INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Sep 2025 04:11 PM IST
| INDIGO 30SEP2025 6100 CE | ||||||||||||||||
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Delta: 0.06
Vega: 1.19
Theta: -1.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 5679.00 | 6.35 | -2.25 | 24.97 | 1,681 | 16 | 1,742 | |||||||||
| 14 Sept | 5727.50 | 13.25 | 0.1 | 20.85 | 1,729 | 103 | 1,558 | |||||||||
For Interglobe Aviation Ltd - strike price 6100 expiring on 30SEP2025
Delta for 6100 CE is 0.06
Historical price for 6100 CE is as follows
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 6.35, which was -2.25 lower than the previous day. The implied volatity was 24.97, the open interest changed by 16 which increased total open position to 1742
On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 13.25, which was 0.1 higher than the previous day. The implied volatity was 20.85, the open interest changed by 103 which increased total open position to 1558
| INDIGO 30SEP2025 6100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5679.00 | 368.8 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 5727.50 | 390.55 | -83.45 | 30.93 | 42 | -17 | 369 |
For Interglobe Aviation Ltd - strike price 6100 expiring on 30SEP2025
Delta for 6100 PE is 0.00
Historical price for 6100 PE is as follows
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 368.8, 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 0
On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 390.55, which was -83.45 lower than the previous day. The implied volatity was 30.93, the open interest changed by -17 which decreased total open position to 369
