PFC
Power Fin Corp Ltd.
Historical option data for PFC
21 Sep 2025 04:12 PM IST
| PFC 28OCT2025 410 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.57
Vega: 0.53
Theta: -0.21
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 409.10 | 14 | 0.65 | 22.26 | 335 | 105 | 492 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 395.70 | 9.4 | -1.8 | 23.58 | 105 | 30 | 168 | |||||||||
For Power Fin Corp Ltd. - strike price 410 expiring on 28OCT2025
Delta for 410 CE is 0.57
Historical price for 410 CE is as follows
On 21 Sept PFC was trading at 409.10. The strike last trading price was 14, which was 0.65 higher than the previous day. The implied volatity was 22.26, the open interest changed by 105 which increased total open position to 492
On 14 Sept PFC was trading at 395.70. The strike last trading price was 9.4, which was -1.8 lower than the previous day. The implied volatity was 23.58, the open interest changed by 30 which increased total open position to 168
| PFC 28OCT2025 410 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 0.53
Theta: -0.11
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 409.10 | 10.85 | -0.9 | 24.08 | 184 | 69 | 219 |
| 14 Sept | 395.70 | 19 | -24.75 | 24.92 | 1 | 1 | 0 |
For Power Fin Corp Ltd. - strike price 410 expiring on 28OCT2025
Delta for 410 PE is -0.43
Historical price for 410 PE is as follows
On 21 Sept PFC was trading at 409.10. The strike last trading price was 10.85, which was -0.9 lower than the previous day. The implied volatity was 24.08, the open interest changed by 69 which increased total open position to 219
On 14 Sept PFC was trading at 395.70. The strike last trading price was 19, which was -24.75 lower than the previous day. The implied volatity was 24.92, the open interest changed by 1 which increased total open position to 0
