PFC
Power Fin Corp Ltd.
Historical option data for PFC
21 Sep 2025 04:12 PM IST
| PFC 30SEP2025 410 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.53
Vega: 0.28
Theta: -0.32
Gamma: 0.03
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 409.10 | 6.2 | -0.05 | 20.09 | 3,777 | -240 | 2,865 | |||||||||
| 14 Sept | 395.70 | 3.7 | -1.55 | 23.48 | 3,189 | 33 | 2,688 | |||||||||
| 17 Aug | 416.50 | 17.5 | -1.7 | 18.93 | 7 | 4 | 126 | |||||||||
For Power Fin Corp Ltd. - strike price 410 expiring on 30SEP2025
Delta for 410 CE is 0.53
Historical price for 410 CE is as follows
On 21 Sept PFC was trading at 409.10. The strike last trading price was 6.2, which was -0.05 lower than the previous day. The implied volatity was 20.09, the open interest changed by -240 which decreased total open position to 2865
On 14 Sept PFC was trading at 395.70. The strike last trading price was 3.7, which was -1.55 lower than the previous day. The implied volatity was 23.48, the open interest changed by 33 which increased total open position to 2688
On 17 Aug PFC was trading at 416.50. The strike last trading price was 17.5, which was -1.7 lower than the previous day. The implied volatity was 18.93, the open interest changed by 4 which increased total open position to 126
| PFC 30SEP2025 410 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.28
Theta: -0.23
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 409.10 | 5.7 | -1.4 | 21.81 | 1,730 | 19 | 1,565 |
| 14 Sept | 395.70 | 16 | 2.3 | 24.52 | 305 | 12 | 1,012 |
| 17 Aug | 416.50 | 12 | 0.65 | 28.88 | 28 | 16 | 50 |
For Power Fin Corp Ltd. - strike price 410 expiring on 30SEP2025
Delta for 410 PE is -0.47
Historical price for 410 PE is as follows
On 21 Sept PFC was trading at 409.10. The strike last trading price was 5.7, which was -1.4 lower than the previous day. The implied volatity was 21.81, the open interest changed by 19 which increased total open position to 1565
On 14 Sept PFC was trading at 395.70. The strike last trading price was 16, which was 2.3 higher than the previous day. The implied volatity was 24.52, the open interest changed by 12 which increased total open position to 1012
On 17 Aug PFC was trading at 416.50. The strike last trading price was 12, which was 0.65 higher than the previous day. The implied volatity was 28.88, the open interest changed by 16 which increased total open position to 50
