INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Sep 2025 04:11 PM IST
| INDIGO 30SEP2025 5300 CE | ||||||||||||||||
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Delta: 0.99
Vega: 0.16
Theta: -1.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 5679.00 | 397.75 | -70.4 | 16.61 | 31 | 0 | 25 | |||||||||
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| 14 Sept | 5727.50 | 468.15 | 84.35 | 29.65 | 7 | 1 | 24 | |||||||||
For Interglobe Aviation Ltd - strike price 5300 expiring on 30SEP2025
Delta for 5300 CE is 0.99
Historical price for 5300 CE is as follows
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 397.75, which was -70.4 lower than the previous day. The implied volatity was 16.61, the open interest changed by 0 which decreased total open position to 25
On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 468.15, which was 84.35 higher than the previous day. The implied volatity was 29.65, the open interest changed by 1 which increased total open position to 24
| INDIGO 30SEP2025 5300 PE | |||||||
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Delta: -0.05
Vega: 1.08
Theta: -1.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5679.00 | 6.05 | -0.1 | 26.37 | 980 | 35 | 1,038 |
| 14 Sept | 5727.50 | 10.85 | -4.3 | 25.80 | 488 | 24 | 1,003 |
For Interglobe Aviation Ltd - strike price 5300 expiring on 30SEP2025
Delta for 5300 PE is -0.05
Historical price for 5300 PE is as follows
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 6.05, which was -0.1 lower than the previous day. The implied volatity was 26.37, the open interest changed by 35 which increased total open position to 1038
On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 10.85, which was -4.3 lower than the previous day. The implied volatity was 25.80, the open interest changed by 24 which increased total open position to 1003
