IRB
Irb Infra Dev Ltd.
Historical option data for IRB
12 Dec 2024 01:24 PM IST
| IRB 26DEC2024 61 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.28
Vega: 0.04
Theta: -0.05
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 58.02 | 0.7 | -0.30 | 37.29 | 147 | -2 | 330 | |||
| 11 Dec | 58.90 | 1 | -0.20 | 37.78 | 882 | 10 | 330 | |||
| 10 Dec | 58.75 | 1.2 | -0.15 | 39.31 | 1,644 | 272 | 322 | |||
| 9 Dec | 59.40 | 1.35 | 0.05 | 37.48 | 160 | 10 | 52 | |||
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| 6 Dec | 59.00 | 1.3 | 0.05 | 36.91 | 119 | 43 | 43 | |||
| 5 Dec | 57.13 | 1.25 | 1.25 | 8.66 | 0 | 0 | 0 | |||
| 4 Dec | 56.44 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 55.04 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 54.82 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Irb Infra Dev Ltd. - strike price 61 expiring on 26DEC2024
Delta for 61 CE is 0.28
Historical price for 61 CE is as follows
On 12 Dec IRB was trading at 58.02. The strike last trading price was 0.7, which was -0.30 lower than the previous day. The implied volatity was 37.29, the open interest changed by -2 which decreased total open position to 330
On 11 Dec IRB was trading at 58.90. The strike last trading price was 1, which was -0.20 lower than the previous day. The implied volatity was 37.78, the open interest changed by 10 which increased total open position to 330
On 10 Dec IRB was trading at 58.75. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 39.31, the open interest changed by 272 which increased total open position to 322
On 9 Dec IRB was trading at 59.40. The strike last trading price was 1.35, which was 0.05 higher than the previous day. The implied volatity was 37.48, the open interest changed by 10 which increased total open position to 52
On 6 Dec IRB was trading at 59.00. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was 36.91, the open interest changed by 43 which increased total open position to 43
On 5 Dec IRB was trading at 57.13. The strike last trading price was 1.25, which was 1.25 higher than the previous day. The implied volatity was 8.66, 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 0, 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 3 Dec IRB was trading at 55.04. The strike last trading price was 0, 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 2 Dec IRB was trading at 54.82. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| IRB 26DEC2024 61 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.74
Vega: 0.04
Theta: -0.03
Gamma: 0.08
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 58.02 | 3.35 | 0.45 | 34.84 | 20 | -3 | 121 |
| 11 Dec | 58.90 | 2.9 | -0.55 | 35.72 | 812 | 23 | 124 |
| 10 Dec | 58.75 | 3.45 | 0.75 | 49.16 | 511 | 74 | 100 |
| 9 Dec | 59.40 | 2.7 | -0.20 | 38.15 | 28 | 22 | 25 |
| 6 Dec | 59.00 | 2.9 | -5.35 | 33.92 | 3 | 1 | 1 |
| 5 Dec | 57.13 | 8.25 | 8.25 | - | 0 | 0 | 0 |
| 4 Dec | 56.44 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 55.04 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 54.82 | 0 | 0.00 | 0 | 0 | 0 | |
For Irb Infra Dev Ltd. - strike price 61 expiring on 26DEC2024
Delta for 61 PE is -0.74
Historical price for 61 PE is as follows
On 12 Dec IRB was trading at 58.02. The strike last trading price was 3.35, which was 0.45 higher than the previous day. The implied volatity was 34.84, the open interest changed by -3 which decreased total open position to 121
On 11 Dec IRB was trading at 58.90. The strike last trading price was 2.9, which was -0.55 lower than the previous day. The implied volatity was 35.72, the open interest changed by 23 which increased total open position to 124
On 10 Dec IRB was trading at 58.75. The strike last trading price was 3.45, which was 0.75 higher than the previous day. The implied volatity was 49.16, the open interest changed by 74 which increased total open position to 100
On 9 Dec IRB was trading at 59.40. The strike last trading price was 2.7, which was -0.20 lower than the previous day. The implied volatity was 38.15, the open interest changed by 22 which increased total open position to 25
On 6 Dec IRB was trading at 59.00. The strike last trading price was 2.9, which was -5.35 lower than the previous day. The implied volatity was 33.92, the open interest changed by 1 which increased total open position to 1
On 5 Dec IRB was trading at 57.13. The strike last trading price was 8.25, which was 8.25 higher 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 0, 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 3 Dec IRB was trading at 55.04. The strike last trading price was 0, 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 2 Dec IRB was trading at 54.82. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
