INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Sep 2025 04:11 PM IST
| INDIGO 30SEP2025 5400 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 | 296.55 | -47.45 | - | 2 | 0 | 54 | |||||||||
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| 14 Sept | 5727.50 | 334.95 | 40.6 | - | 2 | -2 | 57 | |||||||||
For Interglobe Aviation Ltd - strike price 5400 expiring on 30SEP2025
Delta for 5400 CE is -
Historical price for 5400 CE is as follows
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 296.55, which was -47.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 334.95, which was 40.6 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 57
| INDIGO 30SEP2025 5400 PE | |||||||
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Delta: -0.09
Vega: 1.55
Theta: -1.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5679.00 | 9.15 | -0.5 | 23.05 | 622 | 40 | 1,015 |
| 14 Sept | 5727.50 | 16.45 | -8.35 | 23.72 | 904 | 12 | 946 |
For Interglobe Aviation Ltd - strike price 5400 expiring on 30SEP2025
Delta for 5400 PE is -0.09
Historical price for 5400 PE is as follows
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 9.15, which was -0.5 lower than the previous day. The implied volatity was 23.05, the open interest changed by 40 which increased total open position to 1015
On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 16.45, which was -8.35 lower than the previous day. The implied volatity was 23.72, the open interest changed by 12 which increased total open position to 946
