IRB
Irb Infra Dev Ltd.
Historical option data for IRB
12 Dec 2024 01:04 PM IST
| IRB 26DEC2024 60 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 0.04
Theta: -0.06
Gamma: 0.09
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 58.08 | 1 | -0.35 | 37.01 | 791 | 68 | 1,039 | |||
| 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 | |||
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| 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 58.08. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 37.01, the open interest changed by 68 which increased total open position to 1039
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: -0.63
Vega: 0.04
Theta: -0.05
Gamma: 0.09
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 58.08 | 2.75 | 0.50 | 38.68 | 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 -0.63
Historical price for 60 PE is as follows
On 12 Dec IRB was trading at 58.08. The strike last trading price was 2.75, which was 0.50 higher than the previous day. The implied volatity was 38.68, 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
