INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
17 Aug 2025 12:56 AM IST
| INDIGO 30SEP2025 6000 CE | ||||||||||||||||
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Delta: 0.58
Vega: 8.40
Theta: -2.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 6002.50 | 199 | -126.2 | 19.07 | 38 | 28 | 28 | |||||||||
For Interglobe Aviation Ltd - strike price 6000 expiring on 30SEP2025
Delta for 6000 CE is 0.58
Historical price for 6000 CE is as follows
On 17 Aug INDIGO was trading at 6002.50. The strike last trading price was 199, which was -126.2 lower than the previous day. The implied volatity was 19.07, the open interest changed by 28 which increased total open position to 28
| INDIGO 30SEP2025 6000 PE | |||||||
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Delta: -0.43
Vega: 8.45
Theta: -1.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 6002.50 | 187.7 | 0.7 | 25.82 | 32 | 15 | 28 |
For Interglobe Aviation Ltd - strike price 6000 expiring on 30SEP2025
Delta for 6000 PE is -0.43
Historical price for 6000 PE is as follows
On 17 Aug INDIGO was trading at 6002.50. The strike last trading price was 187.7, which was 0.7 higher than the previous day. The implied volatity was 25.82, the open interest changed by 15 which increased total open position to 28
