POONAWALLA
Poonawalla Fincorp Ltd
Historical option data for POONAWALLA
12 Dec 2024 02:04 PM IST
| POONAWALLA 26DEC2024 355 CE | ||||||||||
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Delta: 0.60
Vega: 0.27
Theta: -0.45
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 359.40 | 14.5 | -2.65 | 40.80 | 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 | |||
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| 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 40.80, 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.40
Vega: 0.27
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 359.40 | 8.2 | 0.80 | 38.84 | 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 38.84, 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
