IIFL
Iifl Finance Limited
Historical option data for IIFL
21 Sep 2025 04:15 PM IST
| IIFL 30SEP2025 450 CE | ||||||||||||||||
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Delta: 0.59
Vega: 0.31
Theta: -0.49
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 454.05 | 12 | 0.8 | 30.30 | 840 | -113 | 540 | |||||||||
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| 14 Sept | 434.55 | 5.85 | -2.7 | 28.84 | 338 | 61 | 500 | |||||||||
| 17 Aug | 441.70 | 58.5 | 0 | 0.52 | 0 | 0 | 0 | |||||||||
For Iifl Finance Limited - strike price 450 expiring on 30SEP2025
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 12, which was 0.8 higher than the previous day. The implied volatity was 30.30, the open interest changed by -113 which decreased total open position to 540
On 14 Sept IIFL was trading at 434.55. The strike last trading price was 5.85, which was -2.7 lower than the previous day. The implied volatity was 28.84, the open interest changed by 61 which increased total open position to 500
On 17 Aug IIFL was trading at 441.70. The strike last trading price was 58.5, which was 0 lower than the previous day. The implied volatity was 0.52, the open interest changed by 0 which decreased total open position to 0
| IIFL 30SEP2025 450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.41
Vega: 0.31
Theta: -0.35
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 454.05 | 6.85 | -2.4 | 28.84 | 415 | 1 | 168 |
| 14 Sept | 434.55 | 19.5 | 2.1 | 29.88 | 39 | 1 | 111 |
| 17 Aug | 441.70 | 26 | 0 | - | 0 | 0 | 0 |
For Iifl Finance Limited - strike price 450 expiring on 30SEP2025
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 6.85, which was -2.4 lower than the previous day. The implied volatity was 28.84, the open interest changed by 1 which increased total open position to 168
On 14 Sept IIFL was trading at 434.55. The strike last trading price was 19.5, which was 2.1 higher than the previous day. The implied volatity was 29.88, the open interest changed by 1 which increased total open position to 111
On 17 Aug IIFL was trading at 441.70. The strike last trading price was 26, 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
