PFC
Power Fin Corp Ltd.
Historical option data for PFC
21 Sep 2025 04:12 PM IST
| PFC 30SEP2025 390 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.11
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 409.10 | 21.55 | 1.05 | 22.30 | 183 | -34 | 1,320 | |||||||||
| 14 Sept | 395.70 | 12.65 | -3.05 | 23.27 | 994 | 55 | 1,606 | |||||||||
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| 17 Aug | 416.50 | 44.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Power Fin Corp Ltd. - strike price 390 expiring on 30SEP2025
Delta for 390 CE is 0.92
Historical price for 390 CE is as follows
On 21 Sept PFC was trading at 409.10. The strike last trading price was 21.55, which was 1.05 higher than the previous day. The implied volatity was 22.30, the open interest changed by -34 which decreased total open position to 1320
On 14 Sept PFC was trading at 395.70. The strike last trading price was 12.65, which was -3.05 lower than the previous day. The implied volatity was 23.27, the open interest changed by 55 which increased total open position to 1606
On 17 Aug PFC was trading at 416.50. The strike last trading price was 44.75, 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 390 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 0.14
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 409.10 | 1 | -0.4 | 25.33 | 897 | -112 | 1,966 |
| 14 Sept | 395.70 | 4.8 | 0.55 | 23.48 | 2,250 | 13 | 2,508 |
| 17 Aug | 416.50 | 5.25 | 0.3 | 28.29 | 55 | 36 | 286 |
For Power Fin Corp Ltd. - strike price 390 expiring on 30SEP2025
Delta for 390 PE is -0.11
Historical price for 390 PE is as follows
On 21 Sept PFC was trading at 409.10. The strike last trading price was 1, which was -0.4 lower than the previous day. The implied volatity was 25.33, the open interest changed by -112 which decreased total open position to 1966
On 14 Sept PFC was trading at 395.70. The strike last trading price was 4.8, which was 0.55 higher than the previous day. The implied volatity was 23.48, the open interest changed by 13 which increased total open position to 2508
On 17 Aug PFC was trading at 416.50. The strike last trading price was 5.25, which was 0.3 higher than the previous day. The implied volatity was 28.29, the open interest changed by 36 which increased total open position to 286
