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

58.42 -0.48 (-0.81%)

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Historical option data for IRB

12 Dec 2024 10:24 AM IST
IRB 26DEC2024 52 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 7.2 0.00 0.00 0 0 0
11 Dec 58.90 7.2 0.00 0.00 0 3 0
10 Dec 58.75 7.2 2.70 29.63 11 3 3
9 Dec 59.40 4.5 0.00 - 0 0 0
6 Dec 59.00 4.5 0.00 - 0 0 0
5 Dec 57.13 4.5 0.00 - 0 0 0
4 Dec 56.44 4.5 0.00 - 0 0 0
3 Dec 55.04 4.5 0.00 - 0 0 0
2 Dec 54.82 4.5 0.00 - 0 0 0
29 Nov 53.39 4.5 - 0 0 0


For Irb Infra Dev Ltd. - strike price 52 expiring on 26DEC2024

Delta for 52 CE is 0.00

Historical price for 52 CE is as follows

On 12 Dec IRB was trading at 58.42. The strike last trading price was 7.2, 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 7.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 10 Dec IRB was trading at 58.75. The strike last trading price was 7.2, which was 2.70 higher than the previous day. The implied volatity was 29.63, 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 4.5, 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 4.5, 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 4.5, 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 4.5, 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 4.5, 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 4.5, 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 4.5, 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 52 PE
Delta: -0.07
Vega: 0.02
Theta: -0.02
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 58.42 0.15 0.00 42.03 3 0 154
11 Dec 58.90 0.15 -0.05 42.48 76 16 155
10 Dec 58.75 0.2 0.05 44.99 120 23 139
9 Dec 59.40 0.15 -0.05 42.60 74 52 111
6 Dec 59.00 0.2 -0.20 40.36 91 3 60
5 Dec 57.13 0.4 -0.05 39.35 1 0 56
4 Dec 56.44 0.45 -0.40 37.27 41 13 56
3 Dec 55.04 0.85 -0.20 39.23 41 32 43
2 Dec 54.82 1.05 -0.70 41.89 58 10 11
29 Nov 53.39 1.75 45.66 3 1 1


For Irb Infra Dev Ltd. - strike price 52 expiring on 26DEC2024

Delta for 52 PE is -0.07

Historical price for 52 PE is as follows

On 12 Dec IRB was trading at 58.42. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 42.03, the open interest changed by 0 which decreased total open position to 154


On 11 Dec IRB was trading at 58.90. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 42.48, the open interest changed by 16 which increased total open position to 155


On 10 Dec IRB was trading at 58.75. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 44.99, the open interest changed by 23 which increased total open position to 139


On 9 Dec IRB was trading at 59.40. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 42.60, the open interest changed by 52 which increased total open position to 111


On 6 Dec IRB was trading at 59.00. The strike last trading price was 0.2, which was -0.20 lower than the previous day. The implied volatity was 40.36, the open interest changed by 3 which increased total open position to 60


On 5 Dec IRB was trading at 57.13. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 39.35, the open interest changed by 0 which decreased total open position to 56


On 4 Dec IRB was trading at 56.44. The strike last trading price was 0.45, which was -0.40 lower than the previous day. The implied volatity was 37.27, the open interest changed by 13 which increased total open position to 56


On 3 Dec IRB was trading at 55.04. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 39.23, the open interest changed by 32 which increased total open position to 43


On 2 Dec IRB was trading at 54.82. The strike last trading price was 1.05, which was -0.70 lower than the previous day. The implied volatity was 41.89, the open interest changed by 10 which increased total open position to 11


On 29 Nov IRB was trading at 53.39. The strike last trading price was 1.75, which was lower than the previous day. The implied volatity was 45.66, the open interest changed by 1 which increased total open position to 1