IRB
Irb Infra Dev Ltd.
Historical option data for IRB
12 Dec 2024 01:24 PM IST
| IRB 26DEC2024 68 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.01
Theta: -0.03
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 58.02 | 0.15 | -0.05 | 49.74 | 126 | 27 | 228 | |||
| 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 0.06
Historical price for 68 CE is as follows
On 12 Dec IRB was trading at 58.02. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 49.74, the open interest changed by 27 which increased total open position to 228
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: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 58.02 | 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 58.02. 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
