IIFL
Iifl Finance Limited
Historical option data for IIFL
08 Apr 2025 05:54 PM IST
| IIFL 24APR2025 340 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.47
Vega: 0.28
Theta: -0.48
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 333.55 | 12 | 1.05 | 51.22 | 366 | 44 | 240 | |||
| 7 Apr | 327.15 | 11 | -1.9 | 54.63 | 361 | -4 | 192 | |||
| 4 Apr | 340.25 | 12.95 | -6.65 | 39.60 | 447 | -12 | 197 | |||
| 3 Apr | 350.45 | 19.8 | 7.45 | 39.91 | 635 | -11 | 211 | |||
| 2 Apr | 335.75 | 12.25 | 3.9 | 40.03 | 241 | -6 | 222 | |||
| 1 Apr | 324.90 | 8.6 | -0.9 | 40.44 | 85 | -23 | 225 | |||
| 28 Mar | 327.65 | 9.1 | -7.55 | 38.64 | 295 | 47 | 248 | |||
| 27 Mar | 336.90 | 17.5 | 4.3 | 45.98 | 656 | -85 | 204 | |||
| 26 Mar | 328.40 | 12.6 | 0.65 | 45.97 | 935 | 210 | 299 | |||
| 25 Mar | 328.25 | 11.9 | -4.1 | 43.49 | 63 | 24 | 89 | |||
| 24 Mar | 337.00 | 16 | -4.25 | 39.12 | 21 | 15 | 65 | |||
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| 21 Mar | 340.00 | 18.5 | 6.5 | 40.99 | 42 | 19 | 50 | |||
| 20 Mar | 326.75 | 12 | -1.5 | 40.07 | 9 | -1 | 31 | |||
| 19 Mar | 330.55 | 13.5 | 0.7 | 40.16 | 21 | 4 | 32 | |||
| 18 Mar | 325.85 | 12.8 | 2.25 | 39.68 | 29 | 23 | 27 | |||
| 17 Mar | 307.45 | 10.55 | 1.55 | 53.88 | 1 | 0 | 3 | |||
| 13 Mar | 313.25 | 9 | -5.05 | 41.67 | 2 | 0 | 3 | |||
| 7 Mar | 322.10 | 14.05 | -5.85 | 42.97 | 3 | 2 | 2 | |||
| 6 Mar | 325.85 | 19.9 | 0 | 3.07 | 0 | 0 | 0 | |||
For Iifl Finance Limited - strike price 340 expiring on 24APR2025
Delta for 340 CE is 0.47
Historical price for 340 CE is as follows
On 8 Apr IIFL was trading at 333.55. The strike last trading price was 12, which was 1.05 higher than the previous day. The implied volatity was 51.22, the open interest changed by 44 which increased total open position to 240
On 7 Apr IIFL was trading at 327.15. The strike last trading price was 11, which was -1.9 lower than the previous day. The implied volatity was 54.63, the open interest changed by -4 which decreased total open position to 192
On 4 Apr IIFL was trading at 340.25. The strike last trading price was 12.95, which was -6.65 lower than the previous day. The implied volatity was 39.60, the open interest changed by -12 which decreased total open position to 197
On 3 Apr IIFL was trading at 350.45. The strike last trading price was 19.8, which was 7.45 higher than the previous day. The implied volatity was 39.91, the open interest changed by -11 which decreased total open position to 211
On 2 Apr IIFL was trading at 335.75. The strike last trading price was 12.25, which was 3.9 higher than the previous day. The implied volatity was 40.03, the open interest changed by -6 which decreased total open position to 222
On 1 Apr IIFL was trading at 324.90. The strike last trading price was 8.6, which was -0.9 lower than the previous day. The implied volatity was 40.44, the open interest changed by -23 which decreased total open position to 225
On 28 Mar IIFL was trading at 327.65. The strike last trading price was 9.1, which was -7.55 lower than the previous day. The implied volatity was 38.64, the open interest changed by 47 which increased total open position to 248
On 27 Mar IIFL was trading at 336.90. The strike last trading price was 17.5, which was 4.3 higher than the previous day. The implied volatity was 45.98, the open interest changed by -85 which decreased total open position to 204
On 26 Mar IIFL was trading at 328.40. The strike last trading price was 12.6, which was 0.65 higher than the previous day. The implied volatity was 45.97, the open interest changed by 210 which increased total open position to 299
On 25 Mar IIFL was trading at 328.25. The strike last trading price was 11.9, which was -4.1 lower than the previous day. The implied volatity was 43.49, the open interest changed by 24 which increased total open position to 89
On 24 Mar IIFL was trading at 337.00. The strike last trading price was 16, which was -4.25 lower than the previous day. The implied volatity was 39.12, the open interest changed by 15 which increased total open position to 65
On 21 Mar IIFL was trading at 340.00. The strike last trading price was 18.5, which was 6.5 higher than the previous day. The implied volatity was 40.99, the open interest changed by 19 which increased total open position to 50
On 20 Mar IIFL was trading at 326.75. The strike last trading price was 12, which was -1.5 lower than the previous day. The implied volatity was 40.07, the open interest changed by -1 which decreased total open position to 31
On 19 Mar IIFL was trading at 330.55. The strike last trading price was 13.5, which was 0.7 higher than the previous day. The implied volatity was 40.16, the open interest changed by 4 which increased total open position to 32
On 18 Mar IIFL was trading at 325.85. The strike last trading price was 12.8, which was 2.25 higher than the previous day. The implied volatity was 39.68, the open interest changed by 23 which increased total open position to 27
On 17 Mar IIFL was trading at 307.45. The strike last trading price was 10.55, which was 1.55 higher than the previous day. The implied volatity was 53.88, the open interest changed by 0 which decreased total open position to 3
On 13 Mar IIFL was trading at 313.25. The strike last trading price was 9, which was -5.05 lower than the previous day. The implied volatity was 41.67, the open interest changed by 0 which decreased total open position to 3
On 7 Mar IIFL was trading at 322.10. The strike last trading price was 14.05, which was -5.85 lower than the previous day. The implied volatity was 42.97, the open interest changed by 2 which increased total open position to 2
On 6 Mar IIFL was trading at 325.85. The strike last trading price was 19.9, which was 0 lower than the previous day. The implied volatity was 3.07, the open interest changed by 0 which decreased total open position to 0
| IIFL 24APR2025 340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0.28
Theta: -0.38
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 333.55 | 16.75 | -4.65 | 50.27 | 121 | 18 | 139 |
| 7 Apr | 327.15 | 20.95 | 8.35 | 52.93 | 206 | -66 | 122 |
| 4 Apr | 340.25 | 12.85 | 4.5 | 42.00 | 314 | 73 | 184 |
| 3 Apr | 350.45 | 8.35 | -6.8 | 40.72 | 230 | 65 | 113 |
| 2 Apr | 335.75 | 14.8 | -4.05 | 41.83 | 33 | 4 | 38 |
| 1 Apr | 324.90 | 18.85 | -1.05 | 37.53 | 17 | 0 | 34 |
| 28 Mar | 327.65 | 19.9 | 0.6 | 38.07 | 17 | 1 | 34 |
| 27 Mar | 336.90 | 19.3 | -1.05 | 52.69 | 1 | 0 | 33 |
| 26 Mar | 328.40 | 20.15 | -0.2 | 39.02 | 25 | -2 | 33 |
| 25 Mar | 328.25 | 20.35 | 3.45 | 38.67 | 44 | 21 | 35 |
| 24 Mar | 337.00 | 16.9 | -0.1 | 44.67 | 7 | 1 | 14 |
| 21 Mar | 340.00 | 17 | -6.2 | 45.01 | 4 | 3 | 12 |
| 20 Mar | 326.75 | 23.2 | -8.4 | 43.70 | 7 | 0 | 3 |
| 19 Mar | 330.55 | 31.6 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 325.85 | 31.6 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 307.45 | 31.6 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 313.25 | 31.6 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 322.10 | 31.6 | -7.65 | 50.16 | 3 | 2 | 2 |
| 6 Mar | 325.85 | 39.25 | 0 | - | 0 | 0 | 0 |
For Iifl Finance Limited - strike price 340 expiring on 24APR2025
Delta for 340 PE is -0.54
Historical price for 340 PE is as follows
On 8 Apr IIFL was trading at 333.55. The strike last trading price was 16.75, which was -4.65 lower than the previous day. The implied volatity was 50.27, the open interest changed by 18 which increased total open position to 139
On 7 Apr IIFL was trading at 327.15. The strike last trading price was 20.95, which was 8.35 higher than the previous day. The implied volatity was 52.93, the open interest changed by -66 which decreased total open position to 122
On 4 Apr IIFL was trading at 340.25. The strike last trading price was 12.85, which was 4.5 higher than the previous day. The implied volatity was 42.00, the open interest changed by 73 which increased total open position to 184
On 3 Apr IIFL was trading at 350.45. The strike last trading price was 8.35, which was -6.8 lower than the previous day. The implied volatity was 40.72, the open interest changed by 65 which increased total open position to 113
On 2 Apr IIFL was trading at 335.75. The strike last trading price was 14.8, which was -4.05 lower than the previous day. The implied volatity was 41.83, the open interest changed by 4 which increased total open position to 38
On 1 Apr IIFL was trading at 324.90. The strike last trading price was 18.85, which was -1.05 lower than the previous day. The implied volatity was 37.53, the open interest changed by 0 which decreased total open position to 34
On 28 Mar IIFL was trading at 327.65. The strike last trading price was 19.9, which was 0.6 higher than the previous day. The implied volatity was 38.07, the open interest changed by 1 which increased total open position to 34
On 27 Mar IIFL was trading at 336.90. The strike last trading price was 19.3, which was -1.05 lower than the previous day. The implied volatity was 52.69, the open interest changed by 0 which decreased total open position to 33
On 26 Mar IIFL was trading at 328.40. The strike last trading price was 20.15, which was -0.2 lower than the previous day. The implied volatity was 39.02, the open interest changed by -2 which decreased total open position to 33
On 25 Mar IIFL was trading at 328.25. The strike last trading price was 20.35, which was 3.45 higher than the previous day. The implied volatity was 38.67, the open interest changed by 21 which increased total open position to 35
On 24 Mar IIFL was trading at 337.00. The strike last trading price was 16.9, which was -0.1 lower than the previous day. The implied volatity was 44.67, the open interest changed by 1 which increased total open position to 14
On 21 Mar IIFL was trading at 340.00. The strike last trading price was 17, which was -6.2 lower than the previous day. The implied volatity was 45.01, the open interest changed by 3 which increased total open position to 12
On 20 Mar IIFL was trading at 326.75. The strike last trading price was 23.2, which was -8.4 lower than the previous day. The implied volatity was 43.70, the open interest changed by 0 which decreased total open position to 3
On 19 Mar IIFL was trading at 330.55. The strike last trading price was 31.6, 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 18 Mar IIFL was trading at 325.85. The strike last trading price was 31.6, 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 17 Mar IIFL was trading at 307.45. The strike last trading price was 31.6, 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 13 Mar IIFL was trading at 313.25. The strike last trading price was 31.6, 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 7 Mar IIFL was trading at 322.10. The strike last trading price was 31.6, which was -7.65 lower than the previous day. The implied volatity was 50.16, the open interest changed by 2 which increased total open position to 2
On 6 Mar IIFL was trading at 325.85. The strike last trading price was 39.25, 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
