IRB
Irb Infra Dev Ltd.
Historical option data for IRB
12 Dec 2024 01:04 PM IST
| IRB 26DEC2024 48 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 58.08 | 10.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 10 Dec | 58.75 | 10.4 | 3.35 | - | 6 | 4 | 4 | |||
| 9 Dec | 59.40 | 7.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 59.00 | 7.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 56.44 | 7.05 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 55.04 | 7.05 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 54.82 | 7.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 53.39 | 7.05 | - | 0 | 0 | 0 | ||||
For Irb Infra Dev Ltd. - strike price 48 expiring on 26DEC2024
Delta for 48 CE is 0.00
Historical price for 48 CE is as follows
On 12 Dec IRB was trading at 58.08. The strike last trading price was 10.4, which was 0.00 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 10 Dec IRB was trading at 58.75. The strike last trading price was 10.4, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 9 Dec IRB was trading at 59.40. The strike last trading price was 7.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec IRB was trading at 59.00. The strike last trading price was 7.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec IRB was trading at 56.44. The strike last trading price was 7.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec IRB was trading at 55.04. The strike last trading price was 7.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec IRB was trading at 54.82. The strike last trading price was 7.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov IRB was trading at 53.39. The strike last trading price was 7.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| IRB 26DEC2024 48 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.01
Theta: -0.02
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 58.08 | 0.1 | 0.00 | 57.18 | 1 | 0 | 47 |
| 10 Dec | 58.75 | 0.1 | 0.05 | 57.00 | 8 | 0 | 43 |
| 9 Dec | 59.40 | 0.05 | -0.05 | 50.59 | 1 | 0 | 43 |
| 6 Dec | 59.00 | 0.1 | -0.05 | 51.15 | 28 | 25 | 43 |
| 4 Dec | 56.44 | 0.15 | -0.10 | 43.93 | 5 | 0 | 18 |
| 3 Dec | 55.04 | 0.25 | -0.10 | 43.24 | 55 | -33 | 18 |
| 2 Dec | 54.82 | 0.35 | -0.25 | 45.84 | 75 | 34 | 51 |
| 29 Nov | 53.39 | 0.6 | 45.85 | 18 | 5 | 5 | |
For Irb Infra Dev Ltd. - strike price 48 expiring on 26DEC2024
Delta for 48 PE is -0.04
Historical price for 48 PE is as follows
On 12 Dec IRB was trading at 58.08. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 57.18, the open interest changed by 0 which decreased total open position to 47
On 10 Dec IRB was trading at 58.75. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 57.00, the open interest changed by 0 which decreased total open position to 43
On 9 Dec IRB was trading at 59.40. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 50.59, the open interest changed by 0 which decreased total open position to 43
On 6 Dec IRB was trading at 59.00. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 51.15, the open interest changed by 25 which increased total open position to 43
On 4 Dec IRB was trading at 56.44. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 43.93, the open interest changed by 0 which decreased total open position to 18
On 3 Dec IRB was trading at 55.04. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 43.24, the open interest changed by -33 which decreased total open position to 18
On 2 Dec IRB was trading at 54.82. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 45.84, the open interest changed by 34 which increased total open position to 51
On 29 Nov IRB was trading at 53.39. The strike last trading price was 0.6, which was lower than the previous day. The implied volatity was 45.85, the open interest changed by 5 which increased total open position to 5
