INDIGO
Interglobe Aviation Ltd
Historical option data for INDIGO
21 Sep 2025 04:11 PM IST
| INDIGO 30SEP2025 6500 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.39
Theta: -0.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 5679.00 | 1.9 | -0.25 | 34.78 | 320 | 11 | 1,493 | |||||||||
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| 14 Sept | 5727.50 | 3.6 | -0.05 | 28.12 | 583 | -6 | 1,618 | |||||||||
For Interglobe Aviation Ltd - strike price 6500 expiring on 30SEP2025
Delta for 6500 CE is 0.02
Historical price for 6500 CE is as follows
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 1.9, which was -0.25 lower than the previous day. The implied volatity was 34.78, the open interest changed by 11 which increased total open position to 1493
On 14 Sept INDIGO was trading at 5727.50. The strike last trading price was 3.6, which was -0.05 lower than the previous day. The implied volatity was 28.12, the open interest changed by -6 which decreased total open position to 1618
| INDIGO 30SEP2025 6500 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 | 776.25 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 5727.50 | 826.95 | -0.05 | 0.00 | 0 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 6500 expiring on 30SEP2025
Delta for 6500 PE is 0.00
Historical price for 6500 PE is as follows
On 21 Sept INDIGO was trading at 5679.00. The strike last trading price was 776.25, 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 826.95, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
