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[--[65.84.65.76]--]
USDINR
Us Dollar To Indian Rupee

85.075 -0.11 (-0.13%)

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Historical option data for USDINR

20 Dec 2024 05:40 PM IST
USDINR 27DEC2024 84.5 CE
Delta: 0.92
Vega: 0.02
Theta: -0.00
Gamma: 0.39
Date Close Ltp Change IV Volume Change OI OI
20 Dec 0.00 0.545 -0.17 3.20 167 -142 7,398
19 Dec 0.00 0.7125 0.21 4.55 85 -25 7,540
18 Dec 0.00 0.5 -0.01 - 20 0 7,565
17 Dec 0.00 0.5125 0.03 2.55 119 210 7,565
16 Dec 0.00 0.4825 0.10 - 140 37 7,355
13 Dec 0.00 0.38 -0.07 1.02 17 5 7,318
12 Dec 0.00 0.45 0.05 - 33 3 7,313
11 Dec 0.00 0.4 -0.02 - 10 20 7,310
10 Dec 0.00 0.42 0.07 - 335 269 7,290
9 Dec 0.00 0.35 0.05 1.58 330 287 7,021
6 Dec 0.00 0.3 0.00 1.16 775 -131 6,734
5 Dec 0.00 0.3 0.00 0.59 25 10 6,865
4 Dec 0.00 0.3 -0.02 - 35 35 6,855
3 Dec 0.00 0.315 -0.02 1.27 375 -115 6,820
2 Dec 0.00 0.33 0.13 - 588 284 6,935
29 Nov 0.00 0.205 -0.01 1.25 401 331 6,651
28 Nov 0.00 0.2125 0.05 1.72 2,288 1,708 6,320
27 Nov 0.00 0.16 0.02 1.38 1,600 1,445 4,612
26 Nov 0.00 0.135 -0.00 1.70 3,363 3,163 3,167
25 Nov 0.00 0.1375 0.00 0.00 0 0 4
22 Nov 0.00 0.1375 0.00 0.00 0 4 4
21 Nov 0.00 0.1375 0.00 0.00 0 4 0
20 Nov 0.00 0.1375 0.00 0.00 0 4 4
19 Nov 0.00 0.1375 0.00 0.00 0 4 4
18 Nov 0.00 0.1375 0.00 0.00 0 4 0
14 Nov 0.00 0.1375 0.00 0.00 0 4 4
13 Nov 0.00 0.1375 0.00 0.00 0 0 4
12 Nov 0.00 0.1375 0.00 0.00 0 4 4
11 Nov 0.00 0.1375 0.00 0.00 0 1 0
8 Nov 0.00 0.1375 0.00 0.00 0 1 0
7 Nov 0.00 0.1375 0.00 0.00 0 1 0
6 Nov 0.00 0.1375 -1.57 1.21 4 1 1
5 Nov 0.00 1.705 0.00 0.30 0 0 0
4 Nov 0.00 1.705 0.00 0.34 0 0 0
31 Oct 0.00 1.705 0.00 - 0 0 0
25 Oct 0.00 1.705 0.00 - 0 0 0
22 Oct 0.00 1.705 0.00 - 0 0 0
11 Oct 0.00 1.705 0.00 - 0 0 0
10 Oct 0.00 1.705 0.00 - 0 0 0
8 Oct 0.00 1.705 0.00 - 0 0 0
7 Oct 0.00 1.705 0.00 - 0 0 0
1 Oct 0.00 1.705 0.00 - 0 0 0
30 Sept 0.00 1.705 - 0 0 0


For Us Dollar To Indian Rupee - strike price 84.5 expiring on 27DEC2024

Delta for 84.5 CE is 0.92

Historical price for 84.5 CE is as follows

On 20 Dec USDINR was trading at 0.00. The strike last trading price was 0.545, which was -0.17 lower than the previous day. The implied volatity was 3.20, the open interest changed by -142 which decreased total open position to 7398


On 19 Dec USDINR was trading at 0.00. The strike last trading price was 0.7125, which was 0.21 higher than the previous day. The implied volatity was 4.55, the open interest changed by -25 which decreased total open position to 7540


On 18 Dec USDINR was trading at 0.00. The strike last trading price was 0.5, which was -0.01 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7565


On 17 Dec USDINR was trading at 0.00. The strike last trading price was 0.5125, which was 0.03 higher than the previous day. The implied volatity was 2.55, the open interest changed by 210 which increased total open position to 7565


On 16 Dec USDINR was trading at 0.00. The strike last trading price was 0.4825, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 37 which increased total open position to 7355


On 13 Dec USDINR was trading at 0.00. The strike last trading price was 0.38, which was -0.07 lower than the previous day. The implied volatity was 1.02, the open interest changed by 5 which increased total open position to 7318


On 12 Dec USDINR was trading at 0.00. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 7313


On 11 Dec USDINR was trading at 0.00. The strike last trading price was 0.4, which was -0.02 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 7310


On 10 Dec USDINR was trading at 0.00. The strike last trading price was 0.42, which was 0.07 higher than the previous day. The implied volatity was -, the open interest changed by 269 which increased total open position to 7290


On 9 Dec USDINR was trading at 0.00. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 1.58, the open interest changed by 287 which increased total open position to 7021


On 6 Dec USDINR was trading at 0.00. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 1.16, the open interest changed by -131 which decreased total open position to 6734


On 5 Dec USDINR was trading at 0.00. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 0.59, the open interest changed by 10 which increased total open position to 6865


On 4 Dec USDINR was trading at 0.00. The strike last trading price was 0.3, which was -0.02 lower than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 6855


On 3 Dec USDINR was trading at 0.00. The strike last trading price was 0.315, which was -0.02 lower than the previous day. The implied volatity was 1.27, the open interest changed by -115 which decreased total open position to 6820


On 2 Dec USDINR was trading at 0.00. The strike last trading price was 0.33, which was 0.13 higher than the previous day. The implied volatity was -, the open interest changed by 284 which increased total open position to 6935


On 29 Nov USDINR was trading at 0.00. The strike last trading price was 0.205, which was -0.01 lower than the previous day. The implied volatity was 1.25, the open interest changed by 331 which increased total open position to 6651


On 28 Nov USDINR was trading at 0.00. The strike last trading price was 0.2125, which was 0.05 higher than the previous day. The implied volatity was 1.72, the open interest changed by 1708 which increased total open position to 6320


On 27 Nov USDINR was trading at 0.00. The strike last trading price was 0.16, which was 0.02 higher than the previous day. The implied volatity was 1.38, the open interest changed by 1445 which increased total open position to 4612


On 26 Nov USDINR was trading at 0.00. The strike last trading price was 0.135, which was -0.00 lower than the previous day. The implied volatity was 1.70, the open interest changed by 3163 which increased total open position to 3167


On 25 Nov USDINR was trading at 0.00. The strike last trading price was 0.1375, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 4


On 22 Nov USDINR was trading at 0.00. The strike last trading price was 0.1375, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 4


On 21 Nov USDINR was trading at 0.00. The strike last trading price was 0.1375, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 20 Nov USDINR was trading at 0.00. The strike last trading price was 0.1375, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 4


On 19 Nov USDINR was trading at 0.00. The strike last trading price was 0.1375, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 4


On 18 Nov USDINR was trading at 0.00. The strike last trading price was 0.1375, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 14 Nov USDINR was trading at 0.00. The strike last trading price was 0.1375, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 4


On 13 Nov USDINR was trading at 0.00. The strike last trading price was 0.1375, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 4


On 12 Nov USDINR was trading at 0.00. The strike last trading price was 0.1375, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 4


On 11 Nov USDINR was trading at 0.00. The strike last trading price was 0.1375, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 8 Nov USDINR was trading at 0.00. The strike last trading price was 0.1375, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 7 Nov USDINR was trading at 0.00. The strike last trading price was 0.1375, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 6 Nov USDINR was trading at 0.00. The strike last trading price was 0.1375, which was -1.57 lower than the previous day. The implied volatity was 1.21, the open interest changed by 1 which increased total open position to 1


On 5 Nov USDINR was trading at 0.00. The strike last trading price was 1.705, which was 0.00 lower than the previous day. The implied volatity was 0.30, the open interest changed by 0 which decreased total open position to 0


On 4 Nov USDINR was trading at 0.00. The strike last trading price was 1.705, which was 0.00 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0


On 31 Oct USDINR was trading at 0.00. The strike last trading price was 1.705, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct USDINR was trading at 0.00. The strike last trading price was 1.705, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct USDINR was trading at 0.00. The strike last trading price was 1.705, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct USDINR was trading at 0.00. The strike last trading price was 1.705, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct USDINR was trading at 0.00. The strike last trading price was 1.705, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct USDINR was trading at 0.00. The strike last trading price was 1.705, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct USDINR was trading at 0.00. The strike last trading price was 1.705, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct USDINR was trading at 0.00. The strike last trading price was 1.705, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept USDINR was trading at 0.00. The strike last trading price was 1.705, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


USDINR 27DEC2024 84.5 PE
Delta: -0.09
Vega: 0.02
Theta: -0.00
Gamma: 0.40
Date Close Ltp Change IV Volume Change OI OI
20 Dec 0.00 0.015 0.00 3.33 3,126 -2,000 14,685
19 Dec 0.00 0.015 0.00 3.69 2,361 -29 16,685
18 Dec 0.00 0.01 -0.00 2.56 248 150 16,714
17 Dec 0.00 0.015 0.00 2.64 287 483 16,564
16 Dec 0.00 0.015 -0.02 2.65 1,159 850 16,081
13 Dec 0.00 0.035 0.02 2.37 290 240 15,231
12 Dec 0.00 0.015 -0.02 2.09 1,558 1,177 14,991
11 Dec 0.00 0.035 -0.00 2.54 100 50 13,814
10 Dec 0.00 0.04 -0.02 2.55 358 97 13,764
9 Dec 0.00 0.06 -0.01 2.38 25 175 13,667
6 Dec 0.00 0.07 -0.00 2.21 1,821 13,492 13,492
5 Dec 0.00 0.075 0.00 0.00 0 2,745 0
4 Dec 0.00 0.075 -0.02 2.46 2,806 2,745 11,792
3 Dec 0.00 0.0925 0.00 2.42 4,658 4,039 9,047
2 Dec 0.00 0.09 -0.01 2.49 1,735 986 5,008
29 Nov 0.00 0.095 -0.00 1.74 57 62 4,022
28 Nov 0.00 0.0975 -0.04 1.45 856 850 3,960
27 Nov 0.00 0.1325 -0.90 1.62 3,130 3,110 3,110
26 Nov 0.00 1.035 0.00 0.00 0 0 0
25 Nov 0.00 1.035 0.00 0.00 0 0 0
22 Nov 0.00 1.035 0.00 0.00 0 0 0
21 Nov 0.00 1.035 0.00 0.00 0 0 0
20 Nov 0.00 1.035 0.00 0.00 0 0 0
19 Nov 0.00 1.035 0.00 0.00 0 0 0
18 Nov 0.00 1.035 0.00 0.00 0 0 0
14 Nov 0.00 1.035 0.00 0.00 0 0 0
13 Nov 0.00 1.035 0.00 0.00 0 0 0
12 Nov 0.00 1.035 0.00 0.00 0 0 0
11 Nov 0.00 1.035 0.00 0.00 0 0 0
8 Nov 0.00 1.035 0.00 0.00 0 0 0
7 Nov 0.00 1.035 0.00 0.00 0 0 0
6 Nov 0.00 1.035 0.00 0.00 0 0 0
5 Nov 0.00 1.035 0.00 0.00 0 0 0
4 Nov 0.00 1.035 0.00 0.00 0 0 0
31 Oct 0.00 1.035 0.00 - 0 0 0
25 Oct 0.00 1.035 0.00 - 0 0 0
22 Oct 0.00 1.035 0.00 - 0 0 0
11 Oct 0.00 1.035 0.00 - 0 0 0
10 Oct 0.00 1.035 0.00 - 0 0 0
8 Oct 0.00 1.035 0.00 - 0 0 0
7 Oct 0.00 1.035 0.00 - 0 0 0
1 Oct 0.00 1.035 0.00 - 0 0 0
30 Sept 0.00 1.035 - 0 0 0


For Us Dollar To Indian Rupee - strike price 84.5 expiring on 27DEC2024

Delta for 84.5 PE is -0.09

Historical price for 84.5 PE is as follows

On 20 Dec USDINR was trading at 0.00. The strike last trading price was 0.015, which was 0.00 lower than the previous day. The implied volatity was 3.33, the open interest changed by -2000 which decreased total open position to 14685


On 19 Dec USDINR was trading at 0.00. The strike last trading price was 0.015, which was 0.00 lower than the previous day. The implied volatity was 3.69, the open interest changed by -29 which decreased total open position to 16685


On 18 Dec USDINR was trading at 0.00. The strike last trading price was 0.01, which was -0.00 lower than the previous day. The implied volatity was 2.56, the open interest changed by 150 which increased total open position to 16714


On 17 Dec USDINR was trading at 0.00. The strike last trading price was 0.015, which was 0.00 lower than the previous day. The implied volatity was 2.64, the open interest changed by 483 which increased total open position to 16564


On 16 Dec USDINR was trading at 0.00. The strike last trading price was 0.015, which was -0.02 lower than the previous day. The implied volatity was 2.65, the open interest changed by 850 which increased total open position to 16081


On 13 Dec USDINR was trading at 0.00. The strike last trading price was 0.035, which was 0.02 higher than the previous day. The implied volatity was 2.37, the open interest changed by 240 which increased total open position to 15231


On 12 Dec USDINR was trading at 0.00. The strike last trading price was 0.015, which was -0.02 lower than the previous day. The implied volatity was 2.09, the open interest changed by 1177 which increased total open position to 14991


On 11 Dec USDINR was trading at 0.00. The strike last trading price was 0.035, which was -0.00 lower than the previous day. The implied volatity was 2.54, the open interest changed by 50 which increased total open position to 13814


On 10 Dec USDINR was trading at 0.00. The strike last trading price was 0.04, which was -0.02 lower than the previous day. The implied volatity was 2.55, the open interest changed by 97 which increased total open position to 13764


On 9 Dec USDINR was trading at 0.00. The strike last trading price was 0.06, which was -0.01 lower than the previous day. The implied volatity was 2.38, the open interest changed by 175 which increased total open position to 13667


On 6 Dec USDINR was trading at 0.00. The strike last trading price was 0.07, which was -0.00 lower than the previous day. The implied volatity was 2.21, the open interest changed by 13492 which increased total open position to 13492


On 5 Dec USDINR was trading at 0.00. The strike last trading price was 0.075, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2745 which increased total open position to 0


On 4 Dec USDINR was trading at 0.00. The strike last trading price was 0.075, which was -0.02 lower than the previous day. The implied volatity was 2.46, the open interest changed by 2745 which increased total open position to 11792


On 3 Dec USDINR was trading at 0.00. The strike last trading price was 0.0925, which was 0.00 lower than the previous day. The implied volatity was 2.42, the open interest changed by 4039 which increased total open position to 9047


On 2 Dec USDINR was trading at 0.00. The strike last trading price was 0.09, which was -0.01 lower than the previous day. The implied volatity was 2.49, the open interest changed by 986 which increased total open position to 5008


On 29 Nov USDINR was trading at 0.00. The strike last trading price was 0.095, which was -0.00 lower than the previous day. The implied volatity was 1.74, the open interest changed by 62 which increased total open position to 4022


On 28 Nov USDINR was trading at 0.00. The strike last trading price was 0.0975, which was -0.04 lower than the previous day. The implied volatity was 1.45, the open interest changed by 850 which increased total open position to 3960


On 27 Nov USDINR was trading at 0.00. The strike last trading price was 0.1325, which was -0.90 lower than the previous day. The implied volatity was 1.62, the open interest changed by 3110 which increased total open position to 3110


On 26 Nov USDINR was trading at 0.00. The strike last trading price was 1.035, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 25 Nov USDINR was trading at 0.00. The strike last trading price was 1.035, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 22 Nov USDINR was trading at 0.00. The strike last trading price was 1.035, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 21 Nov USDINR was trading at 0.00. The strike last trading price was 1.035, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 20 Nov USDINR was trading at 0.00. The strike last trading price was 1.035, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 19 Nov USDINR was trading at 0.00. The strike last trading price was 1.035, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 18 Nov USDINR was trading at 0.00. The strike last trading price was 1.035, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 14 Nov USDINR was trading at 0.00. The strike last trading price was 1.035, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Nov USDINR was trading at 0.00. The strike last trading price was 1.035, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 12 Nov USDINR was trading at 0.00. The strike last trading price was 1.035, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Nov USDINR was trading at 0.00. The strike last trading price was 1.035, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 8 Nov USDINR was trading at 0.00. The strike last trading price was 1.035, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 7 Nov USDINR was trading at 0.00. The strike last trading price was 1.035, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 6 Nov USDINR was trading at 0.00. The strike last trading price was 1.035, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 5 Nov USDINR was trading at 0.00. The strike last trading price was 1.035, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 4 Nov USDINR was trading at 0.00. The strike last trading price was 1.035, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 31 Oct USDINR was trading at 0.00. The strike last trading price was 1.035, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct USDINR was trading at 0.00. The strike last trading price was 1.035, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct USDINR was trading at 0.00. The strike last trading price was 1.035, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct USDINR was trading at 0.00. The strike last trading price was 1.035, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct USDINR was trading at 0.00. The strike last trading price was 1.035, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct USDINR was trading at 0.00. The strike last trading price was 1.035, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct USDINR was trading at 0.00. The strike last trading price was 1.035, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct USDINR was trading at 0.00. The strike last trading price was 1.035, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept USDINR was trading at 0.00. The strike last trading price was 1.035, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to