IRB
Irb Infra Dev Ltd.
Historical option data for IRB
12 Dec 2024 01:14 PM IST
| IRB 26DEC2024 51 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 | 58.06 | 8.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 58.90 | 8.15 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 10 Dec | 58.75 | 8.15 | -0.15 | - | 1 | 0 | 1 | |||
| 9 Dec | 59.40 | 8.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 6 Dec | 59.00 | 8.3 | 4.45 | 35.33 | 1 | 0 | 1 | |||
| 5 Dec | 57.13 | 3.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 56.44 | 3.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 55.04 | 3.85 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 2 Dec | 54.82 | 3.85 | -1.20 | - | 1 | 0 | 0 | |||
| 29 Nov | 53.39 | 5.05 | - | 0 | 0 | 0 | ||||
For Irb Infra Dev Ltd. - strike price 51 expiring on 26DEC2024
Delta for 51 CE is 0.00
Historical price for 51 CE is as follows
On 12 Dec IRB was trading at 58.06. The strike last trading price was 8.15, 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 8.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 10 Dec IRB was trading at 58.75. The strike last trading price was 8.15, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Dec IRB was trading at 59.40. The strike last trading price was 8.3, 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 6 Dec IRB was trading at 59.00. The strike last trading price was 8.3, which was 4.45 higher than the previous day. The implied volatity was 35.33, the open interest changed by 0 which decreased total open position to 1
On 5 Dec IRB was trading at 57.13. The strike last trading price was 3.85, 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 4 Dec IRB was trading at 56.44. The strike last trading price was 3.85, 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 3 Dec IRB was trading at 55.04. The strike last trading price was 3.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 2 Dec IRB was trading at 54.82. The strike last trading price was 3.85, which was -1.20 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 5.05, 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 51 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.01
Theta: -0.02
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 58.06 | 0.1 | 0.00 | 42.10 | 4 | 1 | 54 |
| 11 Dec | 58.90 | 0.1 | -0.05 | 43.63 | 11 | 0 | 54 |
| 10 Dec | 58.75 | 0.15 | -0.20 | 46.90 | 24 | 21 | 52 |
| 9 Dec | 59.40 | 0.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 59.00 | 0.35 | 0.00 | 0.00 | 0 | 4 | 0 |
| 5 Dec | 57.13 | 0.35 | 0.00 | 42.81 | 9 | 3 | 30 |
| 4 Dec | 56.44 | 0.35 | -0.25 | 38.87 | 51 | -11 | 13 |
| 3 Dec | 55.04 | 0.6 | -1.55 | 39.22 | 37 | 24 | 24 |
| 2 Dec | 54.82 | 2.15 | 0.00 | 10.18 | 0 | 0 | 0 |
| 29 Nov | 53.39 | 2.15 | 7.28 | 0 | 0 | 0 | |
For Irb Infra Dev Ltd. - strike price 51 expiring on 26DEC2024
Delta for 51 PE is -0.05
Historical price for 51 PE is as follows
On 12 Dec IRB was trading at 58.06. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 42.10, the open interest changed by 1 which increased total open position to 54
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 43.63, the open interest changed by 0 which decreased total open position to 54
On 10 Dec IRB was trading at 58.75. The strike last trading price was 0.15, which was -0.20 lower than the previous day. The implied volatity was 46.90, the open interest changed by 21 which increased total open position to 52
On 9 Dec IRB was trading at 59.40. The strike last trading price was 0.35, 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 6 Dec IRB was trading at 59.00. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 5 Dec IRB was trading at 57.13. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 42.81, the open interest changed by 3 which increased total open position to 30
On 4 Dec IRB was trading at 56.44. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 38.87, the open interest changed by -11 which decreased total open position to 13
On 3 Dec IRB was trading at 55.04. The strike last trading price was 0.6, which was -1.55 lower than the previous day. The implied volatity was 39.22, the open interest changed by 24 which increased total open position to 24
On 2 Dec IRB was trading at 54.82. The strike last trading price was 2.15, which was 0.00 lower than the previous day. The implied volatity was 10.18, 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 2.15, which was lower than the previous day. The implied volatity was 7.28, the open interest changed by 0 which decreased total open position to 0
