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Related Pages for IRB
[--[65.84.65.76]--]
IRB
Irb Infra Dev Ltd.
58.04 -0.86 (-1.46%)

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Historical option data for IRB

12 Dec 2024 01:14 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
IRB 26DEC2024 59 CE
Delta: 0.44
Vega: 0.05
Theta: -0.06
Gamma: 0.10
Date Close Ltp Change IV Volume Change OI OI
12 Dec 58.06 1.25 -0.40 34.44 284 76 446
11 Dec 58.90 1.65 -0.30 34.71 4,161 67 370
10 Dec 58.75 1.95 -0.30 37.53 3,103 147 303
9 Dec 59.40 2.25 0.25 37.25 223 36 155
6 Dec 59.00 2 0.85 34.28 339 35 116
5 Dec 57.13 1.15 0.15 33.70 87 19 81
4 Dec 56.44 1 0.10 34.71 121 30 62
3 Dec 55.04 0.9 -0.10 40.19 4 0 33
2 Dec 54.82 1 0.30 42.38 44 12 33
29 Nov 53.39 0.7 39.96 37 22 22

For Irb Infra Dev Ltd. - strike price 59 expiring on 26DEC2024

Delta for 59 CE is 0.44

Historical price for 59 CE is as follows

On 12 Dec IRB was trading at 58.06. The strike last trading price was 1.25, which was -0.40 lower than the previous day. The implied volatity was 34.44, the open interest changed by 76 which increased total open position to 446


On 11 Dec IRB was trading at 58.90. The strike last trading price was 1.65, which was -0.30 lower than the previous day. The implied volatity was 34.71, the open interest changed by 67 which increased total open position to 370


On 10 Dec IRB was trading at 58.75. The strike last trading price was 1.95, which was -0.30 lower than the previous day. The implied volatity was 37.53, the open interest changed by 147 which increased total open position to 303


On 9 Dec IRB was trading at 59.40. The strike last trading price was 2.25, which was 0.25 higher than the previous day. The implied volatity was 37.25, the open interest changed by 36 which increased total open position to 155


On 6 Dec IRB was trading at 59.00. The strike last trading price was 2, which was 0.85 higher than the previous day. The implied volatity was 34.28, the open interest changed by 35 which increased total open position to 116


On 5 Dec IRB was trading at 57.13. The strike last trading price was 1.15, which was 0.15 higher than the previous day. The implied volatity was 33.70, the open interest changed by 19 which increased total open position to 81


On 4 Dec IRB was trading at 56.44. The strike last trading price was 1, which was 0.10 higher than the previous day. The implied volatity was 34.71, the open interest changed by 30 which increased total open position to 62


On 3 Dec IRB was trading at 55.04. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 40.19, the open interest changed by 0 which decreased total open position to 33


On 2 Dec IRB was trading at 54.82. The strike last trading price was 1, which was 0.30 higher than the previous day. The implied volatity was 42.38, the open interest changed by 12 which increased total open position to 33


On 29 Nov IRB was trading at 53.39. The strike last trading price was 0.7, which was lower than the previous day. The implied volatity was 39.96, the open interest changed by 22 which increased total open position to 22


IRB 26DEC2024 59 PE
Delta: -0.55
Vega: 0.05
Theta: -0.05
Gamma: 0.09
Date Close Ltp Change IV Volume Change OI OI
12 Dec 58.06 2.05 0.45 36.59 138 0 315
11 Dec 58.90 1.6 -0.50 33.70 1,131 160 316
10 Dec 58.75 2.1 0.55 44.83 985 64 155
9 Dec 59.40 1.55 -0.25 36.76 149 42 91
6 Dec 59.00 1.8 -4.95 34.87 79 49 49
5 Dec 57.13 6.75 0.00 - 0 0 0
4 Dec 56.44 6.75 0.00 - 0 0 0
3 Dec 55.04 6.75 0.00 - 0 0 0
2 Dec 54.82 6.75 0.00 0.00 0 0 0
29 Nov 53.39 6.75 - 0 0 0

For Irb Infra Dev Ltd. - strike price 59 expiring on 26DEC2024

Delta for 59 PE is -0.55

Historical price for 59 PE is as follows

On 12 Dec IRB was trading at 58.06. The strike last trading price was 2.05, which was 0.45 higher than the previous day. The implied volatity was 36.59, the open interest changed by 0 which decreased total open position to 315


On 11 Dec IRB was trading at 58.90. The strike last trading price was 1.6, which was -0.50 lower than the previous day. The implied volatity was 33.70, the open interest changed by 160 which increased total open position to 316


On 10 Dec IRB was trading at 58.75. The strike last trading price was 2.1, which was 0.55 higher than the previous day. The implied volatity was 44.83, the open interest changed by 64 which increased total open position to 155


On 9 Dec IRB was trading at 59.40. The strike last trading price was 1.55, which was -0.25 lower than the previous day. The implied volatity was 36.76, the open interest changed by 42 which increased total open position to 91


On 6 Dec IRB was trading at 59.00. The strike last trading price was 1.8, which was -4.95 lower than the previous day. The implied volatity was 34.87, the open interest changed by 49 which increased total open position to 49


On 5 Dec IRB was trading at 57.13. The strike last trading price was 6.75, 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 4 Dec IRB was trading at 56.44. The strike last trading price was 6.75, 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 3 Dec IRB was trading at 55.04. The strike last trading price was 6.75, 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 6.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 6.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0