INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Sep 2025 04:11 PM IST
| INDIGO 30SEP2025 5700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.50
Vega: 3.93
Theta: -3.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 5679.00 | 63.15 | -31.6 | 16.22 | 4,269 | 252 | 3,017 | |||||||||
| 14 Sept | 5727.50 | 103.25 | 12.5 | 14.79 | 13,011 | -351 | 2,655 | |||||||||
| 17 Aug | 6002.50 | 478.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 5700 expiring on 30SEP2025
Delta for 5700 CE is 0.50
Historical price for 5700 CE is as follows
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 63.15, which was -31.6 lower than the previous day. The implied volatity was 16.22, the open interest changed by 252 which increased total open position to 3017
On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 103.25, which was 12.5 higher than the previous day. The implied volatity was 14.79, the open interest changed by -351 which decreased total open position to 2655
On 17 Aug INDIGO was trading at 6002.50. The strike last trading price was 478.2, 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 5700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.50
Vega: 3.93
Theta: -2.53
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5679.00 | 73.75 | 9.35 | 18.57 | 3,576 | 73 | 2,072 |
| 14 Sept | 5727.50 | 83.85 | -34.45 | 21.46 | 3,665 | 91 | 1,871 |
| 17 Aug | 6002.50 | 86 | 6 | 26.75 | 1 | 0 | 3 |
For Interglobe Aviation Ltd - strike price 5700 expiring on 30SEP2025
Delta for 5700 PE is -0.50
Historical price for 5700 PE is as follows
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 73.75, which was 9.35 higher than the previous day. The implied volatity was 18.57, the open interest changed by 73 which increased total open position to 2072
On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 83.85, which was -34.45 lower than the previous day. The implied volatity was 21.46, the open interest changed by 91 which increased total open position to 1871
On 17 Aug INDIGO was trading at 6002.50. The strike last trading price was 86, which was 6 higher than the previous day. The implied volatity was 26.75, the open interest changed by 0 which decreased total open position to 3
