IRB
Irb Infra Dev Ltd.
Historical option data for IRB
12 Dec 2024 01:14 PM IST
| IRB 26DEC2024 64 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.14
Vega: 0.03
Theta: -0.04
Gamma: 0.05
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
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| 12 Dec | 58.06 | 0.35 | -0.15 | 42.98 | 436 | 27 | 401 | |||
| 11 Dec | 58.90 | 0.5 | -0.05 | 42.87 | 818 | 41 | 375 | |||
| 10 Dec | 58.75 | 0.55 | -0.05 | 41.82 | 1,435 | 151 | 341 | |||
| 9 Dec | 59.40 | 0.6 | -0.05 | 39.31 | 209 | 33 | 190 | |||
| 6 Dec | 59.00 | 0.65 | 0.30 | 39.85 | 342 | 105 | 156 | |||
| 5 Dec | 57.13 | 0.35 | 0.10 | 39.65 | 91 | 45 | 50 | |||
| 4 Dec | 56.44 | 0.25 | 37.50 | 15 | 6 | 6 | ||||
For Irb Infra Dev Ltd. - strike price 64 expiring on 26DEC2024
Delta for 64 CE is 0.14
Historical price for 64 CE is as follows
On 12 Dec IRB was trading at 58.06. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 42.98, the open interest changed by 27 which increased total open position to 401
On 11 Dec IRB was trading at 58.90. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 42.87, the open interest changed by 41 which increased total open position to 375
On 10 Dec IRB was trading at 58.75. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 41.82, the open interest changed by 151 which increased total open position to 341
On 9 Dec IRB was trading at 59.40. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 39.31, the open interest changed by 33 which increased total open position to 190
On 6 Dec IRB was trading at 59.00. The strike last trading price was 0.65, which was 0.30 higher than the previous day. The implied volatity was 39.85, the open interest changed by 105 which increased total open position to 156
On 5 Dec IRB was trading at 57.13. The strike last trading price was 0.35, which was 0.10 higher than the previous day. The implied volatity was 39.65, the open interest changed by 45 which increased total open position to 50
On 4 Dec IRB was trading at 56.44. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was 37.50, the open interest changed by 6 which increased total open position to 6
| IRB 26DEC2024 64 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 | 58.06 | 4.85 | 0.00 | 0.00 | 0 | -1 | 0 |
| 11 Dec | 58.90 | 4.85 | -0.90 | - | 9 | -1 | 11 |
| 10 Dec | 58.75 | 5.75 | -5.00 | 53.28 | 34 | 11 | 11 |
| 9 Dec | 59.40 | 10.75 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 59.00 | 10.75 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 57.13 | 10.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 56.44 | 10.75 | - | 0 | 0 | 0 | |
For Irb Infra Dev Ltd. - strike price 64 expiring on 26DEC2024
Delta for 64 PE is 0.00
Historical price for 64 PE is as follows
On 12 Dec IRB was trading at 58.06. The strike last trading price was 4.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 11 Dec IRB was trading at 58.90. The strike last trading price was 4.85, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 11
On 10 Dec IRB was trading at 58.75. The strike last trading price was 5.75, which was -5.00 lower than the previous day. The implied volatity was 53.28, the open interest changed by 11 which increased total open position to 11
On 9 Dec IRB was trading at 59.40. The strike last trading price was 10.75, 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 10.75, 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 10.75, 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 10.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
