`
[--[65.84.65.76]--]
IIFL
Iifl Finance Limited

333.55 6.41 (1.96%)

Back to Option Chain


Historical option data for IIFL

08 Apr 2025 05:54 PM IST
IIFL 24APR2025 370 CE
Delta: 0.21
Vega: 0.20
Theta: -0.36
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
8 Apr 333.55 4.3 0.2 54.88 342 47 295
7 Apr 327.15 3.95 0.65 56.89 538 78 248
4 Apr 340.25 3.3 -3.1 39.25 319 -40 171
3 Apr 350.45 6.3 2.4 39.25 510 40 211
2 Apr 335.75 3.8 1.55 42.01 136 27 170
1 Apr 324.90 2.25 -0.7 41.16 66 31 143
28 Mar 327.65 2.85 -3.8 40.82 45 15 112
27 Mar 336.90 6.65 1.45 44.90 58 20 97
26 Mar 328.40 5 0.75 47.40 54 31 75
25 Mar 328.25 4.35 -5.65 44.31 15 6 44
24 Mar 337.00 10 1.45 51.97 57 0 37
21 Mar 340.00 8.55 4.2 44.09 7 5 37
20 Mar 326.75 4.6 -1.4 41.60 2 0 32
19 Mar 330.55 6 -5.5 43.54 32 29 29


For Iifl Finance Limited - strike price 370 expiring on 24APR2025

Delta for 370 CE is 0.21

Historical price for 370 CE is as follows

On 8 Apr IIFL was trading at 333.55. The strike last trading price was 4.3, which was 0.2 higher than the previous day. The implied volatity was 54.88, the open interest changed by 47 which increased total open position to 295


On 7 Apr IIFL was trading at 327.15. The strike last trading price was 3.95, which was 0.65 higher than the previous day. The implied volatity was 56.89, the open interest changed by 78 which increased total open position to 248


On 4 Apr IIFL was trading at 340.25. The strike last trading price was 3.3, which was -3.1 lower than the previous day. The implied volatity was 39.25, the open interest changed by -40 which decreased total open position to 171


On 3 Apr IIFL was trading at 350.45. The strike last trading price was 6.3, which was 2.4 higher than the previous day. The implied volatity was 39.25, the open interest changed by 40 which increased total open position to 211


On 2 Apr IIFL was trading at 335.75. The strike last trading price was 3.8, which was 1.55 higher than the previous day. The implied volatity was 42.01, the open interest changed by 27 which increased total open position to 170


On 1 Apr IIFL was trading at 324.90. The strike last trading price was 2.25, which was -0.7 lower than the previous day. The implied volatity was 41.16, the open interest changed by 31 which increased total open position to 143


On 28 Mar IIFL was trading at 327.65. The strike last trading price was 2.85, which was -3.8 lower than the previous day. The implied volatity was 40.82, the open interest changed by 15 which increased total open position to 112


On 27 Mar IIFL was trading at 336.90. The strike last trading price was 6.65, which was 1.45 higher than the previous day. The implied volatity was 44.90, the open interest changed by 20 which increased total open position to 97


On 26 Mar IIFL was trading at 328.40. The strike last trading price was 5, which was 0.75 higher than the previous day. The implied volatity was 47.40, the open interest changed by 31 which increased total open position to 75


On 25 Mar IIFL was trading at 328.25. The strike last trading price was 4.35, which was -5.65 lower than the previous day. The implied volatity was 44.31, the open interest changed by 6 which increased total open position to 44


On 24 Mar IIFL was trading at 337.00. The strike last trading price was 10, which was 1.45 higher than the previous day. The implied volatity was 51.97, the open interest changed by 0 which decreased total open position to 37


On 21 Mar IIFL was trading at 340.00. The strike last trading price was 8.55, which was 4.2 higher than the previous day. The implied volatity was 44.09, the open interest changed by 5 which increased total open position to 37


On 20 Mar IIFL was trading at 326.75. The strike last trading price was 4.6, which was -1.4 lower than the previous day. The implied volatity was 41.60, the open interest changed by 0 which decreased total open position to 32


On 19 Mar IIFL was trading at 330.55. The strike last trading price was 6, which was -5.5 lower than the previous day. The implied volatity was 43.54, the open interest changed by 29 which increased total open position to 29


IIFL 24APR2025 370 PE
Delta: -0.69
Vega: 0.25
Theta: -0.54
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
8 Apr 333.55 45.05 -3.65 80.76 2 0 8
7 Apr 327.15 48.7 20 77.61 3 -1 9
4 Apr 340.25 28.7 0 0.00 0 -5 0
3 Apr 350.45 28.7 -17.1 53.11 9 -5 10
2 Apr 335.75 45.8 0 0.00 0 13 0
1 Apr 324.90 45.8 5.4 53.42 13 9 10
28 Mar 327.65 40.4 4.1 - 1 0 1
27 Mar 336.90 36.3 0 0.00 0 0 0
26 Mar 328.40 36.3 0 0.00 0 0 0
25 Mar 328.25 36.3 0 0.00 0 1 0
24 Mar 337.00 36.3 0.2 44.88 1 0 0
21 Mar 340.00 36.1 -8.6 46.74 7 -4 3
20 Mar 326.75 44.7 0 0.00 0 7 0
19 Mar 330.55 44.7 -15.85 50.85 7 0 0


For Iifl Finance Limited - strike price 370 expiring on 24APR2025

Delta for 370 PE is -0.69

Historical price for 370 PE is as follows

On 8 Apr IIFL was trading at 333.55. The strike last trading price was 45.05, which was -3.65 lower than the previous day. The implied volatity was 80.76, the open interest changed by 0 which decreased total open position to 8


On 7 Apr IIFL was trading at 327.15. The strike last trading price was 48.7, which was 20 higher than the previous day. The implied volatity was 77.61, the open interest changed by -1 which decreased total open position to 9


On 4 Apr IIFL was trading at 340.25. The strike last trading price was 28.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0


On 3 Apr IIFL was trading at 350.45. The strike last trading price was 28.7, which was -17.1 lower than the previous day. The implied volatity was 53.11, the open interest changed by -5 which decreased total open position to 10


On 2 Apr IIFL was trading at 335.75. The strike last trading price was 45.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0


On 1 Apr IIFL was trading at 324.90. The strike last trading price was 45.8, which was 5.4 higher than the previous day. The implied volatity was 53.42, the open interest changed by 9 which increased total open position to 10


On 28 Mar IIFL was trading at 327.65. The strike last trading price was 40.4, which was 4.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 27 Mar IIFL was trading at 336.90. The strike last trading price was 36.3, 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 26 Mar IIFL was trading at 328.40. The strike last trading price was 36.3, 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 25 Mar IIFL was trading at 328.25. The strike last trading price was 36.3, 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 24 Mar IIFL was trading at 337.00. The strike last trading price was 36.3, which was 0.2 higher than the previous day. The implied volatity was 44.88, 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 -8.6 lower than the previous day. The implied volatity was 46.74, the open interest changed by -4 which decreased total open position to 3


On 20 Mar IIFL was trading at 326.75. The strike last trading price was 44.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0


On 19 Mar IIFL was trading at 330.55. The strike last trading price was 44.7, which was -15.85 lower than the previous day. The implied volatity was 50.85, the open interest changed by 0 which decreased total open position to 0