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[--[65.84.65.76]--]
IRB
Irb Infra Dev Ltd.

58.32 -0.58 (-0.98%)

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Historical option data for IRB

12 Dec 2024 10:24 AM IST
IRB 26DEC2024 50 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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
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
Delta: -0.03
Vega: 0.01
Theta: -0.01
Gamma: 0.01
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