INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Sep 2025 04:11 PM IST
| INDIGO 30SEP2025 6000 CE | ||||||||||||||||
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Delta: 0.10
Vega: 1.74
Theta: -1.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 5679.00 | 10.6 | -4.2 | 22.88 | 2,780 | 301 | 4,277 | |||||||||
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| 14 Sept | 5727.50 | 20.5 | -0.25 | 19.00 | 5,654 | -384 | 4,242 | |||||||||
| 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 0.10
Historical price for 6000 CE is as follows
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 10.6, which was -4.2 lower than the previous day. The implied volatity was 22.88, the open interest changed by 301 which increased total open position to 4277
On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 20.5, which was -0.25 lower than the previous day. The implied volatity was 19.00, the open interest changed by -384 which decreased total open position to 4242
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: -0.87
Vega: 2.09
Theta: -1.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5679.00 | 316.75 | 34.75 | 25.85 | 92 | -38 | 441 |
| 14 Sept | 5727.50 | 301.4 | -48.6 | 28.16 | 282 | -68 | 529 |
| 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 -0.87
Historical price for 6000 PE is as follows
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 316.75, which was 34.75 higher than the previous day. The implied volatity was 25.85, the open interest changed by -38 which decreased total open position to 441
On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 301.4, which was -48.6 lower than the previous day. The implied volatity was 28.16, the open interest changed by -68 which decreased total open position to 529
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
