IIFL
Iifl Finance Limited
Historical option data for IIFL
21 Sep 2025 04:15 PM IST
| IIFL 30SEP2025 500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.11
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 454.05 | 0.95 | -0.1 | 37.09 | 170 | 4 | 265 | |||||||||
| 14 Sept | 434.55 | 0.65 | -0.35 | 35.50 | 77 | 0 | 201 | |||||||||
For Iifl Finance Limited - strike price 500 expiring on 30SEP2025
Delta for 500 CE is 0.07
Historical price for 500 CE is as follows
On 21 Sept IIFL was trading at 454.05. The strike last trading price was 0.95, which was -0.1 lower than the previous day. The implied volatity was 37.09, the open interest changed by 4 which increased total open position to 265
On 14 Sept IIFL was trading at 434.55. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 35.50, the open interest changed by 0 which decreased total open position to 201
| IIFL 30SEP2025 500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 454.05 | 44.15 | -4.6 | - | 10 | -5 | 38 |
| 14 Sept | 434.55 | 59.4 | 0 | 0.00 | 0 | 0 | 0 |
For Iifl Finance Limited - strike price 500 expiring on 30SEP2025
Delta for 500 PE is -
Historical price for 500 PE is as follows
On 21 Sept IIFL was trading at 454.05. The strike last trading price was 44.15, which was -4.6 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 38
On 14 Sept IIFL was trading at 434.55. The strike last trading price was 59.4, 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
