IIFL
Iifl Finance Limited
Historical option data for IIFL
21 Sep 2025 04:15 PM IST
| IIFL 30SEP2025 390 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 454.05 | 52.9 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 434.55 | 47.05 | -5.55 | 31.37 | 2 | 0 | 9 | |||||||||
For Iifl Finance Limited - strike price 390 expiring on 30SEP2025
Delta for 390 CE is 0.00
Historical price for 390 CE is as follows
On 21 Sept IIFL was trading at 454.05. The strike last trading price was 52.9, which was 0 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 Sept IIFL was trading at 434.55. The strike last trading price was 47.05, which was -5.55 lower than the previous day. The implied volatity was 31.37, the open interest changed by 0 which decreased total open position to 9
| IIFL 30SEP2025 390 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.04
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 454.05 | 0.3 | 0.05 | 44.87 | 6 | -5 | 129 |
| 14 Sept | 434.55 | 1.3 | -0.1 | 36.96 | 33 | -28 | 155 |
For Iifl Finance Limited - strike price 390 expiring on 30SEP2025
Delta for 390 PE is -0.02
Historical price for 390 PE is as follows
On 21 Sept IIFL was trading at 454.05. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 44.87, the open interest changed by -5 which decreased total open position to 129
On 14 Sept IIFL was trading at 434.55. The strike last trading price was 1.3, which was -0.1 lower than the previous day. The implied volatity was 36.96, the open interest changed by -28 which decreased total open position to 155
