USDINR
Us Dollar To Indian Rupee
Historical option data for USDINR
09 Apr 2026 10:17 AM IST
| USDINR 28-Apr-2026 (3d) 94 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.23
Vega: 0.06
Theta: -0.01
Gamma: 0.27
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Apr | 0.00 | 0.15 | 0 | 5.29 | 11 | 1,597 | 1,597 | |||||||||
| 8 Apr | 0.00 | 0.15 | -0.3 | 5.81 | 1,144 | 1,597 | 1,597 | |||||||||
| 7 Apr | 0.00 | 0.45 | 0 | 7.34 | 296 | 81 | 1,785 | |||||||||
| 6 Apr | 0.00 | 0.45 | -0.1725 | 7.82 | 1,313 | 1,548 | 1,548 | |||||||||
| 2 Apr | 0.00 | 0.6 | -0.4525 | 7.81 | 1,116 | -109 | 1,029 | |||||||||
| 1 Apr | 0.00 | 1.05 | 0.01 | - | 207 | 0 | 1,138 | |||||||||
| 30 Mar | 0.00 | 1.05 | 0.01 | 2.35 | 207 | 1,138 | 1,138 | |||||||||
| 27 Mar | 0.00 | 1.04 | 0.295 | 1.71 | 445 | 1,047 | 1,047 | |||||||||
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| 25 Mar | 0.00 | 0.75 | 0.25 | 5.24 | 512 | 767 | 767 | |||||||||
| 24 Mar | 0.00 | 0.5 | -0.0675 | 3.58 | 334 | 305 | 305 | |||||||||
| 23 Mar | 0.00 | 0.57 | 0.32 | 5.1 | 27 | 12 | 12 | |||||||||
For Us Dollar To Indian Rupee - strike price 94 expiring on 28APR2026
Delta for 94 CE is 0.23
Historical price for 94 CE is as follows
On 9 Apr USDINR was trading at 0.00. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 5.29, the open interest changed by 1597 which increased total open position to 1597
On 8 Apr USDINR was trading at 0.00. The strike last trading price was 0.15, which was -0.3 lower than the previous day. The implied volatity was 5.81, the open interest changed by 1597 which increased total open position to 1597
On 7 Apr USDINR was trading at 0.00. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 7.34, the open interest changed by 81 which increased total open position to 1785
On 6 Apr USDINR was trading at 0.00. The strike last trading price was 0.45, which was -0.1725 lower than the previous day. The implied volatity was 7.82, the open interest changed by 1548 which increased total open position to 1548
On 2 Apr USDINR was trading at 0.00. The strike last trading price was 0.6, which was -0.4525 lower than the previous day. The implied volatity was 7.81, the open interest changed by -109 which decreased total open position to 1029
On 1 Apr USDINR was trading at 0.00. The strike last trading price was 1.05, which was 0.01 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1138
On 30 Mar USDINR was trading at 0.00. The strike last trading price was 1.05, which was 0.01 higher than the previous day. The implied volatity was 2.35, the open interest changed by 1138 which increased total open position to 1138
On 27 Mar USDINR was trading at 0.00. The strike last trading price was 1.04, which was 0.295 higher than the previous day. The implied volatity was 1.71, the open interest changed by 1047 which increased total open position to 1047
On 25 Mar USDINR was trading at 0.00. The strike last trading price was 0.75, which was 0.25 higher than the previous day. The implied volatity was 5.24, the open interest changed by 767 which increased total open position to 767
On 24 Mar USDINR was trading at 0.00. The strike last trading price was 0.5, which was -0.0675 lower than the previous day. The implied volatity was 3.58, the open interest changed by 305 which increased total open position to 305
On 23 Mar USDINR was trading at 0.00. The strike last trading price was 0.57, which was 0.32 higher than the previous day. The implied volatity was 5.1, the open interest changed by 12 which increased total open position to 12
| USDINR 28-Apr-2026 (3d) 94 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Apr | 0.00 | 1.12 | 0.16 | - | 0 | 0 | 0 |
| 8 Apr | 0.00 | 1.12 | 0.16 | 4.67 | 400 | 5,557 | 5,557 |
| 7 Apr | 0.00 | 0.96 | 0.06 | 7.8 | 117 | 39 | 5,554 |
| 6 Apr | 0.00 | 0.9 | -0.2 | 6.06 | 213 | 5,516 | 5,516 |
| 2 Apr | 0.00 | 1.1 | 0.7975 | 9.21 | 709 | 625 | 5,435 |
| 1 Apr | 0.00 | 0.45 | 0.22 | - | 2,428 | 0 | 4,810 |
| 30 Mar | 0.00 | 0.45 | 0.22 | 8.15 | 2,428 | 4,810 | 4,810 |
| 27 Mar | 0.00 | 0.23 | -0.1525 | 5.61 | 1,336 | 3,436 | 3,436 |
| 25 Mar | 0.00 | 0.38 | 0.0525 | 4.43 | 2,162 | 592 | 592 |
| 24 Mar | 0.00 | 0.33 | -1.705 | 3.65 | 100 | 59 | 59 |
| 23 Mar | 0.00 | 2.03 | 0 | 0.7 | 0 | 0 | 0 |
For Us Dollar To Indian Rupee - strike price 94 expiring on 28APR2026
Delta for 94 PE is -
Historical price for 94 PE is as follows
On 9 Apr USDINR was trading at 0.00. The strike last trading price was 1.12, which was 0.16 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr USDINR was trading at 0.00. The strike last trading price was 1.12, which was 0.16 higher than the previous day. The implied volatity was 4.67, the open interest changed by 5557 which increased total open position to 5557
On 7 Apr USDINR was trading at 0.00. The strike last trading price was 0.96, which was 0.06 higher than the previous day. The implied volatity was 7.8, the open interest changed by 39 which increased total open position to 5554
On 6 Apr USDINR was trading at 0.00. The strike last trading price was 0.9, which was -0.2 lower than the previous day. The implied volatity was 6.06, the open interest changed by 5516 which increased total open position to 5516
On 2 Apr USDINR was trading at 0.00. The strike last trading price was 1.1, which was 0.7975 higher than the previous day. The implied volatity was 9.21, the open interest changed by 625 which increased total open position to 5435
On 1 Apr USDINR was trading at 0.00. The strike last trading price was 0.45, which was 0.22 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4810
On 30 Mar USDINR was trading at 0.00. The strike last trading price was 0.45, which was 0.22 higher than the previous day. The implied volatity was 8.15, the open interest changed by 4810 which increased total open position to 4810
On 27 Mar USDINR was trading at 0.00. The strike last trading price was 0.23, which was -0.1525 lower than the previous day. The implied volatity was 5.61, the open interest changed by 3436 which increased total open position to 3436
On 25 Mar USDINR was trading at 0.00. The strike last trading price was 0.38, which was 0.0525 higher than the previous day. The implied volatity was 4.43, the open interest changed by 592 which increased total open position to 592
On 24 Mar USDINR was trading at 0.00. The strike last trading price was 0.33, which was -1.705 lower than the previous day. The implied volatity was 3.65, the open interest changed by 59 which increased total open position to 59
On 23 Mar USDINR was trading at 0.00. The strike last trading price was 2.03, which was 0 lower than the previous day. The implied volatity was 0.7, the open interest changed by 0 which decreased total open position to 0
