IIFL
Iifl Finance Limited
Historical option data for IIFL
21 Sep 2025 04:15 PM IST
| IIFL 30SEP2025 490 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.15
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 454.05 | 1.4 | -0.15 | 34.28 | 146 | -10 | 122 | |||||||||
| 14 Sept | 434.55 | 1 | -0.45 | 34.33 | 73 | -26 | 87 | |||||||||
| 17 Aug | 441.70 | 38.45 | 0 | 7.28 | 0 | 0 | 0 | |||||||||
For Iifl Finance Limited - strike price 490 expiring on 30SEP2025
Delta for 490 CE is 0.11
Historical price for 490 CE is as follows
On 21 Sept IIFL was trading at 454.05. The strike last trading price was 1.4, which was -0.15 lower than the previous day. The implied volatity was 34.28, the open interest changed by -10 which decreased total open position to 122
On 14 Sept IIFL was trading at 434.55. The strike last trading price was 1, which was -0.45 lower than the previous day. The implied volatity was 34.33, the open interest changed by -26 which decreased total open position to 87
On 17 Aug IIFL was trading at 441.70. The strike last trading price was 38.45, which was 0 lower than the previous day. The implied volatity was 7.28, the open interest changed by 0 which decreased total open position to 0
| IIFL 30SEP2025 490 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 454.05 | 34.85 | -4.8 | - | 14 | 1 | 27 |
| 14 Sept | 434.55 | 54.9 | 3.5 | 39.67 | 11 | -2 | 30 |
| 17 Aug | 441.70 | 45.55 | 0 | - | 0 | 0 | 0 |
For Iifl Finance Limited - strike price 490 expiring on 30SEP2025
Delta for 490 PE is -
Historical price for 490 PE is as follows
On 21 Sept IIFL was trading at 454.05. The strike last trading price was 34.85, which was -4.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 27
On 14 Sept IIFL was trading at 434.55. The strike last trading price was 54.9, which was 3.5 higher than the previous day. The implied volatity was 39.67, the open interest changed by -2 which decreased total open position to 30
On 17 Aug IIFL was trading at 441.70. The strike last trading price was 45.55, 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
