IIFL
Iifl Finance Limited
Historical option data for IIFL
08 Apr 2025 05:54 PM IST
| IIFL 24APR2025 345 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.41
Vega: 0.27
Theta: -0.47
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 333.55 | 10 | 0.9 | 51.13 | 79 | -11 | 59 | |||
| 7 Apr | 327.15 | 8.6 | -1.8 | 52.15 | 96 | 24 | 71 | |||
| 4 Apr | 340.25 | 10.4 | -5.95 | 38.78 | 103 | 25 | 48 | |||
| 3 Apr | 350.45 | 16.65 | 6.6 | 39.26 | 296 | 13 | 24 | |||
| 2 Apr | 335.75 | 10.05 | 4.2 | 39.80 | 10 | 5 | 11 | |||
| 1 Apr | 324.90 | 5.85 | -2.7 | 36.61 | 6 | 4 | 7 | |||
| 28 Mar | 327.65 | 8.4 | -3.5 | 41.51 | 7 | 1 | 3 | |||
| 27 Mar | 336.90 | 11.9 | -0.05 | 37.07 | 5 | 0 | 2 | |||
| 26 Mar | 328.40 | 11.95 | 2.15 | 49.19 | 2 | 0 | 1 | |||
| 25 Mar | 328.25 | 9.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 337.00 | 9.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 340.00 | 9.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 326.75 | 9.8 | 0 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 19 Mar | 330.55 | 9.8 | 0 | 0.00 | 0 | 1 | 0 | |||
| 18 Mar | 325.85 | 9.8 | -8.4 | 36.81 | 1 | 0 | 0 | |||
| 6 Mar | 325.85 | 18.2 | 0 | 4.23 | 0 | 0 | 0 | |||
For Iifl Finance Limited - strike price 345 expiring on 24APR2025
Delta for 345 CE is 0.41
Historical price for 345 CE is as follows
On 8 Apr IIFL was trading at 333.55. The strike last trading price was 10, which was 0.9 higher than the previous day. The implied volatity was 51.13, the open interest changed by -11 which decreased total open position to 59
On 7 Apr IIFL was trading at 327.15. The strike last trading price was 8.6, which was -1.8 lower than the previous day. The implied volatity was 52.15, the open interest changed by 24 which increased total open position to 71
On 4 Apr IIFL was trading at 340.25. The strike last trading price was 10.4, which was -5.95 lower than the previous day. The implied volatity was 38.78, the open interest changed by 25 which increased total open position to 48
On 3 Apr IIFL was trading at 350.45. The strike last trading price was 16.65, which was 6.6 higher than the previous day. The implied volatity was 39.26, the open interest changed by 13 which increased total open position to 24
On 2 Apr IIFL was trading at 335.75. The strike last trading price was 10.05, which was 4.2 higher than the previous day. The implied volatity was 39.80, the open interest changed by 5 which increased total open position to 11
On 1 Apr IIFL was trading at 324.90. The strike last trading price was 5.85, which was -2.7 lower than the previous day. The implied volatity was 36.61, the open interest changed by 4 which increased total open position to 7
On 28 Mar IIFL was trading at 327.65. The strike last trading price was 8.4, which was -3.5 lower than the previous day. The implied volatity was 41.51, the open interest changed by 1 which increased total open position to 3
On 27 Mar IIFL was trading at 336.90. The strike last trading price was 11.9, which was -0.05 lower than the previous day. The implied volatity was 37.07, the open interest changed by 0 which decreased total open position to 2
On 26 Mar IIFL was trading at 328.40. The strike last trading price was 11.95, which was 2.15 higher than the previous day. The implied volatity was 49.19, the open interest changed by 0 which decreased total open position to 1
On 25 Mar IIFL was trading at 328.25. The strike last trading price was 9.8, 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 9.8, 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 9.8, 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 9.8, 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 19 Mar IIFL was trading at 330.55. The strike last trading price was 9.8, 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 18 Mar IIFL was trading at 325.85. The strike last trading price was 9.8, which was -8.4 lower than the previous day. The implied volatity was 36.81, 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 18.2, which was 0 lower than the previous day. The implied volatity was 4.23, the open interest changed by 0 which decreased total open position to 0
| IIFL 24APR2025 345 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.28
Theta: -0.52
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 333.55 | 24.45 | 8.9 | 67.40 | 8 | -3 | 33 |
| 7 Apr | 327.15 | 15.65 | 0.1 | 0.00 | 0 | -18 | 0 |
| 4 Apr | 340.25 | 15.65 | 5.35 | 42.38 | 70 | -14 | 40 |
| 3 Apr | 350.45 | 10.25 | -12.55 | 40.28 | 188 | 44 | 52 |
| 2 Apr | 335.75 | 22.8 | 0 | 0.00 | 0 | 8 | 0 |
| 1 Apr | 324.90 | 22.8 | -19.7 | 39.38 | 17 | 6 | 6 |
| 28 Mar | 327.65 | 42.5 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 336.90 | 42.5 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 328.40 | 42.5 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 328.25 | 42.5 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 337.00 | 42.5 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 340.00 | 42.5 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 326.75 | 42.5 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 330.55 | 42.5 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 325.85 | 42.5 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 325.85 | 42.5 | 0 | - | 0 | 0 | 0 |
For Iifl Finance Limited - strike price 345 expiring on 24APR2025
Delta for 345 PE is -0.56
Historical price for 345 PE is as follows
On 8 Apr IIFL was trading at 333.55. The strike last trading price was 24.45, which was 8.9 higher than the previous day. The implied volatity was 67.40, the open interest changed by -3 which decreased total open position to 33
On 7 Apr IIFL was trading at 327.15. The strike last trading price was 15.65, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by -18 which decreased total open position to 0
On 4 Apr IIFL was trading at 340.25. The strike last trading price was 15.65, which was 5.35 higher than the previous day. The implied volatity was 42.38, the open interest changed by -14 which decreased total open position to 40
On 3 Apr IIFL was trading at 350.45. The strike last trading price was 10.25, which was -12.55 lower than the previous day. The implied volatity was 40.28, the open interest changed by 44 which increased total open position to 52
On 2 Apr IIFL was trading at 335.75. The strike last trading price was 22.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 1 Apr IIFL was trading at 324.90. The strike last trading price was 22.8, which was -19.7 lower than the previous day. The implied volatity was 39.38, the open interest changed by 6 which increased total open position to 6
On 28 Mar IIFL was trading at 327.65. The strike last trading price was 42.5, 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 27 Mar IIFL was trading at 336.90. The strike last trading price was 42.5, 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 26 Mar IIFL was trading at 328.40. The strike last trading price was 42.5, 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 25 Mar IIFL was trading at 328.25. The strike last trading price was 42.5, 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 24 Mar IIFL was trading at 337.00. The strike last trading price was 42.5, 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 21 Mar IIFL was trading at 340.00. The strike last trading price was 42.5, 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 20 Mar IIFL was trading at 326.75. The strike last trading price was 42.5, 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 42.5, 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 42.5, 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 42.5, 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
