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IRB
Irb Infra Dev Ltd.
58.16 -0.74 (-1.26%)

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Historical option data for IRB

12 Dec 2024 12:54 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
IRB 26DEC2024 53 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 58.20 6.2 0.00 0.00 0 -3 0
11 Dec 58.90 6.2 0.40 41.40 11 -1 142
10 Dec 58.75 5.8 -1.00 - 40 -13 144
9 Dec 59.40 6.8 0.40 38.13 2 0 158
6 Dec 59.00 6.4 2.05 34.00 22 -17 159
5 Dec 57.13 4.35 0.25 19.24 8 3 176
4 Dec 56.44 4.1 0.60 32.20 24 11 174
3 Dec 55.04 3.5 -0.05 40.30 7 1 164
2 Dec 54.82 3.55 0.95 42.50 292 157 160
29 Nov 53.39 2.6 37.65 4 3 3

For Irb Infra Dev Ltd. - strike price 53 expiring on 26DEC2024

Delta for 53 CE is 0.00

Historical price for 53 CE is as follows

On 12 Dec IRB was trading at 58.20. The strike last trading price was 6.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 11 Dec IRB was trading at 58.90. The strike last trading price was 6.2, which was 0.40 higher than the previous day. The implied volatity was 41.40, the open interest changed by -1 which decreased total open position to 142


On 10 Dec IRB was trading at 58.75. The strike last trading price was 5.8, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 144


On 9 Dec IRB was trading at 59.40. The strike last trading price was 6.8, which was 0.40 higher than the previous day. The implied volatity was 38.13, the open interest changed by 0 which decreased total open position to 158


On 6 Dec IRB was trading at 59.00. The strike last trading price was 6.4, which was 2.05 higher than the previous day. The implied volatity was 34.00, the open interest changed by -17 which decreased total open position to 159


On 5 Dec IRB was trading at 57.13. The strike last trading price was 4.35, which was 0.25 higher than the previous day. The implied volatity was 19.24, the open interest changed by 3 which increased total open position to 176


On 4 Dec IRB was trading at 56.44. The strike last trading price was 4.1, which was 0.60 higher than the previous day. The implied volatity was 32.20, the open interest changed by 11 which increased total open position to 174


On 3 Dec IRB was trading at 55.04. The strike last trading price was 3.5, which was -0.05 lower than the previous day. The implied volatity was 40.30, the open interest changed by 1 which increased total open position to 164


On 2 Dec IRB was trading at 54.82. The strike last trading price was 3.55, which was 0.95 higher than the previous day. The implied volatity was 42.50, the open interest changed by 157 which increased total open position to 160


On 29 Nov IRB was trading at 53.39. The strike last trading price was 2.6, which was lower than the previous day. The implied volatity was 37.65, the open interest changed by 3 which increased total open position to 3


IRB 26DEC2024 53 PE
Delta: -0.08
Vega: 0.02
Theta: -0.02
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
12 Dec 58.20 0.15 -0.05 36.02 6 0 85
11 Dec 58.90 0.2 -0.15 40.24 69 -45 85
10 Dec 58.75 0.35 0.15 46.72 171 20 130
9 Dec 59.40 0.2 -0.10 40.68 34 12 110
6 Dec 59.00 0.3 -0.20 40.00 36 -1 98
5 Dec 57.13 0.5 -0.15 36.95 73 -2 74
4 Dec 56.44 0.65 -0.50 36.52 114 38 77
3 Dec 55.04 1.15 -0.25 38.93 47 -1 38
2 Dec 54.82 1.4 -1.65 42.05 104 37 37
29 Nov 53.39 3.05 2.46 0 0 0

For Irb Infra Dev Ltd. - strike price 53 expiring on 26DEC2024

Delta for 53 PE is -0.08

Historical price for 53 PE is as follows

On 12 Dec IRB was trading at 58.20. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 36.02, the open interest changed by 0 which decreased total open position to 85


On 11 Dec IRB was trading at 58.90. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 40.24, the open interest changed by -45 which decreased total open position to 85


On 10 Dec IRB was trading at 58.75. The strike last trading price was 0.35, which was 0.15 higher than the previous day. The implied volatity was 46.72, the open interest changed by 20 which increased total open position to 130


On 9 Dec IRB was trading at 59.40. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 40.68, the open interest changed by 12 which increased total open position to 110


On 6 Dec IRB was trading at 59.00. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 40.00, the open interest changed by -1 which decreased total open position to 98


On 5 Dec IRB was trading at 57.13. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 36.95, the open interest changed by -2 which decreased total open position to 74


On 4 Dec IRB was trading at 56.44. The strike last trading price was 0.65, which was -0.50 lower than the previous day. The implied volatity was 36.52, the open interest changed by 38 which increased total open position to 77


On 3 Dec IRB was trading at 55.04. The strike last trading price was 1.15, which was -0.25 lower than the previous day. The implied volatity was 38.93, the open interest changed by -1 which decreased total open position to 38


On 2 Dec IRB was trading at 54.82. The strike last trading price was 1.4, which was -1.65 lower than the previous day. The implied volatity was 42.05, the open interest changed by 37 which increased total open position to 37


On 29 Nov IRB was trading at 53.39. The strike last trading price was 3.05, which was lower than the previous day. The implied volatity was 2.46, the open interest changed by 0 which decreased total open position to 0