IRB
Irb Infra Dev Ltd.
Historical option data for IRB
12 Dec 2024 01:04 PM IST
IRB 26DEC2024 54 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 | |||
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12 Dec | 58.08 | 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 58.08. 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 | |||||||
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Delta: -0.12
Vega: 0.02
Theta: -0.03
Gamma: 0.05
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 58.08 | 0.25 | 0.00 | 34.85 | 37 | 8 | 134 |
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 -0.12
Historical price for 54 PE is as follows
On 12 Dec IRB was trading at 58.08. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 34.85, the open interest changed by 8 which increased total open position to 134
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