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

58.16 -0.74 (-1.26%)

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Historical option data for IRB

12 Dec 2024 12:54 PM IST
IRB 26DEC2024 66 CE
Delta: 0.09
Vega: 0.02
Theta: -0.03
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 58.20 0.2 -0.10 44.43 204 -12 273
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 0.09

Historical price for 66 CE is as follows

On 12 Dec IRB was trading at 58.20. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 44.43, the open interest changed by -12 which decreased total open position to 273


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
Date Close Ltp Change IV Volume Change OI OI
12 Dec 58.20 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 58.20. 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