IRB
Irb Infra Dev Ltd.
Historical option data for IRB
12 Dec 2024 10:04 AM IST
| IRB 26DEC2024 66 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.02
Theta: -0.03
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 58.45 | 0.25 | -0.05 | 45.62 | 52 | 13 | 298 | |||
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| 11 Dec | 58.90 | 0.3 | -0.05 | 45.05 | 259 | 30 | 274 | |||
| 10 Dec | 58.75 | 0.35 | -0.10 | 44.56 | 1,197 | 52 | 244 | |||
| 9 Dec | 59.40 | 0.45 | 0.05 | 44.34 | 318 | 72 | 122 | |||
| 6 Dec | 59.00 | 0.4 | 41.40 | 74 | 50 | 50 | ||||
For Irb Infra Dev Ltd. - strike price 66 expiring on 26DEC2024
Delta for 66 CE is 0.10
Historical price for 66 CE is as follows
On 12 Dec IRB was trading at 58.45. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 45.62, the open interest changed by 13 which increased total open position to 298
On 11 Dec IRB was trading at 58.90. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 45.05, the open interest changed by 30 which increased total open position to 274
On 10 Dec IRB was trading at 58.75. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 44.56, the open interest changed by 52 which increased total open position to 244
On 9 Dec IRB was trading at 59.40. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 44.34, the open interest changed by 72 which increased total open position to 122
On 6 Dec IRB was trading at 59.00. The strike last trading price was 0.4, which was lower than the previous day. The implied volatity was 41.40, the open interest changed by 50 which increased total open position to 50
| IRB 26DEC2024 66 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 | 58.45 | 7.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 58.90 | 7.45 | 0.00 | 0.00 | 0 | 2 | 0 |
| 10 Dec | 58.75 | 7.45 | -5.10 | 55.73 | 2 | 1 | 1 |
| 9 Dec | 59.40 | 12.55 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 59.00 | 12.55 | - | 0 | 0 | 0 | |
For Irb Infra Dev Ltd. - strike price 66 expiring on 26DEC2024
Delta for 66 PE is 0.00
Historical price for 66 PE is as follows
On 12 Dec IRB was trading at 58.45. The strike last trading price was 7.45, 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 11 Dec IRB was trading at 58.90. The strike last trading price was 7.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 10 Dec IRB was trading at 58.75. The strike last trading price was 7.45, which was -5.10 lower than the previous day. The implied volatity was 55.73, the open interest changed by 1 which increased total open position to 1
On 9 Dec IRB was trading at 59.40. The strike last trading price was 12.55, 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 12.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
