IIFL
Iifl Finance Limited
Historical option data for IIFL
21 Sep 2025 04:15 PM IST
| IIFL 30SEP2025 520 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.07
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 454.05 | 0.5 | -0.05 | 42.70 | 57 | 14 | 90 | |||||||||
| 14 Sept | 434.55 | 0.4 | -0.1 | 40.06 | 6 | -1 | 69 | |||||||||
For Iifl Finance Limited - strike price 520 expiring on 30SEP2025
Delta for 520 CE is 0.04
Historical price for 520 CE is as follows
On 21 Sept IIFL was trading at 454.05. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 42.70, the open interest changed by 14 which increased total open position to 90
On 14 Sept IIFL was trading at 434.55. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 40.06, the open interest changed by -1 which decreased total open position to 69
| IIFL 30SEP2025 520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.98
Vega: 0.04
Theta: 0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 454.05 | 65.05 | -6.75 | 38.23 | 4 | 1 | 5 |
| 14 Sept | 434.55 | 67.2 | 0 | 0.00 | 0 | 0 | 0 |
For Iifl Finance Limited - strike price 520 expiring on 30SEP2025
Delta for 520 PE is -0.98
Historical price for 520 PE is as follows
On 21 Sept IIFL was trading at 454.05. The strike last trading price was 65.05, which was -6.75 lower than the previous day. The implied volatity was 38.23, the open interest changed by 1 which increased total open position to 5
On 14 Sept IIFL was trading at 434.55. The strike last trading price was 67.2, 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
