Related Pages for INDIGO
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INDIGO
Interglobe Aviation Ltd
5747.5 68.50 (1.21%)

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Historical option data for INDIGO

21 Sep 2025 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
INDIGO 30SEP2025 5500 CE
Delta: 0.90
Vega: 1.72
Theta: -2.61
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 5679.00 205.6 -39.4 16.08 139 -18 204
14 Sept 5727.50 246 31.35 - 243 -12 358

For Interglobe Aviation Ltd - strike price 5500 expiring on 30SEP2025

Delta for 5500 CE is 0.90

Historical price for 5500 CE is as follows

On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 205.6, which was -39.4 lower than the previous day. The implied volatity was 16.08, the open interest changed by -18 which decreased total open position to 204


On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 246, which was 31.35 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 358


INDIGO 30SEP2025 5500 PE
Delta: -0.15
Vega: 2.31
Theta: -1.88
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 5679.00 15.9 -0.75 20.18 1,916 -121 1,466
14 Sept 5727.50 28.35 -13.75 22.52 2,937 -149 1,561

For Interglobe Aviation Ltd - strike price 5500 expiring on 30SEP2025

Delta for 5500 PE is -0.15

Historical price for 5500 PE is as follows

On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 15.9, which was -0.75 lower than the previous day. The implied volatity was 20.18, the open interest changed by -121 which decreased total open position to 1466


On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 28.35, which was -13.75 lower than the previous day. The implied volatity was 22.52, the open interest changed by -149 which decreased total open position to 1561