IIFL
Iifl Finance Limited
Historical option data for IIFL
21 Sep 2025 04:15 PM IST
| IIFL 30SEP2025 480 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.20
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 454.05 | 2.2 | -0.2 | 31.68 | 746 | 153 | 487 | |||||||||
| 14 Sept | 434.55 | 1.5 | -0.7 | 32.74 | 135 | -5 | 231 | |||||||||
| 17 Aug | 441.70 | 15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Iifl Finance Limited - strike price 480 expiring on 30SEP2025
Delta for 480 CE is 0.17
Historical price for 480 CE is as follows
On 21 Sept IIFL was trading at 454.05. The strike last trading price was 2.2, which was -0.2 lower than the previous day. The implied volatity was 31.68, the open interest changed by 153 which increased total open position to 487
On 14 Sept IIFL was trading at 434.55. The strike last trading price was 1.5, which was -0.7 lower than the previous day. The implied volatity was 32.74, the open interest changed by -5 which decreased total open position to 231
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 480 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 0.20
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 454.05 | 27.4 | -3.25 | 31.65 | 15 | 0 | 71 |
| 14 Sept | 434.55 | 43.4 | 2.7 | 22.59 | 9 | 1 | 83 |
| 17 Aug | 441.70 | 50.55 | 0 | - | 0 | 0 | 0 |
For Iifl Finance Limited - strike price 480 expiring on 30SEP2025
Delta for 480 PE is -0.83
Historical price for 480 PE is as follows
On 21 Sept IIFL was trading at 454.05. The strike last trading price was 27.4, which was -3.25 lower than the previous day. The implied volatity was 31.65, the open interest changed by 0 which decreased total open position to 71
On 14 Sept IIFL was trading at 434.55. The strike last trading price was 43.4, which was 2.7 higher than the previous day. The implied volatity was 22.59, the open interest changed by 1 which increased total open position to 83
On 17 Aug IIFL was trading at 441.70. The strike last trading price was 50.55, 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
