IIFL
Iifl Finance Limited
Historical option data for IIFL
21 Sep 2025 04:15 PM IST
| IIFL 30SEP2025 410 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.12
Theta: -0.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 454.05 | 45.95 | 2.95 | 44.31 | 5 | 1 | 26 | |||||||||
| 14 Sept | 434.55 | 29.1 | -5.25 | 29.97 | 10 | 0 | 13 | |||||||||
| 17 Aug | 441.70 | 84.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Iifl Finance Limited - strike price 410 expiring on 30SEP2025
Delta for 410 CE is 0.92
Historical price for 410 CE is as follows
On 21 Sept IIFL was trading at 454.05. The strike last trading price was 45.95, which was 2.95 higher than the previous day. The implied volatity was 44.31, the open interest changed by 1 which increased total open position to 26
On 14 Sept IIFL was trading at 434.55. The strike last trading price was 29.1, which was -5.25 lower than the previous day. The implied volatity was 29.97, the open interest changed by 0 which decreased total open position to 13
On 17 Aug IIFL was trading at 441.70. The strike last trading price was 84.8, 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 410 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.08
Theta: -0.12
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 454.05 | 0.55 | -0.4 | 36.05 | 26 | -3 | 116 |
| 14 Sept | 434.55 | 3.2 | 0.1 | 32.47 | 128 | -11 | 102 |
| 17 Aug | 441.70 | 12.65 | 0 | 7.05 | 0 | 0 | 0 |
For Iifl Finance Limited - strike price 410 expiring on 30SEP2025
Delta for 410 PE is -0.05
Historical price for 410 PE is as follows
On 21 Sept IIFL was trading at 454.05. The strike last trading price was 0.55, which was -0.4 lower than the previous day. The implied volatity was 36.05, the open interest changed by -3 which decreased total open position to 116
On 14 Sept IIFL was trading at 434.55. The strike last trading price was 3.2, which was 0.1 higher than the previous day. The implied volatity was 32.47, the open interest changed by -11 which decreased total open position to 102
On 17 Aug IIFL was trading at 441.70. The strike last trading price was 12.65, which was 0 lower than the previous day. The implied volatity was 7.05, the open interest changed by 0 which decreased total open position to 0
