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Related Pages for IRB
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IRB
Irb Infra Dev Ltd.
58.4 -0.50 (-0.85%)

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Historical option data for IRB

12 Dec 2024 10:24 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
IRB 26DEC2024 56 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 4 0.00 0.00 0 36 0
11 Dec 58.90 4 0.35 47.29 231 36 176
10 Dec 58.75 3.65 -0.50 32.55 226 33 141
9 Dec 59.40 4.15 0.20 35.15 20 -2 109
6 Dec 59.00 3.95 1.35 36.10 107 -3 113
5 Dec 57.13 2.6 0.40 34.61 119 14 113
4 Dec 56.44 2.2 0.45 34.02 332 -7 99
3 Dec 55.04 1.75 -0.15 37.58 118 6 107
2 Dec 54.82 1.9 0.45 40.77 228 84 93
29 Nov 53.39 1.45 39.35 29 9 9

For Irb Infra Dev Ltd. - strike price 56 expiring on 26DEC2024

Delta for 56 CE is 0.00

Historical price for 56 CE is as follows

On 12 Dec IRB was trading at 58.42. The strike last trading price was 4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 36 which increased total open position to 0


On 11 Dec IRB was trading at 58.90. The strike last trading price was 4, which was 0.35 higher than the previous day. The implied volatity was 47.29, the open interest changed by 36 which increased total open position to 176


On 10 Dec IRB was trading at 58.75. The strike last trading price was 3.65, which was -0.50 lower than the previous day. The implied volatity was 32.55, the open interest changed by 33 which increased total open position to 141


On 9 Dec IRB was trading at 59.40. The strike last trading price was 4.15, which was 0.20 higher than the previous day. The implied volatity was 35.15, the open interest changed by -2 which decreased total open position to 109


On 6 Dec IRB was trading at 59.00. The strike last trading price was 3.95, which was 1.35 higher than the previous day. The implied volatity was 36.10, the open interest changed by -3 which decreased total open position to 113


On 5 Dec IRB was trading at 57.13. The strike last trading price was 2.6, which was 0.40 higher than the previous day. The implied volatity was 34.61, the open interest changed by 14 which increased total open position to 113


On 4 Dec IRB was trading at 56.44. The strike last trading price was 2.2, which was 0.45 higher than the previous day. The implied volatity was 34.02, the open interest changed by -7 which decreased total open position to 99


On 3 Dec IRB was trading at 55.04. The strike last trading price was 1.75, which was -0.15 lower than the previous day. The implied volatity was 37.58, the open interest changed by 6 which increased total open position to 107


On 2 Dec IRB was trading at 54.82. The strike last trading price was 1.9, which was 0.45 higher than the previous day. The implied volatity was 40.77, the open interest changed by 84 which increased total open position to 93


On 29 Nov IRB was trading at 53.39. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was 39.35, the open interest changed by 9 which increased total open position to 9


IRB 26DEC2024 56 PE
Delta: -0.24
Vega: 0.04
Theta: -0.04
Gamma: 0.08
Date Close Ltp Change IV Volume Change OI OI
12 Dec 58.42 0.6 0.10 35.05 27 -2 138
11 Dec 58.90 0.5 -0.30 33.69 312 18 146
10 Dec 58.75 0.8 0.25 41.90 622 32 129
9 Dec 59.40 0.55 -0.20 36.85 106 14 96
6 Dec 59.00 0.75 -0.55 36.47 126 28 83
5 Dec 57.13 1.3 -0.35 35.02 71 25 42
4 Dec 56.44 1.65 -3.05 35.62 34 17 17
3 Dec 55.04 4.7 0.00 - 0 0 0
2 Dec 54.82 4.7 0.00 - 0 0 0
29 Nov 53.39 4.7 - 0 0 0

For Irb Infra Dev Ltd. - strike price 56 expiring on 26DEC2024

Delta for 56 PE is -0.24

Historical price for 56 PE is as follows

On 12 Dec IRB was trading at 58.42. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 35.05, the open interest changed by -2 which decreased total open position to 138


On 11 Dec IRB was trading at 58.90. The strike last trading price was 0.5, which was -0.30 lower than the previous day. The implied volatity was 33.69, the open interest changed by 18 which increased total open position to 146


On 10 Dec IRB was trading at 58.75. The strike last trading price was 0.8, which was 0.25 higher than the previous day. The implied volatity was 41.90, the open interest changed by 32 which increased total open position to 129


On 9 Dec IRB was trading at 59.40. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 36.85, the open interest changed by 14 which increased total open position to 96


On 6 Dec IRB was trading at 59.00. The strike last trading price was 0.75, which was -0.55 lower than the previous day. The implied volatity was 36.47, the open interest changed by 28 which increased total open position to 83


On 5 Dec IRB was trading at 57.13. The strike last trading price was 1.3, which was -0.35 lower than the previous day. The implied volatity was 35.02, the open interest changed by 25 which increased total open position to 42


On 4 Dec IRB was trading at 56.44. The strike last trading price was 1.65, which was -3.05 lower than the previous day. The implied volatity was 35.62, the open interest changed by 17 which increased total open position to 17


On 3 Dec IRB was trading at 55.04. The strike last trading price was 4.7, 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 4.7, 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 4.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0