INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Sep 2025 04:11 PM IST
| INDIGO 30SEP2025 5600 CE | ||||||||||||||||
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Delta: 0.73
Vega: 3.24
Theta: -3.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 5679.00 | 125 | -36.85 | 16.46 | 887 | 68 | 1,199 | |||||||||
| 14 Sept | 5727.50 | 166.3 | 22.15 | 12.89 | 1,556 | -200 | 1,250 | |||||||||
| 17 Aug | 6002.50 | 505.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 5600 expiring on 30SEP2025
Delta for 5600 CE is 0.73
Historical price for 5600 CE is as follows
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 125, which was -36.85 lower than the previous day. The implied volatity was 16.46, the open interest changed by 68 which increased total open position to 1199
On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 166.3, which was 22.15 higher than the previous day. The implied volatity was 12.89, the open interest changed by -200 which decreased total open position to 1250
On 17 Aug INDIGO was trading at 6002.50. The strike last trading price was 505.6, 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 5600 PE | |||||||
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Delta: -0.29
Vega: 3.36
Theta: -2.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5679.00 | 33.2 | 1.65 | 18.44 | 2,436 | 23 | 1,740 |
| 14 Sept | 5727.50 | 47.25 | -24.5 | 21.21 | 3,252 | -169 | 1,713 |
| 17 Aug | 6002.50 | 50.5 | -6.65 | 24.70 | 21 | 7 | 21 |
For Interglobe Aviation Ltd - strike price 5600 expiring on 30SEP2025
Delta for 5600 PE is -0.29
Historical price for 5600 PE is as follows
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 33.2, which was 1.65 higher than the previous day. The implied volatity was 18.44, the open interest changed by 23 which increased total open position to 1740
On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 47.25, which was -24.5 lower than the previous day. The implied volatity was 21.21, the open interest changed by -169 which decreased total open position to 1713
On 17 Aug INDIGO was trading at 6002.50. The strike last trading price was 50.5, which was -6.65 lower than the previous day. The implied volatity was 24.70, the open interest changed by 7 which increased total open position to 21
