PFC
Power Fin Corp Ltd.
Historical option data for PFC
21 Sep 2025 04:12 PM IST
| PFC 30SEP2025 400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.77
Vega: 0.22
Theta: -0.30
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
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| 21 Sept | 409.10 | 13.05 | 0.9 | 21.66 | 1,587 | -160 | 2,004 | |||||||||
| 14 Sept | 395.70 | 7.15 | -2.3 | 23.10 | 4,607 | 484 | 3,541 | |||||||||
| 17 Aug | 416.50 | 22.5 | -2.75 | 13.92 | 12 | 5 | 48 | |||||||||
For Power Fin Corp Ltd. - strike price 400 expiring on 30SEP2025
Delta for 400 CE is 0.77
Historical price for 400 CE is as follows
On 21 Sept PFC was trading at 409.10. The strike last trading price was 13.05, which was 0.9 higher than the previous day. The implied volatity was 21.66, the open interest changed by -160 which decreased total open position to 2004
On 14 Sept PFC was trading at 395.70. The strike last trading price was 7.15, which was -2.3 lower than the previous day. The implied volatity was 23.10, the open interest changed by 484 which increased total open position to 3541
On 17 Aug PFC was trading at 416.50. The strike last trading price was 22.5, which was -2.75 lower than the previous day. The implied volatity was 13.92, the open interest changed by 5 which increased total open position to 48
| PFC 30SEP2025 400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 0.22
Theta: -0.21
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 409.10 | 2.4 | -0.85 | 23.04 | 2,303 | 38 | 2,721 |
| 14 Sept | 395.70 | 9.25 | 1.2 | 23.30 | 1,637 | 156 | 2,528 |
| 17 Aug | 416.50 | 8 | 0.3 | 28.24 | 49 | 37 | 173 |
For Power Fin Corp Ltd. - strike price 400 expiring on 30SEP2025
Delta for 400 PE is -0.24
Historical price for 400 PE is as follows
On 21 Sept PFC was trading at 409.10. The strike last trading price was 2.4, which was -0.85 lower than the previous day. The implied volatity was 23.04, the open interest changed by 38 which increased total open position to 2721
On 14 Sept PFC was trading at 395.70. The strike last trading price was 9.25, which was 1.2 higher than the previous day. The implied volatity was 23.30, the open interest changed by 156 which increased total open position to 2528
On 17 Aug PFC was trading at 416.50. The strike last trading price was 8, which was 0.3 higher than the previous day. The implied volatity was 28.24, the open interest changed by 37 which increased total open position to 173
