[--[65.84.65.76]--]

IIFL

Iifl Finance Limited
581 +12.80 (2.25%)
L: 566.45 H: 582.25

Back to Option Chain


Historical option data for IIFL

12 Dec 2025 04:13 PM IST
IIFL 30-DEC-2025 520 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 581.00 48.9 -7.65 - 0 0 5
11 Dec 568.20 48.9 -7.65 - 0 0 5
10 Dec 563.15 48.9 -7.65 - 0 0 5
9 Dec 567.25 48.9 -7.65 - 9 1 4
8 Dec 554.65 56.55 14.55 - 0 0 3
5 Dec 569.35 56.55 14.55 - 0 0 0
4 Dec 566.35 56.55 14.55 - 0 0 0
3 Dec 574.40 56.55 14.55 - 0 0 0
2 Dec 580.75 56.55 14.55 - 0 0 0
1 Dec 587.45 56.55 14.55 - 0 0 0
28 Nov 578.70 56.55 14.55 - 0 0 0
27 Nov 568.80 56.55 14.55 23.66 2 0 3
26 Nov 570.75 42 4.55 - 0 3 0
25 Nov 557.40 42 4.55 - 3 1 1
24 Nov 536.80 37.45 11.2 40.24 2 1 1
21 Nov 540.00 26.25 0 - 0 0 0
20 Nov 544.75 26.25 0 - 0 0 0
19 Nov 557.55 26.25 0 - 0 0 0
18 Nov 565.15 26.25 0 - 0 0 0
17 Nov 561.60 26.25 0 - 0 0 0
14 Nov 547.30 26.25 0 - 0 0 0
12 Nov 540.35 26.25 0 - 0 0 0
11 Nov 540.75 26.25 0 - 0 0 0
10 Nov 541.90 26.25 0 - 0 0 0
7 Nov 526.30 26.25 0 - 0 0 0
6 Nov 520.75 26.25 0 - 0 0 0
4 Nov 539.25 26.25 0 - 0 0 0
3 Nov 540.45 26.25 0 - 0 0 0
31 Oct 534.60 26.25 0 - 0 0 0
30 Oct 541.65 26.25 0 - 0 0 0
28 Oct 513.80 26.25 0 - 0 0 0
27 Oct 505.35 26.25 0 0.73 0 0 0
24 Oct 489.80 26.25 0 2.93 0 0 0
23 Oct 491.40 26.25 0 2.75 0 0 0
21 Oct 499.65 26.25 0 1.64 0 0 0
20 Oct 499.70 26.25 0 1.18 0 0 0
17 Oct 498.55 26.25 0 1.60 0 0 0
16 Oct 499.90 26.25 0 1.55 0 0 0
15 Oct 506.25 26.25 0 - 0 0 0
14 Oct 485.25 26.25 0 3.05 0 0 0
13 Oct 491.25 26.25 0 2.35 0 0 0
10 Oct 490.00 26.25 0 2.36 0 0 0
9 Oct 495.15 26.25 0 1.62 0 0 0
8 Oct 489.45 26.25 0 2.41 0 0 0
7 Oct 475.50 26.25 0 - 0 0 0
6 Oct 469.50 0 0 - 0 0 0
3 Oct 457.20 0 0 5.93 0 0 0


For Iifl Finance Limited - strike price 520 expiring on 30DEC2025

Delta for 520 CE is -

Historical price for 520 CE is as follows

On 12 Dec IIFL was trading at 581.00. The strike last trading price was 48.9, which was -7.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 11 Dec IIFL was trading at 568.20. The strike last trading price was 48.9, which was -7.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 10 Dec IIFL was trading at 563.15. The strike last trading price was 48.9, which was -7.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 9 Dec IIFL was trading at 567.25. The strike last trading price was 48.9, which was -7.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4


On 8 Dec IIFL was trading at 554.65. The strike last trading price was 56.55, which was 14.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 5 Dec IIFL was trading at 569.35. The strike last trading price was 56.55, which was 14.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec IIFL was trading at 566.35. The strike last trading price was 56.55, which was 14.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec IIFL was trading at 574.40. The strike last trading price was 56.55, which was 14.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec IIFL was trading at 580.75. The strike last trading price was 56.55, which was 14.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec IIFL was trading at 587.45. The strike last trading price was 56.55, which was 14.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov IIFL was trading at 578.70. The strike last trading price was 56.55, which was 14.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov IIFL was trading at 568.80. The strike last trading price was 56.55, which was 14.55 higher than the previous day. The implied volatity was 23.66, the open interest changed by 0 which decreased total open position to 3


On 26 Nov IIFL was trading at 570.75. The strike last trading price was 42, which was 4.55 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 25 Nov IIFL was trading at 557.40. The strike last trading price was 42, which was 4.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 24 Nov IIFL was trading at 536.80. The strike last trading price was 37.45, which was 11.2 higher than the previous day. The implied volatity was 40.24, the open interest changed by 1 which increased total open position to 1


On 21 Nov IIFL was trading at 540.00. The strike last trading price was 26.25, 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


On 20 Nov IIFL was trading at 544.75. The strike last trading price was 26.25, 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


On 19 Nov IIFL was trading at 557.55. The strike last trading price was 26.25, 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


On 18 Nov IIFL was trading at 565.15. The strike last trading price was 26.25, 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


On 17 Nov IIFL was trading at 561.60. The strike last trading price was 26.25, 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


On 14 Nov IIFL was trading at 547.30. The strike last trading price was 26.25, 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


On 12 Nov IIFL was trading at 540.35. The strike last trading price was 26.25, 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


On 11 Nov IIFL was trading at 540.75. The strike last trading price was 26.25, 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


On 10 Nov IIFL was trading at 541.90. The strike last trading price was 26.25, 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


On 7 Nov IIFL was trading at 526.30. The strike last trading price was 26.25, 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


On 6 Nov IIFL was trading at 520.75. The strike last trading price was 26.25, 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


On 4 Nov IIFL was trading at 539.25. The strike last trading price was 26.25, 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


On 3 Nov IIFL was trading at 540.45. The strike last trading price was 26.25, 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


On 31 Oct IIFL was trading at 534.60. The strike last trading price was 26.25, 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


On 30 Oct IIFL was trading at 541.65. The strike last trading price was 26.25, 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


On 28 Oct IIFL was trading at 513.80. The strike last trading price was 26.25, 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


On 27 Oct IIFL was trading at 505.35. The strike last trading price was 26.25, which was 0 lower than the previous day. The implied volatity was 0.73, the open interest changed by 0 which decreased total open position to 0


On 24 Oct IIFL was trading at 489.80. The strike last trading price was 26.25, which was 0 lower than the previous day. The implied volatity was 2.93, the open interest changed by 0 which decreased total open position to 0


On 23 Oct IIFL was trading at 491.40. The strike last trading price was 26.25, which was 0 lower than the previous day. The implied volatity was 2.75, the open interest changed by 0 which decreased total open position to 0


On 21 Oct IIFL was trading at 499.65. The strike last trading price was 26.25, which was 0 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0


On 20 Oct IIFL was trading at 499.70. The strike last trading price was 26.25, 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 Oct IIFL was trading at 498.55. The strike last trading price was 26.25, which was 0 lower than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0


On 16 Oct IIFL was trading at 499.90. The strike last trading price was 26.25, which was 0 lower than the previous day. The implied volatity was 1.55, the open interest changed by 0 which decreased total open position to 0


On 15 Oct IIFL was trading at 506.25. The strike last trading price was 26.25, 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


On 14 Oct IIFL was trading at 485.25. The strike last trading price was 26.25, which was 0 lower than the previous day. The implied volatity was 3.05, the open interest changed by 0 which decreased total open position to 0


On 13 Oct IIFL was trading at 491.25. The strike last trading price was 26.25, which was 0 lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0


On 10 Oct IIFL was trading at 490.00. The strike last trading price was 26.25, which was 0 lower than the previous day. The implied volatity was 2.36, the open interest changed by 0 which decreased total open position to 0


On 9 Oct IIFL was trading at 495.15. The strike last trading price was 26.25, which was 0 lower than the previous day. The implied volatity was 1.62, the open interest changed by 0 which decreased total open position to 0


On 8 Oct IIFL was trading at 489.45. The strike last trading price was 26.25, which was 0 lower than the previous day. The implied volatity was 2.41, the open interest changed by 0 which decreased total open position to 0


On 7 Oct IIFL was trading at 475.50. The strike last trading price was 26.25, 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


On 6 Oct IIFL was trading at 469.50. The strike last trading price was 0, 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 Oct IIFL was trading at 457.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.93, the open interest changed by 0 which decreased total open position to 0


IIFL 30DEC2025 520 PE
Delta: -0.05
Vega: 0.13
Theta: -0.10
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 581.00 0.8 -0.5 31.29 64 -4 119
11 Dec 568.20 1.35 -0.75 28.57 176 4 122
10 Dec 563.15 2.1 0.05 30.13 169 -8 117
9 Dec 567.25 2 -1.1 30.71 193 17 126
8 Dec 554.65 3.05 1 29.34 103 41 110
5 Dec 569.35 2 -0.45 28.89 87 -4 68
4 Dec 566.35 2.55 0.4 30.04 20 4 73
3 Dec 574.40 2 0.4 30.30 90 -16 68
2 Dec 580.75 1.55 0.2 29.89 80 -8 83
1 Dec 587.45 1.4 -1.4 30.04 211 -33 91
28 Nov 578.70 2.75 -1.25 32.35 72 13 123
27 Nov 568.80 4 -0.1 32.31 53 -2 107
26 Nov 570.75 4.15 -3.4 31.90 250 -1 112
25 Nov 557.40 7.3 -5.65 34.50 112 39 112
24 Nov 536.80 12.95 0.5 32.53 37 6 73
21 Nov 540.00 12.45 1.35 34.01 18 9 67
20 Nov 544.75 10.65 2.65 33.36 93 36 57
19 Nov 557.55 8 0.95 33.17 8 3 21
18 Nov 565.15 7.1 -1.1 33.34 7 3 16
17 Nov 561.60 8 -4 33.74 8 2 14
14 Nov 547.30 12 -3.1 34.05 12 4 12
12 Nov 540.35 15.1 -0.9 - 0 0 0
11 Nov 540.75 15.1 -0.9 - 0 2 0
10 Nov 541.90 15.1 -0.9 34.96 3 2 8
7 Nov 526.30 16 0 - 0 0 0
6 Nov 520.75 16 0 - 0 0 0
4 Nov 539.25 16 0 - 0 3 0
3 Nov 540.45 16 0 33.88 3 2 5
31 Oct 534.60 16 -70.5 - 3 2 2
30 Oct 541.65 86.5 0 - 0 0 0
28 Oct 513.80 86.5 0 0.44 0 0 0
27 Oct 505.35 86.5 0 - 0 0 0
24 Oct 489.80 86.5 0 - 0 0 0
23 Oct 491.40 86.5 0 - 0 0 0
21 Oct 499.65 86.5 0 - 0 0 0
20 Oct 499.70 86.5 0 - 0 0 0
17 Oct 498.55 86.5 0 - 0 0 0
16 Oct 499.90 86.5 0 - 0 0 0
15 Oct 506.25 86.5 0 - 0 0 0
14 Oct 485.25 86.5 0 - 0 0 0
13 Oct 491.25 86.5 0 - 0 0 0
10 Oct 490.00 86.5 0 - 0 0 0
9 Oct 495.15 86.5 0 - 0 0 0
8 Oct 489.45 86.5 0 - 0 0 0
7 Oct 475.50 86.5 0 - 0 0 0
6 Oct 469.50 0 0 - 0 0 0
3 Oct 457.20 0 0 - 0 0 0


For Iifl Finance Limited - strike price 520 expiring on 30DEC2025

Delta for 520 PE is -0.05

Historical price for 520 PE is as follows

On 12 Dec IIFL was trading at 581.00. The strike last trading price was 0.8, which was -0.5 lower than the previous day. The implied volatity was 31.29, the open interest changed by -4 which decreased total open position to 119


On 11 Dec IIFL was trading at 568.20. The strike last trading price was 1.35, which was -0.75 lower than the previous day. The implied volatity was 28.57, the open interest changed by 4 which increased total open position to 122


On 10 Dec IIFL was trading at 563.15. The strike last trading price was 2.1, which was 0.05 higher than the previous day. The implied volatity was 30.13, the open interest changed by -8 which decreased total open position to 117


On 9 Dec IIFL was trading at 567.25. The strike last trading price was 2, which was -1.1 lower than the previous day. The implied volatity was 30.71, the open interest changed by 17 which increased total open position to 126


On 8 Dec IIFL was trading at 554.65. The strike last trading price was 3.05, which was 1 higher than the previous day. The implied volatity was 29.34, the open interest changed by 41 which increased total open position to 110


On 5 Dec IIFL was trading at 569.35. The strike last trading price was 2, which was -0.45 lower than the previous day. The implied volatity was 28.89, the open interest changed by -4 which decreased total open position to 68


On 4 Dec IIFL was trading at 566.35. The strike last trading price was 2.55, which was 0.4 higher than the previous day. The implied volatity was 30.04, the open interest changed by 4 which increased total open position to 73


On 3 Dec IIFL was trading at 574.40. The strike last trading price was 2, which was 0.4 higher than the previous day. The implied volatity was 30.30, the open interest changed by -16 which decreased total open position to 68


On 2 Dec IIFL was trading at 580.75. The strike last trading price was 1.55, which was 0.2 higher than the previous day. The implied volatity was 29.89, the open interest changed by -8 which decreased total open position to 83


On 1 Dec IIFL was trading at 587.45. The strike last trading price was 1.4, which was -1.4 lower than the previous day. The implied volatity was 30.04, the open interest changed by -33 which decreased total open position to 91


On 28 Nov IIFL was trading at 578.70. The strike last trading price was 2.75, which was -1.25 lower than the previous day. The implied volatity was 32.35, the open interest changed by 13 which increased total open position to 123


On 27 Nov IIFL was trading at 568.80. The strike last trading price was 4, which was -0.1 lower than the previous day. The implied volatity was 32.31, the open interest changed by -2 which decreased total open position to 107


On 26 Nov IIFL was trading at 570.75. The strike last trading price was 4.15, which was -3.4 lower than the previous day. The implied volatity was 31.90, the open interest changed by -1 which decreased total open position to 112


On 25 Nov IIFL was trading at 557.40. The strike last trading price was 7.3, which was -5.65 lower than the previous day. The implied volatity was 34.50, the open interest changed by 39 which increased total open position to 112


On 24 Nov IIFL was trading at 536.80. The strike last trading price was 12.95, which was 0.5 higher than the previous day. The implied volatity was 32.53, the open interest changed by 6 which increased total open position to 73


On 21 Nov IIFL was trading at 540.00. The strike last trading price was 12.45, which was 1.35 higher than the previous day. The implied volatity was 34.01, the open interest changed by 9 which increased total open position to 67


On 20 Nov IIFL was trading at 544.75. The strike last trading price was 10.65, which was 2.65 higher than the previous day. The implied volatity was 33.36, the open interest changed by 36 which increased total open position to 57


On 19 Nov IIFL was trading at 557.55. The strike last trading price was 8, which was 0.95 higher than the previous day. The implied volatity was 33.17, the open interest changed by 3 which increased total open position to 21


On 18 Nov IIFL was trading at 565.15. The strike last trading price was 7.1, which was -1.1 lower than the previous day. The implied volatity was 33.34, the open interest changed by 3 which increased total open position to 16


On 17 Nov IIFL was trading at 561.60. The strike last trading price was 8, which was -4 lower than the previous day. The implied volatity was 33.74, the open interest changed by 2 which increased total open position to 14


On 14 Nov IIFL was trading at 547.30. The strike last trading price was 12, which was -3.1 lower than the previous day. The implied volatity was 34.05, the open interest changed by 4 which increased total open position to 12


On 12 Nov IIFL was trading at 540.35. The strike last trading price was 15.1, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov IIFL was trading at 540.75. The strike last trading price was 15.1, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 10 Nov IIFL was trading at 541.90. The strike last trading price was 15.1, which was -0.9 lower than the previous day. The implied volatity was 34.96, the open interest changed by 2 which increased total open position to 8


On 7 Nov IIFL was trading at 526.30. The strike last trading price was 16, 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 Nov IIFL was trading at 520.75. The strike last trading price was 16, 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 Nov IIFL was trading at 539.25. The strike last trading price was 16, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 3 Nov IIFL was trading at 540.45. The strike last trading price was 16, which was 0 lower than the previous day. The implied volatity was 33.88, the open interest changed by 2 which increased total open position to 5


On 31 Oct IIFL was trading at 534.60. The strike last trading price was 16, which was -70.5 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 30 Oct IIFL was trading at 541.65. The strike last trading price was 86.5, 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 28 Oct IIFL was trading at 513.80. The strike last trading price was 86.5, which was 0 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0


On 27 Oct IIFL was trading at 505.35. The strike last trading price was 86.5, 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 Oct IIFL was trading at 489.80. The strike last trading price was 86.5, 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 23 Oct IIFL was trading at 491.40. The strike last trading price was 86.5, 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 Oct IIFL was trading at 499.65. The strike last trading price was 86.5, 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 Oct IIFL was trading at 499.70. The strike last trading price was 86.5, 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 17 Oct IIFL was trading at 498.55. The strike last trading price was 86.5, 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 16 Oct IIFL was trading at 499.90. The strike last trading price was 86.5, 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 15 Oct IIFL was trading at 506.25. The strike last trading price was 86.5, 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 14 Oct IIFL was trading at 485.25. The strike last trading price was 86.5, 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 13 Oct IIFL was trading at 491.25. The strike last trading price was 86.5, 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 10 Oct IIFL was trading at 490.00. The strike last trading price was 86.5, 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 9 Oct IIFL was trading at 495.15. The strike last trading price was 86.5, 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 8 Oct IIFL was trading at 489.45. The strike last trading price was 86.5, 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 7 Oct IIFL was trading at 475.50. The strike last trading price was 86.5, 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 Oct IIFL was trading at 469.50. The strike last trading price was 0, 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 Oct IIFL was trading at 457.20. The strike last trading price was 0, 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