Historical option data for INDIGO
12 Jun 2026 04:10 PM IST
| INDIGO 30-Jun-2026 (16d) 4550 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.78
Vega: 0.03
Theta: -2.05
Gamma: 0.0013
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jun | 4709.70 | 196.95 | 116.9 (146.03%) | 21.61 | 3,018 | -39 | 4,287 | |||||||||
| 11 Jun | 4502.40 | 80.8 | -20.35 (-20.12%) | 24.03 | 2,442 | 30 | 4,320 | |||||||||
| 10 Jun | 4524.90 | 100 | -7.4 (-6.89%) | 24.72 | 3,142 | 4 | 4,290 | |||||||||
| 9 Jun | 4537.60 | 107.8 | 59.4 (122.73%) | 25.08 | 8,718 | 2,578 | 4,287 | |||||||||
| 8 Jun | 4359.70 | 50.2 | -41.6 (-45.32%) | 25.51 | 1,309 | 82 | 1,707 | |||||||||
| 5 Jun | 4481.30 | 87.05 | -23.6 (-21.33%) | 25.38 | 2,338 | 69 | 1,622 | |||||||||
| 4 Jun | 4508.80 | 115.2 | -14.4 (-11.11%) | 24.97 | 2,236 | 14 | 1,553 | |||||||||
| 3 Jun | 4512.10 | 137 | 35.95 (35.58%) | 26.78 | 4,064 | 581 | 1,534 | |||||||||
| 2 Jun | 4466.10 | 103 | -1.55 (-1.48%) | 25.9 | 1,821 | -31 | 954 | |||||||||
| 1 Jun | 4453.30 | 101.9 | -27.9 (-21.49%) | 26.62 | 5,148 | 94 | 990 | |||||||||
| 29 May | 4405.00 | 136.35 | -61.35 (-31.03%) | 34.74 | 2,327 | 328 | 896 | |||||||||
| 27 May | 4570.00 | 195.05 | 36.8 (23.25%) | 31.8 | 2,654 | -92 | 570 | |||||||||
| 26 May | 4480.80 | 158.15 | -5.05 (-3.09%) | 32.31 | 1,358 | 214 | 662 | |||||||||
| 25 May | 4501.90 | 166 | 13.15 (8.60%) | 31.54 | 1,262 | 376 | 426 | |||||||||
| 22 May | 4438.60 | 152.85 | 3.2 (2.14%) | 32.75 | 57 | 2 | 50 | |||||||||
| 21 May | 4403.00 | 148 | 67.7 (84.31%) | 34.02 | 22 | 6 | 48 | |||||||||
| 20 May | 4264.60 | 80.3 | -4.75 (-5.58%) | 33.91 | 3 | -1 | 42 | |||||||||
| 19 May | 4230.30 | 85.05 | -15.2 (-15.16%) | 33.41 | 3 | 2 | 43 | |||||||||
| 18 May | 4275.70 | 102.15 | -163.05 (-61.48%) | 33.43 | 56 | 39 | 39 | |||||||||
| 15 May | 4314.90 | 0 | -265.2 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 4280.50 | 0 | -265.2 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 4255.80 | 0 | -265.2 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 4201.70 | 0 | -265.2 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 4299.40 | 0 | -265.2 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 4522.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 4506.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 4520.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 4238.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 4262.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 4295.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 4345.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Interglobe Aviation Ltd - strike price 4550 expiring on 30JUN2026
Delta for 4550 CE is 0.78
Historical price for 4550 CE is as follows
On 12 Jun INDIGO was trading at 4709.70. The strike last trading price was 196.95, which was 116.9 higher than the previous day. The implied volatity was 21.61, the open interest changed by -39 which decreased total open position to 4287
On 11 Jun INDIGO was trading at 4502.40. The strike last trading price was 80.8, which was -20.35 lower than the previous day. The implied volatity was 24.03, the open interest changed by 30 which increased total open position to 4320
On 10 Jun INDIGO was trading at 4524.90. The strike last trading price was 100, which was -7.4 lower than the previous day. The implied volatity was 24.72, the open interest changed by 4 which increased total open position to 4290
On 9 Jun INDIGO was trading at 4537.60. The strike last trading price was 107.8, which was 59.4 higher than the previous day. The implied volatity was 25.08, the open interest changed by 2578 which increased total open position to 4287
On 8 Jun INDIGO was trading at 4359.70. The strike last trading price was 50.2, which was -41.6 lower than the previous day. The implied volatity was 25.51, the open interest changed by 82 which increased total open position to 1707
On 5 Jun INDIGO was trading at 4481.30. The strike last trading price was 87.05, which was -23.6 lower than the previous day. The implied volatity was 25.38, the open interest changed by 69 which increased total open position to 1622
On 4 Jun INDIGO was trading at 4508.80. The strike last trading price was 115.2, which was -14.4 lower than the previous day. The implied volatity was 24.97, the open interest changed by 14 which increased total open position to 1553
On 3 Jun INDIGO was trading at 4512.10. The strike last trading price was 137, which was 35.95 higher than the previous day. The implied volatity was 26.78, the open interest changed by 581 which increased total open position to 1534
On 2 Jun INDIGO was trading at 4466.10. The strike last trading price was 103, which was -1.55 lower than the previous day. The implied volatity was 25.9, the open interest changed by -31 which decreased total open position to 954
On 1 Jun INDIGO was trading at 4453.30. The strike last trading price was 101.9, which was -27.9 lower than the previous day. The implied volatity was 26.62, the open interest changed by 94 which increased total open position to 990
On 29 May INDIGO was trading at 4405.00. The strike last trading price was 136.35, which was -61.35 lower than the previous day. The implied volatity was 34.74, the open interest changed by 328 which increased total open position to 896
On 27 May INDIGO was trading at 4570.00. The strike last trading price was 195.05, which was 36.8 higher than the previous day. The implied volatity was 31.8, the open interest changed by -92 which decreased total open position to 570
On 26 May INDIGO was trading at 4480.80. The strike last trading price was 158.15, which was -5.05 lower than the previous day. The implied volatity was 32.31, the open interest changed by 214 which increased total open position to 662
On 25 May INDIGO was trading at 4501.90. The strike last trading price was 166, which was 13.15 higher than the previous day. The implied volatity was 31.54, the open interest changed by 376 which increased total open position to 426
On 22 May INDIGO was trading at 4438.60. The strike last trading price was 152.85, which was 3.2 higher than the previous day. The implied volatity was 32.75, the open interest changed by 2 which increased total open position to 50
On 21 May INDIGO was trading at 4403.00. The strike last trading price was 148, which was 67.7 higher than the previous day. The implied volatity was 34.02, the open interest changed by 6 which increased total open position to 48
On 20 May INDIGO was trading at 4264.60. The strike last trading price was 80.3, which was -4.75 lower than the previous day. The implied volatity was 33.91, the open interest changed by -1 which decreased total open position to 42
On 19 May INDIGO was trading at 4230.30. The strike last trading price was 85.05, which was -15.2 lower than the previous day. The implied volatity was 33.41, the open interest changed by 2 which increased total open position to 43
On 18 May INDIGO was trading at 4275.70. The strike last trading price was 102.15, which was -163.05 lower than the previous day. The implied volatity was 33.43, the open interest changed by 39 which increased total open position to 39
On 15 May INDIGO was trading at 4314.90. The strike last trading price was 0, which was -265.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May INDIGO was trading at 4280.50. The strike last trading price was 0, which was -265.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May INDIGO was trading at 4255.80. The strike last trading price was 0, which was -265.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May INDIGO was trading at 4201.70. The strike last trading price was 0, which was -265.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May INDIGO was trading at 4299.40. The strike last trading price was 0, which was -265.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May INDIGO was trading at 4522.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May INDIGO was trading at 4506.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May INDIGO was trading at 4520.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May INDIGO was trading at 4238.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 May INDIGO was trading at 4262.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Apr INDIGO was trading at 4295.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Apr INDIGO was trading at 4345.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| INDIGO 30-Jun-2026 (16d) 4550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.23
Vega: 0.03
Theta: -1.54
Gamma: 0.00126
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jun | 4709.70 | 33.45 | -82.5 (-71.15%) | 22.88 | 4,294 | 610 | 1,747 |
| 11 Jun | 4502.40 | 117.4 | 8.3 (7.61%) | 23.14 | 2,151 | -172 | 1,140 |
| 10 Jun | 4524.90 | 109.65 | 9.1 (9.05%) | 24.28 | 4,099 | 90 | 1,317 |
| 9 Jun | 4537.60 | 100 | -120.5 (-54.65%) | 22.45 | 1,773 | 485 | 1,226 |
| 8 Jun | 4359.70 | 211.3 | 70.05 (49.59%) | 25.2 | 234 | 3 | 742 |
| 5 Jun | 4481.30 | 147.55 | 17.3 (13.28%) | 22.72 | 1,293 | -83 | 734 |
| 4 Jun | 4508.80 | 124.35 | -7.4 (-5.62%) | 24.39 | 811 | 240 | 816 |
| 3 Jun | 4512.10 | 119 | -27.65 (-18.85%) | 25.84 | 410 | 68 | 571 |
| 2 Jun | 4466.10 | 142.8 | -22.7 (-13.72%) | 22.31 | 522 | 3 | 503 |
| 1 Jun | 4453.30 | 162.9 | -63.8 (-28.14%) | 24.21 | 4,254 | 107 | 504 |
| 29 May | 4405.00 | 218.1 | 60.45 (38.34%) | 30.05 | 1,338 | -68 | 402 |
| 27 May | 4570.00 | 161.95 | -32.3 (-16.63%) | 32.23 | 1,611 | 107 | 470 |
| 26 May | 4480.80 | 197.3 | 7.95 (4.20%) | 30.66 | 488 | 10 | 364 |
| 25 May | 4501.90 | 198 | -36.2 (-15.46%) | 32.47 | 1,051 | 322 | 354 |
| 22 May | 4438.60 | 234.15 | -25.4 (-9.79%) | 31.86 | 33 | 12 | 29 |
| 21 May | 4403.00 | 259.55 | -82.45 (-24.11%) | 35.17 | 9 | 0 | 12 |
| 20 May | 4264.60 | 342 | 7 (2.09%) | 31.77 | 1 | 1 | 12 |
| 19 May | 4230.30 | 335 | -14.4 (-4.12%) | 29.81 | 1 | 1 | 11 |
| 18 May | 4275.70 | 349.4 | 0 (0.00%) | - | 2 | 0 | 10 |
| 15 May | 4314.90 | 349.4 | 0 (0.00%) | - | 0 | 0 | 10 |
| 14 May | 4280.50 | 349.4 | 0 (0.00%) | 0 | 0 | 0 | 10 |
| 13 May | 4255.80 | 349.4 | 0 (0.00%) | 0 | 0 | 0 | 10 |
| 12 May | 4201.70 | 349.4 | 0 (0.00%) | 0 | 0 | 0 | 10 |
| 11 May | 4299.40 | 349.4 | 124.5 (55.36%) | 0 | 2 | 0 | 10 |
| 8 May | 4522.70 | 224.9 | -102.6 (-31.33%) | 33.28 | 10 | 0 | 0 |
| 7 May | 4506.90 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 4520.20 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 4238.40 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 4262.40 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 4295.30 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 4345.20 | 0 | 0 | - | 0 | 0 | 0 |
For Interglobe Aviation Ltd - strike price 4550 expiring on 30JUN2026
Delta for 4550 PE is -0.23
Historical price for 4550 PE is as follows
On 12 Jun INDIGO was trading at 4709.70. The strike last trading price was 33.45, which was -82.5 lower than the previous day. The implied volatity was 22.88, the open interest changed by 610 which increased total open position to 1747
On 11 Jun INDIGO was trading at 4502.40. The strike last trading price was 117.4, which was 8.3 higher than the previous day. The implied volatity was 23.14, the open interest changed by -172 which decreased total open position to 1140
On 10 Jun INDIGO was trading at 4524.90. The strike last trading price was 109.65, which was 9.1 higher than the previous day. The implied volatity was 24.28, the open interest changed by 90 which increased total open position to 1317
On 9 Jun INDIGO was trading at 4537.60. The strike last trading price was 100, which was -120.5 lower than the previous day. The implied volatity was 22.45, the open interest changed by 485 which increased total open position to 1226
On 8 Jun INDIGO was trading at 4359.70. The strike last trading price was 211.3, which was 70.05 higher than the previous day. The implied volatity was 25.2, the open interest changed by 3 which increased total open position to 742
On 5 Jun INDIGO was trading at 4481.30. The strike last trading price was 147.55, which was 17.3 higher than the previous day. The implied volatity was 22.72, the open interest changed by -83 which decreased total open position to 734
On 4 Jun INDIGO was trading at 4508.80. The strike last trading price was 124.35, which was -7.4 lower than the previous day. The implied volatity was 24.39, the open interest changed by 240 which increased total open position to 816
On 3 Jun INDIGO was trading at 4512.10. The strike last trading price was 119, which was -27.65 lower than the previous day. The implied volatity was 25.84, the open interest changed by 68 which increased total open position to 571
On 2 Jun INDIGO was trading at 4466.10. The strike last trading price was 142.8, which was -22.7 lower than the previous day. The implied volatity was 22.31, the open interest changed by 3 which increased total open position to 503
On 1 Jun INDIGO was trading at 4453.30. The strike last trading price was 162.9, which was -63.8 lower than the previous day. The implied volatity was 24.21, the open interest changed by 107 which increased total open position to 504
On 29 May INDIGO was trading at 4405.00. The strike last trading price was 218.1, which was 60.45 higher than the previous day. The implied volatity was 30.05, the open interest changed by -68 which decreased total open position to 402
On 27 May INDIGO was trading at 4570.00. The strike last trading price was 161.95, which was -32.3 lower than the previous day. The implied volatity was 32.23, the open interest changed by 107 which increased total open position to 470
On 26 May INDIGO was trading at 4480.80. The strike last trading price was 197.3, which was 7.95 higher than the previous day. The implied volatity was 30.66, the open interest changed by 10 which increased total open position to 364
On 25 May INDIGO was trading at 4501.90. The strike last trading price was 198, which was -36.2 lower than the previous day. The implied volatity was 32.47, the open interest changed by 322 which increased total open position to 354
On 22 May INDIGO was trading at 4438.60. The strike last trading price was 234.15, which was -25.4 lower than the previous day. The implied volatity was 31.86, the open interest changed by 12 which increased total open position to 29
On 21 May INDIGO was trading at 4403.00. The strike last trading price was 259.55, which was -82.45 lower than the previous day. The implied volatity was 35.17, the open interest changed by 0 which decreased total open position to 12
On 20 May INDIGO was trading at 4264.60. The strike last trading price was 342, which was 7 higher than the previous day. The implied volatity was 31.77, the open interest changed by 1 which increased total open position to 12
On 19 May INDIGO was trading at 4230.30. The strike last trading price was 335, which was -14.4 lower than the previous day. The implied volatity was 29.81, the open interest changed by 1 which increased total open position to 11
On 18 May INDIGO was trading at 4275.70. The strike last trading price was 349.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 15 May INDIGO was trading at 4314.90. The strike last trading price was 349.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 14 May INDIGO was trading at 4280.50. The strike last trading price was 349.4, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 10
On 13 May INDIGO was trading at 4255.80. The strike last trading price was 349.4, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 10
On 12 May INDIGO was trading at 4201.70. The strike last trading price was 349.4, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 10
On 11 May INDIGO was trading at 4299.40. The strike last trading price was 349.4, which was 124.5 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 10
On 8 May INDIGO was trading at 4522.70. The strike last trading price was 224.9, which was -102.6 lower than the previous day. The implied volatity was 33.28, the open interest changed by 0 which decreased total open position to 0
On 7 May INDIGO was trading at 4506.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May INDIGO was trading at 4520.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May INDIGO was trading at 4238.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 May INDIGO was trading at 4262.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Apr INDIGO was trading at 4295.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Apr INDIGO was trading at 4345.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
