IRB
Irb Infra Dev Ltd.
Historical option data for IRB
12 Dec 2024 10:24 AM IST
IRB 26DEC2024 50 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 | 58.42 | 8.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
11 Dec | 58.90 | 8.35 | 0.00 | 0.00 | 0 | 2 | 0 | |||
10 Dec | 58.75 | 8.35 | 2.65 | - | 8 | 3 | 3 | |||
9 Dec | 59.40 | 5.7 | 0.00 | - | 0 | 0 | 0 | |||
6 Dec | 59.00 | 5.7 | 0.00 | - | 0 | 0 | 0 | |||
5 Dec | 57.13 | 5.7 | 0.00 | - | 0 | 0 | 0 | |||
4 Dec | 56.44 | 5.7 | 0.00 | - | 0 | 0 | 0 | |||
3 Dec | 55.04 | 5.7 | 0.00 | - | 0 | 0 | 0 | |||
2 Dec | 54.82 | 5.7 | 0.00 | - | 0 | 0 | 0 | |||
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29 Nov | 53.39 | 5.7 | - | 0 | 0 | 0 |
For Irb Infra Dev Ltd. - strike price 50 expiring on 26DEC2024
Delta for 50 CE is 0.00
Historical price for 50 CE is as follows
On 12 Dec IRB was trading at 58.42. The strike last trading price was 8.35, 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 11 Dec IRB was trading at 58.90. The strike last trading price was 8.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 10 Dec IRB was trading at 58.75. The strike last trading price was 8.35, which was 2.65 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 9 Dec IRB was trading at 59.40. The strike last trading price was 5.7, 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 5.7, 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 5 Dec IRB was trading at 57.13. The strike last trading price was 5.7, 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 5.7, 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 5.7, 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 5.7, 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 5.7, 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 50 PE | |||||||
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Delta: -0.03
Vega: 0.01
Theta: -0.01
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 58.42 | 0.05 | -0.05 | 42.54 | 3 | 0 | 108 |
11 Dec | 58.90 | 0.1 | -0.05 | 48.40 | 30 | 11 | 109 |
10 Dec | 58.75 | 0.15 | 0.10 | 51.78 | 126 | -38 | 98 |
9 Dec | 59.40 | 0.05 | -0.05 | 42.35 | 86 | -23 | 136 |
6 Dec | 59.00 | 0.1 | -0.15 | 42.72 | 310 | 34 | 159 |
5 Dec | 57.13 | 0.25 | 0.00 | 43.68 | 55 | -3 | 126 |
4 Dec | 56.44 | 0.25 | -0.20 | 39.92 | 250 | -2 | 129 |
3 Dec | 55.04 | 0.45 | -0.15 | 40.49 | 111 | 29 | 131 |
2 Dec | 54.82 | 0.6 | -0.30 | 43.27 | 246 | 79 | 112 |
29 Nov | 53.39 | 0.9 | 42.21 | 82 | 32 | 32 |
For Irb Infra Dev Ltd. - strike price 50 expiring on 26DEC2024
Delta for 50 PE is -0.03
Historical price for 50 PE is as follows
On 12 Dec IRB was trading at 58.42. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 42.54, the open interest changed by 0 which decreased total open position to 108
On 11 Dec IRB was trading at 58.90. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 48.40, the open interest changed by 11 which increased total open position to 109
On 10 Dec IRB was trading at 58.75. The strike last trading price was 0.15, which was 0.10 higher than the previous day. The implied volatity was 51.78, the open interest changed by -38 which decreased total open position to 98
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 42.35, the open interest changed by -23 which decreased total open position to 136
On 6 Dec IRB was trading at 59.00. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 42.72, the open interest changed by 34 which increased total open position to 159
On 5 Dec IRB was trading at 57.13. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 43.68, the open interest changed by -3 which decreased total open position to 126
On 4 Dec IRB was trading at 56.44. The strike last trading price was 0.25, which was -0.20 lower than the previous day. The implied volatity was 39.92, the open interest changed by -2 which decreased total open position to 129
On 3 Dec IRB was trading at 55.04. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 40.49, the open interest changed by 29 which increased total open position to 131
On 2 Dec IRB was trading at 54.82. The strike last trading price was 0.6, which was -0.30 lower than the previous day. The implied volatity was 43.27, the open interest changed by 79 which increased total open position to 112
On 29 Nov IRB was trading at 53.39. The strike last trading price was 0.9, which was lower than the previous day. The implied volatity was 42.21, the open interest changed by 32 which increased total open position to 32