INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Sep 2025 04:11 PM IST
| INDIGO 30SEP2025 6200 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.79
Theta: -1.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 5679.00 | 3.75 | -1.25 | 26.72 | 1,430 | 143 | 2,256 | |||||||||
| 14 Sept | 5727.50 | 8.85 | 0 | 22.61 | 1,059 | 1 | 1,657 | |||||||||
For Interglobe Aviation Ltd - strike price 6200 expiring on 30SEP2025
Delta for 6200 CE is 0.04
Historical price for 6200 CE is as follows
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 3.75, which was -1.25 lower than the previous day. The implied volatity was 26.72, the open interest changed by 143 which increased total open position to 2256
On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 8.85, which was 0 lower than the previous day. The implied volatity was 22.61, the open interest changed by 1 which increased total open position to 1657
| INDIGO 30SEP2025 6200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.93
Vega: 1.35
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5679.00 | 509.9 | 52.4 | 32.60 | 50 | 27 | 430 |
| 14 Sept | 5727.50 | 441 | -89.05 | - | 35 | 2 | 410 |
For Interglobe Aviation Ltd - strike price 6200 expiring on 30SEP2025
Delta for 6200 PE is -0.93
Historical price for 6200 PE is as follows
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 509.9, which was 52.4 higher than the previous day. The implied volatity was 32.60, the open interest changed by 27 which increased total open position to 430
On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 441, which was -89.05 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 410
