IIFL
Iifl Finance Limited
Historical option data for IIFL
11 Apr 2025 04:14 PM IST
| IIFL 24APR2025 375 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.09
Theta: -0.18
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 323.75 | 1 | -0.95 | 51.35 | 69 | -10 | 110 | |||
| 9 Apr | 325.10 | 1.95 | -1.8 | 54.61 | 135 | -38 | 116 | |||
| 8 Apr | 333.55 | 3.75 | 0.85 | 56.31 | 193 | 128 | 155 | |||
| 7 Apr | 327.15 | 3.4 | 0.75 | 57.87 | 46 | 14 | 26 | |||
| 4 Apr | 340.25 | 2.65 | -7.8 | 39.89 | 48 | 13 | 13 | |||
| 3 Apr | 350.45 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 335.75 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 324.90 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 327.65 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 27 Mar | 336.90 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 328.40 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 328.25 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 337.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 340.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Iifl Finance Limited - strike price 375 expiring on 24APR2025
Delta for 375 CE is 0.07
Historical price for 375 CE is as follows
On 11 Apr IIFL was trading at 323.75. The strike last trading price was 1, which was -0.95 lower than the previous day. The implied volatity was 51.35, the open interest changed by -10 which decreased total open position to 110
On 9 Apr IIFL was trading at 325.10. The strike last trading price was 1.95, which was -1.8 lower than the previous day. The implied volatity was 54.61, the open interest changed by -38 which decreased total open position to 116
On 8 Apr IIFL was trading at 333.55. The strike last trading price was 3.75, which was 0.85 higher than the previous day. The implied volatity was 56.31, the open interest changed by 128 which increased total open position to 155
On 7 Apr IIFL was trading at 327.15. The strike last trading price was 3.4, which was 0.75 higher than the previous day. The implied volatity was 57.87, the open interest changed by 14 which increased total open position to 26
On 4 Apr IIFL was trading at 340.25. The strike last trading price was 2.65, which was -7.8 lower than the previous day. The implied volatity was 39.89, the open interest changed by 13 which increased total open position to 13
On 3 Apr IIFL was trading at 350.45. The strike last trading price was 0, 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 2 Apr IIFL was trading at 335.75. The strike last trading price was 0, 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 1 Apr IIFL was trading at 324.90. The strike last trading price was 0, 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 28 Mar IIFL was trading at 327.65. The strike last trading price was 0, 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 27 Mar IIFL was trading at 336.90. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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
| IIFL 24APR2025 375 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 323.75 | 49.9 | -14.55 | - | 49 | 19 | 19 |
| 9 Apr | 325.10 | 64.45 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 333.55 | 64.45 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 327.15 | 64.45 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 340.25 | 64.45 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 350.45 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 335.75 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 324.90 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 327.65 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 336.90 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 328.40 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 328.25 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 337.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 340.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Iifl Finance Limited - strike price 375 expiring on 24APR2025
Delta for 375 PE is -
Historical price for 375 PE is as follows
On 11 Apr IIFL was trading at 323.75. The strike last trading price was 49.9, which was -14.55 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 19
On 9 Apr IIFL was trading at 325.10. The strike last trading price was 64.45, 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 8 Apr IIFL was trading at 333.55. The strike last trading price was 64.45, 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 Apr IIFL was trading at 327.15. The strike last trading price was 64.45, 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 4 Apr IIFL was trading at 340.25. The strike last trading price was 64.45, 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 3 Apr IIFL was trading at 350.45. The strike last trading price was 0, 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 2 Apr IIFL was trading at 335.75. The strike last trading price was 0, 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 1 Apr IIFL was trading at 324.90. The strike last trading price was 0, 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 28 Mar IIFL was trading at 327.65. The strike last trading price was 0, 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 27 Mar IIFL was trading at 336.90. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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
