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IRB
Irb Infra Dev Ltd.
58.07 -0.83 (-1.41%)

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Historical option data for IRB

12 Dec 2024 01:04 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
IRB 26DEC2024 55 CE
Delta: 0.80
Vega: 0.03
Theta: -0.05
Gamma: 0.07
Date Close Ltp Change IV Volume Change OI OI
12 Dec 58.08 3.8 -0.80 37.29 6 1 121
11 Dec 58.90 4.6 0.15 43.79 106 2 119
10 Dec 58.75 4.45 -0.60 31.95 238 -18 117
9 Dec 59.40 5.05 0.30 38.08 29 7 135
6 Dec 59.00 4.75 1.45 37.15 142 -31 128
5 Dec 57.13 3.3 0.50 36.04 116 3 161
4 Dec 56.44 2.8 0.70 34.48 334 -21 163
3 Dec 55.04 2.1 -0.30 35.52 224 0 191
2 Dec 54.82 2.4 0.60 41.63 954 111 190
29 Nov 53.39 1.8 38.96 297 70 70

For Irb Infra Dev Ltd. - strike price 55 expiring on 26DEC2024

Delta for 55 CE is 0.80

Historical price for 55 CE is as follows

On 12 Dec IRB was trading at 58.08. The strike last trading price was 3.8, which was -0.80 lower than the previous day. The implied volatity was 37.29, the open interest changed by 1 which increased total open position to 121


On 11 Dec IRB was trading at 58.90. The strike last trading price was 4.6, which was 0.15 higher than the previous day. The implied volatity was 43.79, the open interest changed by 2 which increased total open position to 119


On 10 Dec IRB was trading at 58.75. The strike last trading price was 4.45, which was -0.60 lower than the previous day. The implied volatity was 31.95, the open interest changed by -18 which decreased total open position to 117


On 9 Dec IRB was trading at 59.40. The strike last trading price was 5.05, which was 0.30 higher than the previous day. The implied volatity was 38.08, the open interest changed by 7 which increased total open position to 135


On 6 Dec IRB was trading at 59.00. The strike last trading price was 4.75, which was 1.45 higher than the previous day. The implied volatity was 37.15, the open interest changed by -31 which decreased total open position to 128


On 5 Dec IRB was trading at 57.13. The strike last trading price was 3.3, which was 0.50 higher than the previous day. The implied volatity was 36.04, the open interest changed by 3 which increased total open position to 161


On 4 Dec IRB was trading at 56.44. The strike last trading price was 2.8, which was 0.70 higher than the previous day. The implied volatity was 34.48, the open interest changed by -21 which decreased total open position to 163


On 3 Dec IRB was trading at 55.04. The strike last trading price was 2.1, which was -0.30 lower than the previous day. The implied volatity was 35.52, the open interest changed by 0 which decreased total open position to 191


On 2 Dec IRB was trading at 54.82. The strike last trading price was 2.4, which was 0.60 higher than the previous day. The implied volatity was 41.63, the open interest changed by 111 which increased total open position to 190


On 29 Nov IRB was trading at 53.39. The strike last trading price was 1.8, which was lower than the previous day. The implied volatity was 38.96, the open interest changed by 70 which increased total open position to 70


IRB 26DEC2024 55 PE
Delta: -0.18
Vega: 0.03
Theta: -0.03
Gamma: 0.07
Date Close Ltp Change IV Volume Change OI OI
12 Dec 58.08 0.4 0.05 34.33 113 -34 382
11 Dec 58.90 0.35 -0.25 35.30 708 53 416
10 Dec 58.75 0.6 0.20 43.17 960 100 364
9 Dec 59.40 0.4 -0.10 38.26 467 51 265
6 Dec 59.00 0.5 -0.50 36.06 435 80 214
5 Dec 57.13 1 -0.25 36.36 187 -23 133
4 Dec 56.44 1.25 -0.65 36.05 287 76 126
3 Dec 55.04 1.9 -0.30 37.27 63 37 48
2 Dec 54.82 2.2 -1.90 40.57 30 16 16
29 Nov 53.39 4.1 - 0 0 0

For Irb Infra Dev Ltd. - strike price 55 expiring on 26DEC2024

Delta for 55 PE is -0.18

Historical price for 55 PE is as follows

On 12 Dec IRB was trading at 58.08. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 34.33, the open interest changed by -34 which decreased total open position to 382


On 11 Dec IRB was trading at 58.90. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 35.30, the open interest changed by 53 which increased total open position to 416


On 10 Dec IRB was trading at 58.75. The strike last trading price was 0.6, which was 0.20 higher than the previous day. The implied volatity was 43.17, the open interest changed by 100 which increased total open position to 364


On 9 Dec IRB was trading at 59.40. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 38.26, the open interest changed by 51 which increased total open position to 265


On 6 Dec IRB was trading at 59.00. The strike last trading price was 0.5, which was -0.50 lower than the previous day. The implied volatity was 36.06, the open interest changed by 80 which increased total open position to 214


On 5 Dec IRB was trading at 57.13. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 36.36, the open interest changed by -23 which decreased total open position to 133


On 4 Dec IRB was trading at 56.44. The strike last trading price was 1.25, which was -0.65 lower than the previous day. The implied volatity was 36.05, the open interest changed by 76 which increased total open position to 126


On 3 Dec IRB was trading at 55.04. The strike last trading price was 1.9, which was -0.30 lower than the previous day. The implied volatity was 37.27, the open interest changed by 37 which increased total open position to 48


On 2 Dec IRB was trading at 54.82. The strike last trading price was 2.2, which was -1.90 lower than the previous day. The implied volatity was 40.57, the open interest changed by 16 which increased total open position to 16


On 29 Nov IRB was trading at 53.39. The strike last trading price was 4.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0