IIFL
Iifl Finance Limited
Historical option data for IIFL
08 Apr 2025 05:54 PM IST
| IIFL 24APR2025 335 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 0.28
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 333.55 | 14.5 | 2.8 | 52.14 | 84 | 4 | 42 | |||
| 7 Apr | 327.15 | 11.7 | -3.6 | 50.09 | 55 | 15 | 39 | |||
| 4 Apr | 340.25 | 15.3 | -7.45 | 38.77 | 7 | 2 | 24 | |||
| 3 Apr | 350.45 | 23.3 | 8.55 | 40.86 | 75 | -19 | 23 | |||
| 2 Apr | 335.75 | 14.9 | 4.95 | 40.73 | 88 | 22 | 46 | |||
| 1 Apr | 324.90 | 9.95 | -2.05 | 38.80 | 38 | 8 | 25 | |||
| 28 Mar | 327.65 | 12 | -5.5 | 41.48 | 25 | 8 | 17 | |||
| 27 Mar | 336.90 | 17.5 | 2.75 | 39.15 | 30 | 1 | 10 | |||
| 26 Mar | 328.40 | 14.75 | -2.3 | 46.36 | 26 | 8 | 9 | |||
| 25 Mar | 328.25 | 17.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 337.00 | 17.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 340.00 | 17.05 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 20 Mar | 326.75 | 17.05 | 0 | 0.00 | 0 | 1 | 0 | |||
| 19 Mar | 330.55 | 17.05 | -4.65 | 43.26 | 1 | 0 | 0 | |||
| 18 Mar | 325.85 | 21.7 | 0 | 1.18 | 0 | 0 | 0 | |||
| 17 Mar | 307.45 | 21.7 | 0 | 6.93 | 0 | 0 | 0 | |||
| 13 Mar | 313.25 | 21.7 | 0 | 4.94 | 0 | 0 | 0 | |||
| 11 Mar | 311.95 | 21.7 | 0 | 5.00 | 0 | 0 | 0 | |||
| 10 Mar | 313.70 | 21.7 | 0 | 4.82 | 0 | 0 | 0 | |||
| 7 Mar | 322.10 | 21.7 | 0 | 2.42 | 0 | 0 | 0 | |||
| 6 Mar | 325.85 | 21.7 | 0 | 1.87 | 0 | 0 | 0 | |||
For Iifl Finance Limited - strike price 335 expiring on 24APR2025
Delta for 335 CE is 0.52
Historical price for 335 CE is as follows
On 8 Apr IIFL was trading at 333.55. The strike last trading price was 14.5, which was 2.8 higher than the previous day. The implied volatity was 52.14, the open interest changed by 4 which increased total open position to 42
On 7 Apr IIFL was trading at 327.15. The strike last trading price was 11.7, which was -3.6 lower than the previous day. The implied volatity was 50.09, the open interest changed by 15 which increased total open position to 39
On 4 Apr IIFL was trading at 340.25. The strike last trading price was 15.3, which was -7.45 lower than the previous day. The implied volatity was 38.77, the open interest changed by 2 which increased total open position to 24
On 3 Apr IIFL was trading at 350.45. The strike last trading price was 23.3, which was 8.55 higher than the previous day. The implied volatity was 40.86, the open interest changed by -19 which decreased total open position to 23
On 2 Apr IIFL was trading at 335.75. The strike last trading price was 14.9, which was 4.95 higher than the previous day. The implied volatity was 40.73, the open interest changed by 22 which increased total open position to 46
On 1 Apr IIFL was trading at 324.90. The strike last trading price was 9.95, which was -2.05 lower than the previous day. The implied volatity was 38.80, the open interest changed by 8 which increased total open position to 25
On 28 Mar IIFL was trading at 327.65. The strike last trading price was 12, which was -5.5 lower than the previous day. The implied volatity was 41.48, the open interest changed by 8 which increased total open position to 17
On 27 Mar IIFL was trading at 336.90. The strike last trading price was 17.5, which was 2.75 higher than the previous day. The implied volatity was 39.15, the open interest changed by 1 which increased total open position to 10
On 26 Mar IIFL was trading at 328.40. The strike last trading price was 14.75, which was -2.3 lower than the previous day. The implied volatity was 46.36, the open interest changed by 8 which increased total open position to 9
On 25 Mar IIFL was trading at 328.25. The strike last trading price was 17.05, 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 24 Mar IIFL was trading at 337.00. The strike last trading price was 17.05, 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 21 Mar IIFL was trading at 340.00. The strike last trading price was 17.05, 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 20 Mar IIFL was trading at 326.75. The strike last trading price was 17.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 19 Mar IIFL was trading at 330.55. The strike last trading price was 17.05, which was -4.65 lower than the previous day. The implied volatity was 43.26, the open interest changed by 0 which decreased total open position to 0
On 18 Mar IIFL was trading at 325.85. The strike last trading price was 21.7, which was 0 lower than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0
On 17 Mar IIFL was trading at 307.45. The strike last trading price was 21.7, which was 0 lower than the previous day. The implied volatity was 6.93, the open interest changed by 0 which decreased total open position to 0
On 13 Mar IIFL was trading at 313.25. The strike last trading price was 21.7, which was 0 lower than the previous day. The implied volatity was 4.94, the open interest changed by 0 which decreased total open position to 0
On 11 Mar IIFL was trading at 311.95. The strike last trading price was 21.7, which was 0 lower than the previous day. The implied volatity was 5.00, the open interest changed by 0 which decreased total open position to 0
On 10 Mar IIFL was trading at 313.70. The strike last trading price was 21.7, which was 0 lower than the previous day. The implied volatity was 4.82, the open interest changed by 0 which decreased total open position to 0
On 7 Mar IIFL was trading at 322.10. The strike last trading price was 21.7, which was 0 lower than the previous day. The implied volatity was 2.42, the open interest changed by 0 which decreased total open position to 0
On 6 Mar IIFL was trading at 325.85. The strike last trading price was 21.7, which was 0 lower than the previous day. The implied volatity was 1.87, the open interest changed by 0 which decreased total open position to 0
| IIFL 24APR2025 335 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 0.28
Theta: -0.41
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 333.55 | 14.6 | -3.85 | 52.37 | 17 | 0 | 26 |
| 7 Apr | 327.15 | 18.45 | 8.45 | 54.74 | 23 | -3 | 26 |
| 4 Apr | 340.25 | 10 | 3.05 | 40.49 | 25 | 5 | 26 |
| 3 Apr | 350.45 | 6.8 | -5.35 | 41.45 | 37 | 12 | 21 |
| 2 Apr | 335.75 | 12.25 | -4.7 | 41.85 | 17 | -5 | 8 |
| 1 Apr | 324.90 | 16.95 | -0.95 | 41.28 | 19 | 7 | 13 |
| 28 Mar | 327.65 | 18 | -1.2 | 41.39 | 15 | 4 | 6 |
| 27 Mar | 336.90 | 19.2 | 4.55 | 59.22 | 1 | 0 | 1 |
| 26 Mar | 328.40 | 14.65 | 0 | 0.00 | 0 | 1 | 0 |
| 25 Mar | 328.25 | 14.65 | -21.45 | 31.48 | 1 | 0 | 0 |
| 24 Mar | 337.00 | 36.1 | 0 | 2.16 | 0 | 0 | 0 |
| 21 Mar | 340.00 | 36.1 | 0 | 2.43 | 0 | 0 | 0 |
| 20 Mar | 326.75 | 36.1 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 330.55 | 36.1 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 325.85 | 36.1 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 307.45 | 36.1 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 313.25 | 36.1 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 311.95 | 36.1 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 313.70 | 36.1 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 322.10 | 36.1 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 325.85 | 36.1 | 0 | - | 0 | 0 | 0 |
For Iifl Finance Limited - strike price 335 expiring on 24APR2025
Delta for 335 PE is -0.48
Historical price for 335 PE is as follows
On 8 Apr IIFL was trading at 333.55. The strike last trading price was 14.6, which was -3.85 lower than the previous day. The implied volatity was 52.37, the open interest changed by 0 which decreased total open position to 26
On 7 Apr IIFL was trading at 327.15. The strike last trading price was 18.45, which was 8.45 higher than the previous day. The implied volatity was 54.74, the open interest changed by -3 which decreased total open position to 26
On 4 Apr IIFL was trading at 340.25. The strike last trading price was 10, which was 3.05 higher than the previous day. The implied volatity was 40.49, the open interest changed by 5 which increased total open position to 26
On 3 Apr IIFL was trading at 350.45. The strike last trading price was 6.8, which was -5.35 lower than the previous day. The implied volatity was 41.45, the open interest changed by 12 which increased total open position to 21
On 2 Apr IIFL was trading at 335.75. The strike last trading price was 12.25, which was -4.7 lower than the previous day. The implied volatity was 41.85, the open interest changed by -5 which decreased total open position to 8
On 1 Apr IIFL was trading at 324.90. The strike last trading price was 16.95, which was -0.95 lower than the previous day. The implied volatity was 41.28, the open interest changed by 7 which increased total open position to 13
On 28 Mar IIFL was trading at 327.65. The strike last trading price was 18, which was -1.2 lower than the previous day. The implied volatity was 41.39, the open interest changed by 4 which increased total open position to 6
On 27 Mar IIFL was trading at 336.90. The strike last trading price was 19.2, which was 4.55 higher than the previous day. The implied volatity was 59.22, the open interest changed by 0 which decreased total open position to 1
On 26 Mar IIFL was trading at 328.40. The strike last trading price was 14.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 25 Mar IIFL was trading at 328.25. The strike last trading price was 14.65, which was -21.45 lower than the previous day. The implied volatity was 31.48, the open interest changed by 0 which decreased total open position to 0
On 24 Mar IIFL was trading at 337.00. The strike last trading price was 36.1, which was 0 lower than the previous day. The implied volatity was 2.16, the open interest changed by 0 which decreased total open position to 0
On 21 Mar IIFL was trading at 340.00. The strike last trading price was 36.1, which was 0 lower than the previous day. The implied volatity was 2.43, the open interest changed by 0 which decreased total open position to 0
On 20 Mar IIFL was trading at 326.75. The strike last trading price was 36.1, 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 19 Mar IIFL was trading at 330.55. The strike last trading price was 36.1, 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 18 Mar IIFL was trading at 325.85. The strike last trading price was 36.1, 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 17 Mar IIFL was trading at 307.45. The strike last trading price was 36.1, 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 13 Mar IIFL was trading at 313.25. The strike last trading price was 36.1, 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 11 Mar IIFL was trading at 311.95. The strike last trading price was 36.1, 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 10 Mar IIFL was trading at 313.70. The strike last trading price was 36.1, 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 Mar IIFL was trading at 322.10. The strike last trading price was 36.1, 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 Mar IIFL was trading at 325.85. The strike last trading price was 36.1, 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
