IIFL
Iifl Finance Limited
Historical option data for IIFL
21 Sep 2025 04:15 PM IST
| IIFL 30SEP2025 440 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 0.26
Theta: -0.47
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 454.05 | 19 | 1.35 | 32.37 | 185 | -36 | 122 | |||||||||
| 14 Sept | 434.55 | 9.6 | -3.55 | 28.96 | 195 | 61 | 228 | |||||||||
| 17 Aug | 441.70 | 76.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Iifl Finance Limited - strike price 440 expiring on 30SEP2025
Delta for 440 CE is 0.73
Historical price for 440 CE is as follows
On 21 Sept IIFL was trading at 454.05. The strike last trading price was 19, which was 1.35 higher than the previous day. The implied volatity was 32.37, the open interest changed by -36 which decreased total open position to 122
On 14 Sept IIFL was trading at 434.55. The strike last trading price was 9.6, which was -3.55 lower than the previous day. The implied volatity was 28.96, the open interest changed by 61 which increased total open position to 228
On 17 Aug IIFL was trading at 441.70. The strike last trading price was 76.7, 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 440 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.25
Vega: 0.25
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 454.05 | 3.65 | -1.7 | 29.73 | 251 | -30 | 235 |
| 14 Sept | 434.55 | 13.35 | 1.3 | 30.04 | 78 | -6 | 171 |
| 17 Aug | 441.70 | 31.7 | 0 | 1.45 | 0 | 0 | 0 |
For Iifl Finance Limited - strike price 440 expiring on 30SEP2025
Delta for 440 PE is -0.25
Historical price for 440 PE is as follows
On 21 Sept IIFL was trading at 454.05. The strike last trading price was 3.65, which was -1.7 lower than the previous day. The implied volatity was 29.73, the open interest changed by -30 which decreased total open position to 235
On 14 Sept IIFL was trading at 434.55. The strike last trading price was 13.35, which was 1.3 higher than the previous day. The implied volatity was 30.04, the open interest changed by -6 which decreased total open position to 171
On 17 Aug IIFL was trading at 441.70. The strike last trading price was 31.7, which was 0 lower than the previous day. The implied volatity was 1.45, the open interest changed by 0 which decreased total open position to 0
