IRB
Irb Infra Dev Ltd.
Historical option data for IRB
12 Dec 2024 01:04 PM IST
| IRB 26DEC2024 62 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.22
Vega: 0.03
Theta: -0.05
Gamma: 0.07
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 58.08 | 0.55 | -0.20 | 38.94 | 216 | -13 | 478 | |||
| 11 Dec | 58.90 | 0.75 | -0.20 | 38.54 | 831 | -39 | 490 | |||
| 10 Dec | 58.75 | 0.95 | -0.15 | 40.62 | 3,079 | 359 | 533 | |||
| 9 Dec | 59.40 | 1.1 | 0.15 | 39.38 | 431 | 48 | 177 | |||
| 6 Dec | 59.00 | 0.95 | 0.40 | 36.20 | 331 | 35 | 132 | |||
| 5 Dec | 57.13 | 0.55 | 0.10 | 37.14 | 128 | 31 | 96 | |||
| 4 Dec | 56.44 | 0.45 | 0.10 | 37.03 | 167 | 31 | 65 | |||
| 3 Dec | 55.04 | 0.35 | -0.10 | 39.32 | 135 | 10 | 35 | |||
| 2 Dec | 54.82 | 0.45 | 42.34 | 74 | 22 | 24 | ||||
For Irb Infra Dev Ltd. - strike price 62 expiring on 26DEC2024
Delta for 62 CE is 0.22
Historical price for 62 CE is as follows
On 12 Dec IRB was trading at 58.08. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 38.94, the open interest changed by -13 which decreased total open position to 478
On 11 Dec IRB was trading at 58.90. The strike last trading price was 0.75, which was -0.20 lower than the previous day. The implied volatity was 38.54, the open interest changed by -39 which decreased total open position to 490
On 10 Dec IRB was trading at 58.75. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 40.62, the open interest changed by 359 which increased total open position to 533
On 9 Dec IRB was trading at 59.40. The strike last trading price was 1.1, which was 0.15 higher than the previous day. The implied volatity was 39.38, the open interest changed by 48 which increased total open position to 177
On 6 Dec IRB was trading at 59.00. The strike last trading price was 0.95, which was 0.40 higher than the previous day. The implied volatity was 36.20, the open interest changed by 35 which increased total open position to 132
On 5 Dec IRB was trading at 57.13. The strike last trading price was 0.55, which was 0.10 higher than the previous day. The implied volatity was 37.14, the open interest changed by 31 which increased total open position to 96
On 4 Dec IRB was trading at 56.44. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 37.03, the open interest changed by 31 which increased total open position to 65
On 3 Dec IRB was trading at 55.04. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 39.32, the open interest changed by 10 which increased total open position to 35
On 2 Dec IRB was trading at 54.82. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was 42.34, the open interest changed by 22 which increased total open position to 24
| IRB 26DEC2024 62 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 58.08 | 3.45 | 0.00 | 0.00 | 0 | 9 | 0 |
| 11 Dec | 58.90 | 3.45 | -0.75 | 31.02 | 49 | 9 | 79 |
| 10 Dec | 58.75 | 4.2 | -4.90 | 51.15 | 230 | 70 | 70 |
| 9 Dec | 59.40 | 9.1 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 59.00 | 9.1 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 57.13 | 9.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 56.44 | 9.1 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 55.04 | 9.1 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 54.82 | 9.1 | - | 0 | 0 | 0 | |
For Irb Infra Dev Ltd. - strike price 62 expiring on 26DEC2024
Delta for 62 PE is 0.00
Historical price for 62 PE is as follows
On 12 Dec IRB was trading at 58.08. The strike last trading price was 3.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 11 Dec IRB was trading at 58.90. The strike last trading price was 3.45, which was -0.75 lower than the previous day. The implied volatity was 31.02, the open interest changed by 9 which increased total open position to 79
On 10 Dec IRB was trading at 58.75. The strike last trading price was 4.2, which was -4.90 lower than the previous day. The implied volatity was 51.15, the open interest changed by 70 which increased total open position to 70
On 9 Dec IRB was trading at 59.40. The strike last trading price was 9.1, 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 6 Dec IRB was trading at 59.00. The strike last trading price was 9.1, 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 5 Dec IRB was trading at 57.13. The strike last trading price was 9.1, 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 9.1, 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 9.1, 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 9.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
