreased total open position to 117
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 3.05, which was 0.15 higher than the previous day. The implied volatity was 32.94, the open interest changed by -35 which decreased total open position to 220
On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 5.9, which was -1.7 lower than the previous day. The implied volatity was 30.86, the open interest changed by -11 which decreased total open position to 106
