INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Sep 2025 04:11 PM IST
| INDIGO 30SEP2025 5200 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 5679.00 | 560 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 5727.50 | 560 | 44 | 30.40 | 1 | 0 | 41 | |||||||||
For Interglobe Aviation Ltd - strike price 5200 expiring on 30SEP2025
Delta for 5200 CE is 0.00
Historical price for 5200 CE is as follows
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 560, which was 0 lower than the previous day. The implied volatity was 0.00, 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 560, which was 44 higher than the previous day. The implied volatity was 30.40, the open interest changed by 0 which decreased total open position to 41
| INDIGO 30SEP2025 5200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.74
Theta: -0.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5679.00 | 3.9 | 0.3 | 29.25 | 177 | 33 | 547 |
| 14 Sept | 5727.50 | 7.35 | -2.1 | 27.91 | 326 | -13 | 380 |
For Interglobe Aviation Ltd - strike price 5200 expiring on 30SEP2025
Delta for 5200 PE is -0.03
Historical price for 5200 PE is as follows
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 3.9, which was 0.3 higher than the previous day. The implied volatity was 29.25, the open interest changed by 33 which increased total open position to 547
On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 7.35, which was -2.1 lower than the previous day. The implied volatity was 27.91, the open interest changed by -13 which decreased total open position to 380
