[--[65.84.65.76]--]

IIFL

Iifl Finance Limited
564.6 +4.10 (0.73%)
L: 558.6 H: 569.4

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Historical option data for IIFL

21 Dec 2025 04:16 PM IST
IIFL 30-DEC-2025 560 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
21 Dec 564.60 14 1.35 - 487 -15 262
20 Dec 564.60 14 1.35 - 487 -15 262
14 Dec 581.00 27.4 7.2 - 426 -108 262
13 Dec 581.00 27.4 7.2 - 426 -108 262
7 Dec 569.35 23.35 0.7 - 206 31 105
5 Dec 569.35 23.35 0.7 28.21 206 29 105
30 Nov 578.70 31.65 4.8 - 112 -48 124
29 Nov 578.70 31.65 4.8 - 112 -48 124
23 Nov 540.00 15 -3.25 - 167 13 163
22 Nov 540.00 15 -3.25 - 167 13 163
16 Nov 547.30 22.35 5.05 - 3 2 2
15 Nov 547.30 22.35 5.05 - 3 2 2
14 Nov 547.30 22.35 5.05 - 3 2 2
13 Nov 537.65 17.3 0 - 0 0 0
9 Nov 525.70 17.3 0 - 0 0 0
8 Nov 525.70 17.3 0 - 0 0 0
2 Nov 534.60 17.3 0 - 0 0 0
1 Nov 534.60 17.3 0 - 0 0 0
27 Oct 505.35 17.3 0 - 0 0 0
26 Oct 489.80 17.3 0 - 0 0 0
25 Oct 489.80 17.3 0 - 0 0 0
18 Oct 498.55 17.3 0 - 0 0 0
15 Oct 485.25 17.3 0 - 0 0 0


For Iifl Finance Limited - strike price 560 expiring on 30DEC2025

Delta for 560 CE is -

Historical price for 560 CE is as follows

On 21 Dec IIFL was trading at 564.60. The strike last trading price was 14, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 262


On 20 Dec IIFL was trading at 564.60. The strike last trading price was 14, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 262


On 14 Dec IIFL was trading at 581.00. The strike last trading price was 27.4, which was 7.2 higher than the previous day. The implied volatity was -, the open interest changed by -108 which decreased total open position to 262


On 13 Dec IIFL was trading at 581.00. The strike last trading price was 27.4, which was 7.2 higher than the previous day. The implied volatity was -, the open interest changed by -108 which decreased total open position to 262


On 7 Dec IIFL was trading at 569.35. The strike last trading price was 23.35, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 105


On 5 Dec IIFL was trading at 569.35. The strike last trading price was 23.35, which was 0.7 higher than the previous day. The implied volatity was 28.21, the open interest changed by 29 which increased total open position to 105


On 30 Nov IIFL was trading at 578.70. The strike last trading price was 31.65, which was 4.8 higher than the previous day. The implied volatity was -, the open interest changed by -48 which decreased total open position to 124


On 29 Nov IIFL was trading at 578.70. The strike last trading price was 31.65, which was 4.8 higher than the previous day. The implied volatity was -, the open interest changed by -48 which decreased total open position to 124


On 23 Nov IIFL was trading at 540.00. The strike last trading price was 15, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 163


On 22 Nov IIFL was trading at 540.00. The strike last trading price was 15, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 163


On 16 Nov IIFL was trading at 547.30. The strike last trading price was 22.35, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 15 Nov IIFL was trading at 547.30. The strike last trading price was 22.35, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 14 Nov IIFL was trading at 547.30. The strike last trading price was 22.35, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 13 Nov IIFL was trading at 537.65. The strike last trading price was 17.3, 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 9 Nov IIFL was trading at 525.70. The strike last trading price was 17.3, 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 8 Nov IIFL was trading at 525.70. The strike last trading price was 17.3, 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 2 Nov IIFL was trading at 534.60. The strike last trading price was 17.3, 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 1 Nov IIFL was trading at 534.60. The strike last trading price was 17.3, 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 27 Oct IIFL was trading at 505.35. The strike last trading price was 17.3, 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 17.3, 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 17.3, 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 17.3, 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 17.3, 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


IIFL 30DEC2025 560 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
21 Dec 564.60 6.75 -3.5 - 148 0 450
20 Dec 564.60 6.75 -3.5 - 148 0 450
14 Dec 581.00 5 -4.65 - 482 16 406
13 Dec 581.00 5 -4.65 - 482 16 406
7 Dec 569.35 10.65 -1.8 - 260 -14 296
5 Dec 569.35 10.65 -1.8 27.27 260 -14 296
30 Nov 578.70 10.55 -2.95 - 143 26 239
29 Nov 578.70 10.55 -2.95 - 143 26 239
23 Nov 540.00 30.15 1.85 - 1 0 39
22 Nov 540.00 30.15 1.85 - 1 0 39
16 Nov 547.30 116.95 0 - 0 0 0
15 Nov 547.30 116.95 0 - 0 0 0
14 Nov 547.30 116.95 0 - 0 0 0
13 Nov 537.65 116.95 0 - 0 0 0
9 Nov 525.70 116.95 0 - 0 0 0
8 Nov 525.70 116.95 0 - 0 0 0
2 Nov 534.60 116.95 0 - 0 0 0
1 Nov 534.60 116.95 0 - 0 0 0
27 Oct 505.35 0 0 - 0 0 0
26 Oct 489.80 0 0 - 0 0 0
25 Oct 489.80 0 0 - 0 0 0
18 Oct 498.55 0 0 - 0 0 0
15 Oct 485.25 0 0 - 0 0 0


For Iifl Finance Limited - strike price 560 expiring on 30DEC2025

Delta for 560 PE is -

Historical price for 560 PE is as follows

On 21 Dec IIFL was trading at 564.60. The strike last trading price was 6.75, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 450


On 20 Dec IIFL was trading at 564.60. The strike last trading price was 6.75, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 450


On 14 Dec IIFL was trading at 581.00. The strike last trading price was 5, which was -4.65 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 406


On 13 Dec IIFL was trading at 581.00. The strike last trading price was 5, which was -4.65 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 406


On 7 Dec IIFL was trading at 569.35. The strike last trading price was 10.65, which was -1.8 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 296


On 5 Dec IIFL was trading at 569.35. The strike last trading price was 10.65, which was -1.8 lower than the previous day. The implied volatity was 27.27, the open interest changed by -14 which decreased total open position to 296


On 30 Nov IIFL was trading at 578.70. The strike last trading price was 10.55, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 239


On 29 Nov IIFL was trading at 578.70. The strike last trading price was 10.55, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 239


On 23 Nov IIFL was trading at 540.00. The strike last trading price was 30.15, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39


On 22 Nov IIFL was trading at 540.00. The strike last trading price was 30.15, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39


On 16 Nov IIFL was trading at 547.30. The strike last trading price was 116.95, 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 Nov IIFL was trading at 547.30. The strike last trading price was 116.95, 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 14 Nov IIFL was trading at 547.30. The strike last trading price was 116.95, 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 13 Nov IIFL was trading at 537.65. The strike last trading price was 116.95, 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 9 Nov IIFL was trading at 525.70. The strike last trading price was 116.95, 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 8 Nov IIFL was trading at 525.70. The strike last trading price was 116.95, 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 2 Nov IIFL was trading at 534.60. The strike last trading price was 116.95, 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 1 Nov IIFL was trading at 534.60. The strike last trading price was 116.95, 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 27 Oct IIFL was trading at 505.35. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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