USDINR
Us Dollar To Indian Rupee
Historical option data for USDINR
20 Mar 2026 05:40 PM IST
| USDINR 25-MAR-2026 92 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.02
Theta: -0.02
Gamma: 0.14
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Mar | 0.00 | 1.36 | 0.81 | 9.58 | 223 | 15,290 | 15,290 | |||||||||
| 19 Mar | 0.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 0.00 | 0.55 | -0.005 | 2.06 | 126 | -4 | 15,363 | |||||||||
| 17 Mar | 0.00 | 0.56 | -0.0175 | 4.86 | 77 | 15,367 | 15,367 | |||||||||
| 16 Mar | 0.00 | 0.56 | -0.0275 | 5.73 | 2,888 | 1,261 | 14,387 | |||||||||
| 13 Mar | 0.00 | 0.6 | 0.1 | 5.2 | 103 | 21 | 13,116 | |||||||||
| 12 Mar | 0.00 | 0.5 | 0.09 | 4.98 | 398 | 13,095 | 13,095 | |||||||||
| 11 Mar | 0.00 | 0.41 | 0.0125 | 5.25 | 215 | 12,875 | 12,875 | |||||||||
| 10 Mar | 0.00 | 0.39 | -0.265 | 5.18 | 3,990 | 11,752 | 11,752 | |||||||||
| 9 Mar | 0.00 | 0.655 | 0.3325 | 4.96 | 650 | 9,566 | 9,566 | |||||||||
| 6 Mar | 0.00 | 0.35 | 0.045 | 4.84 | 1,369 | 9,540 | 9,540 | |||||||||
| 5 Mar | 0.00 | 0.29 | -0.21 | 4.74 | 2,489 | 1,832 | 8,284 | |||||||||
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| 4 Mar | 0.00 | 0.5 | 0.28 | 4.51 | 1,708 | 6,450 | 6,450 | |||||||||
| 2 Mar | 0.00 | 0.22 | 0.12 | 4.05 | 4,233 | 3,502 | 3,964 | |||||||||
| 27 Feb | 0.00 | 0.1 | 0 | 3.9 | 550 | 462 | 462 | |||||||||
| 26 Feb | 0.00 | 0.1 | -0.0975 | 4.12 | 311 | 11 | 11 | |||||||||
For Us Dollar To Indian Rupee - strike price 92 expiring on 25MAR2026
Delta for 92 CE is 0.92
Historical price for 92 CE is as follows
On 20 Mar USDINR was trading at 0.00. The strike last trading price was 1.36, which was 0.81 higher than the previous day. The implied volatity was 9.58, the open interest changed by 15290 which increased total open position to 15290
On 19 Mar USDINR was trading at 0.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar USDINR was trading at 0.00. The strike last trading price was 0.55, which was -0.005 lower than the previous day. The implied volatity was 2.06, the open interest changed by -4 which decreased total open position to 15363
On 17 Mar USDINR was trading at 0.00. The strike last trading price was 0.56, which was -0.0175 lower than the previous day. The implied volatity was 4.86, the open interest changed by 15367 which increased total open position to 15367
On 16 Mar USDINR was trading at 0.00. The strike last trading price was 0.56, which was -0.0275 lower than the previous day. The implied volatity was 5.73, the open interest changed by 1261 which increased total open position to 14387
On 13 Mar USDINR was trading at 0.00. The strike last trading price was 0.6, which was 0.1 higher than the previous day. The implied volatity was 5.2, the open interest changed by 21 which increased total open position to 13116
On 12 Mar USDINR was trading at 0.00. The strike last trading price was 0.5, which was 0.09 higher than the previous day. The implied volatity was 4.98, the open interest changed by 13095 which increased total open position to 13095
On 11 Mar USDINR was trading at 0.00. The strike last trading price was 0.41, which was 0.0125 higher than the previous day. The implied volatity was 5.25, the open interest changed by 12875 which increased total open position to 12875
On 10 Mar USDINR was trading at 0.00. The strike last trading price was 0.39, which was -0.265 lower than the previous day. The implied volatity was 5.18, the open interest changed by 11752 which increased total open position to 11752
On 9 Mar USDINR was trading at 0.00. The strike last trading price was 0.655, which was 0.3325 higher than the previous day. The implied volatity was 4.96, the open interest changed by 9566 which increased total open position to 9566
On 6 Mar USDINR was trading at 0.00. The strike last trading price was 0.35, which was 0.045 higher than the previous day. The implied volatity was 4.84, the open interest changed by 9540 which increased total open position to 9540
On 5 Mar USDINR was trading at 0.00. The strike last trading price was 0.29, which was -0.21 lower than the previous day. The implied volatity was 4.74, the open interest changed by 1832 which increased total open position to 8284
On 4 Mar USDINR was trading at 0.00. The strike last trading price was 0.5, which was 0.28 higher than the previous day. The implied volatity was 4.51, the open interest changed by 6450 which increased total open position to 6450
On 2 Mar USDINR was trading at 0.00. The strike last trading price was 0.22, which was 0.12 higher than the previous day. The implied volatity was 4.05, the open interest changed by 3502 which increased total open position to 3964
On 27 Feb USDINR was trading at 0.00. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 3.9, the open interest changed by 462 which increased total open position to 462
On 26 Feb USDINR was trading at 0.00. The strike last trading price was 0.1, which was -0.0975 lower than the previous day. The implied volatity was 4.12, the open interest changed by 11 which increased total open position to 11
| USDINR 25MAR2026 92 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.01
Theta: -0.01
Gamma: 0.09
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Mar | 0.00 | 0.01 | -0.05 | 8.09 | 4,372 | 12,317 | 12,317 |
| 19 Mar | 0.00 | - | - | - | 0 | 0 | 0 |
| 18 Mar | 0.00 | 0.06 | -0.06 | 5.97 | 3,551 | 2,314 | 11,662 |
| 17 Mar | 0.00 | 0.12 | -0.085 | 5.31 | 2,611 | 7,948 | 7,948 |
| 16 Mar | 0.00 | 0.2 | 0.0725 | 6.02 | 1,194 | 585 | 7,021 |
| 13 Mar | 0.00 | 0.1325 | -0.1075 | 4.48 | 2,898 | 2,116 | 6,826 |
| 12 Mar | 0.00 | 0.24 | -0.105 | 5.09 | 1,502 | 4,991 | 4,991 |
| 11 Mar | 0.00 | 0.345 | -0.0525 | 5.14 | 1,416 | 5,107 | 5,107 |
| 10 Mar | 0.00 | 0.3975 | 0.165 | 5.25 | 441 | 3,969 | 3,969 |
| 9 Mar | 0.00 | 0.23 | -0.2325 | 5.56 | 1,091 | 3,974 | 3,974 |
| 6 Mar | 0.00 | 0.4 | -0.18 | 4.02 | 1,069 | 3,020 | 3,020 |
| 5 Mar | 0.00 | 0.58 | 0.355 | 4.9 | 818 | -93 | 2,114 |
| 4 Mar | 0.00 | 0.225 | -3.5225 | 3.5 | 2,388 | 2,160 | 2,160 |
| 2 Mar | 0.00 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 0.00 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 0.00 | 0 | 0 | - | 0 | 0 | 0 |
For Us Dollar To Indian Rupee - strike price 92 expiring on 25MAR2026
Delta for 92 PE is -0.04
Historical price for 92 PE is as follows
On 20 Mar USDINR was trading at 0.00. The strike last trading price was 0.01, which was -0.05 lower than the previous day. The implied volatity was 8.09, the open interest changed by 12317 which increased total open position to 12317
On 19 Mar USDINR was trading at 0.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar USDINR was trading at 0.00. The strike last trading price was 0.06, which was -0.06 lower than the previous day. The implied volatity was 5.97, the open interest changed by 2314 which increased total open position to 11662
On 17 Mar USDINR was trading at 0.00. The strike last trading price was 0.12, which was -0.085 lower than the previous day. The implied volatity was 5.31, the open interest changed by 7948 which increased total open position to 7948
On 16 Mar USDINR was trading at 0.00. The strike last trading price was 0.2, which was 0.0725 higher than the previous day. The implied volatity was 6.02, the open interest changed by 585 which increased total open position to 7021
On 13 Mar USDINR was trading at 0.00. The strike last trading price was 0.1325, which was -0.1075 lower than the previous day. The implied volatity was 4.48, the open interest changed by 2116 which increased total open position to 6826
On 12 Mar USDINR was trading at 0.00. The strike last trading price was 0.24, which was -0.105 lower than the previous day. The implied volatity was 5.09, the open interest changed by 4991 which increased total open position to 4991
On 11 Mar USDINR was trading at 0.00. The strike last trading price was 0.345, which was -0.0525 lower than the previous day. The implied volatity was 5.14, the open interest changed by 5107 which increased total open position to 5107
On 10 Mar USDINR was trading at 0.00. The strike last trading price was 0.3975, which was 0.165 higher than the previous day. The implied volatity was 5.25, the open interest changed by 3969 which increased total open position to 3969
On 9 Mar USDINR was trading at 0.00. The strike last trading price was 0.23, which was -0.2325 lower than the previous day. The implied volatity was 5.56, the open interest changed by 3974 which increased total open position to 3974
On 6 Mar USDINR was trading at 0.00. The strike last trading price was 0.4, which was -0.18 lower than the previous day. The implied volatity was 4.02, the open interest changed by 3020 which increased total open position to 3020
On 5 Mar USDINR was trading at 0.00. The strike last trading price was 0.58, which was 0.355 higher than the previous day. The implied volatity was 4.9, the open interest changed by -93 which decreased total open position to 2114
On 4 Mar USDINR was trading at 0.00. The strike last trading price was 0.225, which was -3.5225 lower than the previous day. The implied volatity was 3.5, the open interest changed by 2160 which increased total open position to 2160
On 2 Mar USDINR was trading at 0.00. The strike last trading price was 0, 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
On 27 Feb USDINR was trading at 0.00. The strike last trading price was 0, 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
On 26 Feb USDINR was trading at 0.00. The strike last trading price was 0, 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
