[--[65.84.65.76]--]

IIFL

Iifl Finance Limited
534.6 -7.05 (-1.30%)
L: 525.6 H: 551.95

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Historical option data for IIFL

02 Nov 2025 04:14 PM IST
IIFL 25-NOV-2025 530 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
2 Nov 534.60 23 -7.05 - 770 95 225
1 Nov 534.60 23 -7.05 - 770 95 225
27 Oct 505.35 13.45 5.5 - 184 95 154
26 Oct 489.80 8 -0.05 - 29 23 57
25 Oct 489.80 8 -0.05 - 29 23 57
18 Oct 498.55 12.6 -1 - 9 0 9
15 Oct 485.25 9.6 -4.4 - 8 7 7


For Iifl Finance Limited - strike price 530 expiring on 25NOV2025

Delta for 530 CE is -

Historical price for 530 CE is as follows

On 2 Nov IIFL was trading at 534.60. The strike last trading price was 23, which was -7.05 lower than the previous day. The implied volatity was -, the open interest changed by 95 which increased total open position to 225


On 1 Nov IIFL was trading at 534.60. The strike last trading price was 23, which was -7.05 lower than the previous day. The implied volatity was -, the open interest changed by 95 which increased total open position to 225


On 27 Oct IIFL was trading at 505.35. The strike last trading price was 13.45, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 95 which increased total open position to 154


On 26 Oct IIFL was trading at 489.80. The strike last trading price was 8, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 57


On 25 Oct IIFL was trading at 489.80. The strike last trading price was 8, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 57


On 18 Oct IIFL was trading at 498.55. The strike last trading price was 12.6, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 15 Oct IIFL was trading at 485.25. The strike last trading price was 9.6, which was -4.4 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7


IIFL 25NOV2025 530 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
2 Nov 534.60 14.3 -0.35 - 881 27 137
1 Nov 534.60 14.3 -0.35 - 881 27 137
27 Oct 505.35 87.15 0 - 0 0 0
26 Oct 489.80 87.15 0 - 0 0 0
25 Oct 489.80 87.15 0 - 0 0 0
18 Oct 498.55 87.15 0 - 0 0 0
15 Oct 485.25 87.15 0 - 0 0 0


For Iifl Finance Limited - strike price 530 expiring on 25NOV2025

Delta for 530 PE is -

Historical price for 530 PE is as follows

On 2 Nov IIFL was trading at 534.60. The strike last trading price was 14.3, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 137


On 1 Nov IIFL was trading at 534.60. The strike last trading price was 14.3, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 137


On 27 Oct IIFL was trading at 505.35. The strike last trading price was 87.15, 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


On 26 Oct IIFL was trading at 489.80. The strike last trading price was 87.15, 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


On 25 Oct IIFL was trading at 489.80. The strike last trading price was 87.15, 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


On 18 Oct IIFL was trading at 498.55. The strike last trading price was 87.15, 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


On 15 Oct IIFL was trading at 485.25. The strike last trading price was 87.15, 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