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INDIGO INTERGLOBE AVIATION LTD

OverviewPrice & levelsF&OFinancials & peersCompanyas of Thu 15 Oct 15:30

INTERGLOBE AVIATION LTD — on this desk since 31 Mar 2017.

implied move
4.0%
12 days to the expiry read
futures
short cover
price rose and open interest fell
basis
0.68%
the future traded 0.68% above the share
option prices
60
dearer than 60 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
————4,30029,400−7505.00long unwinding
————4,3505,850+3006.65short build-up
—400.5707504,40032,100−11,1008.50long unwinding
————4,45011,850−15011.75long unwinding
short covering328.75−1501,6504,50075,450−1,05015.60long unwinding
————4,55012,450−4,50021.10long unwinding
short covering236.20−10,05017,4004,6001,76,250+42,15029.05short build-up
short covering196.50−9004,8004,65028,650+4,80038.55short build-up
short covering162.35−27,90065,4004,700wall2,82,750+22,05052.00short build-up
short covering128.55−8,70062,5504,75053,250+10,50067.75short build-up
short covering99.80−32,8503,82,6504,800at the money2,09,700+34,65089.15short build-up
long build-up75.95+25,0502,32,3504,85055,800−1,500115.35long unwinding
short covering56.75−21,1503,14,5504,9001,70,100−14,250146.00long unwinding
short covering41.85−6,15069,4504,95087,4500208.36—
short covering30.40−38,7005,77,0505,0001,57,650−2,850219.40long unwinding
short covering21.90−3002,94,4505,05046,200−2,100262.05long unwinding
short covering16.25−4,8006,24,000wall5,10085,350−2,100305.50long unwinding
short covering12.50−30045,9005,15011,5500371.61—
short covering9.95−14,7002,87,1005,20042,300−300417.05long unwinding
short covering7.50−3,60022,8005,2501,5000463.67—
short covering5.70−16,95049,2005,3009,300−450511.21long unwinding

The options were priced for a move of about 4.0% by 27 Oct.

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Open interest

as of Thu 15 Oct 15:30

Short cover: price rose and open interest fell.

For this stock, 322 of 591 times the close 5 sessions later was higher.

Across every F&O stock, 50,957 of 98,536 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.68% above the share.

Not in the F&O ban this session; open interest stood at 35% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 4.0% by 27 Oct; over the sessions the desk holds it ranged 1.6–9.2%.

Option prices were dearer than 60 of the past 252 sessions.

Puts were priced dearer than calls the same distance out.

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Implied and realised around results

as of Thu 15 Oct 15:30
  • 23 Jul 2026: options priced about 4.6%; the share moved 2.6% by 24 Jul.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octshort cover4.0%0.68%
Wed 14 Octshort build4.6%0.07%
Tue 13 Octlong build4.4%0.58%
Mon 12 Octshort build4.8%0.19%
Fri 9 Octlong build4.9%0.49%
Thu 8 Octshort build5.4%0.03%
Wed 7 Octlong unwind5.0%-0.12%
Tue 6 Octshort cover5.4%0.13%
Mon 5 Octshort build5.8%0.20%
Thu 1 Octlong unwind6.1%0.33%
Wed 30 Seplong build5.8%-0.06%
Tue 29 Sepshort cover5.9%0.70%
Mon 28 Sepshort build5.9%0.59%
Fri 25 Seplong build1.6%0.19%
Thu 24 Seplong unwind2.0%0.12%
Wed 23 Sepshort build2.2%-0.05%
Tue 22 Sepshort cover2.8%0.53%
Mon 21 Seplong build3.0%0.38%
Fri 18 Sepshort cover3.1%0.23%
Thu 17 Seplong build3.7%0.70%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
  • Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.

Before comparing across time

as of Thu 15 Oct 15:30

Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.