`
Related Pages for IRB
[--[65.84.65.76]--]
IRB
Irb Infra Dev Ltd.
58.38 -0.52 (-0.88%)

Back to Option Chain

Historical option data for IRB

12 Dec 2024 10:14 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
IRB 26DEC2024 54 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 58.33 5.45 0.00 0.00 0 11 0
11 Dec 58.90 5.45 0.25 45.62 23 12 50
10 Dec 58.75 5.2 -0.75 20.57 25 5 37
9 Dec 59.40 5.95 0.25 40.05 11 -5 31
6 Dec 59.00 5.7 1.90 41.41 35 0 35
5 Dec 57.13 3.8 0.30 31.01 18 4 35
4 Dec 56.44 3.5 0.75 35.43 40 -18 31
3 Dec 55.04 2.75 -0.15 37.54 28 2 48
2 Dec 54.82 2.9 0.60 41.29 391 -16 50
29 Nov 53.39 2.3 40.03 108 61 61

For Irb Infra Dev Ltd. - strike price 54 expiring on 26DEC2024

Delta for 54 CE is 0.00

Historical price for 54 CE is as follows

On 12 Dec IRB was trading at 58.33. The strike last trading price was 5.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0


On 11 Dec IRB was trading at 58.90. The strike last trading price was 5.45, which was 0.25 higher than the previous day. The implied volatity was 45.62, the open interest changed by 12 which increased total open position to 50


On 10 Dec IRB was trading at 58.75. The strike last trading price was 5.2, which was -0.75 lower than the previous day. The implied volatity was 20.57, the open interest changed by 5 which increased total open position to 37


On 9 Dec IRB was trading at 59.40. The strike last trading price was 5.95, which was 0.25 higher than the previous day. The implied volatity was 40.05, the open interest changed by -5 which decreased total open position to 31


On 6 Dec IRB was trading at 59.00. The strike last trading price was 5.7, which was 1.90 higher than the previous day. The implied volatity was 41.41, the open interest changed by 0 which decreased total open position to 35


On 5 Dec IRB was trading at 57.13. The strike last trading price was 3.8, which was 0.30 higher than the previous day. The implied volatity was 31.01, the open interest changed by 4 which increased total open position to 35


On 4 Dec IRB was trading at 56.44. The strike last trading price was 3.5, which was 0.75 higher than the previous day. The implied volatity was 35.43, the open interest changed by -18 which decreased total open position to 31


On 3 Dec IRB was trading at 55.04. The strike last trading price was 2.75, which was -0.15 lower than the previous day. The implied volatity was 37.54, the open interest changed by 2 which increased total open position to 48


On 2 Dec IRB was trading at 54.82. The strike last trading price was 2.9, which was 0.60 higher than the previous day. The implied volatity was 41.29, the open interest changed by -16 which decreased total open position to 50


On 29 Nov IRB was trading at 53.39. The strike last trading price was 2.3, which was lower than the previous day. The implied volatity was 40.03, the open interest changed by 61 which increased total open position to 61


IRB 26DEC2024 54 PE
Delta: -0.13
Vega: 0.02
Theta: -0.03
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
12 Dec 58.33 0.3 0.05 38.02 24 12 138
11 Dec 58.90 0.25 -0.20 37.19 152 7 119
10 Dec 58.75 0.45 0.15 44.62 180 31 111
9 Dec 59.40 0.3 -0.05 40.09 31 -1 77
6 Dec 59.00 0.35 -0.35 36.83 74 18 79
5 Dec 57.13 0.7 -0.20 36.23 44 23 61
4 Dec 56.44 0.9 -2.65 35.96 68 51 51
3 Dec 55.04 3.55 0.00 3.55 0 0 0
2 Dec 54.82 3.55 0.00 3.06 0 0 0
29 Nov 53.39 3.55 - 0 0 0

For Irb Infra Dev Ltd. - strike price 54 expiring on 26DEC2024

Delta for 54 PE is -0.13

Historical price for 54 PE is as follows

On 12 Dec IRB was trading at 58.33. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 38.02, the open interest changed by 12 which increased total open position to 138


On 11 Dec IRB was trading at 58.90. The strike last trading price was 0.25, which was -0.20 lower than the previous day. The implied volatity was 37.19, the open interest changed by 7 which increased total open position to 119


On 10 Dec IRB was trading at 58.75. The strike last trading price was 0.45, which was 0.15 higher than the previous day. The implied volatity was 44.62, the open interest changed by 31 which increased total open position to 111


On 9 Dec IRB was trading at 59.40. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 40.09, the open interest changed by -1 which decreased total open position to 77


On 6 Dec IRB was trading at 59.00. The strike last trading price was 0.35, which was -0.35 lower than the previous day. The implied volatity was 36.83, the open interest changed by 18 which increased total open position to 79


On 5 Dec IRB was trading at 57.13. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 36.23, the open interest changed by 23 which increased total open position to 61


On 4 Dec IRB was trading at 56.44. The strike last trading price was 0.9, which was -2.65 lower than the previous day. The implied volatity was 35.96, the open interest changed by 51 which increased total open position to 51


On 3 Dec IRB was trading at 55.04. The strike last trading price was 3.55, which was 0.00 lower than the previous day. The implied volatity was 3.55, 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 3.55, which was 0.00 lower than the previous day. The implied volatity was 3.06, 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 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0