IIFL
Iifl Finance Limited
Historical option data for IIFL
21 Sep 2025 04:15 PM IST
| IIFL 30SEP2025 460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
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 | 7.4 | 0.4 | 31.07 | 1,843 | 42 | 557 | |||||||||
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| 14 Sept | 434.55 | 3.55 | -1.9 | 29.54 | 294 | 0 | 258 | |||||||||
| 17 Aug | 441.70 | 16.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Iifl Finance Limited - strike price 460 expiring on 30SEP2025
Delta for 460 CE is 0.43
Historical price for 460 CE is as follows
On 21 Sept IIFL was trading at 454.05. The strike last trading price was 7.4, which was 0.4 higher than the previous day. The implied volatity was 31.07, the open interest changed by 42 which increased total open position to 557
On 14 Sept IIFL was trading at 434.55. The strike last trading price was 3.55, which was -1.9 lower than the previous day. The implied volatity was 29.54, the open interest changed by 0 which decreased total open position to 258
On 17 Aug IIFL was trading at 441.70. The strike last trading price was 16.5, 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
| IIFL 30SEP2025 460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.58
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 | 12.4 | -2.6 | 30.20 | 142 | 27 | 78 |
| 14 Sept | 434.55 | 27.8 | 3.55 | 32.94 | 17 | 0 | 29 |
| 17 Aug | 441.70 | 40.5 | 0 | - | 0 | 0 | 0 |
For Iifl Finance Limited - strike price 460 expiring on 30SEP2025
Delta for 460 PE is -0.58
Historical price for 460 PE is as follows
On 21 Sept IIFL was trading at 454.05. The strike last trading price was 12.4, which was -2.6 lower than the previous day. The implied volatity was 30.20, the open interest changed by 27 which increased total open position to 78
On 14 Sept IIFL was trading at 434.55. The strike last trading price was 27.8, which was 3.55 higher than the previous day. The implied volatity was 32.94, the open interest changed by 0 which decreased total open position to 29
On 17 Aug IIFL was trading at 441.70. The strike last trading price was 40.5, 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
