IRB
Irb Infra Dev Ltd.
Historical option data for IRB
12 Dec 2024 01:14 PM IST
| IRB 26DEC2024 63 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.17
Vega: 0.03
Theta: -0.04
Gamma: 0.06
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
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| 12 Dec | 58.06 | 0.4 | -0.20 | 39.72 | 165 | -2 | 213 | |||
| 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 0.17
Historical price for 63 CE is as follows
On 12 Dec IRB was trading at 58.06. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 39.72, the open interest changed by -2 which decreased total open position to 213
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: -0.84
Vega: 0.03
Theta: -0.02
Gamma: 0.06
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 58.06 | 5.05 | 0.80 | 38.53 | 3 | 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 -0.84
Historical price for 63 PE is as follows
On 12 Dec IRB was trading at 58.06. The strike last trading price was 5.05, which was 0.80 higher than the previous day. The implied volatity was 38.53, 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
