INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
28 Sep 2025 10:07 PM IST
| INDIGO 28OCT2025 5800 CE | ||||||||||||||||
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Delta: 0.28
Vega: 5.53
Theta: -2.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 5561.00 | 56.95 | -35.6 | 20.54 | 1,534 | 294 | 1,601 | |||||||||
| 21 Sept | 5679.00 | 126 | -19.65 | 20.52 | 104 | 34 | 147 | |||||||||
| 14 Sept | 5727.50 | 162 | 19.6 | 20.22 | 56 | 6 | 75 | |||||||||
| 17 Aug | 6002.50 | 325 | 0 | 0.00 | 0 | 0 | 4 | |||||||||
For Interglobe Aviation Ltd - strike price 5800 expiring on 28OCT2025
Delta for 5800 CE is 0.28
Historical price for 5800 CE is as follows
On 28 Sept INDIGO was trading at 5561.00. The strike last trading price was 56.95, which was -35.6 lower than the previous day. The implied volatity was 20.54, the open interest changed by 294 which increased total open position to 1601
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 126, which was -19.65 lower than the previous day. The implied volatity was 20.52, the open interest changed by 34 which increased total open position to 147
On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 162, which was 19.6 higher than the previous day. The implied volatity was 20.22, the open interest changed by 6 which increased total open position to 75
On 17 Aug INDIGO was trading at 6002.50. The strike last trading price was 325, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 4
| INDIGO 28OCT2025 5800 PE | |||||||
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Delta: -0.65
Vega: 6.10
Theta: -1.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 5561.00 | 321.65 | 107.05 | 29.97 | 234 | 13 | 845 |
| 21 Sept | 5679.00 | 210 | 21.5 | 24.20 | 44 | 18 | 80 |
| 14 Sept | 5727.50 | 195 | -48.25 | 23.91 | 30 | 15 | 42 |
| 17 Aug | 6002.50 | 306.55 | 0 | 3.03 | 0 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 5800 expiring on 28OCT2025
Delta for 5800 PE is -0.65
Historical price for 5800 PE is as follows
On 28 Sept INDIGO was trading at 5561.00. The strike last trading price was 321.65, which was 107.05 higher than the previous day. The implied volatity was 29.97, the open interest changed by 13 which increased total open position to 845
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 210, which was 21.5 higher than the previous day. The implied volatity was 24.20, the open interest changed by 18 which increased total open position to 80
On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 195, which was -48.25 lower than the previous day. The implied volatity was 23.91, the open interest changed by 15 which increased total open position to 42
On 17 Aug INDIGO was trading at 6002.50. The strike last trading price was 306.55, which was 0 lower than the previous day. The implied volatity was 3.03, the open interest changed by 0 which decreased total open position to 0
