IIFL
Iifl Finance Limited
Historical option data for IIFL
21 Sep 2025 04:15 PM IST
| IIFL 30SEP2025 430 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 0.19
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 454.05 | 26.85 | 2.3 | 33.02 | 27 | 3 | 141 | |||||||||
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| 14 Sept | 434.55 | 14.95 | -3.15 | 29.68 | 63 | 8 | 54 | |||||||||
| 17 Aug | 441.70 | 70.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Iifl Finance Limited - strike price 430 expiring on 30SEP2025
Delta for 430 CE is 0.84
Historical price for 430 CE is as follows
On 21 Sept IIFL was trading at 454.05. The strike last trading price was 26.85, which was 2.3 higher than the previous day. The implied volatity was 33.02, the open interest changed by 3 which increased total open position to 141
On 14 Sept IIFL was trading at 434.55. The strike last trading price was 14.95, which was -3.15 lower than the previous day. The implied volatity was 29.68, the open interest changed by 8 which increased total open position to 54
On 17 Aug IIFL was trading at 441.70. The strike last trading price was 70.85, 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 430 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.18
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 454.05 | 1.8 | -1.1 | 30.80 | 101 | -7 | 253 |
| 14 Sept | 434.55 | 8.5 | 0.65 | 30.13 | 62 | 4 | 199 |
| 17 Aug | 441.70 | 9.8 | 0 | 0.00 | 0 | 0 | 0 |
For Iifl Finance Limited - strike price 430 expiring on 30SEP2025
Delta for 430 PE is -0.14
Historical price for 430 PE is as follows
On 21 Sept IIFL was trading at 454.05. The strike last trading price was 1.8, which was -1.1 lower than the previous day. The implied volatity was 30.80, the open interest changed by -7 which decreased total open position to 253
On 14 Sept IIFL was trading at 434.55. The strike last trading price was 8.5, which was 0.65 higher than the previous day. The implied volatity was 30.13, the open interest changed by 4 which increased total open position to 199
On 17 Aug IIFL was trading at 441.70. The strike last trading price was 9.8, 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
