POONAWALLA
Poonawalla Fincorp Ltd
Historical option data for POONAWALLA
04 Apr 2025 04:13 PM IST
| POONAWALLA 24APR2025 345 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 0.30
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 353.05 | 16.7 | -5.2 | 31.84 | 99 | 1 | 87 | |||
| 3 Apr | 362.50 | 22 | 5.2 | 20.87 | 100 | 2 | 84 | |||
| 2 Apr | 348.25 | 16.8 | 2.25 | 39.46 | 73 | 6 | 83 | |||
| 1 Apr | 349.40 | 14.3 | -1.05 | 32.74 | 83 | 0 | 77 | |||
| 28 Mar | 350.45 | 15.1 | 0.3 | 32.39 | 216 | 47 | 77 | |||
| 27 Mar | 338.60 | 14.8 | -0.65 | 43.93 | 42 | -3 | 30 | |||
| 26 Mar | 342.25 | 15.75 | 0.65 | 42.65 | 117 | 14 | 33 | |||
| 25 Mar | 346.55 | 15.1 | -0.4 | 34.31 | 41 | 11 | 18 | |||
| 24 Mar | 347.30 | 15.5 | 10.8 | 32.05 | 22 | 7 | 7 | |||
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| 21 Mar | 334.80 | 4.7 | 0 | 2.47 | 0 | 0 | 0 | |||
| 20 Mar | 318.20 | 4.7 | 0 | 6.98 | 0 | 0 | 0 | |||
| 19 Mar | 323.60 | 4.7 | 0 | 5.50 | 0 | 0 | 0 | |||
For Poonawalla Fincorp Ltd - strike price 345 expiring on 24APR2025
Delta for 345 CE is 0.68
Historical price for 345 CE is as follows
On 4 Apr POONAWALLA was trading at 353.05. The strike last trading price was 16.7, which was -5.2 lower than the previous day. The implied volatity was 31.84, the open interest changed by 1 which increased total open position to 87
On 3 Apr POONAWALLA was trading at 362.50. The strike last trading price was 22, which was 5.2 higher than the previous day. The implied volatity was 20.87, the open interest changed by 2 which increased total open position to 84
On 2 Apr POONAWALLA was trading at 348.25. The strike last trading price was 16.8, which was 2.25 higher than the previous day. The implied volatity was 39.46, the open interest changed by 6 which increased total open position to 83
On 1 Apr POONAWALLA was trading at 349.40. The strike last trading price was 14.3, which was -1.05 lower than the previous day. The implied volatity was 32.74, the open interest changed by 0 which decreased total open position to 77
On 28 Mar POONAWALLA was trading at 350.45. The strike last trading price was 15.1, which was 0.3 higher than the previous day. The implied volatity was 32.39, the open interest changed by 47 which increased total open position to 77
On 27 Mar POONAWALLA was trading at 338.60. The strike last trading price was 14.8, which was -0.65 lower than the previous day. The implied volatity was 43.93, the open interest changed by -3 which decreased total open position to 30
On 26 Mar POONAWALLA was trading at 342.25. The strike last trading price was 15.75, which was 0.65 higher than the previous day. The implied volatity was 42.65, the open interest changed by 14 which increased total open position to 33
On 25 Mar POONAWALLA was trading at 346.55. The strike last trading price was 15.1, which was -0.4 lower than the previous day. The implied volatity was 34.31, the open interest changed by 11 which increased total open position to 18
On 24 Mar POONAWALLA was trading at 347.30. The strike last trading price was 15.5, which was 10.8 higher than the previous day. The implied volatity was 32.05, the open interest changed by 7 which increased total open position to 7
On 21 Mar POONAWALLA was trading at 334.80. The strike last trading price was 4.7, which was 0 lower than the previous day. The implied volatity was 2.47, the open interest changed by 0 which decreased total open position to 0
On 20 Mar POONAWALLA was trading at 318.20. The strike last trading price was 4.7, which was 0 lower than the previous day. The implied volatity was 6.98, the open interest changed by 0 which decreased total open position to 0
On 19 Mar POONAWALLA was trading at 323.60. The strike last trading price was 4.7, which was 0 lower than the previous day. The implied volatity was 5.50, the open interest changed by 0 which decreased total open position to 0
| POONAWALLA 24APR2025 345 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 0.31
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 353.05 | 10.7 | 2.65 | 47.77 | 139 | -12 | 78 |
| 3 Apr | 362.50 | 7.95 | -5.1 | 48.35 | 171 | 22 | 83 |
| 2 Apr | 348.25 | 13.05 | -3.25 | 47.33 | 52 | 13 | 61 |
| 1 Apr | 349.40 | 16.55 | -0.1 | 55.47 | 85 | 8 | 47 |
| 28 Mar | 350.45 | 17.6 | -3.55 | 54.11 | 173 | 22 | 39 |
| 27 Mar | 338.60 | 21.15 | -0.5 | 51.37 | 19 | 7 | 17 |
| 26 Mar | 342.25 | 22.1 | 1.1 | 55.92 | 19 | 3 | 9 |
| 25 Mar | 346.55 | 21.5 | -0.45 | 58.64 | 18 | 5 | 6 |
| 24 Mar | 347.30 | 21.95 | -41 | 60.93 | 1 | 0 | 0 |
| 21 Mar | 334.80 | 62.95 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 318.20 | 62.95 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 323.60 | 62.95 | 0 | - | 0 | 0 | 0 |
For Poonawalla Fincorp Ltd - strike price 345 expiring on 24APR2025
Delta for 345 PE is -0.37
Historical price for 345 PE is as follows
On 4 Apr POONAWALLA was trading at 353.05. The strike last trading price was 10.7, which was 2.65 higher than the previous day. The implied volatity was 47.77, the open interest changed by -12 which decreased total open position to 78
On 3 Apr POONAWALLA was trading at 362.50. The strike last trading price was 7.95, which was -5.1 lower than the previous day. The implied volatity was 48.35, the open interest changed by 22 which increased total open position to 83
On 2 Apr POONAWALLA was trading at 348.25. The strike last trading price was 13.05, which was -3.25 lower than the previous day. The implied volatity was 47.33, the open interest changed by 13 which increased total open position to 61
On 1 Apr POONAWALLA was trading at 349.40. The strike last trading price was 16.55, which was -0.1 lower than the previous day. The implied volatity was 55.47, the open interest changed by 8 which increased total open position to 47
On 28 Mar POONAWALLA was trading at 350.45. The strike last trading price was 17.6, which was -3.55 lower than the previous day. The implied volatity was 54.11, the open interest changed by 22 which increased total open position to 39
On 27 Mar POONAWALLA was trading at 338.60. The strike last trading price was 21.15, which was -0.5 lower than the previous day. The implied volatity was 51.37, the open interest changed by 7 which increased total open position to 17
On 26 Mar POONAWALLA was trading at 342.25. The strike last trading price was 22.1, which was 1.1 higher than the previous day. The implied volatity was 55.92, the open interest changed by 3 which increased total open position to 9
On 25 Mar POONAWALLA was trading at 346.55. The strike last trading price was 21.5, which was -0.45 lower than the previous day. The implied volatity was 58.64, the open interest changed by 5 which increased total open position to 6
On 24 Mar POONAWALLA was trading at 347.30. The strike last trading price was 21.95, which was -41 lower than the previous day. The implied volatity was 60.93, the open interest changed by 0 which decreased total open position to 0
On 21 Mar POONAWALLA was trading at 334.80. The strike last trading price was 62.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar POONAWALLA was trading at 318.20. The strike last trading price was 62.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar POONAWALLA was trading at 323.60. The strike last trading price was 62.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
