INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Sep 2025 04:11 PM IST
| INDIGO 30SEP2025 6400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.45
Theta: -0.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 5679.00 | 2.05 | -0.55 | 31.61 | 45 | -15 | 389 | |||||||||
| 14 Sept | 5727.50 | 4.9 | 0.05 | 26.51 | 118 | 35 | 462 | |||||||||
For Interglobe Aviation Ltd - strike price 6400 expiring on 30SEP2025
Delta for 6400 CE is 0.02
Historical price for 6400 CE is as follows
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 2.05, which was -0.55 lower than the previous day. The implied volatity was 31.61, the open interest changed by -15 which decreased total open position to 389
On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 4.9, which was 0.05 higher than the previous day. The implied volatity was 26.51, the open interest changed by 35 which increased total open position to 462
| INDIGO 30SEP2025 6400 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 | 634.3 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 5727.50 | 634.3 | 0 | 0.00 | 0 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 6400 expiring on 30SEP2025
Delta for 6400 PE is 0.00
Historical price for 6400 PE is as follows
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 634.3, 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 634.3, 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
