USDINR
Us Dollar To Indian Rupee
Historical option data for USDINR
06 Feb 2026 05:40 PM IST
| USDINR 25-FEB-2026 91 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 0.08
Theta: -0.01
Gamma: 0.46
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Feb | 0.00 | 0.23 | 0.065 | 4.07 | 1,369 | 5,466 | 5,466 | |||||||||
| 5 Feb | 0.00 | 0.14 | -0.03 | 4.33 | 486 | 4,772 | 4,772 | |||||||||
| 4 Feb | 0.00 | 0.165 | 0.0225 | 3.97 | 2,259 | 3,773 | 4,148 | |||||||||
| 3 Feb | 0.00 | 0.14 | -0.98 | 4.21 | 2,709 | 2,570 | 2,570 | |||||||||
| 2 Feb | 0.00 | 1.12 | 0.05 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 0.00 | 1.12 | 0.05 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 0.00 | 1.12 | 0.05 | - | 0 | 7 | 0 | |||||||||
| 29 Jan | 0.00 | 1.12 | 0.05 | 1.71 | 7 | 11 | 0 | |||||||||
| 28 Jan | 0.00 | 1.07 | 0.1275 | - | 10 | 1 | 1 | |||||||||
| 27 Jan | 0.00 | 0.9425 | 0.605 | - | 0 | 0 | 1 | |||||||||
| 23 Jan | 0.00 | 0.9425 | 0.605 | - | 0 | 1 | 0 | |||||||||
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| 22 Jan | 0.00 | 0.9425 | 0.605 | 3.21 | 1 | 0 | 0 | |||||||||
| 21 Jan | 0.00 | 0.3375 | 0 | - | 0 | 0 | 0 | |||||||||
For Us Dollar To Indian Rupee - strike price 91 expiring on 25FEB2026
Delta for 91 CE is 0.39
Historical price for 91 CE is as follows
On 6 Feb USDINR was trading at 0.00. The strike last trading price was 0.23, which was 0.065 higher than the previous day. The implied volatity was 4.07, the open interest changed by 5466 which increased total open position to 5466
On 5 Feb USDINR was trading at 0.00. The strike last trading price was 0.14, which was -0.03 lower than the previous day. The implied volatity was 4.33, the open interest changed by 4772 which increased total open position to 4772
On 4 Feb USDINR was trading at 0.00. The strike last trading price was 0.165, which was 0.0225 higher than the previous day. The implied volatity was 3.97, the open interest changed by 3773 which increased total open position to 4148
On 3 Feb USDINR was trading at 0.00. The strike last trading price was 0.14, which was -0.98 lower than the previous day. The implied volatity was 4.21, the open interest changed by 2570 which increased total open position to 2570
On 2 Feb USDINR was trading at 0.00. The strike last trading price was 1.12, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb USDINR was trading at 0.00. The strike last trading price was 1.12, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Jan USDINR was trading at 0.00. The strike last trading price was 1.12, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 29 Jan USDINR was trading at 0.00. The strike last trading price was 1.12, which was 0.05 higher than the previous day. The implied volatity was 1.71, the open interest changed by 11 which increased total open position to 0
On 28 Jan USDINR was trading at 0.00. The strike last trading price was 1.07, which was 0.1275 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 27 Jan USDINR was trading at 0.00. The strike last trading price was 0.9425, which was 0.605 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Jan USDINR was trading at 0.00. The strike last trading price was 0.9425, which was 0.605 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 22 Jan USDINR was trading at 0.00. The strike last trading price was 0.9425, which was 0.605 higher than the previous day. The implied volatity was 3.21, the open interest changed by 0 which decreased total open position to 0
On 21 Jan USDINR was trading at 0.00. The strike last trading price was 0.3375, 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
| USDINR 25FEB2026 91 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 0.08
Theta: -0.01
Gamma: 0.44
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Feb | 0.00 | 0.5 | -0.285 | 4.15 | 205 | 3,443 | 3,443 |
| 5 Feb | 0.00 | 0.785 | 0.135 | 4.99 | 600 | 3,442 | 3,442 |
| 4 Feb | 0.00 | 0.65 | -0.3 | 4.63 | 218 | 3,432 | 3,432 |
| 3 Feb | 0.00 | 0.95 | 0.8475 | 6.53 | 1,441 | 3,459 | 3,459 |
| 2 Feb | 0.00 | 0.0975 | 0 | 3.51 | 2,083 | 3,181 | 3,181 |
| 1 Feb | 0.00 | 0.0975 | -0.0525 | - | 1,076 | 0 | 1,421 |
| 30 Jan | 0.00 | 0.0975 | -0.0525 | 4.44 | 1,076 | 976 | 1,421 |
| 29 Jan | 0.00 | 0.15 | -0.0575 | 5.34 | 185 | 439 | 439 |
| 28 Jan | 0.00 | 0.2075 | -0.0625 | 5.95 | 174 | 240 | 240 |
| 27 Jan | 0.00 | 0.27 | 0 | 6.08 | 40 | 37 | 94 |
| 23 Jan | 0.00 | 0.27 | -0.01 | 6.28 | 38 | 5 | 39 |
| 22 Jan | 0.00 | 0.28 | -0.07 | 5.45 | 35 | 29 | 29 |
| 21 Jan | 0.00 | 0.35 | -1.2575 | 6.39 | 4 | 1 | 1 |
For Us Dollar To Indian Rupee - strike price 91 expiring on 25FEB2026
Delta for 91 PE is -0.62
Historical price for 91 PE is as follows
On 6 Feb USDINR was trading at 0.00. The strike last trading price was 0.5, which was -0.285 lower than the previous day. The implied volatity was 4.15, the open interest changed by 3443 which increased total open position to 3443
On 5 Feb USDINR was trading at 0.00. The strike last trading price was 0.785, which was 0.135 higher than the previous day. The implied volatity was 4.99, the open interest changed by 3442 which increased total open position to 3442
On 4 Feb USDINR was trading at 0.00. The strike last trading price was 0.65, which was -0.3 lower than the previous day. The implied volatity was 4.63, the open interest changed by 3432 which increased total open position to 3432
On 3 Feb USDINR was trading at 0.00. The strike last trading price was 0.95, which was 0.8475 higher than the previous day. The implied volatity was 6.53, the open interest changed by 3459 which increased total open position to 3459
On 2 Feb USDINR was trading at 0.00. The strike last trading price was 0.0975, which was 0 lower than the previous day. The implied volatity was 3.51, the open interest changed by 3181 which increased total open position to 3181
On 1 Feb USDINR was trading at 0.00. The strike last trading price was 0.0975, which was -0.0525 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1421
On 30 Jan USDINR was trading at 0.00. The strike last trading price was 0.0975, which was -0.0525 lower than the previous day. The implied volatity was 4.44, the open interest changed by 976 which increased total open position to 1421
On 29 Jan USDINR was trading at 0.00. The strike last trading price was 0.15, which was -0.0575 lower than the previous day. The implied volatity was 5.34, the open interest changed by 439 which increased total open position to 439
On 28 Jan USDINR was trading at 0.00. The strike last trading price was 0.2075, which was -0.0625 lower than the previous day. The implied volatity was 5.95, the open interest changed by 240 which increased total open position to 240
On 27 Jan USDINR was trading at 0.00. The strike last trading price was 0.27, which was 0 lower than the previous day. The implied volatity was 6.08, the open interest changed by 37 which increased total open position to 94
On 23 Jan USDINR was trading at 0.00. The strike last trading price was 0.27, which was -0.01 lower than the previous day. The implied volatity was 6.28, the open interest changed by 5 which increased total open position to 39
On 22 Jan USDINR was trading at 0.00. The strike last trading price was 0.28, which was -0.07 lower than the previous day. The implied volatity was 5.45, the open interest changed by 29 which increased total open position to 29
On 21 Jan USDINR was trading at 0.00. The strike last trading price was 0.35, which was -1.2575 lower than the previous day. The implied volatity was 6.39, the open interest changed by 1 which increased total open position to 1
