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[--[65.84.65.76]--]
IRB
Irb Infra Dev Ltd.

58.4 -0.50 (-0.85%)

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Historical option data for IRB

12 Dec 2024 10:14 AM IST
IRB 26DEC2024 63 CE
Delta: 0.19
Vega: 0.03
Theta: -0.05
Gamma: 0.06
Date Close Ltp Change IV Volume Change OI OI
12 Dec 58.33 0.45 -0.15 39.78 24 -1 214
11 Dec 58.90 0.6 -0.15 40.51 302 20 217
10 Dec 58.75 0.75 -0.10 41.86 736 160 196
9 Dec 59.40 0.85 0.85 40.03 72 24 24
6 Dec 59.00 0 0.00 0.00 0 0 0
5 Dec 57.13 0 0.00 0.00 0 0 0
4 Dec 56.44 0 0.00 0 0 0


For Irb Infra Dev Ltd. - strike price 63 expiring on 26DEC2024

Delta for 63 CE is 0.19

Historical price for 63 CE is as follows

On 12 Dec IRB was trading at 58.33. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 39.78, the open interest changed by -1 which decreased total open position to 214


On 11 Dec IRB was trading at 58.90. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 40.51, the open interest changed by 20 which increased total open position to 217


On 10 Dec IRB was trading at 58.75. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was 41.86, the open interest changed by 160 which increased total open position to 196


On 9 Dec IRB was trading at 59.40. The strike last trading price was 0.85, which was 0.85 higher than the previous day. The implied volatity was 40.03, the open interest changed by 24 which increased total open position to 24


On 6 Dec IRB was trading at 59.00. 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 5 Dec IRB was trading at 57.13. 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 4 Dec IRB was trading at 56.44. 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 63 PE
Delta: -0.81
Vega: 0.03
Theta: -0.03
Gamma: 0.06
Date Close Ltp Change IV Volume Change OI OI
12 Dec 58.33 4.9 0.65 40.58 1 0 9
11 Dec 58.90 4.25 -0.60 30.14 2 0 9
10 Dec 58.75 4.85 -5.05 49.77 20 9 9
9 Dec 59.40 9.9 9.90 - 0 0 0
6 Dec 59.00 0 0.00 0.00 0 0 0
5 Dec 57.13 0 0.00 0.00 0 0 0
4 Dec 56.44 0 0.00 0 0 0


For Irb Infra Dev Ltd. - strike price 63 expiring on 26DEC2024

Delta for 63 PE is -0.81

Historical price for 63 PE is as follows

On 12 Dec IRB was trading at 58.33. The strike last trading price was 4.9, which was 0.65 higher than the previous day. The implied volatity was 40.58, the open interest changed by 0 which decreased total open position to 9


On 11 Dec IRB was trading at 58.90. The strike last trading price was 4.25, which was -0.60 lower than the previous day. The implied volatity was 30.14, the open interest changed by 0 which decreased total open position to 9


On 10 Dec IRB was trading at 58.75. The strike last trading price was 4.85, which was -5.05 lower than the previous day. The implied volatity was 49.77, the open interest changed by 9 which increased total open position to 9


On 9 Dec IRB was trading at 59.40. The strike last trading price was 9.9, which was 9.90 higher 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 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 5 Dec IRB was trading at 57.13. 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 4 Dec IRB was trading at 56.44. 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