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IRB
Irb Infra Dev Ltd.
58.11 -0.79 (-1.34%)

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Historical option data for IRB

12 Dec 2024 12:54 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
IRB 26DEC2024 60 CE
Delta: 0.36
Vega: 0.04
Theta: -0.06
Gamma: 0.09
Date Close Ltp Change IV Volume Change OI OI
12 Dec 58.20 0.95 -0.40 34.91 785 66 1,037
11 Dec 58.90 1.35 -0.15 37.64 2,504 63 981
10 Dec 58.75 1.5 -0.25 37.68 3,341 427 919
9 Dec 59.40 1.75 0.15 37.19 846 50 493
6 Dec 59.00 1.6 0.65 35.38 1,323 167 441
5 Dec 57.13 0.95 0.20 35.93 595 35 275
4 Dec 56.44 0.75 0.20 35.06 685 19 242
3 Dec 55.04 0.55 -0.15 36.89 191 45 224
2 Dec 54.82 0.7 0.15 40.58 477 60 179
29 Nov 53.39 0.55 40.42 297 119 119

For Irb Infra Dev Ltd. - strike price 60 expiring on 26DEC2024

Delta for 60 CE is 0.36

Historical price for 60 CE is as follows

On 12 Dec IRB was trading at 58.20. The strike last trading price was 0.95, which was -0.40 lower than the previous day. The implied volatity was 34.91, the open interest changed by 66 which increased total open position to 1037


On 11 Dec IRB was trading at 58.90. The strike last trading price was 1.35, which was -0.15 lower than the previous day. The implied volatity was 37.64, the open interest changed by 63 which increased total open position to 981


On 10 Dec IRB was trading at 58.75. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 37.68, the open interest changed by 427 which increased total open position to 919


On 9 Dec IRB was trading at 59.40. The strike last trading price was 1.75, which was 0.15 higher than the previous day. The implied volatity was 37.19, the open interest changed by 50 which increased total open position to 493


On 6 Dec IRB was trading at 59.00. The strike last trading price was 1.6, which was 0.65 higher than the previous day. The implied volatity was 35.38, the open interest changed by 167 which increased total open position to 441


On 5 Dec IRB was trading at 57.13. The strike last trading price was 0.95, which was 0.20 higher than the previous day. The implied volatity was 35.93, the open interest changed by 35 which increased total open position to 275


On 4 Dec IRB was trading at 56.44. The strike last trading price was 0.75, which was 0.20 higher than the previous day. The implied volatity was 35.06, the open interest changed by 19 which increased total open position to 242


On 3 Dec IRB was trading at 55.04. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 36.89, the open interest changed by 45 which increased total open position to 224


On 2 Dec IRB was trading at 54.82. The strike last trading price was 0.7, which was 0.15 higher than the previous day. The implied volatity was 40.58, the open interest changed by 60 which increased total open position to 179


On 29 Nov IRB was trading at 53.39. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was 40.42, the open interest changed by 119 which increased total open position to 119


IRB 26DEC2024 60 PE
Delta: -0.62
Vega: 0.04
Theta: -0.05
Gamma: 0.08
Date Close Ltp Change IV Volume Change OI OI
12 Dec 58.20 2.75 0.50 40.25 68 11 355
11 Dec 58.90 2.25 -0.40 35.63 2,376 107 341
10 Dec 58.75 2.65 0.60 45.09 2,819 184 234
9 Dec 59.40 2.05 -0.30 36.77 100 25 49
6 Dec 59.00 2.35 -5.15 35.15 50 22 22
5 Dec 57.13 7.5 0.00 - 0 0 0
4 Dec 56.44 7.5 0.00 - 0 0 0
3 Dec 55.04 7.5 0.00 - 0 0 0
2 Dec 54.82 7.5 0.00 - 0 0 0
29 Nov 53.39 7.5 - 0 0 0

For Irb Infra Dev Ltd. - strike price 60 expiring on 26DEC2024

Delta for 60 PE is -0.62

Historical price for 60 PE is as follows

On 12 Dec IRB was trading at 58.20. The strike last trading price was 2.75, which was 0.50 higher than the previous day. The implied volatity was 40.25, the open interest changed by 11 which increased total open position to 355


On 11 Dec IRB was trading at 58.90. The strike last trading price was 2.25, which was -0.40 lower than the previous day. The implied volatity was 35.63, the open interest changed by 107 which increased total open position to 341


On 10 Dec IRB was trading at 58.75. The strike last trading price was 2.65, which was 0.60 higher than the previous day. The implied volatity was 45.09, the open interest changed by 184 which increased total open position to 234


On 9 Dec IRB was trading at 59.40. The strike last trading price was 2.05, which was -0.30 lower than the previous day. The implied volatity was 36.77, the open interest changed by 25 which increased total open position to 49


On 6 Dec IRB was trading at 59.00. The strike last trading price was 2.35, which was -5.15 lower than the previous day. The implied volatity was 35.15, the open interest changed by 22 which increased total open position to 22


On 5 Dec IRB was trading at 57.13. The strike last trading price was 7.5, 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 7.5, 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 7.5, 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 7.5, 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 7.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0