USDINR
Us Dollar To Indian Rupee
Historical option data for USDINR
29 Jan 2026 05:40 PM IST
| USDINR 25-FEB-2026 92 CE | ||||||||||||||||
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Delta: 0.57
Vega: 0.1
Theta: -0.01
Gamma: 0.51
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jan | 0.00 | 0.38 | -0.01 | 3.05 | 116 | 310 | 310 | |||||||||
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| 28 Jan | 0.00 | 0.39 | 0.245 | 3.42 | 324 | 295 | 295 | |||||||||
For Us Dollar To Indian Rupee - strike price 92 expiring on 25FEB2026
Delta for 92 CE is 0.57
Historical price for 92 CE is as follows
On 29 Jan USDINR was trading at 0.00. The strike last trading price was 0.38, which was -0.01 lower than the previous day. The implied volatity was 3.05, the open interest changed by 310 which increased total open position to 310
On 28 Jan USDINR was trading at 0.00. The strike last trading price was 0.39, which was 0.245 higher than the previous day. The implied volatity was 3.42, the open interest changed by 295 which increased total open position to 295
| USDINR 25FEB2026 92 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.44
Vega: 0.1
Theta: -0.01
Gamma: 0.37
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jan | 0.00 | 0.35 | 0.0375 | 4.21 | 1,008 | 1,582 | 1,582 |
| 28 Jan | 0.00 | 0.32 | -2.0875 | 3.55 | 1,215 | 820 | 820 |
For Us Dollar To Indian Rupee - strike price 92 expiring on 25FEB2026
Delta for 92 PE is -0.44
Historical price for 92 PE is as follows
On 29 Jan USDINR was trading at 0.00. The strike last trading price was 0.35, which was 0.0375 higher than the previous day. The implied volatity was 4.21, the open interest changed by 1582 which increased total open position to 1582
On 28 Jan USDINR was trading at 0.00. The strike last trading price was 0.32, which was -2.0875 lower than the previous day. The implied volatity was 3.55, the open interest changed by 820 which increased total open position to 820































































































































































































































