IIFL

Iifl Finance Limited

649.3 +1.75 (0.27%)

L: 638.65 H: 656.7

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Historical option data for IIFL
09 Jan 2026 04:13 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

IIFL 27-JAN-2026 630 CE
Delta: 0.82 Vega: 0.38 Theta: -0.35 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	649.30	28.3 ₹ 46,695	-2.2 -3630.00	20.05	36 59,400	-1 -1,650	138 2,27,700
8 Jan	647.55	30.5 ₹ 50,325	-7.05 -11632.50	30.84	25 41,250	-6 -9,900	139 2,29,350
7 Jan	656.95	37.55 ₹ 61,957.5	-7.4 -12210.00	32.81	18 29,700	-3 -4,950	145 2,39,250
6 Jan	665.15	45.4 ₹ 74,910	16.75 27637.50	31.05	46 75,900	-20 -33,000	148 2,44,200
5 Jan	645.45	30.45 ₹ 50,242.5	4 6600.00	28.27	78 1,28,700	-4 -6,600	170 2,80,500
2 Jan	641.40	27.75 ₹ 45,787.5	12 19800.00	25.29	1,467 24,20,550	30 49,500	176 2,90,400
1 Jan	620.45	15.65 ₹ 25,822.5	2.65 4372.50	28.28	332 5,47,800	24 39,600	147 2,42,550
31 Dec	610.50	13 ₹ 21,450	1.95 3217.50	29.43	276 4,55,400	57 94,050	123 2,02,950
30 Dec	603.15	10.55 ₹ 17,407.5	0.95 1567.50	27.90	133 2,19,450	38 62,700	67 1,10,550
29 Dec	593.95	9.6 ₹ 15,840	-1.85 -3052.50	31.78	39 64,350	18 29,700	29 47,850
26 Dec	599.25	11 ₹ 18,150	-12.3 -20295.00	31.33	23 37,950	10 16,500	10 16,500
24 Dec	602.15	23.3 ₹ 38,445	0 0.00	3.43	0 0	0 0	0 0
23 Dec	572.75	23.3 ₹ 38,445	0 0.00	7.87	0 0	0 0	0 0

22 Dec	569.35	23.3 ₹ 38,445	0 0.00	8.27	0 0	0 0	0 0
19 Dec	564.60	23.3 ₹ 38,445	0 0.00	8.58	0 0	0 0	0 0
18 Dec	560.50	23.3 ₹ 38,445	0 0.00	8.64	0 0	0 0	0 0
17 Dec	563.10	23.3 ₹ 38,445	0 0.00	8.16	0 0	0 0	0 0
16 Dec	566.70	23.3 ₹ 38,445	0 0.00	7.86	0 0	0 0	0 0
12 Dec	581.00	23.3 ₹ 38,445	0 0.00	5.31	0 0	0 0	0 0
11 Dec	568.20	23.3 ₹ 38,445	0 0.00	7.18	0 0	0 0	0 0
10 Dec	563.15	23.3 ₹ 38,445	0 0.00	8.00	0 0	0 0	0 0
9 Dec	567.25	23.3 ₹ 38,445	0 0.00	6.78	0 0	0 0	0 0
8 Dec	554.65	23.3 ₹ 38,445	0 0.00	8.49	0 0	0 0	0 0
1 Dec	587.45	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
28 Nov	578.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
26 Nov	570.75	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Iifl Finance Limited - strike price 630 expiring on 27JAN2026

Delta for 630 CE is 0.82

Historical price for 630 CE is as follows

On 9 Jan IIFL was trading at 649.30. The strike last trading price was 28.3, which was -2.2 lower than the previous day. The implied volatity was 20.05, the open interest changed by -1 which decreased total open position to 138

On 8 Jan IIFL was trading at 647.55. The strike last trading price was 30.5, which was -7.05 lower than the previous day. The implied volatity was 30.84, the open interest changed by -6 which decreased total open position to 139

On 7 Jan IIFL was trading at 656.95. The strike last trading price was 37.55, which was -7.4 lower than the previous day. The implied volatity was 32.81, the open interest changed by -3 which decreased total open position to 145

On 6 Jan IIFL was trading at 665.15. The strike last trading price was 45.4, which was 16.75 higher than the previous day. The implied volatity was 31.05, the open interest changed by -20 which decreased total open position to 148

On 5 Jan IIFL was trading at 645.45. The strike last trading price was 30.45, which was 4 higher than the previous day. The implied volatity was 28.27, the open interest changed by -4 which decreased total open position to 170

On 2 Jan IIFL was trading at 641.40. The strike last trading price was 27.75, which was 12 higher than the previous day. The implied volatity was 25.29, the open interest changed by 30 which increased total open position to 176

On 1 Jan IIFL was trading at 620.45. The strike last trading price was 15.65, which was 2.65 higher than the previous day. The implied volatity was 28.28, the open interest changed by 24 which increased total open position to 147

On 31 Dec IIFL was trading at 610.50. The strike last trading price was 13, which was 1.95 higher than the previous day. The implied volatity was 29.43, the open interest changed by 57 which increased total open position to 123

On 30 Dec IIFL was trading at 603.15. The strike last trading price was 10.55, which was 0.95 higher than the previous day. The implied volatity was 27.90, the open interest changed by 38 which increased total open position to 67

On 29 Dec IIFL was trading at 593.95. The strike last trading price was 9.6, which was -1.85 lower than the previous day. The implied volatity was 31.78, the open interest changed by 18 which increased total open position to 29

On 26 Dec IIFL was trading at 599.25. The strike last trading price was 11, which was -12.3 lower than the previous day. The implied volatity was 31.33, the open interest changed by 10 which increased total open position to 10

On 24 Dec IIFL was trading at 602.15. The strike last trading price was 23.3, which was 0 lower than the previous day. The implied volatity was 3.43, the open interest changed by 0 which decreased total open position to 0

On 23 Dec IIFL was trading at 572.75. The strike last trading price was 23.3, which was 0 lower than the previous day. The implied volatity was 7.87, the open interest changed by 0 which decreased total open position to 0

On 22 Dec IIFL was trading at 569.35. The strike last trading price was 23.3, which was 0 lower than the previous day. The implied volatity was 8.27, the open interest changed by 0 which decreased total open position to 0

On 19 Dec IIFL was trading at 564.60. The strike last trading price was 23.3, which was 0 lower than the previous day. The implied volatity was 8.58, the open interest changed by 0 which decreased total open position to 0

On 18 Dec IIFL was trading at 560.50. The strike last trading price was 23.3, which was 0 lower than the previous day. The implied volatity was 8.64, the open interest changed by 0 which decreased total open position to 0

On 17 Dec IIFL was trading at 563.10. The strike last trading price was 23.3, which was 0 lower than the previous day. The implied volatity was 8.16, the open interest changed by 0 which decreased total open position to 0

On 16 Dec IIFL was trading at 566.70. The strike last trading price was 23.3, which was 0 lower than the previous day. The implied volatity was 7.86, the open interest changed by 0 which decreased total open position to 0

On 12 Dec IIFL was trading at 581.00. The strike last trading price was 23.3, which was 0 lower than the previous day. The implied volatity was 5.31, the open interest changed by 0 which decreased total open position to 0

On 11 Dec IIFL was trading at 568.20. The strike last trading price was 23.3, which was 0 lower than the previous day. The implied volatity was 7.18, the open interest changed by 0 which decreased total open position to 0

On 10 Dec IIFL was trading at 563.15. The strike last trading price was 23.3, which was 0 lower than the previous day. The implied volatity was 8.00, the open interest changed by 0 which decreased total open position to 0

On 9 Dec IIFL was trading at 567.25. The strike last trading price was 23.3, which was 0 lower than the previous day. The implied volatity was 6.78, the open interest changed by 0 which decreased total open position to 0

On 8 Dec IIFL was trading at 554.65. The strike last trading price was 23.3, which was 0 lower than the previous day. The implied volatity was 8.49, 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 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 28 Nov IIFL was trading at 578.70. 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 26 Nov IIFL was trading at 570.75. 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

IIFL 27JAN2026 630 PE
Delta: -0.28 Vega: 0.49 Theta: -0.38 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	649.30	8.35 ₹ 13,777.5	-1.55 -2557.50	32.34	196 3,23,400	46 75,900	167 2,75,550
8 Jan	647.55	9.6 ₹ 15,840	2.55 4207.50	31.56	121 1,99,650	-2 -3,300	121 1,99,650
7 Jan	656.95	6.9 ₹ 11,385	0.85 1402.50	29.75	289 4,76,850	-43 -70,950	123 2,02,950
6 Jan	665.15	5.95 ₹ 9,817.5	-4.3 -7095.00	32.09	676 11,15,400	62 1,02,300	166 2,73,900
5 Jan	645.45	9.75 ₹ 16,087.5	-3.05 -5032.50	29.77	178 2,93,700	-1 -1,650	112 1,84,800
2 Jan	641.40	11.15 ₹ 18,397.5	-13 -21450.00	28.75	519 8,56,350	91 1,50,150	113 1,86,450
1 Jan	620.45	24.2 ₹ 39,930	-6.1 -10065.00	31.36	35 57,750	17 28,050	21 34,650
31 Dec	610.50	31 ₹ 51,150	-58.3 -96195.00	33.62	13 21,450	3 4,950	3 4,950
30 Dec	603.15	89.3 ₹ 1,47,345	0 0.00	-	0 0	0 0	0 0
29 Dec	593.95	89.3 ₹ 1,47,345	0 0.00	-	0 0	0 0	0 0
26 Dec	599.25	89.3 ₹ 1,47,345	0 0.00	-	0 0	0 0	0 0
24 Dec	602.15	89.3 ₹ 1,47,345	0 0.00	-	0 0	0 0	0 0
23 Dec	572.75	89.3 ₹ 1,47,345	0 0.00	-	0 0	0 0	0 0
22 Dec	569.35	89.3 ₹ 1,47,345	0 0.00	-	0 0	0 0	0 0
19 Dec	564.60	89.3 ₹ 1,47,345	0 0.00	-	0 0	0 0	0 0
18 Dec	560.50	89.3 ₹ 1,47,345	0 0.00	-	0 0	0 0	0 0
17 Dec	563.10	89.3 ₹ 1,47,345	0 0.00	-	0 0	0 0	0 0
16 Dec	566.70	89.3 ₹ 1,47,345	0 0.00	-	0 0	0 0	0 0
12 Dec	581.00	89.3 ₹ 1,47,345	0 0.00	-	0 0	0 0	0 0
11 Dec	568.20	89.3 ₹ 1,47,345	0 0.00	-	0 0	0 0	0 0
10 Dec	563.15	89.3 ₹ 1,47,345	0 0.00	-	0 0	0 0	0 0
9 Dec	567.25	89.3 ₹ 1,47,345	0 0.00	-	0 0	0 0	0 0
8 Dec	554.65	89.3 ₹ 1,47,345	0 0.00	-	0 0	0 0	0 0
1 Dec	587.45	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
28 Nov	578.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
26 Nov	570.75	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Iifl Finance Limited - strike price 630 expiring on 27JAN2026

Delta for 630 PE is -0.28

Historical price for 630 PE is as follows

On 9 Jan IIFL was trading at 649.30. The strike last trading price was 8.35, which was -1.55 lower than the previous day. The implied volatity was 32.34, the open interest changed by 46 which increased total open position to 167

On 8 Jan IIFL was trading at 647.55. The strike last trading price was 9.6, which was 2.55 higher than the previous day. The implied volatity was 31.56, the open interest changed by -2 which decreased total open position to 121

On 7 Jan IIFL was trading at 656.95. The strike last trading price was 6.9, which was 0.85 higher than the previous day. The implied volatity was 29.75, the open interest changed by -43 which decreased total open position to 123

On 6 Jan IIFL was trading at 665.15. The strike last trading price was 5.95, which was -4.3 lower than the previous day. The implied volatity was 32.09, the open interest changed by 62 which increased total open position to 166

On 5 Jan IIFL was trading at 645.45. The strike last trading price was 9.75, which was -3.05 lower than the previous day. The implied volatity was 29.77, the open interest changed by -1 which decreased total open position to 112

On 2 Jan IIFL was trading at 641.40. The strike last trading price was 11.15, which was -13 lower than the previous day. The implied volatity was 28.75, the open interest changed by 91 which increased total open position to 113

On 1 Jan IIFL was trading at 620.45. The strike last trading price was 24.2, which was -6.1 lower than the previous day. The implied volatity was 31.36, the open interest changed by 17 which increased total open position to 21

On 31 Dec IIFL was trading at 610.50. The strike last trading price was 31, which was -58.3 lower than the previous day. The implied volatity was 33.62, the open interest changed by 3 which increased total open position to 3

On 30 Dec IIFL was trading at 603.15. The strike last trading price was 89.3, 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 29 Dec IIFL was trading at 593.95. The strike last trading price was 89.3, 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 Dec IIFL was trading at 599.25. The strike last trading price was 89.3, 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 Dec IIFL was trading at 602.15. The strike last trading price was 89.3, 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 Dec IIFL was trading at 572.75. The strike last trading price was 89.3, 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 22 Dec IIFL was trading at 569.35. The strike last trading price was 89.3, 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 Dec IIFL was trading at 564.60. The strike last trading price was 89.3, 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 Dec IIFL was trading at 560.50. The strike last trading price was 89.3, 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 Dec IIFL was trading at 563.10. The strike last trading price was 89.3, 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 Dec IIFL was trading at 566.70. The strike last trading price was 89.3, 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 Dec IIFL was trading at 581.00. The strike last trading price was 89.3, 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 Dec IIFL was trading at 568.20. The strike last trading price was 89.3, 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 Dec IIFL was trading at 563.15. The strike last trading price was 89.3, 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 Dec IIFL was trading at 567.25. The strike last trading price was 89.3, 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 Dec IIFL was trading at 554.65. The strike last trading price was 89.3, 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

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