PFC
Power Fin Corp Ltd.
Historical option data for PFC
21 Sep 2025 04:12 PM IST
| PFC 30SEP2025 420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.28
Vega: 0.24
Theta: -0.26
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
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| 21 Sept | 409.10 | 2.55 | -0.25 | 20.93 | 3,148 | -180 | 2,192 | |||||||||
| 14 Sept | 395.70 | 1.9 | -0.9 | 24.61 | 1,873 | 33 | 2,856 | |||||||||
| 17 Aug | 416.50 | 12.9 | -1.3 | 20.70 | 30 | 12 | 296 | |||||||||
For Power Fin Corp Ltd. - strike price 420 expiring on 30SEP2025
Delta for 420 CE is 0.28
Historical price for 420 CE is as follows
On 21 Sept PFC was trading at 409.10. The strike last trading price was 2.55, which was -0.25 lower than the previous day. The implied volatity was 20.93, the open interest changed by -180 which decreased total open position to 2192
On 14 Sept PFC was trading at 395.70. The strike last trading price was 1.9, which was -0.9 lower than the previous day. The implied volatity was 24.61, the open interest changed by 33 which increased total open position to 2856
On 17 Aug PFC was trading at 416.50. The strike last trading price was 12.9, which was -1.3 lower than the previous day. The implied volatity was 20.70, the open interest changed by 12 which increased total open position to 296
| PFC 30SEP2025 420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 0.24
Theta: -0.16
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 409.10 | 11.8 | -1.9 | 22.02 | 323 | -4 | 596 |
| 14 Sept | 395.70 | 24.05 | 2.95 | 25.57 | 135 | 6 | 712 |
| 17 Aug | 416.50 | 16.85 | 0.55 | 29.34 | 30 | 16 | 221 |
For Power Fin Corp Ltd. - strike price 420 expiring on 30SEP2025
Delta for 420 PE is -0.71
Historical price for 420 PE is as follows
On 21 Sept PFC was trading at 409.10. The strike last trading price was 11.8, which was -1.9 lower than the previous day. The implied volatity was 22.02, the open interest changed by -4 which decreased total open position to 596
On 14 Sept PFC was trading at 395.70. The strike last trading price was 24.05, which was 2.95 higher than the previous day. The implied volatity was 25.57, the open interest changed by 6 which increased total open position to 712
On 17 Aug PFC was trading at 416.50. The strike last trading price was 16.85, which was 0.55 higher than the previous day. The implied volatity was 29.34, the open interest changed by 16 which increased total open position to 221
