IIFL
Iifl Finance Limited
Historical option data for IIFL
21 Sep 2025 04:15 PM IST
| IIFL 30SEP2025 420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 0.19
Theta: -0.52
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 454.05 | 38 | 4.9 | 48.44 | 36 | -18 | 19 | |||||||||
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| 14 Sept | 434.55 | 21.85 | -4.4 | 31.15 | 29 | 3 | 25 | |||||||||
| 17 Aug | 441.70 | 88.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Iifl Finance Limited - strike price 420 expiring on 30SEP2025
Delta for 420 CE is 0.84
Historical price for 420 CE is as follows
On 21 Sept IIFL was trading at 454.05. The strike last trading price was 38, which was 4.9 higher than the previous day. The implied volatity was 48.44, the open interest changed by -18 which decreased total open position to 19
On 14 Sept IIFL was trading at 434.55. The strike last trading price was 21.85, which was -4.4 lower than the previous day. The implied volatity was 31.15, the open interest changed by 3 which increased total open position to 25
On 17 Aug IIFL was trading at 441.70. The strike last trading price was 88.8, 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 420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0.11
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 454.05 | 0.9 | -0.65 | 32.63 | 94 | 6 | 202 |
| 14 Sept | 434.55 | 5.3 | 0.3 | 31.20 | 167 | -11 | 105 |
| 17 Aug | 441.70 | 24.1 | 0 | 5.24 | 0 | 0 | 0 |
For Iifl Finance Limited - strike price 420 expiring on 30SEP2025
Delta for 420 PE is -0.08
Historical price for 420 PE is as follows
On 21 Sept IIFL was trading at 454.05. The strike last trading price was 0.9, which was -0.65 lower than the previous day. The implied volatity was 32.63, the open interest changed by 6 which increased total open position to 202
On 14 Sept IIFL was trading at 434.55. The strike last trading price was 5.3, which was 0.3 higher than the previous day. The implied volatity was 31.20, the open interest changed by -11 which decreased total open position to 105
On 17 Aug IIFL was trading at 441.70. The strike last trading price was 24.1, which was 0 lower than the previous day. The implied volatity was 5.24, the open interest changed by 0 which decreased total open position to 0
