PFC
Power Fin Corp Ltd.
Historical option data for PFC
21 Sep 2025 04:12 PM IST
| PFC 30SEP2025 340 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.97
Vega: 0.04
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 | 409.10 | 71.2 | -0.8 | 57.86 | 2 | -1 | 98 | |||||||||
| 14 Sept | 395.70 | 60.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 416.50 | 96 | 0 | - | 0 | 0 | 0 | |||||||||
For Power Fin Corp Ltd. - strike price 340 expiring on 30SEP2025
Delta for 340 CE is 0.97
Historical price for 340 CE is as follows
On 21 Sept PFC was trading at 409.10. The strike last trading price was 71.2, which was -0.8 lower than the previous day. The implied volatity was 57.86, the open interest changed by -1 which decreased total open position to 98
On 14 Sept PFC was trading at 395.70. The strike last trading price was 60.85, 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
On 17 Aug PFC was trading at 416.50. The strike last trading price was 96, 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
| PFC 30SEP2025 340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.02
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 409.10 | 0.1 | -0.1 | 46.79 | 6 | -3 | 500 |
| 14 Sept | 395.70 | 0.35 | 0.05 | 37.58 | 175 | 86 | 580 |
| 17 Aug | 416.50 | 0.85 | 0 | 35.03 | 47 | -32 | 159 |
For Power Fin Corp Ltd. - strike price 340 expiring on 30SEP2025
Delta for 340 PE is -0.01
Historical price for 340 PE is as follows
On 21 Sept PFC was trading at 409.10. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 46.79, the open interest changed by -3 which decreased total open position to 500
On 14 Sept PFC was trading at 395.70. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 37.58, the open interest changed by 86 which increased total open position to 580
On 17 Aug PFC was trading at 416.50. The strike last trading price was 0.85, which was 0 lower than the previous day. The implied volatity was 35.03, the open interest changed by -32 which decreased total open position to 159
