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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 57 CE
Delta: 0.64
Vega: 0.04
Theta: -0.06
Gamma: 0.09
Date Close Ltp Change IV Volume Change OI OI
12 Dec 58.08 2.3 -0.55 34.61 48 4 52
11 Dec 58.90 2.85 -0.15 35.69 376 -7 47
10 Dec 58.75 3 -0.35 34.69 132 5 56
9 Dec 59.40 3.35 0.15 33.91 49 -14 51
6 Dec 59.00 3.2 1.10 34.93 195 -41 66
5 Dec 57.13 2.1 0.35 35.54 324 26 106
4 Dec 56.44 1.75 0.50 34.78 283 4 80
3 Dec 55.04 1.25 -0.25 35.49 72 6 75
2 Dec 54.82 1.5 0.35 40.50 141 44 70
29 Nov 53.39 1.15 39.57 89 25 25

For Irb Infra Dev Ltd. - strike price 57 expiring on 26DEC2024

Delta for 57 CE is 0.64

Historical price for 57 CE is as follows

On 12 Dec IRB was trading at 58.08. The strike last trading price was 2.3, which was -0.55 lower than the previous day. The implied volatity was 34.61, the open interest changed by 4 which increased total open position to 52


On 11 Dec IRB was trading at 58.90. The strike last trading price was 2.85, which was -0.15 lower than the previous day. The implied volatity was 35.69, the open interest changed by -7 which decreased total open position to 47


On 10 Dec IRB was trading at 58.75. The strike last trading price was 3, which was -0.35 lower than the previous day. The implied volatity was 34.69, the open interest changed by 5 which increased total open position to 56


On 9 Dec IRB was trading at 59.40. The strike last trading price was 3.35, which was 0.15 higher than the previous day. The implied volatity was 33.91, the open interest changed by -14 which decreased total open position to 51


On 6 Dec IRB was trading at 59.00. The strike last trading price was 3.2, which was 1.10 higher than the previous day. The implied volatity was 34.93, the open interest changed by -41 which decreased total open position to 66


On 5 Dec IRB was trading at 57.13. The strike last trading price was 2.1, which was 0.35 higher than the previous day. The implied volatity was 35.54, the open interest changed by 26 which increased total open position to 106


On 4 Dec IRB was trading at 56.44. The strike last trading price was 1.75, which was 0.50 higher than the previous day. The implied volatity was 34.78, the open interest changed by 4 which increased total open position to 80


On 3 Dec IRB was trading at 55.04. The strike last trading price was 1.25, which was -0.25 lower than the previous day. The implied volatity was 35.49, the open interest changed by 6 which increased total open position to 75


On 2 Dec IRB was trading at 54.82. The strike last trading price was 1.5, which was 0.35 higher than the previous day. The implied volatity was 40.50, the open interest changed by 44 which increased total open position to 70


On 29 Nov IRB was trading at 53.39. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was 39.57, the open interest changed by 25 which increased total open position to 25


IRB 26DEC2024 57 PE
Delta: -0.35
Vega: 0.04
Theta: -0.04
Gamma: 0.10
Date Close Ltp Change IV Volume Change OI OI
12 Dec 58.08 0.95 0.20 33.66 78 27 155
11 Dec 58.90 0.75 -0.45 33.12 369 40 130
10 Dec 58.75 1.2 0.45 43.91 556 -68 90
9 Dec 59.40 0.75 -0.25 35.48 291 87 159
6 Dec 59.00 1 -0.75 35.37 163 32 73
5 Dec 57.13 1.75 -0.40 35.11 83 28 40
4 Dec 56.44 2.15 -3.20 35.56 36 12 12
3 Dec 55.04 5.35 0.00 - 0 0 0
2 Dec 54.82 5.35 0.00 - 0 0 0
29 Nov 53.39 5.35 - 0 0 0

For Irb Infra Dev Ltd. - strike price 57 expiring on 26DEC2024

Delta for 57 PE is -0.35

Historical price for 57 PE is as follows

On 12 Dec IRB was trading at 58.08. The strike last trading price was 0.95, which was 0.20 higher than the previous day. The implied volatity was 33.66, the open interest changed by 27 which increased total open position to 155


On 11 Dec IRB was trading at 58.90. The strike last trading price was 0.75, which was -0.45 lower than the previous day. The implied volatity was 33.12, the open interest changed by 40 which increased total open position to 130


On 10 Dec IRB was trading at 58.75. The strike last trading price was 1.2, which was 0.45 higher than the previous day. The implied volatity was 43.91, the open interest changed by -68 which decreased total open position to 90


On 9 Dec IRB was trading at 59.40. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 35.48, the open interest changed by 87 which increased total open position to 159


On 6 Dec IRB was trading at 59.00. The strike last trading price was 1, which was -0.75 lower than the previous day. The implied volatity was 35.37, the open interest changed by 32 which increased total open position to 73


On 5 Dec IRB was trading at 57.13. The strike last trading price was 1.75, which was -0.40 lower than the previous day. The implied volatity was 35.11, the open interest changed by 28 which increased total open position to 40


On 4 Dec IRB was trading at 56.44. The strike last trading price was 2.15, which was -3.20 lower than the previous day. The implied volatity was 35.56, the open interest changed by 12 which increased total open position to 12


On 3 Dec IRB was trading at 55.04. The strike last trading price was 5.35, 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 5.35, 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 5.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0