INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Sep 2025 04:11 PM IST
| INDIGO 28OCT2025 5700 CE | ||||||||||||||||
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Delta: 0.56
Vega: 7.33
Theta: -2.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 5679.00 | 173 | -25.05 | 20.46 | 97 | 39 | 142 | |||||||||
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| 14 Sept | 5727.50 | 195 | 8.65 | 17.74 | 82 | 21 | 59 | |||||||||
For Interglobe Aviation Ltd - strike price 5700 expiring on 28OCT2025
Delta for 5700 CE is 0.56
Historical price for 5700 CE is as follows
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 173, which was -25.05 lower than the previous day. The implied volatity was 20.46, the open interest changed by 39 which increased total open position to 142
On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 195, which was 8.65 higher than the previous day. The implied volatity was 17.74, the open interest changed by 21 which increased total open position to 59
| INDIGO 28OCT2025 5700 PE | |||||||
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Delta: -0.45
Vega: 7.34
Theta: -1.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5679.00 | 154 | 17 | 23.61 | 56 | 23 | 84 |
| 14 Sept | 5727.50 | 156 | -22 | 24.87 | 34 | 12 | 34 |
For Interglobe Aviation Ltd - strike price 5700 expiring on 28OCT2025
Delta for 5700 PE is -0.45
Historical price for 5700 PE is as follows
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 154, which was 17 higher than the previous day. The implied volatity was 23.61, the open interest changed by 23 which increased total open position to 84
On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 156, which was -22 lower than the previous day. The implied volatity was 24.87, the open interest changed by 12 which increased total open position to 34
