IIFL
Iifl Finance Limited
Historical option data for IIFL
21 Sep 2025 04:15 PM IST
| IIFL 28OCT2025 450 CE | ||||||||||||||||
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Delta: 0.59
Vega: 0.58
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 454.05 | 23.3 | 1.45 | 32.37 | 24 | -1 | 45 | |||||||||
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| 14 Sept | 434.55 | 15.85 | -2.15 | 32.81 | 5 | 1 | 14 | |||||||||
For Iifl Finance Limited - strike price 450 expiring on 28OCT2025
Delta for 450 CE is 0.59
Historical price for 450 CE is as follows
On 21 Sept IIFL was trading at 454.05. The strike last trading price was 23.3, which was 1.45 higher than the previous day. The implied volatity was 32.37, the open interest changed by -1 which decreased total open position to 45
On 14 Sept IIFL was trading at 434.55. The strike last trading price was 15.85, which was -2.15 lower than the previous day. The implied volatity was 32.81, the open interest changed by 1 which increased total open position to 14
| IIFL 28OCT2025 450 PE | |||||||
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Delta: -0.41
Vega: 0.58
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 454.05 | 15 | -3.7 | 32.08 | 5 | 5 | 30 |
| 14 Sept | 434.55 | 25.95 | 1.45 | 33.19 | 3 | 3 | 3 |
For Iifl Finance Limited - strike price 450 expiring on 28OCT2025
Delta for 450 PE is -0.41
Historical price for 450 PE is as follows
On 21 Sept IIFL was trading at 454.05. The strike last trading price was 15, which was -3.7 lower than the previous day. The implied volatity was 32.08, the open interest changed by 5 which increased total open position to 30
On 14 Sept IIFL was trading at 434.55. The strike last trading price was 25.95, which was 1.45 higher than the previous day. The implied volatity was 33.19, the open interest changed by 3 which increased total open position to 3
