IIFL
Iifl Finance Limited
Historical option data for IIFL
21 Sep 2025 04:15 PM IST
| IIFL 30SEP2025 400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.10
Theta: -0.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 454.05 | 55.7 | 2.5 | 50.08 | 10 | -2 | 22 | |||||||||
| 14 Sept | 434.55 | 37.8 | -5 | 30.72 | 5 | 1 | 11 | |||||||||
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| 17 Aug | 441.70 | 102.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Iifl Finance Limited - strike price 400 expiring on 30SEP2025
Delta for 400 CE is 0.94
Historical price for 400 CE is as follows
On 21 Sept IIFL was trading at 454.05. The strike last trading price was 55.7, which was 2.5 higher than the previous day. The implied volatity was 50.08, the open interest changed by -2 which decreased total open position to 22
On 14 Sept IIFL was trading at 434.55. The strike last trading price was 37.8, which was -5 lower than the previous day. The implied volatity was 30.72, the open interest changed by 1 which increased total open position to 11
On 17 Aug IIFL was trading at 441.70. The strike last trading price was 102.15, 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
| IIFL 30SEP2025 400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.06
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 454.05 | 0.4 | -0.25 | 40.64 | 22 | -1 | 130 |
| 14 Sept | 434.55 | 2 | 0 | 34.50 | 36 | 1 | 145 |
| 17 Aug | 441.70 | 17.8 | 0 | 8.79 | 0 | 0 | 0 |
For Iifl Finance Limited - strike price 400 expiring on 30SEP2025
Delta for 400 PE is -0.03
Historical price for 400 PE is as follows
On 21 Sept IIFL was trading at 454.05. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 40.64, the open interest changed by -1 which decreased total open position to 130
On 14 Sept IIFL was trading at 434.55. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 34.50, the open interest changed by 1 which increased total open position to 145
On 17 Aug IIFL was trading at 441.70. The strike last trading price was 17.8, which was 0 lower than the previous day. The implied volatity was 8.79, the open interest changed by 0 which decreased total open position to 0
