INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Sep 2025 04:11 PM IST
| INDIGO 30SEP2025 5800 CE | ||||||||||||||||
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Delta: 0.30
Vega: 3.41
Theta: -3.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 5679.00 | 33.35 | -17.8 | 18.40 | 4,795 | 659 | 6,141 | |||||||||
| 14 Sept | 5727.50 | 59.75 | 5 | 16.01 | 12,324 | -357 | 5,100 | |||||||||
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| 17 Aug | 6002.50 | 300 | 15 | 14.86 | 5 | 4 | 11 | |||||||||
For Interglobe Aviation Ltd - strike price 5800 expiring on 30SEP2025
Delta for 5800 CE is 0.30
Historical price for 5800 CE is as follows
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 33.35, which was -17.8 lower than the previous day. The implied volatity was 18.40, the open interest changed by 659 which increased total open position to 6141
On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 59.75, which was 5 higher than the previous day. The implied volatity was 16.01, the open interest changed by -357 which decreased total open position to 5100
On 17 Aug INDIGO was trading at 6002.50. The strike last trading price was 300, which was 15 higher than the previous day. The implied volatity was 14.86, the open interest changed by 4 which increased total open position to 11
| INDIGO 30SEP2025 5800 PE | |||||||
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Delta: -0.69
Vega: 3.48
Theta: -2.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5679.00 | 139.35 | 19.6 | 19.83 | 585 | -116 | 947 |
| 14 Sept | 5727.50 | 138.6 | -42.15 | 22.19 | 1,677 | -47 | 984 |
| 17 Aug | 6002.50 | 90.7 | -18.3 | 23.32 | 24 | 13 | 24 |
For Interglobe Aviation Ltd - strike price 5800 expiring on 30SEP2025
Delta for 5800 PE is -0.69
Historical price for 5800 PE is as follows
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 139.35, which was 19.6 higher than the previous day. The implied volatity was 19.83, the open interest changed by -116 which decreased total open position to 947
On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 138.6, which was -42.15 lower than the previous day. The implied volatity was 22.19, the open interest changed by -47 which decreased total open position to 984
On 17 Aug INDIGO was trading at 6002.50. The strike last trading price was 90.7, which was -18.3 lower than the previous day. The implied volatity was 23.32, the open interest changed by 13 which increased total open position to 24
