INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Sep 2025 04:11 PM IST
| INDIGO 30SEP2025 5900 CE | ||||||||||||||||
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Delta: 0.16
Vega: 2.41
Theta: -2.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 5679.00 | 16.35 | -9.8 | 19.85 | 2,519 | 36 | 2,532 | |||||||||
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| 14 Sept | 5727.50 | 34 | 1.7 | 17.32 | 4,205 | 16 | 2,679 | |||||||||
| 17 Aug | 6002.50 | 368.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 5900 expiring on 30SEP2025
Delta for 5900 CE is 0.16
Historical price for 5900 CE is as follows
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 16.35, which was -9.8 lower than the previous day. The implied volatity was 19.85, the open interest changed by 36 which increased total open position to 2532
On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 34, which was 1.7 higher than the previous day. The implied volatity was 17.32, the open interest changed by 16 which increased total open position to 2679
On 17 Aug INDIGO was trading at 6002.50. The strike last trading price was 368.7, 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 5900 PE | |||||||
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Delta: -0.81
Vega: 2.72
Theta: -1.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5679.00 | 224.45 | 28.75 | 22.71 | 190 | -42 | 422 |
| 14 Sept | 5727.50 | 215.4 | -46.7 | 25.01 | 340 | -8 | 468 |
| 17 Aug | 6002.50 | 298.35 | 0 | 2.09 | 0 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 5900 expiring on 30SEP2025
Delta for 5900 PE is -0.81
Historical price for 5900 PE is as follows
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 224.45, which was 28.75 higher than the previous day. The implied volatity was 22.71, the open interest changed by -42 which decreased total open position to 422
On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 215.4, which was -46.7 lower than the previous day. The implied volatity was 25.01, the open interest changed by -8 which decreased total open position to 468
On 17 Aug INDIGO was trading at 6002.50. The strike last trading price was 298.35, which was 0 lower than the previous day. The implied volatity was 2.09, the open interest changed by 0 which decreased total open position to 0
