INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Sep 2025 04:11 PM IST
| INDIGO 30SEP2025 6300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.63
Theta: -0.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 5679.00 | 3.1 | -0.1 | 29.83 | 102 | 22 | 1,467 | |||||||||
| 14 Sept | 5727.50 | 6.45 | -0.1 | 24.57 | 545 | -22 | 1,278 | |||||||||
For Interglobe Aviation Ltd - strike price 6300 expiring on 30SEP2025
Delta for 6300 CE is 0.03
Historical price for 6300 CE is as follows
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 3.1, which was -0.1 lower than the previous day. The implied volatity was 29.83, the open interest changed by 22 which increased total open position to 1467
On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 6.45, which was -0.1 lower than the previous day. The implied volatity was 24.57, the open interest changed by -22 which decreased total open position to 1278
| INDIGO 30SEP2025 6300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 565 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 5727.50 | 558.85 | -4.25 | 0.00 | 0 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 6300 expiring on 30SEP2025
Delta for 6300 PE is 0.00
Historical price for 6300 PE is as follows
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 565, 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 558.85, which was -4.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
