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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 58 CE
Delta: 0.57
Vega: 0.05
Theta: -0.06
Gamma: 0.10
Date Close Ltp Change IV Volume Change OI OI
12 Dec 58.42 1.95 -0.25 35.41 71 9 290
11 Dec 58.90 2.2 -0.25 35.10 1,703 46 280
10 Dec 58.75 2.45 -0.35 36.61 586 81 238
9 Dec 59.40 2.8 0.20 36.63 154 -56 158
6 Dec 59.00 2.6 1.05 35.36 394 37 214
5 Dec 57.13 1.55 0.25 34.00 260 9 177
4 Dec 56.44 1.3 0.30 34.05 340 4 168
3 Dec 55.04 1 -0.20 36.77 74 31 164
2 Dec 54.82 1.2 0.30 40.94 436 117 132
29 Nov 53.39 0.9 40.40 30 15 15

For Irb Infra Dev Ltd. - strike price 58 expiring on 26DEC2024

Delta for 58 CE is 0.57

Historical price for 58 CE is as follows

On 12 Dec IRB was trading at 58.42. The strike last trading price was 1.95, which was -0.25 lower than the previous day. The implied volatity was 35.41, the open interest changed by 9 which increased total open position to 290


On 11 Dec IRB was trading at 58.90. The strike last trading price was 2.2, which was -0.25 lower than the previous day. The implied volatity was 35.10, the open interest changed by 46 which increased total open position to 280


On 10 Dec IRB was trading at 58.75. The strike last trading price was 2.45, which was -0.35 lower than the previous day. The implied volatity was 36.61, the open interest changed by 81 which increased total open position to 238


On 9 Dec IRB was trading at 59.40. The strike last trading price was 2.8, which was 0.20 higher than the previous day. The implied volatity was 36.63, the open interest changed by -56 which decreased total open position to 158


On 6 Dec IRB was trading at 59.00. The strike last trading price was 2.6, which was 1.05 higher than the previous day. The implied volatity was 35.36, the open interest changed by 37 which increased total open position to 214


On 5 Dec IRB was trading at 57.13. The strike last trading price was 1.55, which was 0.25 higher than the previous day. The implied volatity was 34.00, the open interest changed by 9 which increased total open position to 177


On 4 Dec IRB was trading at 56.44. The strike last trading price was 1.3, which was 0.30 higher than the previous day. The implied volatity was 34.05, the open interest changed by 4 which increased total open position to 168


On 3 Dec IRB was trading at 55.04. The strike last trading price was 1, which was -0.20 lower than the previous day. The implied volatity was 36.77, the open interest changed by 31 which increased total open position to 164


On 2 Dec IRB was trading at 54.82. The strike last trading price was 1.2, which was 0.30 higher than the previous day. The implied volatity was 40.94, the open interest changed by 117 which increased total open position to 132


On 29 Nov IRB was trading at 53.39. The strike last trading price was 0.9, which was lower than the previous day. The implied volatity was 40.40, the open interest changed by 15 which increased total open position to 15


IRB 26DEC2024 58 PE
Delta: -0.42
Vega: 0.05
Theta: -0.05
Gamma: 0.10
Date Close Ltp Change IV Volume Change OI OI
12 Dec 58.42 1.3 0.20 34.86 66 22 259
11 Dec 58.90 1.1 -0.50 32.87 1,015 105 239
10 Dec 58.75 1.6 0.50 44.10 838 -6 134
9 Dec 59.40 1.1 -0.20 35.98 180 53 140
6 Dec 59.00 1.3 -1.00 33.98 210 70 87
5 Dec 57.13 2.3 -0.45 35.53 27 16 17
4 Dec 56.44 2.75 -3.30 36.11 1 0 0
3 Dec 55.04 6.05 0.00 - 0 0 0
2 Dec 54.82 6.05 0.00 - 0 0 0
29 Nov 53.39 6.05 - 0 0 0

For Irb Infra Dev Ltd. - strike price 58 expiring on 26DEC2024

Delta for 58 PE is -0.42

Historical price for 58 PE is as follows

On 12 Dec IRB was trading at 58.42. The strike last trading price was 1.3, which was 0.20 higher than the previous day. The implied volatity was 34.86, the open interest changed by 22 which increased total open position to 259


On 11 Dec IRB was trading at 58.90. The strike last trading price was 1.1, which was -0.50 lower than the previous day. The implied volatity was 32.87, the open interest changed by 105 which increased total open position to 239


On 10 Dec IRB was trading at 58.75. The strike last trading price was 1.6, which was 0.50 higher than the previous day. The implied volatity was 44.10, the open interest changed by -6 which decreased total open position to 134


On 9 Dec IRB was trading at 59.40. The strike last trading price was 1.1, which was -0.20 lower than the previous day. The implied volatity was 35.98, the open interest changed by 53 which increased total open position to 140


On 6 Dec IRB was trading at 59.00. The strike last trading price was 1.3, which was -1.00 lower than the previous day. The implied volatity was 33.98, the open interest changed by 70 which increased total open position to 87


On 5 Dec IRB was trading at 57.13. The strike last trading price was 2.3, which was -0.45 lower than the previous day. The implied volatity was 35.53, the open interest changed by 16 which increased total open position to 17


On 4 Dec IRB was trading at 56.44. The strike last trading price was 2.75, which was -3.30 lower than the previous day. The implied volatity was 36.11, the open interest changed by 0 which decreased total open position to 0


On 3 Dec IRB was trading at 55.04. The strike last trading price was 6.05, 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 6.05, 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 6.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0