`
Related Pages for POONAWALLA
[--[65.84.65.76]--]
POONAWALLA
Poonawalla Fincorp Ltd
359.3 -5.05 (-1.39%)

Back to Option Chain

Historical option data for POONAWALLA

12 Dec 2024 01:54 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
POONAWALLA 26DEC2024 355 CE
Delta: 0.60
Vega: 0.27
Theta: -0.45
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 359.40 14.5 -2.65 40.68 1 0 88
11 Dec 364.35 17.15 3.60 35.93 91 -27 88
10 Dec 358.90 13.55 -2.20 35.44 208 -28 115
9 Dec 359.85 15.75 4.05 38.93 499 58 138
6 Dec 353.30 11.7 -3.50 34.01 62 27 82
5 Dec 358.45 15.2 -0.25 34.70 22 7 56
4 Dec 358.60 15.45 6.45 34.83 180 18 51
3 Dec 348.55 9 -0.20 31.61 55 21 35
2 Dec 344.30 9.2 -22.35 36.85 48 12 12
29 Nov 354.45 31.55 - 0 0 0

For Poonawalla Fincorp Ltd - strike price 355 expiring on 26DEC2024

Delta for 355 CE is 0.60

Historical price for 355 CE is as follows

On 12 Dec POONAWALLA was trading at 359.40. The strike last trading price was 14.5, which was -2.65 lower than the previous day. The implied volatity was 40.68, the open interest changed by 0 which decreased total open position to 88


On 11 Dec POONAWALLA was trading at 364.35. The strike last trading price was 17.15, which was 3.60 higher than the previous day. The implied volatity was 35.93, the open interest changed by -27 which decreased total open position to 88


On 10 Dec POONAWALLA was trading at 358.90. The strike last trading price was 13.55, which was -2.20 lower than the previous day. The implied volatity was 35.44, the open interest changed by -28 which decreased total open position to 115


On 9 Dec POONAWALLA was trading at 359.85. The strike last trading price was 15.75, which was 4.05 higher than the previous day. The implied volatity was 38.93, the open interest changed by 58 which increased total open position to 138


On 6 Dec POONAWALLA was trading at 353.30. The strike last trading price was 11.7, which was -3.50 lower than the previous day. The implied volatity was 34.01, the open interest changed by 27 which increased total open position to 82


On 5 Dec POONAWALLA was trading at 358.45. The strike last trading price was 15.2, which was -0.25 lower than the previous day. The implied volatity was 34.70, the open interest changed by 7 which increased total open position to 56


On 4 Dec POONAWALLA was trading at 358.60. The strike last trading price was 15.45, which was 6.45 higher than the previous day. The implied volatity was 34.83, the open interest changed by 18 which increased total open position to 51


On 3 Dec POONAWALLA was trading at 348.55. The strike last trading price was 9, which was -0.20 lower than the previous day. The implied volatity was 31.61, the open interest changed by 21 which increased total open position to 35


On 2 Dec POONAWALLA was trading at 344.30. The strike last trading price was 9.2, which was -22.35 lower than the previous day. The implied volatity was 36.85, the open interest changed by 12 which increased total open position to 12


On 29 Nov POONAWALLA was trading at 354.45. The strike last trading price was 31.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


POONAWALLA 26DEC2024 355 PE
Delta: -0.40
Vega: 0.27
Theta: -0.34
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 359.40 8.2 0.80 38.91 14 8 80
11 Dec 364.35 7.4 -3.20 42.31 60 11 71
10 Dec 358.90 10.6 -1.60 44.35 48 -10 60
9 Dec 359.85 12.2 0.10 50.24 137 46 63
6 Dec 353.30 12.1 1.25 38.07 7 3 16
5 Dec 358.45 10.85 -0.60 40.35 18 -1 12
4 Dec 358.60 11.45 -0.45 41.06 24 13 13
3 Dec 348.55 11.9 0.00 - 0 0 0
2 Dec 344.30 11.9 0.00 - 0 0 0
29 Nov 354.45 11.9 0.72 0 0 0

For Poonawalla Fincorp Ltd - strike price 355 expiring on 26DEC2024

Delta for 355 PE is -0.40

Historical price for 355 PE is as follows

On 12 Dec POONAWALLA was trading at 359.40. The strike last trading price was 8.2, which was 0.80 higher than the previous day. The implied volatity was 38.91, the open interest changed by 8 which increased total open position to 80


On 11 Dec POONAWALLA was trading at 364.35. The strike last trading price was 7.4, which was -3.20 lower than the previous day. The implied volatity was 42.31, the open interest changed by 11 which increased total open position to 71


On 10 Dec POONAWALLA was trading at 358.90. The strike last trading price was 10.6, which was -1.60 lower than the previous day. The implied volatity was 44.35, the open interest changed by -10 which decreased total open position to 60


On 9 Dec POONAWALLA was trading at 359.85. The strike last trading price was 12.2, which was 0.10 higher than the previous day. The implied volatity was 50.24, the open interest changed by 46 which increased total open position to 63


On 6 Dec POONAWALLA was trading at 353.30. The strike last trading price was 12.1, which was 1.25 higher than the previous day. The implied volatity was 38.07, the open interest changed by 3 which increased total open position to 16


On 5 Dec POONAWALLA was trading at 358.45. The strike last trading price was 10.85, which was -0.60 lower than the previous day. The implied volatity was 40.35, the open interest changed by -1 which decreased total open position to 12


On 4 Dec POONAWALLA was trading at 358.60. The strike last trading price was 11.45, which was -0.45 lower than the previous day. The implied volatity was 41.06, the open interest changed by 13 which increased total open position to 13


On 3 Dec POONAWALLA was trading at 348.55. The strike last trading price was 11.9, 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 2 Dec POONAWALLA was trading at 344.30. The strike last trading price was 11.9, 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 29 Nov POONAWALLA was trading at 354.45. The strike last trading price was 11.9, which was lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0