IIFL
Iifl Finance Limited
Historical option data for IIFL
21 Sep 2025 04:15 PM IST
| IIFL 30SEP2025 470 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 0.27
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 454.05 | 4.2 | 0 | 31.43 | 1,255 | 53 | 507 | |||||||||
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| 14 Sept | 434.55 | 2.25 | -1.1 | 30.95 | 176 | -7 | 166 | |||||||||
| 17 Aug | 441.70 | 15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Iifl Finance Limited - strike price 470 expiring on 30SEP2025
Delta for 470 CE is 0.28
Historical price for 470 CE is as follows
On 21 Sept IIFL was trading at 454.05. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 31.43, the open interest changed by 53 which increased total open position to 507
On 14 Sept IIFL was trading at 434.55. The strike last trading price was 2.25, which was -1.1 lower than the previous day. The implied volatity was 30.95, the open interest changed by -7 which decreased total open position to 166
On 17 Aug IIFL was trading at 441.70. The strike last trading price was 15, 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 470 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.71
Vega: 0.27
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 454.05 | 19.65 | -2.4 | 32.23 | 36 | -1 | 56 |
| 14 Sept | 434.55 | 36.5 | 4.15 | 35.35 | 13 | 2 | 63 |
| 17 Aug | 441.70 | 35 | 0 | - | 0 | 0 | 0 |
For Iifl Finance Limited - strike price 470 expiring on 30SEP2025
Delta for 470 PE is -0.71
Historical price for 470 PE is as follows
On 21 Sept IIFL was trading at 454.05. The strike last trading price was 19.65, which was -2.4 lower than the previous day. The implied volatity was 32.23, the open interest changed by -1 which decreased total open position to 56
On 14 Sept IIFL was trading at 434.55. The strike last trading price was 36.5, which was 4.15 higher than the previous day. The implied volatity was 35.35, the open interest changed by 2 which increased total open position to 63
On 17 Aug IIFL was trading at 441.70. The strike last trading price was 35, 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
