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

58.37 -0.53 (-0.90%)

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Historical option data for IRB

12 Dec 2024 10:04 AM IST
IRB 26DEC2024 68 CE
Delta: 0.08
Vega: 0.02
Theta: -0.03
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 58.45 0.2 0.00 50.98 62 20 221
11 Dec 58.90 0.2 0.00 48.17 218 -11 200
10 Dec 58.75 0.2 -0.10 45.72 951 202 210
9 Dec 59.40 0.3 46.97 13 4 4


For Irb Infra Dev Ltd. - strike price 68 expiring on 26DEC2024

Delta for 68 CE is 0.08

Historical price for 68 CE is as follows

On 12 Dec IRB was trading at 58.45. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 50.98, the open interest changed by 20 which increased total open position to 221


On 11 Dec IRB was trading at 58.90. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 48.17, the open interest changed by -11 which decreased total open position to 200


On 10 Dec IRB was trading at 58.75. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 45.72, the open interest changed by 202 which increased total open position to 210


On 9 Dec IRB was trading at 59.40. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was 46.97, the open interest changed by 4 which increased total open position to 4


IRB 26DEC2024 68 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 58.45 14.35 0.00 - 0 0 0
11 Dec 58.90 14.35 0.00 - 0 0 0
10 Dec 58.75 14.35 0.00 - 0 0 0
9 Dec 59.40 14.35 - 0 0 0


For Irb Infra Dev Ltd. - strike price 68 expiring on 26DEC2024

Delta for 68 PE is -

Historical price for 68 PE is as follows

On 12 Dec IRB was trading at 58.45. The strike last trading price was 14.35, 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 11 Dec IRB was trading at 58.90. The strike last trading price was 14.35, 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 10 Dec IRB was trading at 58.75. The strike last trading price was 14.35, 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 9 Dec IRB was trading at 59.40. The strike last trading price was 14.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0